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2980 Results

Potential output in Canada: 2020 reassessment

After COVID-19, we expect potential output growth to stabilize around 1.2 percent. This is lower than the 2010–18 average growth of 1.8 percent. Relative to the April 2019 reassessment, the growth profile is revised down. Given the unknown course of the pandemic, uncertainty around these estimates is higher than in previous years.
Content Type(s): Staff research, Staff analytical notes Research Topic(s): Labour markets, Potential output, Productivity JEL Code(s): E, E0, E00, E2, E23, E24, E3, E37, E6

COVID-19, Containment and Consumption

We assess the impact of COVID-19 on consumption indicators by estimating the effects of government-mandated containment measures and of the willingness of individuals to voluntarily physically distance to prevent contagion.

Calculating Effective Degrees of Freedom for Forecast Combinations and Ensemble Models

Staff Discussion Paper 2022-19 James Younker
This paper derives a calculation for the effective degrees of freedom of a forecast combination under a set of general conditions for linear models. Computing effective degrees of freedom shows that the complexity cost of a forecast combination is driven by the parameters in the weighting scheme and the weighted average of parameters in the auxiliary models.
Content Type(s): Staff research, Staff discussion papers Research Topic(s): Econometric and statistical methods JEL Code(s): C, C0, C01, C02, C1, C13, C5, C50, C51, C52, C53
October 27, 2021

Labour market recovery from COVID‑19

COVID-19 has emphasized the complexity and diversity of the labour market – and the need to look at a broad range of measures to assess labour market health. View the indicators that track the recovery of the labour market from COVID-19.

A Review of the Bank of Canada’s Support of Key Financial Markets During the COVID-19 Crisis

Staff Discussion Paper 2023-9 Joshua Fernandes, Michael Mueller
The COVID-19 pandemic placed unprecedented strain on the global financial system. We describe how the Bank of Canada responded to the rapidly deteriorating liquidity in core Canadian fixed-income markets.
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