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1.
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The goal of this paper is to investigate what type of information from Bank of Canada communication statements or the market commentary based on these statements has a si[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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2.
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One of the tools the Bank of Canada has as a means of conducting monetary policy is its influence on very short-term interest rates which, in turn, allows it to indirectl[...]
1992 | Text | Staff Working Paper - Document de travail du personnel |
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3.
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A vector error-correction model (VECM) that forecasts inflation between the current quarter and eight quarters ahead is found to provide significant leading information a[...]
1996 | Text | Staff Working Paper - Document de travail du personnel |
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4.
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A central bank's main concern is the general direction of future inflation, and not transitory fluctuations of the inflation rate. As a result, this paper is concerned wi[...]
1998 | Text | Staff Working Paper - Document de travail du personnel |
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5.
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Various measures indicate that inflation expectations evolve sluggishly relative to actual inflation. In addition, they often fail conventional tests of unbiasedness. The[...]
2002 | Text | Staff Working Paper - Document de travail du personnel |
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6.
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We develop an equilibrium model of the monetary policy transmission mechanism that highlights information frictions in the market for money and search frictions in the ma[...]
2002 | Text | Staff Working Paper - Document de travail du personnel |
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7.
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The goal of this paper is to shed light on the nature of the monetary transmission mechanism. Specifically, we attempt to tackle two problems in standard limited-particip[...]
1998 | Text | Staff Working Paper - Document de travail du personnel |
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8.
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The goal of this paper is to investigate and estimate long-run relationships among M1, prices, output and interest rates, with a view to determining if there is a stable [...]
1995 | Text | Staff Working Paper - Document de travail du personnel |
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9.
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In this paper we look at the relative information content of cash and futures prices for Canadian Government bonds.
We follow the information-share approaches introduced[...]
2007 | Text | Staff Working Paper - Document de travail du personnel |
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10.
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This paper presents some new results on the price discovery process in both the Canadian and U.S. 10-year Government bond markets using high-frequency data not previously[...]
2007 | Text | Staff Working Paper - Document de travail du personnel |
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