<?xml version="1.0" encoding="UTF-8"?>
<data>
<terms url="https://www.banqueducanada.ca/conditions-utilisation-avis/"></terms>
<groupDetail>
    <label>Does US or Canadian Macro News Drive Canadian Bond Yields?</label>
    <description><![CDATA[Ce fichier contient des données fondées sur le document de recherche de la Banque du Canada décrit ci-dessus. Les données ne constituent pas une publication officielle de statistiques de la Banque. Elles sont fournies volontairement par les auteurs.
    La Banque et les auteurs ne sont pas responsables des erreurs que pourrait contenir ce fichier et ne garantissent pas que les séries seront actualisées dans l’avenir.
    Veuillez adresser toute question ou requête à la personne-ressource ci-dessous.]]></description>
    <link>https://www.banqueducanada.ca/?p=202495</link>
</groupDetail>
<seriesDetail>
<series id="SAN_SEKK20181018_C1_CA">
<label>Canada</label>
<description>Daily variation in Canadian bond yields explained by macro news</description>
<dimension key="d" name="Date"/>
</series>
<series id="SAN_SEKK20181018_C1_US">
<label>United States</label>
<description>Daily variation in Canadian bond yields explained by macro news</description>
<dimension key="d" name="Date"/>
</series>
<series id="SAN_SEKK20181018_C1_CA-US">
<label>Canada and United States</label>
<description>Daily variation in Canadian bond yields explained by macro news</description>
<dimension key="d" name="Date"/>
</series>
<series id="SAN_SEKK20181018_C2_CA">
<label>Canada</label>
<description>Monthly variation in Canadian bond yields explained by macro news</description>
<dimension key="d" name="Date"/>
</series>
<series id="SAN_SEKK20181018_C2_US">
<label>United States</label>
<description>Monthly variation in Canadian bond yields explained by macro news</description>
<dimension key="d" name="Date"/>
</series>
<series id="SAN_SEKK20181018_C2_CA-US">
<label>Canada and United States</label>
<description>Monthly variation in Canadian bond yields explained by macro news</description>
<dimension key="d" name="Date"/>
</series>
<series id="SAN_SEKK20181018_C3_CA">
<label>Canada</label>
<description>Quarterly variation in Canadian bond yields explained by macro news</description>
<dimension key="d" name="Date"/>
</series>
<series id="SAN_SEKK20181018_C3_US">
<label>United States</label>
<description>Quarterly variation in Canadian bond yields explained by macro news</description>
<dimension key="d" name="Date"/>
</series>
<series id="SAN_SEKK20181018_C3_CA-US">
<label>Canada and United States</label>
<description>Quarterly variation in Canadian bond yields explained by macro news</description>
<dimension key="d" name="Date"/>
</series>
<series id="SAN_SEKK20181018_C4_CA-BEIR">
<label>BEIR_Canada</label>
<description>Quarterly variation in the 10-year Canadian BEIR and real bond yields explained by macro news</description>
<dimension key="d" name="Date"/>
</series>
<series id="SAN_SEKK20181018_C4_CA-10YRR">
<label>10-year real rate_Canada</label>
<description>Quarterly variation in the 10-year Canadian BEIR and real bond yields explained by macro news</description>
<dimension key="d" name="Date"/>
</series>
<series id="SAN_SEKK20181018_C4_US-BEIR">
<label>BEIR_United States</label>
<description>Quarterly variation in the 10-year Canadian BEIR and real bond yields explained by macro news</description>
<dimension key="d" name="Date"/>
</series>
<series id="SAN_SEKK20181018_C4_US-10YRR">
<label>10-year real rate_United States</label>
<description>Quarterly variation in the 10-year Canadian BEIR and real bond yields explained by macro news</description>
<dimension key="d" name="Date"/>
</series>
</seriesDetail>
<observations>
<o d="2002-01-01"><v s="SAN_SEKK20181018_C3_CA-US">0.343</v><v s="SAN_SEKK20181018_C2_CA">0.105</v><v s="SAN_SEKK20181018_C3_CA">0.147</v><v s="SAN_SEKK20181018_C1_CA-US">0.133</v><v s="SAN_SEKK20181018_C2_CA-US">0.242</v><v s="SAN_SEKK20181018_C3_US">0.258</v><v s="SAN_SEKK20181018_C1_US">0.065</v><v s="SAN_SEKK20181018_C2_US">0.159</v><v s="SAN_SEKK20181018_C1_CA">0.075</v></o>
<o d="2003-01-01"><v s="SAN_SEKK20181018_C3_US">0.293</v><v s="SAN_SEKK20181018_C2_CA">0.088</v><v s="SAN_SEKK20181018_C1_CA-US">0.122</v><v s="SAN_SEKK20181018_C3_CA-US">0.332</v><v s="SAN_SEKK20181018_C2_US">0.167</v><v s="SAN_SEKK20181018_C1_US">0.065</v><v s="SAN_SEKK20181018_C2_CA-US">0.231</v><v s="SAN_SEKK20181018_C3_CA">0.110</v><v s="SAN_SEKK20181018_C1_CA">0.064</v></o>
<o d="2004-01-01"><v s="SAN_SEKK20181018_C2_US">0.164</v><v s="SAN_SEKK20181018_C2_CA">0.083</v><v s="SAN_SEKK20181018_C3_US">0.302</v><v s="SAN_SEKK20181018_C2_CA-US">0.223</v><v s="SAN_SEKK20181018_C3_CA">0.100</v><v s="SAN_SEKK20181018_C1_CA">0.054</v><v s="SAN_SEKK20181018_C1_US">0.065</v><v s="SAN_SEKK20181018_C1_CA-US">0.113</v><v s="SAN_SEKK20181018_C3_CA-US">0.325</v></o>
<o d="2005-01-01"><v s="SAN_SEKK20181018_C3_CA">0.097</v><v s="SAN_SEKK20181018_C1_US">0.062</v><v s="SAN_SEKK20181018_C2_US">0.156</v><v s="SAN_SEKK20181018_C3_CA-US">0.316</v><v s="SAN_SEKK20181018_C3_US">0.298</v><v s="SAN_SEKK20181018_C2_CA-US">0.213</v><v s="SAN_SEKK20181018_C2_CA">0.081</v><v s="SAN_SEKK20181018_C1_CA-US">0.103</v><v s="SAN_SEKK20181018_C1_CA">0.047</v></o>
<o d="2006-01-01"><v s="SAN_SEKK20181018_C2_CA-US">0.202</v><v s="SAN_SEKK20181018_C3_CA">0.096</v><v s="SAN_SEKK20181018_C1_CA">0.041</v><v s="SAN_SEKK20181018_C3_CA-US">0.305</v><v s="SAN_SEKK20181018_C2_US">0.146</v><v s="SAN_SEKK20181018_C1_CA-US">0.093</v><v s="SAN_SEKK20181018_C1_US">0.058</v><v s="SAN_SEKK20181018_C2_CA">0.080</v><v s="SAN_SEKK20181018_C3_US">0.287</v></o>
<o d="2007-01-01"><v s="SAN_SEKK20181018_C2_CA">0.078</v><v s="SAN_SEKK20181018_C3_US">0.274</v><v s="SAN_SEKK20181018_C3_CA">0.096</v><v s="SAN_SEKK20181018_C2_CA-US">0.192</v><v s="SAN_SEKK20181018_C2_US">0.136</v><v s="SAN_SEKK20181018_C1_CA">0.036</v><v s="SAN_SEKK20181018_C3_CA-US">0.293</v><v s="SAN_SEKK20181018_C1_US">0.054</v><v s="SAN_SEKK20181018_C1_CA-US">0.085</v></o>
<o d="2008-01-01"><v s="SAN_SEKK20181018_C3_CA">0.096</v><v s="SAN_SEKK20181018_C3_CA-US">0.282</v><v s="SAN_SEKK20181018_C2_US">0.127</v><v s="SAN_SEKK20181018_C3_US">0.262</v><v s="SAN_SEKK20181018_C2_CA-US">0.182</v><v s="SAN_SEKK20181018_C1_US">0.050</v><v s="SAN_SEKK20181018_C1_CA-US">0.078</v><v s="SAN_SEKK20181018_C1_CA">0.032</v><v s="SAN_SEKK20181018_C2_CA">0.077</v></o>
<o d="2009-01-01"><v s="SAN_SEKK20181018_C2_CA">0.076</v><v s="SAN_SEKK20181018_C1_US">0.048</v><v s="SAN_SEKK20181018_C3_US">0.252</v><v s="SAN_SEKK20181018_C1_CA-US">0.073</v><v s="SAN_SEKK20181018_C1_CA">0.029</v><v s="SAN_SEKK20181018_C2_US">0.120</v><v s="SAN_SEKK20181018_C3_CA-US">0.272</v><v s="SAN_SEKK20181018_C3_CA">0.096</v><v s="SAN_SEKK20181018_C2_CA-US">0.172</v></o>
<o d="2010-01-01"><v s="SAN_SEKK20181018_C3_US">0.242</v><v s="SAN_SEKK20181018_C1_CA">0.027</v><v s="SAN_SEKK20181018_C3_CA-US">0.261</v><v s="SAN_SEKK20181018_C1_US">0.047</v><v s="SAN_SEKK20181018_C2_CA-US">0.163</v><v s="SAN_SEKK20181018_C1_CA-US">0.071</v><v s="SAN_SEKK20181018_C2_CA">0.075</v><v s="SAN_SEKK20181018_C2_US">0.113</v><v s="SAN_SEKK20181018_C3_CA">0.096</v></o>
<o d="2018-05-01"><v s="SAN_SEKK20181018_C4_CA-BEIR">0.0146</v><v s="SAN_SEKK20181018_C4_CA-10YRR">0.2481</v><v s="SAN_SEKK20181018_C4_US-BEIR">0.3561</v><v s="SAN_SEKK20181018_C4_US-10YRR">0.0505</v></o>
</observations>
</data>