Another Scam?

A man supposedly calling from Statistics Canada called and left me a message on my answering machine over a week ago.  He left me a number to call back but I don't do that.  There's no reason for me to have received a call from Statistics Canada so I ignored it.  Since then I've received possibly a dozen calls from some lettered source that I'm assuming was him again but I didn't answer and he didn't leave a message.  Today I received a call from an unknown number but decided to answer it.  It was a lady saying she was from Statistics Canada requiring information.  I told her I was very uncomfortable with giving any kind of information over the phone so she told me to check the government website, call them to verify she was legit...she gave me her badge number and name.

I checked the website and called them to get verification but was told my file has been closed as completed and this person's name was not attached to it as someone who would contact me.  There is a scam going on, apparently, so they would check into it further to see if the lady was actually a Statistics Canada representative.

Just now, as I'm writing this, a lady called from Statistics Canada (I knew she was because she mentioned the name of the man I spoke to today) and verified the name and badge number was legit but couldn't understand why she (#1) had called me in the first place.  She also said she never spoke to the person to ask if she was the one who called me.  I may be called back on Tuesday by lady #1 but, since my file is closed, I don't have to give her any information at all.  I wouldn't anyway!

I just don't give out personal information of any kind to anyone over the phone.  There are so many scams going around that we can't take chances with anyone.  Wonder why Statistics Canada would want to follow up on my questionnaire anyway?