Staff research, Publications

• Forecasting Canadian Time Series with the New Keynesian Model

  Staff Working Paper 2006-4 Ali Dib, Mohamed Gammoudi, Kevin Moran

  The authors document the out-of-sample forecasting accuracy of the New Keynesian model for Canada.

  Content Type(s): Staff research, Staff working papers Research Topic(s): Business fluctuations and cycles, Econometric and statistical methods, Economic models JEL Code(s): C, C1, C12, E, E3, E32, E37

• Money and Credit Factors

  Staff Working Paper 2006-3 Paul Gilbert, Erik Meijer

  The authors introduce new measures of important underlying macroeconomic phenomena that affect the financial side of the economy.

  Content Type(s): Staff research, Staff working papers Research Topic(s): Credit and credit aggregates, Econometric and statistical methods, Monetary aggregates JEL Code(s): C, C4, C43, C8, C82, E, E5, E51

• Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada

  Staff Working Paper 2006-2 Lynda Khalaf, Maral Kichian

  The authors address empirically the implications of structural breaks in the variance-covariance matrix of inflation and import prices for changes in pass-through.

  Content Type(s): Staff research, Staff working papers Research Topic(s): Econometric and statistical methods JEL Code(s): C, C5, C52, E, E3, E31, F, F3, F31, F4, F40

• The Institutional and Political Determinants of Fiscal Adjustment

  Staff Working Paper 2006-1 Robert Lavigne

  The author empirically assesses the effects of institutional and political factors on the need and willingness of governments to make large fiscal adjustments.

  Content Type(s): Staff research, Staff working papers Research Topic(s): Development economics, Econometric and statistical methods, Fiscal policy, International topics JEL Code(s): E, E6, E62, O, O1, O17, O19
• January 30, 2006

  Annual Report 2005

  

  In 2005, the Bank of Canada celebrated its 70th anniversary. Since the Bank opened its doors in March 1935, it has evolved into a national institution at the heart of Canada’s economy. We had a lot to celebrate in 2005—particularly our progress over the past 70 yearsand our continuing contribution to the economic and financial well-being of Canadians.

  Content Type(s): Publications, Annual Report
• January 26, 2006

  Monetary Policy Report Update – January 2006

  The Canadian and global economies are evolving essentially in line with the Bank’s expectations.

  Content Type(s): Publications, Monetary Policy Report
• January 16, 2006

  Business Outlook Survey - Winter 2005-06

  The results of this survey are broadly similar to those of the autumn survey, with firms in aggregate remaining optimistic about the economic outlook.

  Content Type(s): Publications, Business Outlook Survey
• January 6, 2006

  Bank of Canada Review - Winter 2005-2006

  

  Cover page

  Silver Presentation Salver

  The salver, which was bequeathed to the Bank of Canada by Lady Macmillan in 1967, is part of the artifact collection of the Bank of Canada Archives.
  Photography by Mone Cheng, Innovacom, Ottawa.

  Content Type(s): Publications, Bank of Canada Review
• December 31, 2005

  Summary of Government of Canada - Outstanding as at 31 December 2005

  Content Type(s): Publications, Historical: Securities and loans
• December 27, 2005

  Analyzing the Evolution of Financial Instability Risk

  Financial System Review - December 2005 Céline Gauthier, Pierre St-Amant

  Content Type(s): Publications, Financial System Review articles