What’s Up with Unit Non-Response in the Bank of Canada’s Business Outlook Survey? The Effect of Staff Tenure Staff Discussion Paper 2017-11 Sarah Miller, David Amirault, Laurent Martin Since 1997, the Bank of Canada’s regional offices have been conducting the Business Outlook Survey (BOS), a quarterly survey of business conditions. Survey responses are gathered through face-to-face, confidential consultations with a sample of private sector firms representative of the various sectors, firm sizes and regions across Canada. Content Type(s): Staff research, Staff discussion papers Topic(s): Econometric and statistical methods, Firm dynamics, Regional economic developments JEL Code(s): C, C2, C21, C8, C81, D, D2, D22
A Dynamic Factor Model for Commodity Prices Staff Analytical Note 2017-12 Doga Bilgin, Reinhard Ellwanger In this note, we present the Commodities Factor Model (CFM), a dynamic factor model for a large cross-section of energy and non-energy commodity prices. The model decomposes price changes in commodities into a common “global” component, a “block” component confined to subgroups of economically related commodities and an idiosyncratic price shock component. Content Type(s): Staff research, Staff analytical notes Topic(s): Econometric and statistical methods, Recent economic and financial developments JEL Code(s): C, C5, C51, Q, Q0, Q02
Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada Staff Working Paper 2017-39 Julien Champagne, Rodrigo Sekkel We use narrative evidence along with a novel database of real-time data and forecasts from the Bank of Canada's staff economic projections from 1974 to 2015 to construct a new measure of monetary policy shocks and estimate the effects of monetary policy in Canada. Content Type(s): Staff research, Staff working papers Topic(s): Business fluctuations and cycles, Central bank research, Econometric and statistical methods, Exchange rate regimes, Inflation and prices, Inflation targets, Interest rates, Monetary policy, Monetary policy framework JEL Code(s): E, E3, E31, E32, E4, E43, E5, E52, E58
September 25, 2017 Bank of Canada assets and liabilities: Month-end (formerly B1) Month-end statement of assets and liabilities as required by the Bank of Canada Act. The figures for the last two reference periods are preliminary and are subject to revision.
September 25, 2017 Government of Canada direct securities and loans: Distribution of holdings (formerly G4) Distribution of Government of Canada direct securities and loans among the Bank of Canada, Government of Canada and the general public as at weekly Wednesday and at month-end.
September 25, 2017 Bank of Canada assets and liabilities: Weekly (formerly B2) Weekly Wednesday statement of assets and liabilities as required by the Bank of Canada Act. The figures for the last reference period are preliminary and are subject to revision.
September 25, 2017 Government of Canada Canadian dollar deposits (formerly in the WFS) Weekly Wednesday data on the total government deposit balance held at the Bank of Canada and with other market auction participants.
September 25, 2017 Historical positions of members of Payments Canada with the Bank of Canada (formerly B3) Inactive: Starting June 13, 2022, the Bank of Canada no longer updates this table.
September 22, 2017 Weekly Financial Statistics - 22 September 2017 Content Type(s): Publications, Historical: Weekly Financial Statistics