Printed from https://ideas.repec.org/s/bca/bocatr.html
Content
2023
- 125 BoC–BoE Sovereign Default Database: Appendix and References
by David Beers & Obiageri Ndukwe & Karim McDaniels & Alex Charron - 124 BoC–BoE Sovereign Default Database: Methodology and Assumptions
by David Beers & Obiageri Ndukwe & Karim McDaniels & Alex Charron - 123 Risk Amplification Macro Model (RAMM)
by Kerem Tuzcuoglu
2022
- 122 Forecasting Banks’ Corporate Loan Losses Under Stress: A New Corporate Default Model
by Gabriel Bruneau & Thibaut Duprey & Ruben Hipp - 121 Historical Data on Repurchase Agreements from the Canadian Depository for Securities
by Maxim Ralchenko & Adrian Walton - 120 Assessing Climate-Related Financial Risk: Guide to Implementation of Methods
by Hossein Hosseini & Craig Johnston & Craig Logan & Miguel Molico & Xiangjin Shen & Marie-Christine Tremblay
2021
- 119 ToTEM III: The Bank of Canada’s Main DSGE Model for Projection and Policy Analysis
by Paul Corrigan & Hélène Desgagnés & José Dorich & Vadym Lepetyuk & Wataru Miyamoto & Yang Zhang
2020
- 118 Sample Calibration of the Online CFM Survey
by Marie-Hélène Felt & David Laferrière - 117 BoC–BoE Sovereign Default Database: Methodology, Assumptions and Sources
by David Beers & Elliot Jones & John Walsh - 116 IMPACT: The Bank of Canada’s International Model for Projecting Activity
by Patrick Blagrave & Claudia Godbout & Justin-Damien Guénette & René Lalonde & Nikita Perevalov
2019
- 115 Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach
by Rohan Arora & Guillaume Bédard-Pagé & Guillaume Ouellet Leblanc & Ryan Shotlander
2018
- 114 2017 Methods-of-Payment Survey: Sample Calibration and Variance Estimation
by Heng Chen & Marie-Hélène Felt & Christopher Henry - 113 The Framework for Risk Identification and Assessment
by Cameron MacDonald & Virginie Traclet - 112 The Government of Canada Debt Securities Data Set
by Jeffrey Gao & Francisco Rivadeneyra & Gabriel Rodriguez Rondon
2017
- 111 The MacroFinancial Risk Assessment Framework (MFRAF), Version 2.0
by Jose Fique - 110 The Bank of Canada 2015 Retailer Survey on the Cost of Payment Methods: Estimation of the Total Private Cost for Large Businesses
by Valéry Dongmo Jiongo - 109 The Bank of Canada 2015 Retailer Survey on the Cost of Payment Methods: Calibration for Single-Location Retailers
by Heng Chen & Rallye Shen - 108 The Bank of Canada 2015 Retailer Survey on the Cost of Payment Methods: Sampling
by Angelika Welte - 107 The Bank of Canada 2015 Retailer Survey on the Cost of Payment Methods: Nonresponse
by Stan Hatko
2015
- 105 Shock Transmission Through International Banks: Canada
by James Chapman & H. Evren Damar - 104 Variance Estimation for Survey-Weighted Data Using Bootstrap Resampling Methods: 2013 Methods-of-Payment Survey Questionnaire
by Heng Chen & Rallye Shen - 103 2013 Methods-of-Payment Survey: Sample Calibration Analysis
by Kyle Vincent
2014
- 102 Analyzing and Forecasting the Canadian Economy through the LENS Model
by Olivier Gervais & Marc-André Gosselin - 101 Database of Sovereign Defaults, 2015 (Revised May 2015)
by David Beers & Jean-Sébastien Nadeau
2013
- 100 ToTEM II: An Updated Version of the Bank of Canada’s Quarterly Projection Model
by José Dorich & Michael K. Johnston & Rhys R. Mendes & Stephen Murchison & Yang Zhang
2010
- 99 Introducing the Bank of Canada's Projection Model for the Global Economy
by Jeannine Bailliu & Patrick Blagrave & James Rossiter
2007
- 98 The Bank of Canada's Version of the Global Economy Model (BoC-GEM)
by René Lalonde & Dirk Muir
2006
- 97 ToTEM: The Bank of Canada's New Quarterly Projection Model
by Stephen Murchison & Andrew Rennison
2005
- 96 MUSE: The Bank of Canada's New Projection Model of the U.S. Economy
by Marc-André Gosselin & René Lalonde
2003
- 95 Essays on Financial Stability
by John Chant & Alexandra Lai & Mark Illing & Fred Daniel - 94 A Comparison of Twelve Macroeconomic Models of the Canadian Economy
by Denise Côté & John Kuszczak & Jean-Paul Lam & Ying Liu & Pierre St-Amant - 93 Money in the Bank (of Canada)
by David Longworth
2002
- 92 The Performance and Robustness of Simple Monetary Policy Rules in Models of the Canadian Economy
by Denise Côté & John Kuszczak & Jean-Paul Lam & Ying Liu & Pierre St-Amant - 91 The Financial Services Sector: An Update on Recent Developments
by Charles Freedman & Clyde Goodlet - 90 Dollarization in Canada: The Buck Stops There
by John Murray & James Powell
2001
- 89 Core Inflation
by Seamus Hogan & Marianne Johnson & Thérèse Laflèche
2000
- 88 International Financial Crises and Flexible Exchange Rates: Some Policy Lessons from Canada
by John Murray & Mark Zelmer & Zahir Antia
1999
- 87 The Regulation of Central Securities Depositories and the Linkages between CSDs and Large-Value Payment Systems
by Charles Freedman - 86 Greater Transparency in Monetary Policy: Impact on Financial Markets
by Philippe Muller & Mark Zelmer - 85 Inflation Targeting under Uncertainty
by Gabriel Srour - 84 Yield Curve Modelling at the Bank of Canada
by David Bolder & David Stréliski
1998
- 83 The Benefits of Low Inflation: Taking Shock "A nickel ain't worth a dime any more" [Yogi Berra]
by Brian O'Reilly - 82 The Financial Services Sector: Past Changes and Future Prospects
by Charles Freedman & Clyde Goodlet - 81 The Canadian Banking System
by Charles Freedman
1997
- 80 Constraints on the Conduct of Canadian Monetary Policy in 1990s: Dealing with Uncertainty in Financial Markets
by Kevin Clinton & Mark Zelmer - 79 Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada
by Pierre St-Amant & Simon van Norden
1996
- 78 Do Mechanical Filters Provide a Good Approximation of Business Cycles?
by Alain Guay & Pierre St-Amant - 77 The Bank of Canada's New Quarterly Porjection Model Part 4 : A Semi- Structural Method to Estimate Potential Output : Combining Economic Theory with a Time-Series Filter
by Leo Butler - 76 Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined?
by John Murray & Simon van Norden & Robert Vigfusson - 75 The Bank of Canada's New Quarterly Projection Model. Part 3 , the Dynamic Model : QPM
by Donald Coletti & Benjamin Hunt & David Rose & Robert Tetlow - 74 The Electronic Purse: An Overview of Recent Developments and Policy Issues
by Gerald Stuber