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541 Results

Understanding Firms’ Inflation Expectations Using the Bank of Canada’s Business Outlook Survey

Staff Working Paper 2016-7 Simon Richards, Matthieu Verstraete
Inflation expectations are a key determinant of actual and future inflation and thus matter for the conduct of monetary policy. We study how firms form their inflation expectations using quarterly firm-level data from the Bank of Canada’s Business Outlook Survey, spanning the 2001 to 2015 period.

Macroeconomic Uncertainty Through the Lens of Professional Forecasters

Staff Working Paper 2016-5 Soojin Jo, Rodrigo Sekkel
We analyze the evolution of macroeconomic uncertainty in the United States, based on the forecast errors of consensus survey forecasts of different economic indicators. Comprehensive information contained in the survey forecasts enables us to capture a real-time subjective measure of uncertainty in a simple framework.

What Is Behind the Weakness in Global Investment?

Staff Discussion Paper 2016-5 Maxime Leboeuf, Robert Fay
The recovery in private business investment globally remains extremely weak more than seven years after the financial crisis. This paper contributes to the ongoing policy debate on the factors behind this weakness by analyzing the role of growth prospects and uncertainty in explaining developments in non-residential private business investment in large advanced economies since the crisis.

New Housing Registrations as a Leading Indicator of the BC Economy

Staff Discussion Paper 2016-3 Calista Cheung, Dmitry Granovsky
Housing starts and building permits data are commonly used as leading indicators of economic activity. In British Columbia, all new homes must be registered with the Homeowner Protection Office, a branch of BC Housing, before the issuance of building permits and the start of construction.

Debt Overhang and Deleveraging in the US Household Sector: Gauging the Impact on Consumption

Staff Working Paper 2015-47 Bruno Albuquerque, Georgi Krustev
Using a novel dataset for the US states, this paper examines whether household debt and the protracted debt deleveraging help explain the dismal performance of US consumption since 2007, in the aftermath of the housing bubble.

Speculators, Prices and Market Volatility

Staff Working Paper 2015-42 Celso Brunetti, Bahattin Buyuksahin, Jeffrey H. Harris
We analyze data from 2005 through 2009 that uniquely identify categories of traders to assess how speculators such as hedge funds and swap dealers relate to volatility and price changes. Examining various subperiods where price trends are strong, we find little evidence that speculators destabilize financial markets.

Nowcasting BRIC+M in Real Time

Emerging-market economies have become increasingly important in driving global GDP growth over the past 10 to 15 years. This has made timely and accurate assessment of current and future economic activity in emerging markets important for policy-makers not only in these countries but also in advanced economies.
Content Type(s): Staff research, Staff working papers Research Topic(s): Econometric and statistical methods, International topics JEL Code(s): C, C3, C33, C5, C53, E, E3, E37

Heterogeneity in the Dynamic Effects of Uncertainty on Investment

Staff Working Paper 2015-34 Sungje Byun, Soojin Jo
How does aggregate profit uncertainty influence investment activity at the firm level? We propose a parsimonious adaptation of a factor-autoregressive conditional heteroscedasticity model to exploit information in a subindustry sales panel for an efficient and tractable estimation of aggregate volatility.

Quantifying Contagion Risk in Funding Markets: A Model-Based Stress-Testing Approach

Staff Working Paper 2015-32 Kartik Anand, Céline Gauthier, Moez Souissi
We propose a tractable, model-based stress-testing framework where the solvency risks, funding liquidity risks and market risks of banks are intertwined.

Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data

Staff Working Paper 2015-24 Pierre Guérin, Danilo Leiva-Leon
This paper introduces new weighting schemes for model averaging when one is interested in combining discrete forecasts from competing Markov-switching models. In particular, we extend two existing classes of combination schemes – Bayesian (static) model averaging and dynamic model averaging – so as to explicitly reflect the objective of forecasting a discrete outcome.
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