"CONDITIONS D’UTILISATION ET AVIS D’EXONÉRATION DE RESPONSABILITÉ" "https://www.banqueducanada.ca/conditions-utilisation-avis/" "TITRE" "Document d’analyse du personnel 2016-5" "DESCRIPTION" "This file contains data based on the Bank of Canada research paper described below. The data is not an official statistical release by the Bank of Canada, and it is provided on a voluntary basis by the author(s). The Bank and the author(s) are not responsible for errors in this file and do not guarantee that the series will be updated in the future. A contact person is listed below for any question or other inquiry." "Sources:" "Consensus Economics, Haver Analytics/Bank of Japan, Haver Analytics/Federal Reserve Board, Haver Analytics/European Central Bank, Haver Analytics/OECD, Bloomberg" "Note from the author(s):" "The model is re-estimated every time new data is available and the data provided is the resulting in-sample fit. As such, all data series provided are revised when new data is available." "Contact person:" "Maxime Leboeuf (mleboeuf@bank-banque-canada.ca)" "LIEN" "https://www.banqueducanada.ca/?p=184136" "SÉRIES" "id","label","description" "SDP_LEBM_20160301_01","Predicted quarterly investment growth - log first-difference","Predicted quarterly investment growth - log first-difference" "SDP_LEBM_20160301_02","Realized investment growth - log first-difference","Realized investment growth - log first-difference" "SDP_LEBM_20160301_03","Contribution of the constant to investment growth - log first-difference","Contribution of the constant to investment growth - log first-difference" "SDP_LEBM_20160301_04","Contribution of the accelerator effect to investment growth - log first-difference","Contribution of the accelerator effect to investment growth - log first-difference" "SDP_LEBM_20160301_05","Contribution of profit and user cost of capital to investment growth - log first-difference","Contribution of profit and user cost of capital to investment growth - log first-difference" "SDP_LEBM_20160301_06","Contribution of credit conditions to investment growth - log first-difference","Contribution of credit conditions to investment growth - log first-difference" "SDP_LEBM_20160301_07","Contribution of foreign outlook to investment growth - log first-difference","Contribution of foreign outlook to investment growth - log first-difference" "SDP_LEBM_20160301_08","Contribution of uncertainty to investment growth - log first-difference","Contribution of uncertainty to investment growth - log first-difference" "SDP_LEBM_20160301_09","Contribution of the residual to investment growth - log first-difference","Contribution of the residual to investment growth - log first-difference" "OBSERVATIONS" "date","SDP_LEBM_20160301_01","SDP_LEBM_20160301_02","SDP_LEBM_20160301_03","SDP_LEBM_20160301_04","SDP_LEBM_20160301_05","SDP_LEBM_20160301_06","SDP_LEBM_20160301_07","SDP_LEBM_20160301_08","SDP_LEBM_20160301_09" "2004T1","0.0112590874","-0.0109289717","0.0044521498","-0.0002541830","-0.0029629020","-0.0010871440","0.0055289618","0.0055822041","-0.0221880581" "2004T2","0.0236702189","0.0197278801","0.0044521498","0.0036564949","0.0014894690","0.0029894731","0.0049177310","0.0061649000","-0.0039423369" "2004T3","0.0184341930","0.0205434225","0.0044521498","-0.0017289560","-0.0003955470","0.0042070048","0.0052482309","0.0066513098","0.0021092300" "2004T4","0.0180876143","0.0173200723","0.0044521498","-0.0008664470","-0.0011435490","0.0039780042","0.0047852001","0.0068822559","-0.0007675410" "2005T1","0.0175681338","0.0110557573","0.0044521498","-0.0008198950","0.0004306320","0.0044675590","0.0020893440","0.0069483430","-0.0065123760" "2005T2","0.0192463025","0.0156231979","0.0044521498","0.0006033190","-0.0001672700","0.0042668460","0.0031397161","0.0069515412","-0.0036231030" "2005T3","0.0176687203","0.0163801592","0.0044521498","-0.0005336750","-0.0000355086","0.0050231270","0.0019702620","0.0067923651","-0.0012885620" "2005T4","0.0173821263","0.0050121020","0.0044521498","-0.0001015970","0.0012009500","0.0036088789","0.0018298060","0.0063919388","-0.0123700248" "2006T1","0.0180822480","0.0243259147","0.0044521498","0.0011891340","-0.0001435780","0.0020871181","0.0041886261","0.0063087982","0.0062436662" "2006T2","0.0124686109","0.0211160369","0.0044521498","-0.0008681400","-0.0025087651","0.0022676350","0.0031036630","0.0060220682","0.0086474251" "2006T3","0.0129009187","0.0091183940","0.0044521498","-0.0018322950","-0.0018143940","0.0027998581","0.0037222791","0.0055733211","-0.0037825250" "2006T4","0.0133478800","0.0165394377","0.0044521498","-0.0006768790","-0.0014013490","0.0015600370","0.0041824020","0.0052315202","0.0031915579" "2007T1","0.0104992930","0.0157667212","0.0044521498","0.0001339040","-0.0036875629","0.0004239400","0.0045060110","0.0046708509","0.0052674278" "2007T2","0.0172689408","0.0123556284","0.0044521498","-0.0015231990","0.0017083480","0.0005447190","0.0081885001","0.0038984229","-0.0049133119" "2007T3","0.0149549190","0.0108142514","0.0044521498","0.0004265810","-0.0030454011","0.0013404330","0.0089340741","0.0028470811","-0.0041406681" "2007T4","0.0090361787","0.0213283431","0.0044521498","-0.0003306070","-0.0048058662","-0.0011949670","0.0095933490","0.0013221210","0.0122921644" "2008T1","-0.0006847070","0.0060132490","0.0044521498","-0.0024816450","-0.0040423791","-0.0036784699","0.0058508180","-0.0007851810","0.0066979551" "2008T2","-0.0011589139","-0.0094761783","0.0044521498","-0.0012367130","0.0010104760","-0.0064358362","0.0037711691","-0.0027201599","-0.0083172638" "2008T3","-0.0150111476","-0.0195513535","0.0044521498","0.0021834341","-0.0047776559","-0.0100650899","-0.0012183080","-0.0055856789","-0.0045402059" "2008T4","-0.0352054052","-0.0576519072","0.0044521498","0.0016576160","-0.0134403761","-0.0095581710","-0.0085216733","-0.0097949523","-0.0224465020" "2009T1","-0.0660018101","-0.0776613727","0.0044521498","0.0024575889","-0.0024627040","-0.0155573077","-0.0423429832","-0.0125485500","-0.0116595607" "2009T2","-0.0293529425","-0.0348402224","0.0044521498","0.0039201998","0.0020234501","-0.0113012912","-0.0151971774","-0.0132502727","-0.0054872818" "2009T3","-0.0249499120","-0.0078946762","0.0044521498","0.0051533580","-0.0041028820","-0.0067863720","-0.0141565213","-0.0095096435","0.0170552358" "2009T4","-0.0110468799","-0.0047894232","0.0044521498","0.0011060460","-0.0006517380","-0.0044323918","-0.0048341830","-0.0066867620","0.0062574558" "2010T1","0.0022862949","0.0107750176","0.0044521498","0.0034698490","-0.0011521940","-0.0015808319","0.0016611490","-0.0045638271","0.0084887231" "2010T2","0.0096734241","0.0325633734","0.0044521498","0.0001491260","-0.0013937060","0.0012997020","0.0080231037","-0.0028569519","0.0228899494" "2010T3","0.0086097671","0.0204974543","0.0044521498","-0.0014529440","-0.0011666730","0.0018216920","0.0064975172","-0.0015419760","0.0118876882" "2010T4","0.0106667131","0.0120835435","0.0044521498","-0.0002472200","0.0014197110","0.0021100070","0.0034319370","-0.0004998720","0.0014168289" "2011T1","0.0093847709","0.0065710531","0.0044521498","-0.0000623505","-0.0020465199","0.0026252670","0.0045035901","-0.0000873656","-0.0028137180" "2011T2","0.0125058154","0.0140383113","0.0044521498","-0.0014393890","-0.0024594851","0.0024437711","0.0096593779","-0.0001506100","0.0015324960" "2011T3","0.0167043116","0.0313134603","0.0044521498","-0.0008648740","0.0007469760","0.0037874889","0.0091808625","-0.0005982910","0.0146091497" "2011T4","0.0105626006","0.0286579411","0.0044521498","-0.0021716959","0.0034364811","0.0042252159","0.0005429550","0.0000774950","0.0180953406" "2012T1","-0.0048694322","0.0084889662","0.0044521498","-0.0022040610","0.0007655000","0.0009607560","-0.0094609763","0.0006172000","0.0133583993" "2012T2","0.0066837859","0.0114128310","0.0044521498","0.0009510280","0.0010542320","-0.0009624650","0.0004035840","0.0007852580","0.0047290442" "2012T3","0.0053268988","-0.0054405411","0.0044521498","-0.0013687511","0.0013872820","0.0014660601","-0.0015581830","0.0009483420","-0.0107674403" "2012T4","0.0047041420","0.0038603861","0.0044521498","0.0012089260","0.0025386990","0.0019455620","-0.0063479668","0.0009067720","-0.0008437560" "2013T1","-0.0003133450","-0.0006672490","0.0044521498","-0.0009263640","0.0045970771","0.0013779850","-0.0106292972","0.0008151040","-0.0003539040" "2013T2","0.0110111861","0.0103972694","0.0044521498","0.0021290141","0.0030696511","0.0010719160","-0.0000345545","0.0003230090","-0.0006139170" "2013T3","0.0062784040","0.0037305681","0.0044521498","-0.0005988140","-0.0002832130","0.0035303480","-0.0007837330","-0.0000383338","-0.0025478359" "2013T4","0.0086421929","0.0187744386","0.0044521498","0.0013619560","0.0029356841","0.0031604310","-0.0026125319","-0.0006554950","0.0101322448" "2014T1","0.0023992630","0.0198252685","0.0044521498","-0.0011917220","0.0002780380","0.0019829380","-0.0015727039","-0.0015494369","0.0174260065" "2014T2","0.0063028238","0.0010845891","0.0044521498","-0.0029176341","0.0018809540","0.0026046881","0.0015961810","-0.0013135161","-0.0052182358" "2014T3","0.0146191241","0.0117642339","0.0044521498","0.0011052591","0.0067744502","0.0022372161","0.0013507750","-0.0013007250","-0.0028548900" "2014T4","0.0083980616","-0.0003384480","0.0044521498","-0.0000538531","0.0024753190","0.0021539300","0.0008496030","-0.0014790870","-0.0087365098" "2015T1","0.0046539339","0.0037041439","0.0044521498","0.0019775049","0.0001915420","0.0018261480","-0.0011450209","-0.0026483890","-0.0009497900" "2015T2","0.0043612882","-0.0013580960","0.0044521498","0.0007531820","0.0033684690","0.0010616269","-0.0010666810","-0.0042074579","-0.0057193842" "2015T3","0.0048389449","0.0051973332","0.0044521498","0.0012071090","0.0023551190","0.0010810390","-0.0001605780","-0.0040958929","0.0003583890" "2015T4","0.0024572220","-0.0025391709","0.0044521498","0.0002077340","0.0018756480","0.0010350849","-0.0009208580","-0.0041925362","-0.0049963929" "2016T1","-0.0048431340","-0.0028798000","0.0044521498","0.0007466280","0.0001455740","-0.0010839630","-0.0041250568","-0.0049784658","0.0019633339" "2016T2","-0.0015435650","-0.0020220641","0.0044521498","0.0016533700","0.0033446681","-0.0011774660","-0.0059843841","-0.0038319030","-0.0004784990" "2016T3","0.0020471581","0.0017392150","0.0044521498","0.0008260450","0.0066573299","-0.0018951860","-0.0054005738","-0.0025926060","-0.0003079430"