D - Microeconomics - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T12:56:30+00:00Liquidity of the Government of Canada Securities Market: Stylized Facts and Some Market Microstructure Comparisons to the United States Treasury Market
https://www.bankofcanada.ca/1999/07/working-paper-1999-11/
The aims of this study are to examine how liquidity in the Government of Canada securities market has evolved over the 1990s and to determine what factors influence the level of liquidity in this market, with some comparisons to the U.S. Treasury securities market. We find empirical support for the hypothesis that an increase in […]1999-07-03T15:18:48+00:00enLiquidity of the Government of Canada Securities Market: Stylized Facts and Some Market Microstructure Comparisons to the United States Treasury Market1999-07-03Financial marketsWorking Paper 1999-11 https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp99-11.pdfLiquidity of the Government of Canada Securities Market: Stylized Facts and Some Market Microstructure Comparisons to the United States TreasuryToni GravelleJuly 1999DD4GG1G2Measuring Potential Output within a State-Space Framework
https://www.bankofcanada.ca/1999/04/working-paper-1999-9/
In this paper we measure potential output (and consequently the output gap) using state-space models. Given that the estimated output gap is used as an indicator to measure the extent of inflationary pressures in the economy, we evaluate the use of such models for the implementation of monetary policy. Our starting point is the Gerlach […]1999-04-11T15:08:33+00:00enMeasuring Potential Output within a State-Space Framework1999-04-11Potential outputWorking Paper 1999-9 https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp99-9.pdfMeasuring Potential Output within a State-Space FrameworkMaral KichianApril 1999DD2D24