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2994 Results

Uncertainty and Multiple Paradigms of the Transmission Mechanism

Staff Working Paper 1998-7 Walter Engert, Jack Selody
An important challenge facing central banks is making decisions under uncertainty about the dynamic effects of monetary policy actions. The authors stress the importance of explicitly recognizing uncertainty about the transmission mechanism when formulating policy advice. They argue that one way to manage monetary policy under uncertainty is to draw on both an output-gap paradigm […]

Predicting Canadian Recessions Using Financial Variables: A Probit Approach

Staff Working Paper 1998-5 Joseph Atta-Mensah, Greg Tkacz
This paper examines the ability of a number of financial variables to predict Canadian recessions. Regarding methodology, we follow closely the technique employed by Estrella and Mishkin (1998), who use a probit model to predict U.S. recessions up to eight quarters in advance. Our main finding is that the spread between the yield on Canadian […]
Content Type(s): Staff research, Staff working papers Research Topic(s): Business fluctuations and cycles, Interest rates JEL Code(s): E, E3, E32, E4, E43
November 18, 2010

Where the Economy and Finance Meet

Remarks Jean Boivin Okanagan CFA Society and UBC Okanagan (Faculty of Management) Kelowna, British Columbia
As the title of my speech suggests, I would like to discuss the connections between the real economy – the tangible world of jobs, goods and services – and the more intangible world of finance – of money flows, interest rates and the stock market. They have a long and eventful history.

Asset-Price Misalignments and Monetary Policy: How Flexible Should Inflation-Targeting Regimes Be?

Staff Discussion Paper 2007-6 Jack Selody, Carolyn A. Wilkins
The authors analyze the extent to which inflation-targeting frameworks should incorporate flexibility in order to respond to asset-price misalignments and other atypical events. They examine the costs and benefits of adding flexibility to the Bank's current inflation-targeting framework, and conclude that maintaining low and stable consumer price inflation is the best contribution that monetary policy […]
Content Type(s): Staff research, Staff discussion papers Research Topic(s): Inflation targets, Monetary policy framework JEL Code(s): E, E5, E6

The Financialization of Food?

Staff Working Paper 2013-39 Valentina G. Bruno, Bahattin Buyuksahin, Michel A. Robe
Commodity-equity and cross-commodity return co-movements rose dramatically after the 2008 financial crisis. This development took place following what has been dubbed the “financialization” of commodity markets.

Optimal Currency Areas: A Review of the Recent Literature

Staff Working Paper 1999-16 Robert Lafrance, Pierre St-Amant
This paper surveys the recent literature on optimal currency areas (OCAs). Topics that are covered include theoretical developments in the context of general-equilibrium models and empirical work on shocks asymmetry and adjustment mechanisms. Issues relating to the endogeneity of OCA criteria, the role of exchange rate flexibility in promoting greater macroeconomic stability, and the links […]
Content Type(s): Staff research, Staff working papers Research Topic(s): Exchange rate regimes JEL Code(s): E, E4, E42, F, F3, F33
May 21, 2002

Inflation and the Macroeconomy: Changes from the 1980s to the 1990s

Over the last 10 years, the level of inflation has been much lower than in the previous two decades. At the same time, the behaviour of inflation has changed profoundly. By surveying the data and the economic research, the author first examines changes in the variability, growth rates, and behaviour of some of the major macroeconomic variables during the 1980s and 1990s. He then looks at how these changes are linked to a shift in the approach of monetary policy over the period. Lastly, he reviews the economic benefits that these changes have had for Canada.
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