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2334
result(s)
Evaluating the Quarterly Projection Model: A Preliminary Investigation
Staff Working Paper 2002-20
Robert Amano,
Kim McPhail,
Hope Pioro,
Andrew Rennison
This paper summarizes the results of recent research evaluating the Bank of Canada's Quarterly Projection Model (QPM).
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Economic models
JEL Code(s):
C,
C5,
C52,
E,
E1,
E17,
E3,
E30,
E37
The Financial Services Sector: An Update on Recent Developments
Technical Report No. 91
Charles Freedman,
Clyde Goodlet
The Canadian financial industry continues to experience significant changes. This report provides an update on recent developments and re-examines a number of issues facing financial service providers that were identified in Technical Report No. 82.
Content Type(s):
Staff research,
Technical reports
Topic(s):
Financial institutions,
Financial services
JEL Code(s):
G,
G2
Dollarization in Canada: The Buck Stops There
Technical Report No. 90
John Murray,
James Powell
The sharp depreciation of the Canadian dollar and the successful launch of the euro have spawned an animated debate in Canada concerning the potential benefits of formally adopting the U.S. dollar as our national currency.
Content Type(s):
Staff research,
Technical reports
Topic(s):
Exchange rate regimes
JEL Code(s):
E,
E3,
E32,
F,
F3,
F33,
F36
Estimates of the Sticky-Information Phillips Curve for the United States, Canada, and the United Kingdom
Staff Working Paper 2002-19
Hashmat Khan,
Zhenhua Zhu
Mankiw and Reis (2001a) have proposed a "sticky-information"-based Phillips curve (SIPC) to address some of the concerns with the "sticky-price"-based new Keynesian Phillips curve.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Economic models,
Inflation and prices
JEL Code(s):
E,
E3,
E31
Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data
Staff Working Paper 2002-18
Kevin Moran,
Veronika Dolar
This paper applies the hybrid dynamic general-equilibrium, vector autoregressive (DGE-VAR) model developed by Ireland (1999) to Canadian time series.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Business fluctuations and cycles,
Economic models
JEL Code(s):
E,
E3,
E32,
E37
Does Exchange Rate Policy Matter for Growth?
Staff Working Paper 2002-17
Jeannine Bailliu,
Robert Lafrance,
Jean-François Perrault
Previous studies on whether the nature of the exchange rate regime influences a country's medium-term growth performance have been based on a tripartite classification scheme that distinguishes between pegged, intermediate, and flexible exchange rate regimes.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Exchange rate regimes,
Exchange rates,
Monetary policy framework
JEL Code(s):
F,
F3,
F31,
F33,
F4,
F43,
O,
O4,
O40
A Market Microstructure Analysis of Foreign Exchange Intervention in Canada
Staff Working Paper 2002-16
Chris D'Souza
This paper clarifies the role and the impact of foreign exchange dealers in the relationship between foreign exchange intervention and nominal exchange rates using a unique dataset that disaggregates trades by dealer and by type of trade.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Exchange rates,
Financial institutions,
Financial markets
JEL Code(s):
F,
F3,
F31,
G,
G1,
G14,
G2,
G21
Corporate Bond Spreads and the Business Cycle
Staff Working Paper 2002-15
Zhiwei Zhang
This paper examines the predictive power of credit spreads from the corporate bond market. The high-yield bond spread and investment-grade spread can explain 68 per cent and 42 per cent of output variations one year ahead, while the term spread based on government debts can explain only 12 per cent of them.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Financial markets,
Monetary and financial indicators,
Monetary policy transmission
JEL Code(s):
E,
E3,
E5,
G,
G1
May 21, 2002
Inflation and the Macroeconomy: Changes from the 1980s to the 1990s
Over the last 10 years, the level of inflation has been much lower than in the previous two decades. At the same time, the behaviour of inflation has changed profoundly. By surveying the data and the economic research, the author first examines changes in the variability, growth rates, and behaviour of some of the major macroeconomic variables during the 1980s and 1990s. He then looks at how these changes are linked to a shift in the approach of monetary policy over the period. Lastly, he reviews the economic benefits that these changes have had for Canada.
Content Type(s):
Publications,
Bank of Canada Review articles
Topic(s):
Business fluctuations and cycles,
Credibility,
Inflation targets,
Inflation: costs and benefits