Monetary and financial indicators - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T09:02:36+00:00Assessing Vulnerabilities in Emerging-Market Economies
https://www.bankofcanada.ca/2018/10/staff-discussion-paper-2018-13/
This paper introduces a new tool to monitor economic and financial vulnerabilities in emerging-market economies. We obtain vulnerability indexes for several early warning indicators covering 26 emerging markets from 1990 to 2017 and use them to monitor the evolution of vulnerabilities before, during and after an economic or financial crisis.2018-10-30T11:19:30+00:00enAssessing Vulnerabilities in Emerging-Market Economies2018-10-30International topicsMonetary and financial indicatorsRecent economic and financial developmentsStaff Discussion Paper 2018-13https://www.bankofcanada.ca/wp-content/uploads/2018/10/SDP2018-13.pdfAssessing Vulnerabilities in Emerging-Market EconomiesTatjana DahlhausAlexander LamOctober 2018CC8C82FF3F34GG0G01G1G15Characterizing the Canadian Financial Cycle with Frequency Filtering Approaches
https://www.bankofcanada.ca/2018/10/staff-analytical-note-2018-34/
In this note, I use two multivariate frequency filtering approaches to characterize the Canadian financial cycle by capturing fluctuations in the underlying variables with respect to a long-term trend. The first approach is a dynamically weighted composite, and the second is a stochastic cycle model.2018-10-26T12:28:48+00:00enCharacterizing the Canadian Financial Cycle with Frequency Filtering Approaches2018-10-26