Monetary policy and uncertainty - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T21:38:00+00:00Firm Strategy, Competitiveness and Productivity: The Case for Canada
https://www.bankofcanada.ca/wp-content/uploads/2014/11/boc-review-autumn14-rennison.pdf
At a time when the Bank is expecting a rotation of demand toward exports and investment, and transformative global trends are placing increasing emphasis on innovation, technology and organizational learning, an understanding of the competitiveness strategies of Canadian firms and the factors affecting them has become particularly relevant. This article summarizes findings from a Bank of Canada survey of 151 firms designed to extract signals on elements of firm strategy and organizational capital in order to help inform the macroeconomic outlook.2014-11-13T08:36:19+00:00enFirm Strategy, Competitiveness and Productivity: The Case for Canada2014-11-13Integrating Uncertainty and Monetary Policy-Making: A Practitioner’s Perspective
https://www.bankofcanada.ca/2014/10/discussion-paper-2014-6/
This paper discusses how central banking is evolving in light of recent experience, with particular emphasis on the incorporation of uncertainty into policy decision-making.2014-10-10T10:53:48+00:00enIntegrating Uncertainty and Monetary Policy-Making: A Practitioner’s Perspective2014-10-10Economic modelsFinancial stabilityMonetary policy and uncertaintyMonetary policy communicationsMonetary policy frameworkDiscussion Paper 2014-6https://www.bankofcanada.ca/wp-content/uploads/2014/10/dp2014-6.pdfIntegrating Uncertainty and Monetary Policy-Making: A Practitioner’s PerspectiveStephen S. PolozOctober 2014CC5C50EE3E37E5E6E61Measuring Uncertainty in Monetary Policy Using Realized and Implied Volatility
https://www.bankofcanada.ca/wp-content/uploads/2014/05/boc-review-spring14-chang.pdf
Uncertainty surrounding the Bank of Canada’s future policy rates is measured using implied volatility computed from interest rate options and realized volatility computed from intraday prices of interest rate futures. Both volatility measures show that uncertainty decreased following major policy actions taken by the Bank in response to the 2007–09 financial crisis. Findings also indicate that, on average, uncertainty decreases following the Bank’s policy rate announcements.2014-05-13T09:47:34+00:00enMeasuring Uncertainty in Monetary Policy Using Realized and Implied Volatility2014-05-13