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1660 Results

Financial Crisis Interventions

Staff working paper 2016-29 Josef Schroth
This paper develops a model of an economy where bank credit supports both productive investment and individual consumption smoothing in the face of idiosyncratic income risk. Bank credit is constrained by bank equity capital.

Potential output and the neutral rate in Canada: 2022 reassessment

We expect potential output growth to be lower in 2021 than anticipated in the April 2021 assessment. By 2025, growth is expected to reach 2.3%. We assess that the Canadian nominal neutral rate increased slightly to lie in the range of 2.00% to 3.00%.

Disaggregating Household Sensitivity to Monetary Policy by Expenditure Category

Staff analytical note 2018-32 Tony Chernis, Corinne Luu
Because the Bank of Canada has started withdrawing monetary stimulus, monitoring the transmission of these changes to monetary policy will be important. Subcomponents of consumption and housing will likely respond differently to a monetary policy tightening, both in terms of the aggregate effect and timing.
April 22, 2021

Annual Report 2020

The Annual Report outlines the Bank’s activities and achievements in 2020. It includes the financial statements and a message from Governor Tiff Macklem.
Content Type(s): Publications, Annual Report
December 23, 2006

Global Savings, Investment, and World Real Interest Rates

Over the past 25 years, world long-term interest rates have declined to levels not seen since the 1960s. This decline has been accompanied by falling world investment and savings rates. The authors explore global saving and investment outcomes that have led to the fall in the world real interest rate. The results show that the key factors explaining movements in savings and investment are variables that evolve relatively slowly over time, such as labour force growth and the age structure of the world economy. The conclusions suggest that, over the coming years, it is unlikely that these slowly changing variables will be a source of significant changes in world real interest rates.

Does US or Canadian Macro News Drive Canadian Bond Yields?

Staff analytical note 2018-38 Bruno Feunou, Rodrigo Sekkel, Morvan Nongni-Donfack
We show that a large share of low-frequency (quarterly) movements in Canadian government bond yields can be explained by macroeconomic news, even though high-frequency (daily) changes are driven by other shocks. Furthermore, we show that US macro news—not domestic news— explains most of the quarterly variation in Canadian bond yields.
June 25, 2005

Changes in the Indicator Properties of Narrow Monetary Aggregates

Although many countries have abandoned monetary targeting in recent decades, monetary aggregates are still useful indicators of future economic activity. Past research has shown that, compared with other monetary aggregates and expressed in real terms, net M1 and gross M1 have traditionally provided superior leading information for output growth.
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