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Bank of Canada RSS Feedsen2024-03-28T23:18:03+00:00An Up-to-Date and Improved BVAR Model of the Canadian Economy
https://www.bankofcanada.ca/1994/03/working-paper-1994-4/
In this paper, we estimate a fully optimized BVAR model of the Canadian economy for the period 1971-87. The model is well-adapted to the features of a small open economy. We show how it can be used as an input in the monetary policy process either as a forecasting instrument or an analytical tool.1994-03-02T11:38:24+00:00enAn Up-to-Date and Improved BVAR Model of the Canadian Economy1994-03-02Economic modelsWorking Paper 1994-4 https://www.bankofcanada.ca/wp-content/uploads/2010/04/wp94-4.pdfAn Up-to-Date and Improved BVAR Model of the Canadian EconomyDaniel RacetteJacques RaynauldChristian SigouinMarch 1994The Term Structure and Real Activity in Canada
https://www.bankofcanada.ca/1994/03/working-paper-1994-3/
This paper examines the predictive content of the term structure of interest rates for economic activity in Canada. Recent papers for the United States and other countries find that the slope of the term structure is a very good predictor of output growth.1994-03-01T11:22:26+00:00enThe Term Structure and Real Activity in Canada1994-03-01Interest ratesMonetary and financial indicatorsWorking Paper 1994-3 https://www.bankofcanada.ca/wp-content/uploads/2010/04/wp94-3.pdfThe Term Structure and Real Activity in CanadaBarry CozierGreg TkaczMarch 1994The Microstructure of Financial Derivatives Markets: Exchange-Traded versus Over-the-Counter
https://www.bankofcanada.ca/1994/03/technical-report-no68/
In this report the author focusses on the microstructure of derivatives markets. While the primary objective is to examine derivatives markets in Canada, the author also discusses certain developments in global derivatives markets that are bound to influence the functioning and development of financial markets in a small, open economy such as Canada's. It is […]1994-03-01T11:20:28+00:00enThe Microstructure of Financial Derivatives Markets: Exchange-Traded versus Over-the-Counter1994-03-01Financial marketsTechnical Report 68 https://www.bankofcanada.ca/wp-content/uploads/2010/01/tr68.pdfThe Microstructure of Financial Derivatives Markets: Exchange-Traded Versus Over-the-counterBrenda González-HermosilloMarch 1994GG1G10