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Bank of Canada RSS Feedsen2024-03-29T08:28:46+00:00The Bank of Canada's Senior Loan Officer Survey
https://www.bankofcanada.ca/wp-content/uploads/2010/06/faruqui.pdf
The Bank of Canada maintains regular contact with financial institutions as part of the information-gathering process that feeds into the larger set of information used to arrive at its monetary policy decision. Since 1999, the Bank has been conducting a quarterly survey of the business-lending practices of major Canadian financial institutions. Analysis of the information collected shows that it is correlated with future growth in both credit and business investment. This article focuses on how the survey is conducted and describes the construction of the summary statistics, highlighting the key statistical relationships in the historical survey data.2008-09-15T14:23:27+00:00enThe Bank of Canada's Senior Loan Officer Survey2008-09-15Money and Credit Factors
https://www.bankofcanada.ca/2006/03/working-paper-2006-3/
The authors introduce new measures of important underlying macroeconomic phenomena that affect the financial side of the economy.2006-03-01T12:19:24+00:00enMoney and Credit Factors2006-03-01Credit and credit aggregatesEconometric and statistical methodsMonetary aggregatesWorking Paper 2006-3 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-3.pdfMoney and Credit FactorsPaul GilbertErik MeijerMarch 2006CC4C43C8C82EE5E51Dynamic Factor Analysis for Measuring Money
https://www.bankofcanada.ca/2003/07/working-paper-2003-21/
Technological innovations in the financial industry pose major problems for the measurement of monetary aggregates. The authors describe work on a new measure of money that has a more satisfactory means of identifying and removing the effects of financial innovations.2003-07-01T16:46:43+00:00enDynamic Factor Analysis for Measuring Money2003-07-01Econometric and statistical methodsMonetary aggregatesMonetary and financial indicatorsWorking Paper 2003-21 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp03-21.pdfDynamic Factor Analysis for Measuring MoneyPaul GilbertLise PichetteJuly 2003CC4C43C8C82EE5E51State Space and ARMA Models: An Overview of the Equivalence
https://www.bankofcanada.ca/1993/03/working-paper-1993-00/
In this paper known results about the equivalence of state space and autoregressive moving-average models with exogenous inputs (ARMAX) (including vector auto-regressive or VAR models) are reviewed. While most of these results are not new, no single reference appears to bring together several important related points.1993-03-01T10:00:17+00:00enState Space and ARMA Models: An Overview of the Equivalence1993-03-01Working Paper 1993https://www.bankofcanada.ca/wp-content/uploads/2010/10/gil93.pdfState Space and ARMA Models: An Overview of the EquivalencePaul GilbertJanuary 1993