August 29, 2013 Banking and Financial Statistics - August 2013 Content Type(s): Publications, Historical: Banking and Financial Statistics
August 29, 2013 Quarterly Financial Report - Second Quarter 2013 Quarterly Financial Report - Second Quarter 2013 - For the period ended 30 June 2013 Content Type(s): Publications, Quarterly Financial Report
August 27, 2013 Exits, Spillovers and Monetary Policy Independence Remarks John Murray Canadian Association for Business Economics Kingston, Ontario Deputy Governor John Murray discusses exits from unconventional monetary policies, spillovers and monetary policy independence. Content Type(s): Press, Speeches and appearances, Remarks
August 23, 2013 Weekly Financial Statistics - 23 August 2013 Content Type(s): Publications, Historical: Weekly Financial Statistics
August 20, 2013 Changes to the Terms and Conditions Governing the Morning Auction of Receiver General Cash Balances The Bank of Canada, on behalf of the Government of Canada, today announced changes to the Terms and Conditions Governing the Morning Auction of Receiver General Cash Balances (the Terms), effective 1 April 2014. Content Type(s): Press, Market notices
August 20, 2013 Bank of Canada Announces the Recipients of its 2013 Law Enforcement Award of Excellence for Counterfeit Deterrence Media Relations Ottawa, Ontario The Bank of Canada is pleased to announce the recipients of its 2013 Law Enforcement Award of Excellence for Counterfeit Deterrence. Content Type(s): Press, Press releases Topic(s): Bank notes
Volatility and Liquidity Costs Staff Working Paper 2013-29 Selma Chaker Observed high-frequency prices are contaminated with liquidity costs or market microstructure noise. Using such data, we derive a new asset return variance estimator inspired by the market microstructure literature to explicitly model the noise and remove it from observed returns before estimating their variance. Content Type(s): Staff research, Staff working papers Topic(s): Econometric and statistical methods, Financial markets, Market structure and pricing JEL Code(s): C, C1, C14, C5, C51, C58, G, G2, G20
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach Staff Working Paper 2013-28 Christiane Baumeister, Lutz Kilian The U.S. Energy Information Administration regularly publishes short-term forecasts of the price of crude oil. Content Type(s): Staff research, Staff working papers Topic(s): Econometric and statistical methods, International topics JEL Code(s): C, C5, C53, E, E3, E32, Q, Q4, Q43
Analyzing Fiscal Sustainability Staff Working Paper 2013-27 Huixin Bi, Eric M. Leeper The authors study the implications of fiscal policy behaviour for sovereign risk in a framework that determines a country’s fiscal limit, the point at which, for economic or political reasons, taxes and spending can no longer adjust to stabilize debt. Content Type(s): Staff research, Staff working papers Topic(s): Economic models, Fiscal policy JEL Code(s): E, E6, E62, E65, H, H6, H63
August 16, 2013 Weekly Financial Statistics - 16 August 2013 Content Type(s): Publications, Historical: Weekly Financial Statistics