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9269 Results

The Common Component of CPI: An Alternative Measure of Underlying Inflation for Canada

Staff Working Paper 2013-35 Mikael Khan, Louis Morel, Patrick Sabourin
In this paper, the authors propose a measure of underlying inflation for Canada obtained from estimating a monthly factor model on individual components of the CPI. This measure, labelled the common component of CPI, has intuitive appeal and a number of interesting features.
October 2, 2013

Debt Management Strategy Consultations - 2014-15

The Department of Finance and the Bank of Canada are seeking views of government securities distributors, institutional investors, and other interested parties on issues related to the design and operation of the Government of Canada’s domestic debt program for 2014-15 and beyond.
Content Type(s): Press, Market notices

The Safety of Government Debt

Staff Working Paper 2013-34 Kartik Anand, Prasanna Gai
We examine the safety of government bonds in the presence of Knightian uncertainty amongst financial market participants. In our model, the information insensitivity of government bonds is driven by strategic complementarities across counterparties and the structure of trading relationships.
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