Staff Analytical Notes

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25-16fr: Évaluation des taux neutres aux États-Unis et au Canada: mise à jour de 2025

Frida Adjalala, Felipe Alves, William Beaudoin, Hélène Desgagnés, Wei Dong, Ingomar Krohn and Jan David Schneider

25-16: Assessing the US and Canadian neutral rates: 2025 update

Frida Adjalala, Felipe Alves, William Beaudoin, Hélène Desgagnés, Wei Dong, Ingomar Krohn and Jan David Schneider

25-15: Assessing global potential output growth: April 2025

Samuel Boulanger, Raheeb Dastagir, Daniel de Munnik, Eshini Ekanayake, Kun Mo, Walter Muiruri, Faiza Noor, Sabreena Obaid and Louis Poirier

25-15fr: Évaluation de la croissance de la production potentielle mondiale: avril 2025

Samuel Boulanger, Raheeb Dastagir, Daniel de Munnik, Eshini Ekanayake, Kun Mo, Walter Muiruri, Faiza Noor, Sabreena Obaid and Louis Poirier

25-14: Potential output in Canada: 2025 assessment

Selam Abraham, Dany Brouillette, Alex Chernoff, Christopher Hajzler, Stephanie Houle, Mark Kim and Temel Taskin

25-14fr: La production potentielle au Canada: évaluation de 2025

Selam Abraham, Dany Brouillette, Alex Chernoff, Christopher Hajzler, Stephanie Houle, Mark Kim and Temel Taskin

25-13: Canadians’ access to cash in 2023

Heng Chen, Hongyu Xiao, Daneal O’Habib and Stephen Wild

25-12: The Contingent Term Repo Facility: Lessons learned and an update

Jessie Ziqing Chen, Parnell Chu and Scott Kinnear

25-11fr: Soumettre les contreparties centrales à des simulations de crise pour établir leurs plans de résolution

Katherine Brennan, Bo Young Chang, Alper Odabasioglu and Radoslav Raykov

25-11: Stress testing central counterparties for resolution planning

Katherine Brennan, Bo Young Chang, Alper Odabasioglu and Radoslav Raykov

25-10: Is anyone surprised? The high-frequency impact of US and domestic macroeconomic data announcements on Canadian asset prices

Blake DeBruin Martos, Rodrigo Sekkel, Henry Stern and Xu Zhang

25-9: Estimating the inflation risk premium

Bruno Feunou and Gitanjali Kumar

25-8: Natural disasters and inflation in Canada

Thibaut Duprey and Victoria Fernandes

25-7: Crisis facilities as a source of public information

Lerby Ergun

25-6: The new repo tri-party Canadian Collateral Management Service: Benefits to the financial system and to the Bank of Canada

Philippe Muller and Maksym Padalko

25-5: Estimating the impacts on GDP of natural disasters in Canada

Tatjana Dahlhaus, Thibaut Duprey and Craig Johnston

25-4: Effects of macroprudential policy announcements on perceptions of systemic risks

Thibaut Duprey, Victoria Fernandes, Kerem Tuzcuoglu and Ruhani Walia

25-3: Exploring the drivers of the real term premium in Canada

Zabi Tarshi and Gitanjali Kumar

25-2fr: La politique monétaire, les taux d’intérêt et le dollar canadien

Jean-Sebastien Fontaine, Ingomar Krohn, James Kyeong, Rishi Vala and Konrad Zmitrowicz

25-2: Monetary policy, interest rates and the Canadian dollar

Jean-Sebastien Fontaine, Ingomar Krohn, James Kyeong, Rishi Vala and Konrad Zmitrowicz

25-1: Using new loan data to better understand mortgage holders

Odae Al Aboud, Saarah Sheikh, Adam Su and Yang Xu

25-1fr: Tirer parti d’un nouvel ensemble de données pour mieux connaître les détenteurs de prêts hypothécaires

Odae Al Aboud, Saarah Sheikh, Adam Su and Yang Xu

24-27: The impact of a central bank digital currency on payments at the point of sale

Walter Engert, Oleksandr Shcherbakov and Andre Stenzel

24-27fr: L’effet d’une monnaie numérique de banque centrale sur les paiements aux points de vente

Walter Engert, Oleksandr Shcherbakov and Andre Stenzel

24-26: How foreign central banks can affect liquidity in the Government of Canada bond market

Patrick Aldridge, Jabir Sandhu and Sofia Tchamova

24-26fr: Le rôle des banques centrales étrangères sur la liquidité du marché des obligations du gouvernement du Canada

Patrick Aldridge, Jabir Sandhu and Sofia Tchamova

24-25fr: Tests de résistance appliqués aux prêts hypothécaires et résilience financière des ménages en contexte de resserrement de la politique monétaire

Jonathan Hartley and Nuno Paixão

24-25: Mortgage stress tests and household financial resilience under monetary policy tightening

Jonathan Hartley and Nuno Paixão

24-24: How do Canadians perceive access to cash?

Heng Chen, Daneal O’Habib and Hongyu Xiao

24-23fr: Au-delà des moyennes: mesurer la croissance sous-jacente des salaires à l’aide des microdonnées de l’Enquête sur la population active

Fares Bounajm, Tessa Devakos and Gabriela Galassi

24-23: Beyond the averages: Measuring underlying wage growth using Labour Force Survey microdata

Fares Bounajm, Tessa Devakos and Gabriela Galassi

24-22fr: Évaluation des effets de portefeuille du Programme d’achat d’obligations du gouvernement du Canada sur la courbe de rendement canadienne

Antonio Diez de los Rios

24-22: Evaluating the portfolio balance effects of the Government of Canada Bond Purchase Program on the Canadian yield curve

Antonio Diez de los Rios

24-21: CORRA: Explaining the rise in volumes and resulting upward pressure

Boran Plong and Neil Maru

24-20: Foreign Exchange Risk Premiums and Global Currency Factors

Ingomar Krohn and Mariel Maguiña

24-19fr: Base de données de la Banque du Canada et de la Banque d’Angleterre sur les défauts souverains: quoi de neuf en 2024?

David Beers, Obiageri Ndukwe and Alex Charron

24-19: BoC–BoE Sovereign Default Database: What’s new in 2024?

David Beers, Obiageri Ndukwe and Alex Charron

24-18: The reliance of Canadians on credit card debt as a predictor of financial stress

Jia Qi Xiao

24-18fr: Le recours à l’endettement par carte de crédit au Canada comme prédicteur de tensions financières

Jia Qi Xiao

24-17: Could all-to-all trading improve liquidity in the Government of Canada bond market?

Jabir Sandhu and Rishi Vala

24-17fr: La négociation ouverte à tous les acteurs pourrait-elle améliorer la liquidité du marché des obligations du gouvernement du Canada?

Jabir Sandhu and Rishi Vala

24-16: How big is cash-futures basis trading in Canada’s government bond market?

Andreas Uthemann and Rishi Vala

24-16fr: Quelle est la part de l’arbitrage comptant-terme sur le marché canadien des obligations d’État?

Andreas Uthemann and Rishi Vala

24-15fr: Intermédiation financière non bancaire: participation du Canada au Global Monitoring Report 2023

Malcolm Fisher and Alan Walsh

24-15: Non-bank financial intermediation: Canada’s submission to the 2023 global monitoring report

Malcolm Fisher and Alan Walsh

24-14: Impacts of interest rate hikes on the consumption of households with a mortgage

Panagiotis Bouras, Joaquín Saldain, Xing Guo, Thomas Michael Pugh and Maria teNyenhuis

24-13fr: Sources d’inflation durant la pandémie au Canada: une application du modèle de Bernanke et Blanchard

Fares Bounajm, Jean Garry Junior Roc and Yang Zhang

24-13: Sources of pandemic-era inflation in Canada: an application of the Bernanke and Blanchard model

Fares Bounajm, Jean Garry Junior Roc and Yang Zhang

24-12fr: Potential output in Canada: 2024 assessment

Dany Brouillette and Tessa Devakos

24-12: Potential output in Canada: 2024 assessment

Dany Brouillette and Tessa Devakos