March 23, 2017 Annual Report 2016 The Annual Report outlines the Bank’s activities and achievements in 2016. It includes the financial statements and a message from Governor Stephen S. Poloz. Content Type(s): Publications, Annual Report
March 23, 2017 The Bank of Canada Releases Its Annual Report for 2016 Media Relations Ottawa, Ontario The Bank of Canada’s Annual Report for 2016 was tabled in the House of Commons today. Content Type(s): Press, Press releases
March 22, 2017 Summary of Comments – 2017–18 Debt Management Strategy Consultations Today, the Summary of Comments – 2017–18 Debt Management Strategy Consultations is being published in conjunction with the release of the Government of Canada’s Debt Management Strategy for 2017–18. Content Type(s): Press, Market notices
March 21, 2017 Getting Down to Business: Investment and the Economic Outlook Remarks Lawrence L. Schembri Greater Vancouver Board of Trade Vancouver, British Columbia Deputy Governor Lawrence Schembri discusses the factors affecting business investment and the implications for the economic outlook. Content Type(s): Press, Speeches and appearances, Remarks Subject(s): Funds management, Monetary policy, Economy/Economic growth, Inflation, Inflation targeting framework
March 17, 2017 Weekly Financial Statistics - 17 March 2017 Content Type(s): Publications, Historical: Weekly Financial Statistics
March 15, 2017 IMF Managing Director Welcomes Establishment of High Level Advisory Group on FinTech This press release, issued by the International Monetary Fund, announces the creation of the High Level Advisory Group on FinTech. Bank of Canada Senior Deputy Governor Carolyn A. Wilkins is among the members of the new advisory group. Content Type(s): Press, Press releases
March 14, 2017 Bank of Canada announces 2016-2017 scholarship recipients Media Relations Ottawa, Ontario The Bank of Canada today announced the winners of its Scholarship and Work Placement Program, which is designed to assist Indigenous students and students with disabilities in furthering their education. Content Type(s): Press, Press releases Source(s): Scholarship awards
March 10, 2017 Weekly Financial Statistics - 10 March 2017 Content Type(s): Publications, Historical: Weekly Financial Statistics
Small‐Sample Tests for Stock Return Predictability with Possibly Non‐Stationary Regressors and GARCH‐Type Effects Staff working paper 2017-10 Sermin Gungor, Richard Luger We develop a simulation-based procedure to test for stock return predictability with multiple regressors. The process governing the regressors is left completely free and the test procedure remains valid in small samples even in the presence of non-normalities and GARCH-type effects in the stock returns. Content Type(s): Staff research, Staff working papers JEL Code(s): C, C1, C12, C3, C32, G, G1, G14 Research Theme(s): Financial markets and funds management, Market functioning, Models and tools, Econometric, statistical and computational methods