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9262 Results

April 9, 2010

Spring 2010 Debt Management Strategy Consultations - Views Sought on Issues Relating to the Government's Domestic Debt Program

The Department of Finance and the Bank of Canada are seeking the views of government securities distributors, institutional investors, and other interested parties on issues relating to the management of the cash flow profile of Government of Canada securities over the medium term, and demand for long term bonds (nominal and Real Return).
Content Type(s): Press, Market notices
March 23, 2010

Daily Digest

Get quick access to data on exchange rates, money markets, inflation, interest rates and bond yields.

On the Advantages of Disaggregated Data: Insights from Forecasting the U.S. Economy in a Data-Rich Environment

Staff Working Paper 2010-10 Nikita Perevalov, Philipp Maier
The good forecasting performance of factor models has been well documented in the literature. While many studies focus on a very limited set of variables (typically GDP and inflation), this study evaluates forecasting performance at disaggregated levels to examine the source of the improved forecasting accuracy, relative to a simple autoregressive model. We use the latest revision of over 100 U.S. time series over the period 1974-2009 (monthly and quarterly data).

Alternative Optimized Monetary Policy Rules in Multi-Sector Small Open Economies: The Role of Real Rigidities

Staff Working Paper 2010-9 Carlos De Resende, Ali Dib, Maral Kichian
Inflation-targeting central banks around the world often state their inflation objectives with regard to the consumer price index (CPI). Yet the literature on optimal monetary policy based on models with nominal rigidities and more than one sector suggests that CPI inflation is not always the best choice from a social welfare perspective.
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