Staff research, Publications

• Some Economics of Private Digital Currency

  Staff Working Paper 2013-38 Joshua S. Gans, Hanna Halaburda

  This paper reviews some recent developments in digital currency, focusing on platform-sponsored currencies such as Facebook Credits.

  Content Type(s): Staff research, Staff working papers Research Topic(s): Bank notes, Digital currencies and fintech, Economic models, Payment clearing and settlement systems JEL Code(s): D, D4, D42, E, E4, L, L5, L51
• November 8, 2013

  Weekly Financial Statistics - 8 November 2013

  Content Type(s): Publications, Historical: Weekly Financial Statistics
• November 8, 2013

  Quarterly Financial Report - Third Quarter 2013

  Quarterly Financial Report - Third Quarter 2013 - For the period ended 30 September 2013

  Content Type(s): Publications, Quarterly Financial Report
• November 1, 2013

  Weekly Financial Statistics - 1 November 2013

  Content Type(s): Publications, Historical: Weekly Financial Statistics
• October 31, 2013

  Banking and Financial Statistics - October 2013

  Content Type(s): Publications, Historical: Banking and Financial Statistics
• October 30, 2013

  Research Update - October 2013

  This monthly newsletter features the latest research publications by Bank of Canada economists including external publications and working papers published on the Bank of Canada’s website.

  Content Type(s): Staff research, Research newsletters
• October 25, 2013

  Weekly Financial Statistics - 25 October 2013

  Content Type(s): Publications, Historical: Weekly Financial Statistics

• Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility

  Staff Working Paper 2013-37 Bo Young Chang, Bruno Feunou

  We measure uncertainty surrounding the central bank’s future policy rates using implied volatility computed from interest rate option prices and realized volatility computed from intraday prices of interest rate futures.

  Content Type(s): Staff research, Staff working papers Research Topic(s): Monetary and financial indicators, Monetary policy and uncertainty JEL Code(s): E, E4

• ToTEM II: An Updated Version of the Bank of Canada’s Quarterly Projection Model

  Technical Report No. 100 José Dorich, Michael K. Johnston, Rhys R. Mendes, Stephen Murchison, Yang Zhang

  This report provides a detailed technical description of an updated version of the Terms-of-Trade Economic Model (ToTEM II), which replaced ToTEM (Murchison and Rennison 2006) in June 2011 as the Bank of Canada’s quarterly projection model for Canada.

  Content Type(s): Staff research, Technical reports Research Topic(s): Business fluctuations and cycles, Economic models JEL Code(s): E, E1, E17, E2, E20, E3, E30, E4, E40, E5, E50, F, F4, F41
• October 23, 2013

  Monetary Policy Report – October 2013

  

  The Canadian economy is expected to grow by 1.6 per cent in 2013, 2.3 per cent in 2014 and 2.6 per cent in 2015, and to reach full production capacity around the end of 2015.

  Content Type(s): Publications, Monetary Policy Report