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281 Results

What Does Structural Analysis of the External Finance Premium Say About Financial Frictions?

Staff Working Paper 2019-38 Jelena Zivanovic
I use a structural vector autoregression (SVAR) with sign restrictions to provide conditional evidence on the behavior of the US external finance premium (EFP). The results indicate that the excess bond premium, a proxy for the EFP, reacts countercyclically to supply and monetary policy shocks and procyclically to demand shocks.
September 5, 2019

Economic Progress Report: Inflation in Canada—Well Behaved and Well Controlled

Remarks Lawrence L. Schembri Halifax Regional Chamber of Commerce Halifax, Nova Scotia
Deputy Governor Lawrence Schembri discusses the Bank’s latest interest rate announcement and the behaviour of inflation in Canada.
September 5, 2019

Canadian economy resilient even as global outlook worsens

Speech summary Lawrence L. Schembri Halifax Chamber of Commerce Halifax, Nova Scotia
Speaking a day after we decided to hold interest rates steady, Deputy Governor Lawrence Schembri discussed the key points Governing Council considered in their decision.

The Impact of a Trade War: Assessment of the Current Tariffs and Alternative Scenarios

Staff Analytical Note 2019-20 Karyne B. Charbonneau
This note uses Charbonneau and Landry’s (2018) framework to assess the direct impact of the current trade tensions on the Canadian and global economies, as well as possible implications if the conflict escalates further. Overall, my findings show that the estimated impact of current tariffs on real gross domestic product (GDP) remains relatively small, which is in line with the literature on gains from trade, but the impact on trade is much larger.

Measuring Non-Financial Corporate Sector Vulnerabilities in Canada

Staff Analytical Note 2019-15 Timothy Grieder, Claire Schaffter
The ratio of non-financial corporate debt to gross domestic product in Canada has increased noticeably in recent years and is currently at an all-time high. In light of this development, we use a unique firm-level dataset to construct vulnerability indicators for the non-financial corporate sector in Canada.
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