Research at the Bank of Canada
Author : Bank of Canada
Publisher :
Page : 7 pages
File Size : 34,90 MB
Release : 2008
Category : Economics
ISBN :
Author : Bank of Canada
Publisher :
Page : 7 pages
File Size : 34,90 MB
Release : 2008
Category : Economics
ISBN :
Author : Banque du Canada
Publisher :
Page : pages
File Size : 14,23 MB
Release : 19??
Category :
ISBN :
Author : Royal Bank of Canada
Publisher :
Page : pages
File Size : 30,72 MB
Release : 1969
Category : Economics
ISBN :
Author : Bank of Canada. External Review Committee
Publisher :
Page : pages
File Size : 31,71 MB
Release : 2008
Category : Economics
ISBN :
Author : Royal Bank of Canada. Economic Research Department
Publisher :
Page : 57 pages
File Size : 22,37 MB
Release : 1973
Category : Banks and banking
ISBN :
Author :
Publisher :
Page : 0 pages
File Size : 23,40 MB
Release : 1969
Category :
ISBN :
Author : James Powell
Publisher :
Page : 124 pages
File Size : 32,21 MB
Release : 2005
Category : Business & Economics
ISBN :
Author : Pierre St.-Amant
Publisher :
Page : 62 pages
File Size : 12,8 MB
Release : 1997
Category : Banks and banking
ISBN : 9780662260196
This paper discusses some methodologies for estimating potential output and the output gap that have recently been studied at the Bank of Canada. The assumptions and econometric techniques used by the different methodologies are discussed in turn, and applications to Canadian data are presented. The first group of methods considered are those that simply use some implicit or explicit assumptions about the dynamics of real output to identify the output gap, including the Hodrick and Prescott filter for identifying the cyclical component of output. The second group consists of approaches that combine their assumptions with information from assumed or structural relationships between the output gap and other economic variables. The third class of methods uses multivariate rather than univariate dynamic relationships, often in combination with structural relationships from economic theory, to estimate output gap as a particular transitory component of real output.
Author : International Monetary Fund. Monetary and Capital Markets Department
Publisher : International Monetary Fund
Page : 85 pages
File Size : 28,25 MB
Release : 2019-06-24
Category : Business & Economics
ISBN : 1498321119
This Financial System Stability Assessment paper discusses that Canada has enjoyed favorable macroeconomic outcomes over the past decades, and its vibrant financial system continues to grow robustly. However, macrofinancial vulnerabilities—notably, elevated household debt and housing market imbalances—remain substantial, posing financial stability concerns. Various parts of the financial system are directly exposed to the housing market and/or linked through housing finance. The financial system would be able to manage severe macrofinancial shocks. Major deposit-taking institutions would remain resilient, but mortgage insurers would need additional capital in a severe adverse scenario. Housing finance is broadly resilient, notwithstanding some weaknesses in the small non-prime mortgage lending segment. Although banks’ overall capital buffers are adequate, additional required capital for mortgage exposures, along with measures to increase risk-based differentiation in mortgage pricing, would be desirable. This would help ensure adequate through-the cycle buffers, improve mortgage risk-pricing, and limit procyclical effects induced by housing market corrections.
Author : Royal Bank of Canada. Economic Research Dept
Publisher : Department 1967.
Page : 55 pages
File Size : 15,91 MB
Release : 1967
Category : Banks and banking
ISBN :