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2143 Results

The Output-Inflation Trade-off in Canada

We explain how the Bank of Canada’s policy models capture the trade-off between output and inflation in Canada. We provide new estimates of the trade-off and contrast them with those in the Bank’s macroeconomic models.

Model Uncertainty and Wealth Distribution

Staff working paper 2019-48 Edouard Djeutem, Shaofeng Xu
This paper studies the implications of model uncertainty for wealth distribution in a tractable general equilibrium model with a borrowing constraint and robustness à la Hansen and Sargent (2008). Households confront model uncertainty about the process driving the return of the risky asset, and they choose robust policies.

Dismiss the Gap? A Real-Time Assessment of the Usefulness of Canadian Output Gaps in Forecasting Inflation

We use a new real-time database for Canada to study various output gap measures. This includes recently developed measures based on models incorporating many variables as inputs (and therefore requiring real-time data for many variables).

Quantitative Easing and Long‐Term Yields in Small Open Economies

Staff working paper 2017-26 Antonio Diez de los Rios, Maral Shamloo
We compare the Federal Reserve’s asset purchase programs with those implemented by the Bank of England and the Swedish Riksbank, and the Swiss National Bank’s reserve expansion program.

Overlooking the online world: Does mismeasurement of the digital economy explain the productivity slowdown?

Staff analytical note 2021-10 Alejandra Bellatin, Stéphanie Houle
Since the mid-2000s, labour productivity has slowed down in Canada despite enormous technological advances that were expected to improve it. This note investigates whether mismeasurement of the digital economy can explain this paradox.
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