E4 - Money and Interest Rates - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T15:55:04+00:00Modelling Mortgage Rate Changes with a Smooth Transition Error-Correction Model
https://www.bankofcanada.ca/2001/12/working-paper-2001-23/
This paper uses a smooth transition error-correction model (STECM) to model the one-year and five-year mortgage rate changes. The model allows for a non-linear adjustment process of mortgage rates towards their long-run equilibrium.2001-12-01T11:43:24+00:00enModelling Mortgage Rate Changes with a Smooth Transition Error-Correction Model2001-12-01Econometric and statistical methodsInterest ratesWorking Paper 2001-23 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp01-23.pdfModelling Mortgage Rate Changes with a Smooth Transition Error-Correction ModelYing LiuDecember 2001CC2C22C4C49EE4E47Implications of Uncertainty about Long-Run Inflation and the Price Level
https://www.bankofcanada.ca/2001/10/working-paper-2001-16/
This paper surveys recent developments in the theoretical and empirical literature on the economic implications of uncertainty about the longer-term outlook for inflation. In particular, the linkages between inflation, long-run inflation uncertainty, and aggregate economic activity in industrial economies have become considerably better understood during the past decade.2001-10-01T16:16:49+00:00enImplications of Uncertainty about Long-Run Inflation and the Price Level2001-10-01Inflation: costs and benefitsWorking Paper 2001-16 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp01-16.pdfImplications of Uncertainty about Long-Run Inflation and the Price LevelGerald StuberOctober 2001EE2E22E3E31E4E44Reactions of Canadian Interest Rates to Macroeconomic Announcements: Implications for Monetary Policy Transparency
https://www.bankofcanada.ca/2001/04/working-paper-2001-5/
In this study we statistically quantify the reactions of Canadian and U.S. interest rates to macroeconomic announcements released in Canada and in the United States. We find that Canadian interest rates react very little to Canadian macroeconomic news and are significantly affected by U.S. macroeconomic news, which indicates that international influences on the Canadian fixed-income markets are important.2001-04-01T14:24:39+00:00enReactions of Canadian Interest Rates to Macroeconomic Announcements: Implications for Monetary Policy Transparency2001-04-01Financial marketsInterest ratesMonetary policy implementationWorking Paper 2001-5 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp01-5.pdfReactions of Canadian Interest Rates to Macroeconomic Announcements: Implications for Monetary Policy TransparencyToni GravelleRichhild MoessnerApril 2001EE0E4E5The Elements of the Global Network for Large-Value Funds Transfers
https://www.bankofcanada.ca/2001/02/working-paper-2001-1/
The author describes the various elements of the global payment network for large-value funds transfers (G-LVTN) in order to provide a convenient reference document intended for readers in the academic, legal, and financial communities.2001-02-01T12:30:30+00:00enThe Elements of the Global Network for Large-Value Funds Transfers2001-02-01Payment clearing and settlement systemsWorking Paper 2001-1 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp01-1.pdfThe Elements of the Global Network for Large-Value Funds TransfersJames DingleFebruary 2001EE4E40E6E61