F40 - General - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T10:37:03+00:00ToTEM III: The Bank of Canada’s Main DSGE Model for Projection and Policy Analysis
https://www.bankofcanada.ca/2021/06/technical-report-119/
ToTEM III is the most recent generation of the Bank of Canada’s main dynamic stochastic general equilibrium model for projection and policy analysis. The model helps Bank staff tell clear and coherent stories about the Canadian economy’s current state and future evolution.2021-06-28T08:50:52+00:00enToTEM III: The Bank of Canada’s Main DSGE Model for Projection and Policy Analysis2021-06-28Business fluctuations and cyclesEconomic modelsHousingInterest ratesMonetary policyTechnical Report 2021-119https://www.bankofcanada.ca/wp-content/uploads/2021/06/tr119.pdfTechnical Report 2021-119Paul CorriganHélène DesgagnésJosé DorichVadym LepetyukWataru MiyamotoYang ZhangJune 2021EE1E17E2E20E3E30E4E40E5E50E6E62E65FF4F40F41GG5G51Financial Spillovers Across Countries: The Case of Canada and the United States
https://www.bankofcanada.ca/2011/01/discussion-paper-2011-1/
The authors investigate financial spillovers across countries with an emphasis on the effect of shocks to financial conditions in the United States on financial conditions and economic activity in Canada. These questions are addressed within a global vector autoregression model.2011-01-24T14:40:46+00:00enFinancial Spillovers Across Countries: The Case of Canada and the United States2011-01-24Business fluctuations and cyclesEconomic modelsFinancial stabilityInternational topicsDiscussion Paper 2011-1https://www.bankofcanada.ca/wp-content/uploads/2011/01/dp11-1.pdfKimberly BeatonBrigitte DesrochesJanuary 2011EE2E27E3E32FF3F36F4F40The Propagation of U.S. Shocks to Canada: Understanding the Role of Real-Financial Linkages
https://www.bankofcanada.ca/2010/12/the-propagation-of-u-s-shocks-to-canada-understanding-the-role-of-real-financial-linkages/
This paper examines the transmission of U.S. real and financial shocks to Canada and, in particular, the role of financial frictions in affecting the transmission of these shocks. These questions are addressed within the Bank of Canada's Global Economy Model (de Resende et al. forthcoming), a dynamic stochastic general-equilibrium model with an active banking sector and a detailed role for financial frictions.2010-12-24T07:40:36+00:00enThe Propagation of U.S. Shocks to Canada: Understanding the Role of Real-Financial Linkages2010-12-24Business fluctuations and cyclesEconomic modelsInternational topicsWorking Paper 2010-40https://www.bankofcanada.ca/wp-content/uploads/2010/12/wp10-40.pdfThe Propagation of U.S. Shocks to Canada: Understanding the Role of Real-Financial LinkagesKimberly BeatonRené LalondeStephen SnuddenDecember 2010EE2E21E27E3E32FF3F36F4F40Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada
https://www.bankofcanada.ca/2006/02/working-paper-2006-2/
The authors address empirically the implications of structural breaks in the variance-covariance matrix of inflation and import prices for changes in pass-through.2006-02-02T12:12:22+00:00enStructural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada2006-02-02Econometric and statistical methodsWorking Paper 2006-2 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-2.pdfStructural Change in Covariance and Exchange Rate Pass-Through: The Case of CanadaLynda KhalafMaral KichianFebruary 2006CC5C52EE3E31FF3F31F4F40