C82 - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Analysis - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feedsen2024-03-28T13:07:06+00:00Turning Words into Numbers: Measuring News Media Coverage of Shortages
https://www.bankofcanada.ca/2023/03/staff-discussion-paper-2023-8/
We develop high-frequency, news-based indicators using natural language processing methods to analyze news media texts. Our indicators track both supply (raw, intermediate and final goods) and labour shortages over time. They also provide weekly time-varying topic narratives about various types of shortages.2023-03-31T13:55:17+00:00enTurning Words into Numbers: Measuring News Media Coverage of Shortages2023-03-31Coronavirus disease (COVID-19)Econometric and statistical methodsMonetary policy and uncertaintyRecent economic and financial developmentsStaff Discussion Paper 2023-8https://www.bankofcanada.ca/wp-content/uploads/2023/03/sdp2023-8.pdfStaff Discussion Paper 2023-8Lin ChenStephanie HouleMarch 2023CC5C55C8C82EE3E37Social Learning and Monetary Policy at the Effective Lower Bound
https://www.bankofcanada.ca/2020/01/staff-working-paper-2020-2/
This research develops a model in which the economy is directly influenced by how pessimistic or optimistic economic agents are about the future. The agents may hold different views and update them as new economic data become available.2020-01-28T09:51:19+00:00enSocial Learning and Monetary Policy at the Effective Lower Bound2020-01-28Business fluctuations and cyclesCentral bank researchCredibilityEconomic modelsMonetary policyMonetary policy communicationsStaff Working Paper 2020-2https://www.bankofcanada.ca/wp-content/uploads/2020/01/swp2020-2.pdfSocial Learning and Monetary Policy at the Effective Lower BoundJasmina ArifovicAlex GrimaudIsabelle SalleGauthier VermandelJanuary 2020CC8C82EE3E32E5E52GDP by Industry in Real Time: Are Revisions Well Behaved?
https://www.bankofcanada.ca/2018/12/staff-analytical-note-2018-40/
The monthly data for real gross domestic product (GDP) by industry are used extensively in real time both to ground the Bank of Canada’s monitoring of economic activity and in the Bank’s nowcasting tools, making these data one of the most important high-frequency time series for Canadian nowcasting.2018-12-06T12:18:19+00:00enGDP by Industry in Real Time: Are Revisions Well Behaved?2018-12-06Assessing 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 2018CC8C82FF3F34GG0G01G1G15Assessing the Business Outlook Survey Indicator Using Real-Time Data
https://www.bankofcanada.ca/2017/04/staff-discussion-paper-2017-5/
Every quarter, the Bank of Canada conducts quarterly consultations with businesses across Canada, referred to as the Business Outlook Survey (BOS). A principal-component analysis conducted by Pichette and Rennison (2011) led to the development of the BOS indicator, which summarizes survey results and is used by the Bank as a gauge of overall business sentiment.2017-04-03T10:30:19+00:00enAssessing the Business Outlook Survey Indicator Using Real-Time Data2017-04-03Business fluctuations and cyclesRegional economic developmentsStaff Discussion Paper 2017‐5https://www.bankofcanada.ca/wp-content/uploads/2017/04/sdp2017-5.pdfAssessing the Business Outlook Survey Indicator Using Real-Time DataLise PichetteMarie-Noëlle RobitailleApril 2017CC5C53C8C82EE3E37Extracting Information from the Business Outlook Survey Using Statistical Approaches
https://www.bankofcanada.ca/2012/12/discussion-paper-2012-8/
Since the autumn of 1997, the regional offices of the Bank of Canada have conducted quarterly consultations with businesses across Canada. These consultations, summarized in the Business Outlook Survey (BOS), are structured around a survey questionnaire that covers topics of importance to the Bank, notably business activity, pressures on production capacity, prices and inflation, and credit conditions.2012-12-21T08:03:59+00:00enExtracting Information from the Business Outlook Survey Using Statistical Approaches2012-12-21Business fluctuations and cyclesRegional economic developmentsDiscussion Paper 2012-08https://www.bankofcanada.ca/wp-content/uploads/2012/12/dp2012-08.pdfExtracting Information from the Business Outlook Survey Using Statistical ApproachesLise PichetteDecember 2012CC4C43C8C82EE3E37Money and Credit Factors
https://www.bankofcanada.ca/2006/03/working-paper-2006-3/
The authors introduce new measures of important underlying macroeconomic phenomena that affect the financial side of the economy.2006-03-01T12:19:24+00:00enMoney and Credit Factors2006-03-01Credit and credit aggregatesEconometric and statistical methodsMonetary aggregatesWorking Paper 2006-3 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-3.pdfMoney and Credit FactorsPaul GilbertErik MeijerMarch 2006CC4C43C8C82EE5E51Dynamic Factor Analysis for Measuring Money
https://www.bankofcanada.ca/2003/07/working-paper-2003-21/
Technological innovations in the financial industry pose major problems for the measurement of monetary aggregates. The authors describe work on a new measure of money that has a more satisfactory means of identifying and removing the effects of financial innovations.2003-07-01T16:46:43+00:00enDynamic Factor Analysis for Measuring Money2003-07-01Econometric and statistical methodsMonetary aggregatesMonetary and financial indicatorsWorking Paper 2003-21 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp03-21.pdfDynamic Factor Analysis for Measuring MoneyPaul GilbertLise PichetteJuly 2003CC4C43C8C82EE5E51GAUSS™ Programs for the Estimation of State-Space Models with ARCH Errors: A User's Guide
https://www.bankofcanada.ca/2000/01/working-paper-2000-2/
State-space models have long been popular in explaining the evolution of various economic variables. This is mainly because they generally have more economic content than do others in their class of parsimonious models (for example, VARs). Yet, in spite of their advantages, use of these models until recently was limited by the assumption that all […]2000-01-07T11:01:48+00:00enGAUSS™ Programs for the Estimation of State-Space Models with ARCH Errors: A User's Guide2000-01-07Econometric and statistical methodsWorking Paper 2000-2 https://www.bankofcanada.ca/wp-content/uploads/2010/01/wp00-2.pdfGAUSS™ Programs for the Estimation of State-Space Models with ARCH Errors: A User's GuideMaral KichianJanuary 2000CC3C32C8C82C87C89