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3046 Results

Assessing the Impact of Demand Shocks on the US Term Premium

Staff Discussion Paper 2018-7 Russell Barnett, Konrad Zmitrowicz
During and after the Great Recession of 2008–09, conventional monetary policy in the United States and many other advanced economies was constrained by the effective lower bound (ELB) on nominal interest rates. Several central banks implemented large-scale asset purchase (LSAP) programs, more commonly known as quantitative easing or QE, to provide additional monetary stimulus.

A Small Dynamic Hybrid Model for the Euro Area

Staff Working Paper 2003-19 Ramdane Djoudad, Céline Gauthier
The authors estimate and solve a small structural model for the euro area over the 1983–2000 period. Given the assumption of rational expectations, the model implies a set of orthogonality conditions that provide the basis for estimating the model's parameter by generalized method of moments.
Content Type(s): Staff research, Staff working papers Research Topic(s): Monetary policy transmission JEL Code(s): E, E3, E31

Non-Linearities in the Output-Inflation Relationship: Some Empirical Results for Canada

Staff Working Paper 1998-14 Chantal Dupasquier, Nicholas Ricketts
This paper analyzes the short-run dynamic process of inflation in Canada and examines whether a systematic variation in the relationship between inflation and output can be detected over time. In the theoretical literature, different models of price-setting behaviour predict that the slope of the Phillips curve will be a function of macroeconomic conditions, implying a […]

Non-linéarité de la courbe de Phillips : un survol de la littérature

Staff Analytical Note 2018-3 Renaud St-Cyr
The paper reviews evidence from the economic literature on the nature of the relationship between excess capacity and inflation, better known as the Phillips curve. In particular, we examine the linearity of this relationship. This is an important issue in the current economic context in which advanced economies are approaching or exceed their potential output.
Content Type(s): Staff research, Staff analytical notes Research Topic(s): Inflation and prices, International topics JEL Code(s): E, E3, E31, E32
September 10, 2020

Economic progress report: a very uneven recovery

Remarks (delivered virtually) Tiff Macklem The Canadian Chamber of Commerce Ottawa, Ontario
Governor Tiff Macklem discusses the Bank’s latest interest rate announcement and explains the uneven impact that the COVID-19 pandemic is having on different sectors and people.

Consumer Attitudes, Uncertainty, and Consumer Spending

Staff Working Paper 1998-16 Denise Côté, Marianne Johnson
This study examines the link between consumer expenditures and the Conference Board's Index of Consumer Attitudes, an index highly regarded for some time as a useful leading indicator of consumer expenditures. However, the theory that identifies why it may be useful in an analysis of consumption is less well established. To explore this question, we […]
Content Type(s): Staff research, Staff working papers Research Topic(s): Domestic demand and components, Economic models JEL Code(s): D, D1, D12, E, E2
March 11, 1999

Then and now: the change in views on the role of monetary policy since the Porter Commission

Lecture Gordon Thiessen C.D. Howe Institute Toronto, Ontario
Tony Hampson made a number of outstanding contributions to Canadian public life as well as having a successful business career. Many in this audience will be familiar with the fact that for a number of years he was Chairman of the C.D. Howe Institute's Policy Analysis Committee.

Sovereign Default and State-Contingent Debt

Staff Discussion Paper 2013-3 Martin Brooke, Rhys R. Mendes, Alex Pienkowski, Eric Santor
The Latin American debt crises in the 1980s and the Asian crisis in the late 1990s both provided impetus for reforming the framework for restructuring sovereign debt. In the late 1980s, the Brady plan established the importance of substantive debt relief in addressing some crises.
May 11, 2017

Bank of Canada Review - Spring 2017

Some suggest the global economy is facing a fourth industrial revolution. Bank researchers discuss the possible implications of digitalization on the economy. This issue also shares insights on the effectiveness of some unconventional monetary policies in a small open economy, how Government of Canada bonds are used throughout their life cycle, as well as how the Big Six Canadian banks choose their funding strategies and why. The final article examines the slow growth in business investment.
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