Technical Reports

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Analyzing and Forecasting the Canadian Economy through the LENS Model

Technical Report No. 102 Olivier Gervais, Marc-André Gosselin

The authors describe the key features of a new large-scale Canadian macroeconomic forecasting model developed over the past two years at the Bank of Canada.

Content Type(s): Technical Reports Topic(s): Econometric and statistical methods, Economic models JEL Code(s): C, C5, C53, E, E1, E17, E2, E27, E3, E37, F, F1, F17

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.

Content Type(s): Technical Reports Topic(s): Debt Management, Development economics, Financial stability, International financial markets JEL Code(s): F, F3, F34, G, G1, G10, G14, G15

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

Technical Report No. 100 José Dorich, Michael K. Johnston, Rhys R. Mendes, Stephen Murchison, Yang Zhang

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): 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

Technical Report No. 99 Jeannine Bailliu, Patrick Blagrave, James Rossiter

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.

Content Type(s): Technical Reports Topic(s): Business fluctuations and cycles, Economic models, International topics JEL Code(s): C, C6, C68, E, E2, E27, E3, E37, F, F0, F01

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).

Content Type(s): Technical Reports Topic(s): Business fluctuations and cycles, Economic models, International topics JEL Code(s): C, C6, C68, E, E2, E27, E3, E37, F, F3, F32, F4, F47

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): 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

MUSE: The Bank of Canada's New Projection Model of the U.S. Economy

Technical Report No. 96 Marc-André Gosselin, René Lalonde

The analysis and forecasting of developments in the U.S. economy have always played a critical role in the formulation of Canadian economic and financial policy. Thus, the Bank places considerable importance on generating internal forecasts of U.S. economic activity as an input to the Canadian projection.

Content Type(s): Technical Reports Topic(s): Business fluctuations and cycles, Economic models JEL Code(s): C, C5, C53, E, E1, E17, E2, E27, E3, E37, F, F1, F17

Essays on Financial Stability

Technical Report No. 95 John Chant, Alexandra Lai, Mark Illing, Fred Daniel

The four essays published here provide a useful overview for anyone interested in understanding the issues and policy environment surrounding financial system stability.

Content Type(s): Technical Reports Topic(s): Financial Institutions, Financial markets JEL Code(s): G, G2, G28

A Comparison of Twelve Macroeconomic Models of the Canadian Economy

Technical Report No. 94 Denise Côté, John Kuszczak, Jean-Paul Lam, Ying Liu, Pierre St-Amant

In this report, the authors examine and compare twelve private and public sector models of the Canadian economy with respect to their paradigm, structure, and dynamic properties. These open-economy models can be grouped into two economic paradigms.

Content Type(s): Technical Reports Topic(s): Economic models, Uncertainty and monetary policy JEL Code(s): C, C5, E, E5, E52, E58

Money in the Bank (of Canada)

Technical Report No. 93 David Longworth

With the demise of monetary targeting over the past 20 years in many major countries, the question has arisen as to whether central banks should look at money at all when formulating and conducting monetary policy.

Content Type(s): Technical Reports Topic(s): Monetary aggregates, Transmission of monetary policy JEL Code(s): E, E5, E50, E51, E52

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