Diffusions historiques (temps réel) des mesures de l’inflation fondamentale, avec des données à partir de 1989 (il n'y a pas nécessairement de données pour toutes les années pour l'ensemble des combinaisons). Les données sont présentées pour la diffusion actuelle et les quatre diffusions précédentes. Les utilisateurs peuvent sélectionner d’autres diffusions qui les intéressent.

Ce tableau contient 13 séries, avec des données à partir de 1949 (il n'y a pas nécessairement de données pour toutes les années pour l'ensemble des combinaisons). Les données sont présentées pour le mois actuel et les quatre mois précédents. Les utilisateurs peuvent sélectionner d’autres périodes qui les intéressent.

Le taux d'inflation au Canada est resté inchangé à 1,70 pour cent en mai. Cette dataset fournit - Taux d'inflation du Canada - valeurs actuelles, données historiques, prévisions, graphique, statistiques, calendrier économique et actualités.

We present a new, publicly available database of real-time data and forecasts from the Bank of Canada's staff economic projections, which will be updated on an annual basis. We describe the data construct, its variables, coverage, and frequency. We then provide a forecast evaluation for gross domestic product (GDP) growth, consumer price index (CPI) inflation and the policy rate since 1982: We compare the staff's forecasts with those from commonly used time series models estimated with the real-time data, and with forecasts from other professional forecasters, and provide standard bias tests. Finally, we study changes in predictability of the Canadian economy following the announcement of the inflation-targeting regime in 1991. Our data set is unprecedented outside the USA, and our evidence is particularly interesting, as it covers over 30 years of staff forecasts, two severe recessions, and different monetary policy regimes.

Replication data for peer-reviewed article published in Journal of Applied Econometrics. Paper published online December 11, 2019.

Statistiques de l'Indice des prix à la consommation (IPC), mesures de l'inflation fondamentale - définitions de la Banque du Canada, taux de variation en pourcentage d'une année à l'autre.

The benchmark interest rate in Canada was last recorded at 2.75 percent. This dataset provides - Canada Interest Rate - actual values, historical data, forecast, chart, statistics, economic calendar and news.

The data and programs replicate tables and figures from "Could a higher inflation target enhance macroeconomic stability?", by Dorich, St-Pierre, Lepetyuk and Mendes. Please see the ReadMe file for additional details. (2018-07-31)

Replication data for peer-reviewed article published in Canadian Journal of Economics. Paper published online July 31, 2018.

Graph and download economic data for Constant GDP per capita for Canada (NYGDPPCAPKDCAN) from 1960 to 2023 about Canada, per capita, real, and GDP.

Replication data and code for Cavallo, A., & Kryvtsov, O. (2024). Price discounts and cheapflation during the post-pandemic inflation surge. Journal of Monetary Economics. https://doi.org/10.1016/j.jmoneco.2024.103644 (2024-07-31)

Paper published online July 24, 2024.

Files with names starting with "Input Data" include real-time data used to estimate output gaps. They also include inflation data used in the program titled "Program - inflation forecasting." Real-time output gap estimates are found in the spreadsheet titled "Estimates - Output gaps." They are used to run the program titled "Program - inflation forecasting." Forecasting errors and associated statistics, as estimated using the program titled "Program - inflation forecasting," can be found in the different files with names starting with "Estimates." Please note that while we make as much of the data used in our paper available, some of it is confidential and cannot be provided. This includes the Bank of Canada’s staff output gap estimates over the past five years and forecasts of economic variables produced by the Bank of Canada’ staff during the same period. Moreover, Consensus Forecasts are not provided, as they require a license. They can be bought from Consensus Economics.

Data for peer-reviewed article published] in Economic Modelling. Paper published online August 10, 2018.

his paper presents an equilibrium bond-pricing model that jointly explains the upward-sloping nominal and real yield curves and the violation of the expectations hypothesis. Instead of relying on the inflation risk premium, the ambiguity-averse agent faces different amounts of Knightian uncertainty in the long run versus the short run; hence the model-implied nominal and real short rate expectations are upward-sloping under the agent's worst-case equilibrium beliefs. The expectations hypothesis roughly holds under investors' worst-case beliefs. The difference between the worst-case scenario and the true distribution makes realized excess returns on long-term bonds predictable.

Data and code for peer-reviewed article published in American Economic Review: Insights.

Data for the two empirical applications. In the first application, we combine predictive densities of GDP growth for the euro area (EA), produced by individual professional forecasters participating in the ECB Survey of Professional Forecasters (SPF), with the histograms for each forecaster in the panel, publicly available here. The sub-folder data/ECB-SPF contains the csv files for the EA-SPF vintages.

In the second application, we forecast US inflation using a set of autoregressive distributed lag (ADL) regression models. For the different macroeconomic variables in the ADL regressions, we rely on the popular FRED-QD dataset provided by the Federal Reserve Bank of St. Louis, publicly available here. The sub-folder data/US-FRED contains two .rda files: one for the one-step ahead inflation forecasting exercise CPIAUCSL_qoq_Q_nhor1.rda and one for the four-step-ahead exercise CPIAUCSL_qoq_Q_nhor4.rda.

Data and code for peer-reviewed article published in International Economic Review. Paper published online February 27, 2025. When citing this dataset, please also cite the associated article. A sample Publication Citation is provided below.