Research - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T01:44:13+00:00Salaire réel, chocs technologiques et fluctuations économiques
https://www.bankofcanada.ca/2002/12/working-paper-2002-42/
The author presents empirical evidence that he has obtained from an analysis of the response of different economic variables, including the real wage rate, to a technology shock.2002-12-01T17:16:26+00:00frSalaire réel, chocs technologiques et fluctuations économiques2002-12-01Business fluctuations and cyclesEconomic modelsWorking Paper 2002-42https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-42.pdfSalaire réel, chocs technologiques et fluctuations économiquesDominique TremblayDecember 2002CC3C32EE2E24E3E32Estimating Settlement Risk and the Potential for Contagion in Canada's Automated Clearing Settlement System
https://www.bankofcanada.ca/2002/12/working-paper-2002-41/
Payments systems operate virtually unnoticed in our daily lives and yet are crucial to a wellfunctioning economy and financial system.2002-12-01T16:54:35+00:00enEstimating Settlement Risk and the Potential for Contagion in Canada's Automated Clearing Settlement System2002-12-01Financial institutionsPayment clearing and settlement systemsWorking Paper 2002-41 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-41.pdfEstimating Settlement Risk and the Potential for Contagion in Canada’s Automated Clearing Settlement SystemCarol Ann NorthcottDecember 2002EE4E44GG2G21Inflation Changes, Yield Spreads, and Threshold Effects
https://www.bankofcanada.ca/2002/12/working-paper-2002-40/
Using interest rate yield spreads to explain changes in inflation, we investigate whether such relationships can be modelled using two-regime threshold models.2002-12-01T16:31:34+00:00enInflation Changes, Yield Spreads, and Threshold Effects2002-12-01Inflation and pricesInterest ratesWorking Paper 2002-40 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-40.pdfInflation Changes, Yield Spreads, and Threshold EffectsGreg TkaczDecember 2002CC5C51EE3E31An Empirical Analysis of Dynamic Interrelationships Among Inflation, Inflation Uncertainty, Relative Price Dispersion, and Output Growth
https://www.bankofcanada.ca/2002/12/working-paper-2002-39/
Within a unified framework, the author conducts an empirical investigation of dynamic interrelationships among inflation, inflation uncertainty, relative price dispersion, and output growth.2002-12-01T16:21:29+00:00enAn Empirical Analysis of Dynamic Interrelationships Among Inflation, Inflation Uncertainty, Relative Price Dispersion, and Output Growth2002-12-01Inflation and pricesWorking Paper 2002-39 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-39.pdfAn Empirical Analysis of Dynamic Interrelationships Among Inflation, Inflation Uncertainty, Relative Price Dispersion, and Output GrowthFrancis VitekDecember 2002EE3E31Oil-Price Shocks and Retail Energy Prices in Canada
https://www.bankofcanada.ca/2002/12/working-paper-2002-38/
The effects of global energy-price shocks on retail energy prices in Canada are examined. More specifically, the author looks at the response of the consumer price indexes for gasoline, heating oil, natural gas, and electricity in Canada to movements in world crude oil prices.2002-12-01T16:12:27+00:00enOil-Price Shocks and Retail Energy Prices in Canada2002-12-01Econometric and statistical methodsInflation and pricesMarket structure and pricingWorking Paper 2002-38 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-38.pdfOil-Price Shocks and Retail Energy Prices in CanadaMarwan ChacraDecember 2002CC2C22C5C51C53QQ4Q40The Performance and Robustness of Simple Monetary Policy Rules in Models of the Canadian Economy
https://www.bankofcanada.ca/2002/12/technical-report-no92/
In this report, we evaluate several simple monetary policy rules in twelve private and public sector models of the Canadian economy. Our results indicate that none of the simple policy rules we examined is robust to model uncertainty, in that no single rule performs well in all models.2002-12-01T09:30:17+00:00enThe Performance and Robustness of Simple Monetary Policy Rules in Models of the Canadian Economy2002-12-01Monetary policy and uncertaintyTechnical Report 92 https://www.bankofcanada.ca/wp-content/uploads/2010/01/tr92.pdfThe Performance and Robustness of Simple Monetary Policy Rules in Models of the Canadian EconomyDenise CôtéJohn KuszczakJean-Paul LamYing LiuPierre St-AmantDecember 2002EE5E52E58Alternative Public Spending Rules and Output Volatility
https://www.bankofcanada.ca/2002/11/working-paper-2002-37/
One of the central lessons learned from the Great Depression was that adjusting government spending each year to balance the budget increases the volatility of output.2002-11-01T15:43:06+00:00enAlternative Public Spending Rules and Output Volatility2002-11-01Economic modelsFiscal policyMonetary policy transmissionWorking Paper 2002-37 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-37.pdfAlternative Public Spending Rules and Output VolatilityJean-Paul LamWilliam ScarthNovember 2002EE5E52E58E6E62An Eclectic Approach to Estimating U.S. Potential GDP
https://www.bankofcanada.ca/2002/11/working-paper-2002-36/
The authors describe the principal results obtained from a new method applied to the estimation of potential U.S. GDP.2002-11-01T14:57:12+00:00enAn Eclectic Approach to Estimating U.S. Potential GDP2002-11-01Business fluctuations and cyclesEconometric and statistical methodsPotential outputWorking Paper 2002-36 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-36-e.pdfAn Eclectic Approach to Estimating U.S. Potential GDPMarc-André GosselinRené LalondeNovember 2002CC3C32EE2E23E3E32The Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area
https://www.bankofcanada.ca/2002/11/working-paper-2002-35/
This paper reviews both the theoretical and empirical literature on the impact of common currencies on financial markets and evaluates the first three years of experience with Economic and Monetary Union (EMU).2002-11-01T14:44:46+00:00enThe Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area2002-11-01Exchange rate regimesFinancial marketsWorking Paper 2002-35 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-35.pdfThe Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro AreaLiliane KarlingerNovember 2002EE4E44FF2F21F3F36GG1G15How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?
https://www.bankofcanada.ca/2002/11/working-paper-2002-34/
This paper examines the daily hedging and risk-management practices of financial intermediaries in the Canadian foreign exchange (FX) market.2002-11-01T14:34:09+00:00enHow Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?2002-11-01Financial institutionsFinancial marketsMarket structure and pricingWorking Paper 2002-34 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-34.pdfHow Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?Chris D'SouzaNovember 2002FF3F31GG1G14G2G21