Search

Content Types

Subjects

Authors

Research Themes

JEL Codes

Sources

Published After

Published Before

2098 Results

The Government of Canada Debt Securities Data Set

We present the daily time series of the outstanding amounts of all Government of Canada marketable debt securities from July 2001 to June 2017.
March 9, 2010

Inflation Expectations and the Conduct of Monetary Policy: A Review of Recent Evidence and Experience

This article explores the role of inflation expectations in the conduct of monetary policy. It reviews the various measures of inflation expectations used by central banks, including surveys and market-based indicators, and considers their advantages and disadvantages. It examines the critical role of inflation expectations in the framework that central banks use to understand, forecast, and control inflation. It also looks at their role as an indicator of central bank credibility. The behaviour of inflation expectations over the past two years is analyzed and policy conclusions are offered.

Financial Frictions, Durable Goods and Monetary Policy

Staff working paper 2019-31 Ugochi Emenogu, Leo Michelis
Financial frictions affect how much consumers spend on durable and non-durable goods. Borrowers can face both loan-to-value (LTV) constraints and payment-to-income (PTI) constraints.

A New Measure of Monetary Policy Shocks

Staff working paper 2021-29 Xu Zhang
Combining various high frequency financial data with central bank projections, I construct a new measure of monetary policy shocks not predictable by the public information preceding a central bank’s announcements. I then study the causal effects of monetary policy on the macro economy.

Digitalization: Implications for Monetary Policy

We explore the implications of digitalization for monetary policy, both in terms of how monetary policy affects the economy and in terms of data analysis and communication with the public.

Characterizing the Canadian Financial Cycle with Frequency Filtering Approaches

Staff analytical note 2018-34 Andrew Lee-Poy
In this note, I use two multivariate frequency filtering approaches to characterize the Canadian financial cycle by capturing fluctuations in the underlying variables with respect to a long-term trend. The first approach is a dynamically weighted composite, and the second is a stochastic cycle model.

To Share or Not to Share? Uncovered Losses in a Derivatives Clearinghouse

Staff working paper 2016-4 Radoslav Raykov
This paper studies how the allocation of residual losses affects trading and welfare in a central counterparty. I compare loss sharing under two loss-allocation mechanisms – variation margin haircutting and cash calls – and study the privately and socially optimal degree of loss sharing.

Security and convenience of a central bank digital currency

Staff analytical note 2020-21 Charles M. Kahn, Francisco Rivadeneyra
An anonymous token-based central bank digital currency (CBDC) would pose certain security risks to users. These risks arise from how balances are aggregated, from their transactional use and from the competition between suppliers of aggregation solutions.
Go To Page