E43 - Interest Rates: Determination, Term Structure, and Effects - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T14:52:58+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 1996EE4E43FF3F30HH6H60Interpreting Money-Supply and Interest-Rate Shocks as Monetary-Policy Shocks
https://www.bankofcanada.ca/1996/07/working-paper-1996-8/
In this paper two shocks are analysed using Canadian data: a money-supply shock ("M-shock") and an interest-rate shock ("R-shock"). Money-supply shocks are derived using long-run restrictions based on long-run propositions of monetary theory. Thus, an M-shock is represented by an orthogonalized innovation in the trend shared by money and prices.1996-07-01T15:41:31+00:00enInterpreting Money-Supply and Interest-Rate Shocks as Monetary-Policy Shocks1996-07-01Monetary and financial indicatorsMonetary policy transmissionWorking Paper 1996-8 https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp96-8.pdfInterpreting Money-Supply and Interest-Rate Shocks as Monetary-Policy ShocksMarcel KasumovichJuly 1996EE4E43E5E51Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest Rates Using Structural VAR Methodology
https://www.bankofcanada.ca/1996/01/working-paper-1996-2/
In this paper, the author uses structural vector autoregression methodology to decompose U.S. nominal interest rates into an expected inflation component and an ex ante real interest rate component. He identifies inflation expectations and ex ante real interest rate shocks by assuming that nominal interest rates and inflation expectations move one-for-one in the long-run—they are cointegrated (1,1)—and that the real interest rate is stationary.1996-01-02T14:42:46+00:00enDecomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest Rates Using Structural VAR Methodology1996-01-02Interest ratesInternational topicsWorking Paper 1996-2 https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp96-2.pdfDecomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest Rates Using Structural VAR MethodologyPierre St-AmantJanuary 1996EE3E31E4E43