Posts - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T08:23:15+00:00L'endettement du Canada et ses effets sur les taux d'intérêt réels de long terme
https://www.bankofcanada.ca/1996/10/working-paper-1996-14/
This paper examines the effects that Canada's indebtedness has on Canadian real long-term interest rates, using the vector error-correction model (VECM). Our results show that there is a strongly cointegrated relationship between real interest rates in Canada, U.S. real interest rates, and Canadian public and external debt ratios.1996-10-02T09:41:26+00:00frL'endettement du Canada et ses effets sur les taux d'intérêt réels de long terme1996-10-02Fiscal policyInterest ratesWorking Paper 1996-14https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp96-14.pdfL’endettement du Canada et ses effets sur les taux d’intérêt réels de long termeJean-François FillionOctober 1996EE4E43FF3F30HH6H60The Bank of Canada's New Quarterly Projection Model, Part 4. A Semi-Structural Method to Estimate Potential Output: Combining Economic Theory with a Time-Series Filter
https://www.bankofcanada.ca/1996/10/technical-report-no77/
The level of potential output plays a central role in the Bank of Canada's new Quarterly Projection Model (QPM). This report, the fourth in a series documenting QPM, describes a general method to measure potential output, as well as its implementation in the QPM system.1996-10-01T14:15:28+00:00enThe Bank of Canada's New Quarterly Projection Model, Part 4. A Semi-Structural Method to Estimate Potential Output: Combining Economic Theory with a Time-Series Filter1996-10-01Economic modelsTechnical Report 77 https://www.bankofcanada.ca/wp-content/uploads/2010/01/tr77.pdfThe Bank of Canada's New Quarterly Projection Model (QPM) Part 4: A Semi-Structural Method to Estimate Potential Output: Combining Economic Theory with a Time-Series FilterLeo ButlerOctober 1996CC5C51EE2E23Speculative Behaviour, Regime-Switching and Stock Market Crashes
https://www.bankofcanada.ca/1996/10/working-paper-1996-13/
This paper uses regime-switching econometrics to study stock market crashes and to explore the ability of two very different economic explanations to account for historical crashes. The first explanation is based on historical accounts of "manias and panics."1996-10-01T09:35:55+00:00enSpeculative Behaviour, Regime-Switching and Stock Market Crashes1996-10-01Financial marketsWorking Paper 1996-13 https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp96-13.pdfSpeculative Behaviour, Regime-Switching and Stock Market CrashesSimon van NordenHuntley SchallerOctober 1996CC4C40EE4E44GG1G12