I construct a weekly measure of real economic activity in Canada. Based on the work of Aruoba et al. (2009), the …

measures show that uncertainty decreased following the most important policy actions taken by the Bank of Canada as a response … that, on average, uncertainty decreases following the Bank of Canada's policy rate announcements. Furthermore, our measures …

We use narrative evidence along with a novel database of real-time data and forecasts from the Bank of Canada's staff … monetary policy in Canada. We show that it is crucial to take into account the break in the conduct of monetary policy caused …

. We apply this framework to the Bank of Canada's Business Outlook Survey by describing the sampling method in terms of …

expansionary and a contractionary monetary policy episode in Canada. Our identification takes advantage of the fact that the … interest rates of short-term fixed-rate mortgages (the dominant product in Canada's mortgage market) have to be reset according …

new surveys - the Federal Reserve Bank of New York’s Survey of Consumer Expectations and the Bank of Canada’s Canadian … rational expectations forecasts in Canada than in the US, and conversely less to lagged expectations. More specifically, the … expectations in Canada, while these weights are around 50-50 for the US. We show that these differences in weights are not …

We present a novel database of real-time data and forecasts from the Bank of Canada's staff economic projections. We …

monetary policy increase cross-border credit to Canada. Our study highlights the spillovers of domestic monetary policy on …