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3865 Results

Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns

Staff working paper 2017-19 Claudia Foroni, Francesco Ravazzolo, Barbara Sadaba
Increased sovereign credit risk is often associated with sharp currency movements. Therefore, expectations of the probability of a sovereign default event can convey important information regarding future movements of exchange rates.
November 2, 2011

Opening Statement before the Senate Standing Committee on National Finance

Opening statement Mark Carney Senate Standing Committee on National Finance Ottawa, Ontario
Good evening. Tiff and I are pleased to be here with you today to discuss retail price differentials between Canada and the United States. The mandate of the Bank of Canada is to enhance the well-being of Canadians by contributing to sustained economic growth. The single, most direct contribution that monetary policy can make to […]

Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19

Staff working paper 2021-2 James Chapman, Ajit Desai
We use retail payment data in conjunction with machine learning techniques to predict the effects of COVID-19 on the Canadian economy in near-real time. Our model yields a significant increase in macroeconomic prediction accuracy over a linear benchmark model.
November 12, 2020

Helping the economy after the COVID‑19 pandemic

Speech summary Carolyn A. Wilkins Munk School of Global Affairs and Public Policy Toronto, Ontario
The pandemic won’t last forever. Senior Deputy Governor Carolyn A. Wilkins talks about what the economy will need once we’re past the COVID-19 crisis.
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