Posts

• April 4, 2014

  Weekly Financial Statistics - 4 April 2014

  Content Type(s): Publications, Historical: Weekly Financial Statistics
• April 2, 2014

  Briefing on Digital Currencies

  Remarks Grahame Johnson, Lukasz Pomorski Senate of Canada Ottawa, Ontario

  In an educational session on e-money to the Senate of Canada’s Standing Committee on Banking, Trade and Commerce. Grahame Johnson and Lukasz Pomorski highlight recent innovations in Canada’s payments system and the economic needs that these innovations satisfy.

  Content Type(s): Press, Speeches and appearances, Remarks Research Topic(s): Digital currencies and fintech
• April 30, 2013

  Bank Note Unveiling

  Remarks Mark Carney Ottawa, Ontario

  Governor Mark Carney with Minister of Finance Jim Flaherty, Mr. Paul G. Smith, Chairman of the Board at VIA Rail Canada and Canadian Space Agency Astronaut Chris Hadfield, Commander of the International Space Station (by satellite), unveil the final two notes of the new Polymer bank note series.

  Content Type(s): Press, Speeches and appearances, Remarks Research Topic(s): Bank notes
• April 30, 2013

  Bank of Canada Unveils New $5 and $10 Polymer Bank Notes

  Media Relations Ottawa, Ontario

  Canada’s new and more secure $5 and $10 polymer bank notes were unveiled today at the Bank of Canada’s Ottawa head office, and from aboard the International Space Station.

  Content Type(s): Press, Press releases Research Topic(s): Bank notes
• April 30, 2013

  Research Update - April 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
• April 26, 2013

  Weekly Financial Statistics - 26 April 2013

  Content Type(s): Publications, Historical: Weekly Financial Statistics
• April 25, 2013

  Banking and Financial Statistics - April 2013

  Content Type(s): Publications, Historical: Banking and Financial Statistics
• April 24, 2013

  Opening Statement before the Senate Standing Committee on Banking, Trade and Commerce

  Opening statement Mark Carney Senate Standing Committee on Banking, Trade and Commerce Ottawa, Ontario

  Good afternoon. Tiff and I are pleased to be here with you today to discuss the April Monetary Policy Report, which the Bank published last week. Global economic growth has evolved broadly as anticipated in January. In the United States, the economic expansion is continuing at a modest pace, with gradually strengthening private demand partly […]

  Content Type(s): Press, Speeches and appearances, Opening statements

• Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics

  Staff Working Paper 2013-12 Jianjian Jin

  This paper calibrates a class of jump-diffusion long-run risks (LRR) models to quantify how well they can jointly explain the equity risk premium and the variance risk premium in the U.S. financial markets, and whether they can generate realistic dynamics of risk-neutral and realized volatilities.

  Content Type(s): Staff research, Staff working papers Research Topic(s): Asset pricing, Economic models JEL Code(s): G, G1, G12, G17

• Forecasting with Many Models: Model Confidence Sets and Forecast Combination

  Staff Working Paper 2013-11 Jon D. Samuels, Rodrigo Sekkel

  A longstanding finding in the forecasting literature is that averaging forecasts from different models often improves upon forecasts based on a single model, with equal weight averaging working particularly well. This paper analyzes the effects of trimming the set of models prior to averaging.

  Content Type(s): Staff research, Staff working papers Research Topic(s): Econometric and statistical methods JEL Code(s): C, C5, C53