Browse Research

Contains

Authors

Content Types

JEL Codes

Topics

Published After

Published Before

84 result(s)

Household Risk Assessment Model

Technical Report No. 106 Brian Peterson, Tom Roberts
Household debt can be an important source of vulnerability to the financial system. This technical report describes the Household Risk Assessment Model (HRAM) that has been developed at the Bank of Canada to stress test household balance sheets at the individual level.
Content Type(s): Staff Research, Technical Reports Topic(s): Financial stability, Housing, Sectoral balance sheet JEL Code(s): C, C0, C6, C63, C65, D, D0, D1, D14

Variance Estimation for Survey-Weighted Data Using Bootstrap Resampling Methods: 2013 Methods-of-Payment Survey Questionnaire

Technical Report No. 104 Heng Chen, Rallye Shen
Sampling units for the 2013 Methods-of-Payment Survey were selected through an approximate stratified random sampling design. To compensate for non-response and non-coverage, the observations are weighted through a raking procedure.
Content Type(s): Staff Research, Technical Reports Topic(s): Econometric and statistical methods JEL Code(s): C, C8, C83

Database of Sovereign Defaults, 2017

Technical Report No. 101 David Beers, Jamshid Mavalwalla
Until recently, there have been few efforts to systematically measure and aggregate the nominal value of the different types of sovereign government debt in default. To help fill this gap, the Bank of Canada’s Credit Rating Assessment Group (CRAG) has developed a comprehensive database of sovereign defaults posted on the Bank of Canada’s website.

ToTEM II: An Updated Version of the Bank of Canada’s Quarterly Projection Model

This report provides a detailed technical description of an updated version of the Terms-of-Trade Economic Model (ToTEM II), which replaced ToTEM (Murchison and Rennison 2006) in June 2011 as the Bank of Canada’s quarterly projection model for Canada.
Content Type(s): Staff Research, Technical Reports Topic(s): Business fluctuations and cycles, Economic models JEL Code(s): E, E1, E17, E2, E20, E3, E30, E4, E40, E5, E50, F, F4, F41

Introducing the Bank of Canada's Projection Model for the Global Economy

To complement its existing set of tools to analyze and forecast developments in the global economy, the Bank of Canada recently developed a version of the Global Projection Model (GPM) jointly with staff at the International Monetary Fund.

The Bank of Canada's Version of the Global Economy Model (BoC-GEM)

Technical Report No. 98 René Lalonde, Dirk Muir
The Bank of Canada's version of the Global Economy Model (BoC-GEM) is derived from the model created at the International Monetary Fund by Douglas Laxton (IMF) and Paolo Pesenti (Federal Reserve Bank of New York and National Bureau of Economic Research).

ToTEM: The Bank of Canada's New Quarterly Projection Model

Technical Report No. 97 Stephen Murchison, Andrew Rennison
The authors provide a detailed technical description of the Terms-of-Trade Economic Model (ToTEM), which replaced the Quarterly Projection Model (QPM) in December 2005 as the Bank's principal projection and policy-analysis model for the Canadian economy.
Content Type(s): Staff Research, Technical Reports Topic(s): Business fluctuations and cycles, Economic models JEL Code(s): E, E1, E17, E2, E20, E3, E30, E4, E40, E5, E50, F, F4, F41