"TERMS AND CONDITIONS" "https://www.bankofcanada.ca/terms/" "NAME" "Does US or Canadian Macro News Drive Canadian Bond Yields?" "DESCRIPTION" "This file contains data based on the Bank of Canada research paper described above." "The data is not an official statistical release by the Bank of Canada, and it is provided on a voluntary basis by the author(s)." " The Bank and the author(s) are not responsible for errors in this file and do not guarantee that the series will be updated in the future." " A contact person is listed below for any question or other inquiry." "LINK" "https://www.bankofcanada.ca/?p=202492" "SERIES" "id","label","description" "SAN_SEKK20181018_C1_CA","Canada","Daily variation in Canadian bond yields explained by macro news" "SAN_SEKK20181018_C1_US","United States","Daily variation in Canadian bond yields explained by macro news" "SAN_SEKK20181018_C1_CA-US","Canada and United States","Daily variation in Canadian bond yields explained by macro news" "SAN_SEKK20181018_C2_CA","Canada","Monthly variation in Canadian bond yields explained by macro news" "SAN_SEKK20181018_C2_US","United States","Monthly variation in Canadian bond yields explained by macro news" "SAN_SEKK20181018_C2_CA-US","Canada and United States","Monthly variation in Canadian bond yields explained by macro news" "SAN_SEKK20181018_C3_CA","Canada","Quarterly variation in Canadian bond yields explained by macro news" "SAN_SEKK20181018_C3_US","United States","Quarterly variation in Canadian bond yields explained by macro news" "SAN_SEKK20181018_C3_CA-US","Canada and United States","Quarterly variation in Canadian bond yields explained by macro news" "SAN_SEKK20181018_C4_CA-BEIR","BEIR_Canada","Quarterly variation in the 10-year Canadian BEIR and real bond yields explained by macro news" "SAN_SEKK20181018_C4_CA-10YRR","10-year real rate_Canada","Quarterly variation in the 10-year Canadian BEIR and real bond yields explained by macro news" "SAN_SEKK20181018_C4_US-BEIR","BEIR_United States","Quarterly variation in the 10-year Canadian BEIR and real bond yields explained by macro news" "SAN_SEKK20181018_C4_US-10YRR","10-year real rate_United States","Quarterly variation in the 10-year Canadian BEIR and real bond yields explained by macro news" "OBSERVATIONS" "date","SAN_SEKK20181018_C1_CA","SAN_SEKK20181018_C1_US","SAN_SEKK20181018_C1_CA-US","SAN_SEKK20181018_C2_CA","SAN_SEKK20181018_C2_US","SAN_SEKK20181018_C2_CA-US","SAN_SEKK20181018_C3_CA","SAN_SEKK20181018_C3_US","SAN_SEKK20181018_C3_CA-US","SAN_SEKK20181018_C4_CA-BEIR","SAN_SEKK20181018_C4_CA-10YRR","SAN_SEKK20181018_C4_US-BEIR","SAN_SEKK20181018_C4_US-10YRR" "2002-01-01","0.075","0.065","0.133","0.105","0.159","0.242","0.147","0.258","0.343","","","","" "2003-01-01","0.064","0.065","0.122","0.088","0.167","0.231","0.110","0.293","0.332","","","","" "2004-01-01","0.054","0.065","0.113","0.083","0.164","0.223","0.100","0.302","0.325","","","","" "2005-01-01","0.047","0.062","0.103","0.081","0.156","0.213","0.097","0.298","0.316","","","","" "2006-01-01","0.041","0.058","0.093","0.080","0.146","0.202","0.096","0.287","0.305","","","","" "2007-01-01","0.036","0.054","0.085","0.078","0.136","0.192","0.096","0.274","0.293","","","","" "2008-01-01","0.032","0.050","0.078","0.077","0.127","0.182","0.096","0.262","0.282","","","","" "2009-01-01","0.029","0.048","0.073","0.076","0.120","0.172","0.096","0.252","0.272","","","","" "2010-01-01","0.027","0.047","0.071","0.075","0.113","0.163","0.096","0.242","0.261","","","","" "2018-05-01","","","","","","","","","","0.0146","0.2481","0.3561","0.0505"