Baseline: 3-month Baseline: 12-month Corporate spread: 3-month Corporate spread: 12-month Compensation for expected default: 3-month Compensation for expected default: 12-month Excess bond premium: 3-month Excess bond premium: 12-month Excess bond premium (US): 3-month Excess bond premium (US): 12-month Impulse response for real GDP Impulse response lower confidence bound for real GDP Impulse response upper confidence bound for real GDP Impulse response for headline CPI Impulse response lower confidence bound for headline CPI Impulse response upper confidence bound for headline CPI Impulse response for Canadian EBP Impulse response lower confidence bound for Canadian EBP Impulse response upper confidence bound for Canadian EBP Impulse response for S&P/TSX Impulse response lower confidence bound for S&P/TSX Impulse response upper confidence bound for S&P/TSX Impulse response for 10-year GoC yield Impulse response lower confidence bound for 10-year GoC yield Impulse response upper 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