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3128 Results

Sluggish Forecasts

Staff working paper 2018-39 Monica Jain
Given the influence that agents’ expectations have on key macroeconomic variables, it is surprising that very few papers have tried to extrapolate agents’ “true” expectations directly from the data. This paper presents one such approach, starting with the hypothesis that there is sluggishness in inflation and real GDP growth forecasts.

Narrative-Driven Fluctuations in Sentiment: Evidence Linking Traditional and Social Media

Staff working paper 2023-23 Alistair Macaulay, Wenting Song
News media present competing interpretations of what breaking news implies for the macroeconomy. Recent examples include news reporting on high inflation and yield curve inversions. Do these narratives shape macroeconomic sentiment? In this paper, we highlight the importance of narratives using evidence linking traditional media and social media.

Time-Consistent Management of a Liquidity Trap with Government Debt

Staff working paper 2018-38 Dmitry Matveev
This paper studies optimal discretionary monetary and fiscal policy when the lower bound on nominal interest rates is occasionally binding in a model with nominal rigidities and long-term government debt. At the lower bound it is optimal for the government to temporarily reduce debt.

Beyond the averages: Measuring underlying wage growth using Labour Force Survey microdata

Staff analytical note 2024-23 Fares Bounajm, Tessa Devakos, Gabriela Galassi
When it comes to understanding the influence of labour costs on inflation, average wage growth is a misleading indicator because it is affected by composition effects. We propose an alternative measure that corrects for these effects by using microdata from the Labour Force Survey. Our new measure has many desirable properties, including reduced volatility and a better relationship with labour market fundamentals.
May 11, 2017

Unconventional Monetary Policy: The Perspective of a Small Open Economy

How do unconventional monetary policies like quantitative easing and negative interest rates affect domestic financial conditions and the broader economy in small open econo-mies, such as Canada? These policies are effective in depreciating the exchange rate in small open economies, while lower interest rates are also passed through to the economy, albeit only partially. When conventional monetary policy is close to its limits, fiscal policy may be a more important complement to monetary policy in a small economy, particularly if global demand for safe assets compresses long-term interest rates.
Content Type(s): Publications, Bank of Canada Review articles JEL Code(s): E, E5, E52, E58, E6, E61, E65
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