E - Macroeconomics and Monetary Economics - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T05:17:10+00:00Modelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective
https://www.bankofcanada.ca/2006/12/working-paper-2006-48/
Modelling term-structure dynamics is an important component in measuring and managing the exposure of portfolios to adverse movements in interest rates.2006-12-05T16:22:25+00:00enModelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective2006-12-05Econometric and statistical methodsFinancial marketsInterest ratesWorking Paper 2006-48 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-48.pdfModelling Term-Structure Dynamics for Risk Management: A Practitioner’s PerspectiveDavid BolderDecember 2006CC0C6EE4GG1Survey-Based Estimates of the Term Structure of Expected U.S. Inflation
https://www.bankofcanada.ca/2006/12/working-paper-2006-46/
Surveys provide direct information on expectations, but only short histories are available at quarterly frequencies or for long-horizon expectations.2006-12-03T16:07:21+00:00enSurvey-Based Estimates of the Term Structure of Expected U.S. Inflation2006-12-03Inflation and pricesInflation targetsMonetary policy and uncertaintyWorking Paper 2006-46 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-46.pdfSurvey-Based Estimates of the Term Structure of Expected U.S. InflationSharon KozickiP. A. TinsleyDecember 2006EE3E5The Role of Debt and Equity Finance over the Business Cycle
https://www.bankofcanada.ca/2006/12/working-paper-2006-45/
The authors show that debt and equity issuance are procyclical for most listed U.S. firms.2006-12-02T16:02:24+00:00enThe Role of Debt and Equity Finance over the Business Cycle2006-12-02Business fluctuations and cyclesFinancial stabilityWorking Paper 2006-45 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-45.pdfThe Role of Debt and Equity Finance over the Business CycleFrancisco CovasWouter den HaanDecember 2006EE3GG1G3ToTEM: The Bank of Canada's New Quarterly Projection Model
https://www.bankofcanada.ca/2006/12/technical-report-no97/
The authors provide a detailed technical description of the Terms-of-Trade Economic Model (ToTEM), which replaced the Quarterly Projection Model (QPM) in December 2005 as the Bank's principal projection and policy-analysis model for the Canadian economy.2006-12-01T10:03:06+00:00enToTEM: The Bank of Canada's New Quarterly Projection Model2006-12-01Business fluctuations and cyclesEconomic modelsTechnical Report 97https://www.bankofcanada.ca/wp-content/uploads/2010/01/tr97.pdfToTEM: The Bank of Canada's New Quarterly Projection ModelStephen MurchisonAndrew RennisonDecember 2006EE1E17E2E20E3E30E4E40E5E50FF4F41