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May 26, 2010
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Our consultants are available from 08:30 to 17:00 ET, Monday to Friday. We will normally reply to all media calls and emails within four hours. -
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Financial Stress, Monetary Policy, and Economic Activity
This paper examines empirically the impact of financial stress on the transmission of monetary policy shocks in Canada. The model used is a threshold vector autoregression in which a regime change occurs if financial stress conditions cross a critical threshold. -
Idiosyncratic Coskewness and Equity Return Anomalies
In this paper, we show that in a model where investors have heterogeneous preferences, the expected return of risky assets depends on the idiosyncratic coskewness beta, which measures the co-movement of the individual stock variance and the market return. -
May 20, 2010
Qualitative Research on the Monetary Policy Report – Key Findings, 2009
Results of the Qualitative Research on the Monetary Policy Report, seeking feedback from key readers on how they use the Report and how to improve its content, design, and delivery. -
May 20, 2010
1999 survey indicates limited familiarity with the Bank of Canada
Results of a general public survey exploring Canadians' familiarity with the Bank and its activities. Also, results of a survey of senior business executives regarding the Bank's mandate and activities. -
Statistical Confidence Intervals for the Bank of Canada's Business Outlook Survey
While a number of central banks publish their own business conditions indicators that rely on non-random sampling, knowledge about their statistical accuracy has been limited. -
The Fisher BCPI: The Bank of Canada’s New Commodity Price Index
The prices of commodities produced in Canada have important implications for the performance of the Canadian economy and the conduct of monetary policy. The authors explain an important change to the methodology used to construct the Bank of Canada commodity price index (BCPI).
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