The Bank of Canada 2015 Retailer Survey on the Cost of Payment Methods: Sampling
In 2015, the Bank of Canada undertook the large-scale Retailer Survey on the Cost of Payment Methods.
Technical reports provide detailed descriptions of staff research project methodologies and model development.
Content older than 10 years is available on the Bank’s Open Access Repository.
96
result(s)
The Bank of Canada 2015 Retailer Survey on the Cost of Payment Methods: Nonresponse
Technical Report No. 107
Stan Hatko
Nonresponse is a considerable challenge in the Retailer Survey on the Cost of Payment Methods conducted by the Bank of Canada in 2015. There are two types of nonresponse in this survey: unit nonresponse, in which a business does not reply to the entire survey, and item nonresponse, in which a business does not respond to particular questions within the survey.
Content Type(s):
Staff research,
Technical reports
Research Topic(s):
Central bank research
JEL Code(s):
C,
C8,
C81,
C83
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
Research Topic(s):
Financial stability,
Housing,
Sectoral balance sheet
JEL Code(s):
C,
C0,
C6,
C63,
C65,
D,
D0,
D1,
D14
Shock Transmission Through International Banks: Canada
Technical Report No. 105
James Chapman,
H. Evren Damar
In this paper, we investigate how liquidity conditions in Canada may affect domestic and/or foreign lending of globally active banks and whether this transmission is influenced by individual bank characteristics.
Content Type(s):
Staff research,
Technical reports
Research Topic(s):
Financial institutions,
Financial stability
JEL Code(s):
E,
E4,
E44,
F,
F3,
F36,
G,
G2,
G21,
G3,
G32
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
Research Topic(s):
Econometric and statistical methods
JEL Code(s):
C,
C8,
C83
2013 Methods-of-Payment Survey: Sample Calibration Analysis
Technical Report No. 103
Kyle Vincent
Sample calibration is a procedure that utilizes sample and national-level demographic distribution information to weight survey participants. The objective of calibration is to weight the sample so that it is demographically representative of the target population.
Content Type(s):
Staff research,
Technical reports
Research Topic(s):
Central bank research
JEL Code(s):
C,
C8,
C81,
C83
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):
Staff research,
Technical reports
Research 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):
Staff research,
Technical reports
Research 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):
Staff research,
Technical reports
Research 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):
Staff research,
Technical reports
Research Topic(s):
Business fluctuations and cycles,
Economic models,
International topics
JEL Code(s):
C,
C6,
C68,
E,
E2,
E27,
E3,
E37,
F,
F0,
F01