There are limits on what the parliamentary budget officer can request. They have to request information that's within the mandate, so that's the first limit. They can only ask for what would actually relate to the discharge of the mandate.
The second limit is that it must be for financial or economic data in the possession of the department. But that data cannot include personal information as defined under the Access to Information Act, or confidences of the Queen's Privy Council. That information is out altogether.
There is another set of information that the parliamentary budget officer can request and see, but they are under an obligation to not disclose it unless the disclosure is necessary for the discharge of the mandate. That's information government has obtained in confidence from a foreign government or a provincial government; information that would be injurious to federal-provincial affairs; information relating to trade secrets that would harm the economic position of the Government of Canada; or information that is commercial, confidential, or received from third parties.