Research - Bank of Canada
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2024-03-28T17:25:08+00:00
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The Information Content of Interest Rate Futures Options
https://www.bankofcanada.ca/1999/09/working-paper-1999-15/
Options prices are being increasingly employed to extract market expectations and views about monetary policy. In this paper, eurodollar options are monitored to examine the evolution of market sentiment over the possible future values of eurodollar rates. Risk-neutral probability functions are employed to synopsize the information contained in the prices of euro/dollar futures options. Several […]
1999-09-14T08:35:44+00:00
en
The Information Content of Interest Rate Futures Options
1999-09-14
Financial markets
Interest rates
Working Paper 1999-15
https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp99-15.pdf
The Information Content of Interest Rate Futures Options
Des Mc Manus
September 1999
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The U.S. Capacity Utilization Rate: A New Estimation Approach
https://www.bankofcanada.ca/1999/09/working-paper-1999-14/
The recent strengh of the U.S. economy and historically low rates of inflation have sparked considerable debate among economists and Federal Reserve officials. In order to better explain the recent behaviour of inflation, some observers have raised the concept of a non-accelerating inflation capacity utilization rate (NAICU). In this study, the author presents a new […]
1999-09-07T08:32:26+00:00
en
The U.S. Capacity Utilization Rate: A New Estimation Approach
1999-09-07
Business fluctuations and cycles
Working Paper 1999-14
https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp99-14.pdf
The U.S. Capacity Utilization Rate: A New Estimation Approach
René Lalonde
September 1999
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Indicator Models of Core Inflation for Canada
https://www.bankofcanada.ca/1999/09/working-paper-1999-13/
When there is uncertainty about estimates of the margin of unused capacity in the economy, examining a range of inflation indicators may help in assessing the balance of risks regarding the outlook for inflation. This paper tests a wide range of observable variables for their leading-indicator properties with respect to core inflation, including: commodity prices, […]
1999-09-04T08:27:39+00:00
en
Indicator Models of Core Inflation for Canada
1999-09-04
Inflation and prices
Working Paper 1999-13
https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp99-13.pdf
Indicator Models of Core Inflation for Canada
Richard Dion
September 1999
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E3
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