Technical Reports

  • The Structure of the Small Annual Model

    Technical Report No. 40 David Rose, Jack Selody
    This volume contains a detailed description of the structure and sectoral properties of the Bank of Canada's Small Annual Model, SAM. The SAM model, constructed in the Research Department of the Bank, is designed for medium- to long-term simulation. It is small by econometric model standards; the version described in this report has 25 stochastic […]
    Content Type(s): Technical Reports Topic(s): Interest rates JEL Code(s): C, C5, C51, E, E4

Follow the Bank