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3046 Results

What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks

Staff Working Paper 2016-25 Laurent Ferrara, Pierre Guérin
This paper evaluates the effects of high-frequency uncertainty shocks on a set of low-frequency macroeconomic variables that are representative of the U.S. economy. Rather than estimating models at the same common low-frequency, we use recently developed econometric models, which allows us to deal with data of different sampling frequencies.

Is anyone surprised? The high-frequency impact of US and domestic macroeconomic data announcements on Canadian asset prices

Staff Analytical Note 2025-10 Blake DeBruin Martos, Rodrigo Sekkel, Henry Stern, Xu Zhang
Using almost two decades of detailed high-frequency data, we show how Canadian interest rates, the CAD/USD spot exchange rate, and stock market returns react to both US and domestic macro announcements. We find that Canadian macroeconomic announcements invoke greater responses in short-term yields, whereas US macroeconomic announcements play an increasingly important role in the yield movements of longer-term assets.
Content Type(s): Staff research, Staff analytical notes Research Topic(s): Asset pricing, Exchange rates, Financial markets JEL Code(s): G, G1, G14, G15

The Monetary Transmission Mechanism at the Sectoral Level

Staff Working Paper 2001-27 Jean Farès, Gabriel Srour
This paper relies on simple vector autoregressions to investigate the monetary transmission mechanism in broad sectors of the Canadian economy. Two types of disaggregation are considered: one at the level of final expenditures, and one at the level of production.
Content Type(s): Staff research, Staff working papers Research Topic(s): Monetary policy transmission JEL Code(s): E, E5, E52

Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest Rates Using Structural VAR Methodology

Staff Working Paper 1996-2 Pierre St-Amant
In this paper, the author uses structural vector autoregression methodology to decompose U.S. nominal interest rates into an expected inflation component and an ex ante real interest rate component. He identifies inflation expectations and ex ante real interest rate shocks by assuming that nominal interest rates and inflation expectations move one-for-one in the long-run—they are cointegrated (1,1)—and that the real interest rate is stationary.
Content Type(s): Staff research, Staff working papers Research Topic(s): Interest rates, International topics JEL Code(s): E, E3, E31, E4, E43
January 11, 2010

Bank of Canada Review - Winter 2009-2010

Winter 2009-2010
Causes and consequences of declining inflation persistence in Canada; the evolution of capital flows to emerging-market economies (EMEs) and the need for EMEs to implement policies that support capital flows; making bank notes accessible for Canadians living with blindness or low vision, sharing assessments of the suite of accessibility features on the current series of bank notes and plans for the next series.
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