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1.
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The authors use simulations within the BoC-GEM-FIN, the Bank of Canada's version of the Global Economy Model with financial frictions in both the demand and supply sides [...]
2010 | Text | Staff Discussion Paper - Document d’analyse du personnel |
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2.
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To investigate the extent to which the transparency of the Bank of Canada's monetary policy has improved, the authors examine empirically – over the period 30 October 200[...]
2010 | Text | Staff Discussion Paper - Document d’analyse du personnel |
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3.
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The Large Value Transfer System (LVTS) loss-sharing mechanism was designed to ensure that, in the event of a one-participant default, the collateral pledged by direct mem[...]
2010 | Text | Staff Discussion Paper - Document d’analyse du personnel |
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4.
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An objective function is a key component of a strategic portfolio management model used to determine the optimal allocations of assets and, possibly, their associated lia[...]
2010 | Text | Staff Discussion Paper - Document d’analyse du personnel |
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5.
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Forecasts of global economic activity and inflation are important inputs when conducting monetary policy in small open economies such as Canada. As part of the Bank of Ca[...]
2010 | Text | Staff Discussion Paper - Document d’analyse du personnel |
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6.
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The author evaluates the effect of the Bank of Canada's conditional commitment regarding the target overnight rate on longer-term market interest rates by taking into acc[...]
2010 | Text | Staff Discussion Paper - Document d’analyse du personnel |
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7.
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Relevant literature on asset-liability management (ALM) is reviewed and different ALM approaches are discussed that may be of interest to the Bank of Canada for the purpo[...]
2010 | Text | Staff Discussion Paper - Document d’analyse du personnel |
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8.
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ToTEM – the Bank of Canada’s principal projection and policy-analysis model for the Canadian economy – is extended to include inventories. In the model, firms accumulate [...]
2010 | Text | Staff Discussion Paper - Document d’analyse du personnel |
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9.
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Inventory investment is an important component of the Canadian business cycle. Despite its small average size – less than 1 per cent of output – it exhibits volatile proc[...]
2010 | Text | Staff Discussion Paper - Document d’analyse du personnel |
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10.
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While a number of central banks publish their own business conditions indicators that rely on non-random sampling, knowledge about their statistical accuracy has been lim[...]
2010 | Text | Staff Discussion Paper - Document d’analyse du personnel |
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