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A long-run version of the Bank of Canada commodity price index, 1870 to 2015 / by Ryan Macdonald.: CS11-0019/399E-PDF

"This paper develops historical estimates of the Bank of Canada commodity price index (BCPI) and links them to modern estimates. Using a collection of historical data sources, it estimates weights and prices sufficiently consistently to merit the construction of long-run estimates that may be linked to the modern Fisher BCPI. The resulting long-run Fisher BCPI estimates show a repeated pattern of rapidly changing prices followed by periods of calm. This pattern is most pronounced since 1900"--Abstract.

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.843620&sl=0

Publication information
Department/Agency
  • Statistics Canada. Analytical Studies Branch.
TitleA long-run version of the Bank of Canada commodity price index, 1870 to 2015 / by Ryan Macdonald.
Series title
  • Analytical Studies Branch research paper series, 1205-9153 ; no. 399
Publication typeMonograph - View Master Record
Language[English]
Other language editions[French]
FormatDigital text
Electronic document
Note(s)
  • Issued also in French under title: Indice des prix des produits de base à long terme de la Banque du Canada de 1870 à 2015.
  • "Release date: October 11, 2017."
Publishing information
  • [Ottawa] : Statistics Canada, c2017.
Author / Contributor
  • MacDonald, Ryan.
Description43 p. : charts (some col.)
ISBN978-0-660-09668-1
Catalogue number
  • CS11-0019/399E-PDF
Subject terms
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