Staff analytical notes - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T13:53:39+00:00Assessment of the Effects of Macroprudential Tightening in Canada
https://www.bankofcanada.ca/2016/08/staff-analytical-note-2016-12/
During the period of 2008 to 2012, the rules for government-backed mortgage insurance were tightened on four occasions. In this note, we estimate the effects through a simple econometric exercise using a vector error-correction model (VECM).2016-08-22T14:21:46+00:00enAssessment of the Effects of Macroprudential Tightening in Canada2016-08-22