Posts

• August 4, 2010

  Fellowship Award

  Annual research grants and expense allowances for a term of up to five years.

• Asset-Liability Management: An Overview

  Staff Discussion Paper 2010-10 Yuliya Romanyuk

  Relevant literature on asset-liability management (ALM) is reviewed and different ALM approaches are discussed that may be of interest to the Bank of Canada for the purpose of modelling the Exchange Fund Account (EFA).

  Content Type(s): Staff research, Staff discussion papers Research Topic(s): Foreign reserves management JEL Code(s): G, G1, G11

• Inventories in ToTEM

  Staff Discussion Paper 2010-9 Oleksiy Kryvtsov, Yang Zhang

  ToTEM – the Bank of Canada’s principal projection and policy-analysis model for the Canadian economy – is extended to include inventories. In the model, firms accumulate inventories of finished goods for their role in facilitating the demand for goods.

  Content Type(s): Staff research, Staff discussion papers Research Topic(s): Business fluctuations and cycles, Economic models JEL Code(s): E, E3, E31, E32

• Inventories, Stockouts, and ToTEM

  Staff Discussion Paper 2010-8 Oleksiy Kryvtsov, Yang Zhang

  Inventory investment is an important component of the Canadian business cycle. Despite its small average size – less than 1 per cent of output – it exhibits volatile procyclical fluctuations, accounting for almost one-third of output variance.

  Content Type(s): Staff research, Staff discussion papers Research Topic(s): Business fluctuations and cycles, Monetary policy transmission JEL Code(s): E, E3, E31, E32

• An Assessment of the Bank of Canada's Term PRA Facility

  Staff Working Paper 2010-20 Emanuella Enenajor, Alex Sebastian, Jonathan Witmer

  This paper empirically assesses the effectiveness of the Bank of Canada's term Purchase and Resale Agreement (PRA) facility in reducing short-term bank funding pressures, as measured by the CDOR-OIS spread.

  Content Type(s): Staff research, Staff working papers Research Topic(s): Financial markets, Financial stability JEL Code(s): E, E5, E58, G, G1, G12, G18
• August 3, 2010

  Bank of Canada holiday schedule

  Access a list of national and provincial holidays for the Bank of Canada.
• August 3, 2010

  Summary of Government of Canada Direct Securities and Loans

  Published annually by the Bank of Canada from 2000 to 2018.
• July 29, 2010

  Bank of Canada Releases 2011 Schedule of Dates for Its Policy Interest Rate Announcements

  Media Relations Ottawa, Ontario

  The Bank of Canada today released its 2011 schedule of eight dates for announcing decisions on its key policy interest rate and confirmed the announcement dates for the remainder of this year.

  Content Type(s): Press, Press releases
• July 28, 2010

  Due Diligence: A Report on the Bank of Canada's Handling of Foreign Gold during World War II

  Report commissioned by the Bank, written by Professor Duncan McDowall of Carleton University and released in November 1997. The Bank also released a search aid for related files in its archives and for Department of Finance documents.

  Content Type(s): Publications, Books and monographs
• July 28, 2010

  Due Diligence: A Report on the Bank of Canada's Handling of Foreign Gold during World War II

  Report commissioned by the Bank, written by Professor Duncan McDowall of Carleton University and released in November 1997.