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.

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Publication information
Department/Agency Statistics Canada. Analytical Studies Branch.
Title A 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 type Series - View Master Record
Language [English]
Other language editions [French]
Format Electronic
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.
Description 43 p. : charts (some col.)
ISBN 978-0-660-09668-1
Catalogue number
  • CS11-0019/399E-PDF
Subject terms Price indexes
Statistics
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