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3037 Results

Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada

Staff Working Paper 2002-29 David Bolder, Scott Gusba
This paper continues the work started by Bolder and Stréliski (1999) and considers two alternative classes of models for extracting zero-coupon and forward rates from a set of observed Government of Canada bond and treasury-bill prices.
November 26, 2024

Sticking the landing: Keeping inflation at 2%

Remarks Rhys R. Mendes Greater Charlottetown Area Chamber of Commerce Charlottetown, Prince Edward Island
Deputy Governor Rhys Mendes discusses how monetary policy worked to bring inflation back down to target and why the Bank wants inflation to stay close to 2%.

The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables

Staff Working Paper 2000-23 Nikola Gradojevic, Jing Yang
Artificial neural networks (ANN) are employed for high-frequency Canada/U.S. dollar exchange rate forecasting. ANN outperform random walk and linear models in a number of recursive out-of- sample forecasts.
Content Type(s): Staff research, Staff working papers Research Topic(s): Exchange rates JEL Code(s): C, C4, C45, F, F3, F31

Explaining and Forecasting Inflation in Emerging Markets: The Case of Mexico

The authors apply existing inflation models that have worked well in industrialized countries to Mexico, an emerging market that has recently moved to adopt an inflation-targeting framework for monetary policy. They compare the performance of these models with a mark-up model that has been used extensively to analyze inflation in Mexico.
Content Type(s): Staff research, Staff working papers Research Topic(s): Inflation and prices, International topics JEL Code(s): E, E3, E31, E37

High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market

Staff Working Paper 2014-56 George Jiang, Ingrid Lo, Giorgio Valente
This paper investigates high-frequency (HF) market and limit orders in the U.S. Treasury market around major macroeconomic news announcements. BrokerTec introduced i- Cross at the end of 2007 and we use this exogenous event as an instrument to analyze the impact of HF activities on liquidity and price efficiency.
Content Type(s): Staff research, Staff working papers Research Topic(s): Financial markets JEL Code(s): G, G1, G10, G12, G14

Composition of International Capital Flows: A Survey

Staff Working Paper 2010-33 Koralai Kirabaeva, Assaf Razin
We survey several key mechanisms that explain the composition of international capital flows: foreign direct investment, foreign portfolio investment and debt flows (bank loans and bonds). In particular, we focus on the following market frictions: asymmetric information in capital markets and exposure to liquidity shocks.
Content Type(s): Staff research, Staff working papers Research Topic(s): International topics JEL Code(s): D, D8, D82, F, F2, F21, F3, F34
February 17, 2011

Bank of Canada Review - Winter 2010-2011

Bank of Canada Review - Winter 2010-2011
This issue features a summary of the Bank’s annual conference, which this year dealt with financial globalization, and three articles that present research by Bank staff on Canada’s mortgage market, the role of adverse selection in financial crises, and payment networks.

Terms-of-Trade and House Price Fluctuations: A Cross-Country Study

Staff Working Paper 2017-1 Paul Corrigan
Terms-of-trade shocks are known to be key drivers of business cycles in open economies. This paper argues that terms-of-trade shocks were also important for house price fluctuations in a panel of developed countries over the 1994–2015 period.
Content Type(s): Staff research, Staff working papers Research Topic(s): Financial stability, Housing, International topics JEL Code(s): C, C3, C32, E, E3, E32, E5, E51, F, F3, F36, F4, F41
May 19, 2011

Unconventional Monetary Policy: The International Experience with Central Bank Asset Purchases

As part of their policy response to the financial crisis of 2007–09, central banks introduced numerous unprecedented monetary policy measures to provide monetary easing. This article defines and documents these measures, focusing on central bank asset purchases and their impact on central bank balance sheets. It then discusses the challenges of identifying the effects of these measures and explores possible exit strategies. The potential costs of these policies are also analyzed, as well as the broader implications for monetary policy frameworks.
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