Technical Reports

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