Ryan Macdonald

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The Fisher BCPI: The Bank of Canada’s New Commodity Price Index

Staff Discussion Paper 2010-6 Ilan Kolet, Ryan Macdonald
The prices of commodities produced in Canada have important implications for the performance of the Canadian economy and the conduct of monetary policy. The authors explain an important change to the methodology used to construct the Bank of Canada commodity price index (BCPI).

The Canadian Business Cycle: A Comparison of Models

Staff Working Paper 2007-38 Frédérick Demers, Ryan Macdonald
This paper examines the ability of linear and nonlinear models to replicate features of real Canadian GDP. We evaluate the models using various business-cycle metrics.

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