Large Canadian Database for Macroeconomic Analysis (LCDMA) - Vintages

This folder contains all monthly (CAN-MD) and quarterly (CAN-QD) vintages data. The first monthly vintage begins in May 2019 and the quarterly data begins a little later, in November 2019. Since then, the two databases have been updated at the end of each month. CAN-MD files : Table_can_md.xlsx : contains a description and the source of all series in CAN-MD.csv, balanced_can_md.csv and TR_CAN_MD.csv balanced_can_md.csv : stationary and balanced panel starting from 1981M01. Missing values ​​are replaced by EM algorithm. (Using CAN_MD.csv) CAN_MD.csv : raw data as collected from Statistc Canada and other sources. It starts from 1914 because the CPI series is available from that year TR_CAN_MD.csv : data from CAN_MD.csv transformed to induce stationarity. CAN-QD files : Table_can_qd.xlsx : contains a description and the source of all series in CAN-QD.csv and balanced_can_qd.csv balanced_can_qd.csv : stationary and balanced panel starting from 1981Q1. Missing values ​​are replaced by EM algorithm. (Using CAN_QD.csv) CAN_QD.csv : raw data as collected from Statistc Canada and other sources. It starts from 1914 because the CPI series is available from that year TR_CAN_QD.csv : data from CAN_MD.csv transformed to induce stationarity. (introduce in 2021/07)