Technical Reports - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T07:21:42+00:00Sample Calibration of the Online CFM Survey
https://www.bankofcanada.ca/2020/08/technical-report-118/
The Canadian Financial Monitor (CFM) survey uses non-probability sampling for data collection, so selection bias is likely. We outline methods for obtaining survey weights and discuss the conditions necessary for these weights to eliminate selection bias. We obtain calibration weights for the 2018 and 2019 online CFM samples.2020-08-12T08:56:17+00:00enSample Calibration of the Online CFM Survey2020-08-12Econometric and statistical methodsTechnical Report 2020-118https://www.bankofcanada.ca/wp-content/uploads/2020/08/tr118.pdfTechnical Report 2020-118Marie-Hélène FeltDavid LaferrièreAugust 2020CC8C81C83BoC–BoE Sovereign Default Database: Methodology, Assumptions and Sources
https://www.bankofcanada.ca/2020/06/technical-report-117/
Until recently, few efforts have been made to systematically measure and aggregate the nominal value of the different types of sovereign government debt in default. To help fill this gap, the Bank of Canada (BoC) developed a comprehensive database of sovereign defaults that is posted on its website and updated in partnership with the Bank of England (BoE).2020-06-30T09:00:39+00:00enBoC–BoE Sovereign Default Database: Methodology, Assumptions and Sources2020-06-30Debt managementDevelopment economicsFinancial institutionsInternational financial marketsTechnical Report no 117https://www.bankofcanada.ca/wp-content/uploads/2020/06/tr117.pdfDavid BeersElliot JonesJohn WalshJune 2020FF3F34GG1G10G14G15IMPACT: The Bank of Canada’s International Model for Projecting Activity
https://www.bankofcanada.ca/2020/03/technical-report-116/
We present the structure and features of the International Model for Projecting Activity (IMPACT), a global semi-structural model used to conduct projections and policy analysis at the Bank of Canada. Major blocks of the model are developed based on the rational error correction framework of Kozicki and Tinsley (1999), which allows the model to strike a balance between theoretical structure and empirical performance.2020-03-06T11:09:46+00:00enIMPACT: The Bank of Canada’s International Model for Projecting Activity2020-03-06Business fluctuations and cyclesEconometric and statistical methodsEconomic modelsInternational topicsTechnical Report 116https://www.bankofcanada.ca/wp-content/uploads/2020/03/tr116.pdfTechnical Report 116Patrick BlagraveClaudia GodboutJustin-Damien GuénetteRené LalondeNikita PerevalovMarch 2020CC6C68EE2E27E3E37FF0F01F3F32F4F47