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3046 Results

Driving Forces of the Canadian Economy: An Accounting Exercise

Staff Working Paper 2008-14 Simona Cociuba, Alexander Ueberfeldt
This paper analyses the Canadian economy for the post 1960 period. It uses an accounting procedure developed in Chari, Kehoe, and McGrattan (2006). The procedure identifies accounting factors that help align the predictions of the neoclassical growth model with macroeconomic variables observed in the data.
Content Type(s): Staff research, Staff working papers Research Topic(s): Labour markets, Potential output, Productivity JEL Code(s): E, E2, E24, E6, E65, O, O4, O41, O5, O51

Euro Area Government Bonds—Integration and Fragmentation During the Sovereign Debt Crisis

Staff Working Paper 2015-13 Michael Ehrmann, Marcel Fratzscher
The paper analyzes the integration of euro area sovereign bond markets during the European sovereign debt crisis. It tests for contagion (i.e., an intensification in the transmission of shocks across countries), fragmentation (a reduction in spillovers) and flight-to-quality patterns, exploiting the heteroskedasticity of intraday changes in bond yields for identification.

The Ex-Ante Versus Ex-Post Effect of Public Guarantees

Staff Working Paper 2012-22 H. Evren Damar, Reint Gropp, Adi Mordel
In October 2006, Dominion Bond Rating Service (DBRS) introduced new ratings for banks that account for the potential of government support. The rating changes are not a reflection of any changes in the respective banks’ credit fundamentals.

The Turning Black Tide: Energy Prices and the Canadian Dollar

Staff Working Paper 2006-29 Ramzi Issa, Robert Lafrance, John Murray
The authors revisit the relationship between energy prices and the Canadian dollar in the Amano and van Norden (1995) equation, which shows a negative relationship such that higher real energy prices lead to a depreciation of the Canadian dollar.
Content Type(s): Staff research, Staff working papers Research Topic(s): Econometric and statistical methods, Exchange rates JEL Code(s): F, F3, F31
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