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811 Results

Forecasting the Price of Oil

Staff Working Paper 2011-15 Ron Alquist, Lutz Kilian, Robert Vigfusson
We address some of the key questions that arise in forecasting the price of crude oil. What do applied forecasters need to know about the choice of sample period and about the tradeoffs between alternative oil price series and model specifications?

Analysis of Asymmetric GARCH Volatility Models with Applications to Margin Measurement

Staff Working Paper 2018-21 Elena Goldman, Xiangjin Shen
We explore properties of asymmetric generalized autoregressive conditional heteroscedasticity (GARCH) models in the threshold GARCH (GTARCH) family and propose a more general Spline-GTARCH model, which captures high-frequency return volatility, low-frequency macroeconomic volatility as well as an asymmetric response to past negative news in both autoregressive conditional heteroscedasticity (ARCH) and GARCH terms.

Lending Standards, Productivity and Credit Crunches

Staff Working Paper 2019-25 Jonathan Swarbrick
We propose a macroeconomic model in which adverse selection in investment drives the amplification of macroeconomic fluctuations, in line with prominent roles played by the credit crunch and collapse of the asset-backed security market in the financial crisis.

The Case of Serial Disappointment

Similar to those of other forecasters, the Bank of Canada’s forecasts of global GDP growth have shown persistent negative errors over the past five years. This is in contrast to the pre-crisis period, when errors were consistently positive as global GDP surprised to the upside. All major regions have contributed to the forecast errors observed since 2011, although the United States has been the most persistent source of notable errors.

The Microstructure of Financial Derivatives Markets: Exchange-Traded versus Over-the-Counter

Technical Report No. 68 Brenda González-Hermosillo
In this report the author focusses on the microstructure of derivatives markets. While the primary objective is to examine derivatives markets in Canada, the author also discusses certain developments in global derivatives markets that are bound to influence the functioning and development of financial markets in a small, open economy such as Canada's. It is […]
Content Type(s): Staff research, Technical reports Research Topic(s): Financial markets JEL Code(s): G, G1, G10

The Size and Characteristics of Informal (“Gig”) Work in Canada

Staff Analytical Note 2019-6 Olena Kostyshyna, Corinne Luu
Underlying wage growth has fallen short of what would be consistent with an economy operating with little or no slack. While many factors could explain this weakness, the availability of additional labour resources from informal (“gig”) work—not fully captured in standard measures of employment and hours worked—may play a role.

Assessing the Impact of Demand Shocks on the US Term Premium

Staff Discussion Paper 2018-7 Russell Barnett, Konrad Zmitrowicz
During and after the Great Recession of 2008–09, conventional monetary policy in the United States and many other advanced economies was constrained by the effective lower bound (ELB) on nominal interest rates. Several central banks implemented large-scale asset purchase (LSAP) programs, more commonly known as quantitative easing or QE, to provide additional monetary stimulus.
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