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54 Results

MSTest: An R-Package for Testing Markov Switching Models

Staff working paper 2026-7 Gabriel Rodriguez Rondon, Jean-Marie Dufour
We present the R package MSTest, which implements hypothesis testing procedures to determine the number of regimes in Markov switching models. The package provides several testing frameworks, including Monte Carlo likelihood ratio tests, moment-based tests, parameter stability tests, and classical likelihood ratio procedures.

I Am So Tired! I Don’t Know What to Do! Survey Fatigue and Financial Literacy: Results from a Randomized Experiment

Staff working paper 2026-5 Anna Chernesky, Kim Huynh, Marcel Voia
We use a randomization of question placement in surveys to estimate the causal effect on financial literacy results. We find that financial literacy questions placed at the end of a survey lead to a drop in financial literacy of 5%–15%. This research suggests a measure of financial literacy adapted for survey length.

Inflation Expectations in Action: Exploring Agents’ Behaviour in a Period of High Inflation

Staff discussion paper 2025-18 Naveen Rai, Hayley Touchburn, Matt West
Inflation expectations are important to monetary policy decision-makers. Using survey evidence, we examine how firms and consumers react to their inflation expectations during the post-pandemic period of high inflation.
Content Type(s): Staff research, Staff discussion papers JEL Code(s): C, C8, C83, D, D8, D84, E, E3, E31 Research Theme(s): Monetary policy, Inflation dynamics and pressures

Do Firms’ Sales Expectations Hit the Mark? Evidence from the Business Leaders’ Pulse

Staff discussion paper 2025-15 Owen Gaboury, Farrukh Suvankulov, Mathieu Utting
We analyze Canadian data from the Bank of Canada’s Business Leaders’ Pulse, examining firms’ sales growth expectations. We find that expected growth predicts outcomes, uncertainty influences forecast errors and revisions, and firms with weak past performance anticipate and experience weaker future growth. These results highlight the survey’s value for understanding business expectations.

Correcting Selection Bias in a Non-Probability Two-Phase Payment Survey

Staff working paper 2025-17 Heng Chen, John Tsang
We develop statistical inferences for a non-probability two-phase survey sample when relevant auxiliary information is available from a probability survey sample. The proposed method is assessed by simulation studies and used to analyze a non-probability two phase payment survey.

Low Response Rate from Merchants? Sample and Ask Consumers! An Application of Indirect Sampling Under a Consumer-Merchant Bipartite Network

Technical report No. 126 Heng Chen, Joy Wu
Under the consumer-merchant bipartite network, we apply the indirect sampling approach to estimate merchant payment acceptance through a consumer payment diary.

Canadian Bitcoin Ownership in 2023: Key Takeaways

Staff discussion paper 2025-4 Daniela Balutel, Marie-Hélène Felt, Doina Rusu
The Bitcoin Omnibus Survey is an important tool for monitoring Canadians’ awareness and ownership of bitcoin and other cryptoassets over time. In this paper, we present data highlights from the 2023 survey.

Bouncing Back: How Mothballing Curbs Prices

We investigate the macroeconomic impacts of mothballed businesses—those that closed temporarily—on sectoral equilibrium prices after a negative demand shock. Our results suggest that pandemic fiscal support for temporary closures may have eased inflationary pressures.

Familiarity with Crypto and Financial Concepts: Cryptoasset Owners, Non-Owners, and Gender Differences

Measuring cryptoasset knowledge alongside financial knowledge enhances our understanding of individuals' decisions to purchase cryptoassets. This paper uses microdata from the Bank of Canada’s Bitcoin Omnibus Survey to examine gender differences and the interrelationship between crypto and financial knowledge through an empirical joint analysis.

Seasonal Adjustment of Weekly Data

Staff discussion paper 2024-17 Jeffrey Mollins, Rachit Lumb
The industry standard for seasonally adjusting data, X-13ARIMA-SEATS, is not suitable for high-frequency data. We summarize and assess several of the most popular seasonal adjustment methods for weekly data given the increased availability and promise of non-traditional data at higher frequencies.
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