Details about Jason Allen

Access statistics for papers by Jason Allen.

Last updated 2023-03-12. Update your information in the RePEc Author Service.

Short-id: pal145

Working Papers

2023

1. The Role of Intermediaries in Selection Markets: Evidence from Mortgage Lending
   Staff Working Papers, Bank of Canada

2022

2. Maturity Composition and the Demand for Government Debt
   Working Papers, Princeton University. Economics Department. View citations (1)
   Also in Staff Working Papers, Bank of Canada (2020) View citations (2)
3. Resolving Failed Banks: Uncertainty, Multiple Bidding & Auction Design
   Working Paper, Economics Department, Queen's University View citations (1)
   Also in Staff Working Papers, Bank of Canada (2019) View citations (2)

2021

4. Centralizing Over-the-Counter Markets?
   Staff Working Papers, Bank of Canada View citations (9)
5. Debt-Relief Programs and Money Left on the Table: Evidence from Canada's Response to COVID-19
   Staff Working Papers, Bank of Canada View citations (1)
   See also Journal Article in Canadian Journal of Economics/Revue canadienne d'économique (2022)

2020

6. Dynamic Competition in Negotiated Price Markets
   Staff Working Papers, Bank of Canada View citations (3)
7. Primary Dealers and the Demand for Government Debt
   Working Papers, Princeton University. Economics Department.

2018

8. Managing a Housing Boom
   2018 Meeting Papers, Society for Economic Dynamics
9. Search Frictions And Market Power In Negotiated Price Markets
   Working Paper, Economics Department, Queen's University View citations (2)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (18)
   2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (2)
   Staff Working Papers, Bank of Canada (2012) View citations (7)
   See also Journal Article in Journal of Political Economy (2019)

2017

10. The impact of macroprudential housing finance tools in Canada
    BIS Working Papers, Bank for International Settlements View citations (22)
    See also Journal Article in Journal of Financial Intermediation (2020)

2016

11. Capital Structure, Pay Structure and Job Termination
    Staff Working Papers, Bank of Canada
12. The Impact of Bankruptcy Reform on Insolvency Choice and Consumer Credit
    Staff Working Papers, Bank of Canada View citations (1)
13. The Impact of Macroprudential Housing Finance Tools in Canada: 2005–10
    Staff Working Papers, Bank of Canada View citations (11)

2013

14. The Effect of Mergers in Search Market: Evidence from the Canadian Mortgage Industry
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (12)
    See also Journal Article in American Economic Review (2014)

2012

15. Consumer Bankruptcy and Information
    Staff Working Papers, Bank of Canada View citations (1)
    See also Journal Article in Review of Finance (2016)
16. Efficiency and Bargaining Power in the Interbank Loan Market
    Staff Working Papers, Bank of Canada View citations (7)
    See also Journal Article in International Economic Review (2016)
17. Price Competition and Concentration in Search and Negotiation Markets: Evidence from Mortgage Lending
    Staff Working Papers, Bank of Canada View citations (1)

2011

18. Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada
    Staff Working Papers, Bank of Canada View citations (20)
19. Bank Loans for Private and Public Firms in a Credit Crunch
    Staff Working Papers, Bank of Canada View citations (5)
20. Discounting in Mortgage Markets
    Staff Working Papers, Bank of Canada View citations (4)

2010

21. Empirical Likelihood Block Bootstrapping
    Discussion Papers, Graduate School of Economics, Hitotsubashi University
    Also in Working Paper, Economics Department, Queen's University (2008) View citations (1)
    Staff Working Papers, Bank of Canada (2008) View citations (1)
    See also Journal Article in Journal of Econometrics (2011)
22. Liquidity Provision, Liquidity Demand and Default Risk in Canada during the Subprime Crisis
    2010 Meeting Papers, Society for Economic Dynamics

2009

23. Price Movements in the Canadian Residential Mortgage Market
    Staff Working Papers, Bank of Canada View citations (13)

2008

24. Market Structure and the Diffusion of E-Commerce: Evidence from the Retail Banking Industry
    Staff Working Papers, Bank of Canada View citations (14)
25. Market Structure and the diffusion of electronic banking
    2008 Meeting Papers, Society for Economic Dynamics View citations (4)

2007

26. A Note on Contestability in the Canadian Banking Industry
    Discussion Papers, Bank of Canada View citations (7)

2006

27. Are Canadian Banks Efficient? A Canada--U.S. Comparison
    Staff Working Papers, Bank of Canada View citations (8)
28. Canadian City Housing Prices and Urban Market Segmentation
    Staff Working Papers, Bank of Canada View citations (14)
    See also Journal Article in Canadian Journal of Economics/Revue canadienne d'économique (2009)

2005

29. Efficiency and Economies of Scale of Large Canadian Banks
    Staff Working Papers, Bank of Canada View citations (11)
    See also Journal Article in Canadian Journal of Economics (2007)
30. Size Matters: Covariance Matrix Estimation Under The Alternative
    Working Paper, Economics Department, Queen's University
    See also Journal Article in Econometrics Journal (2007)

Journal Articles

2022

1. Debt‐relief programs and money left on the table: Evidence from Canada's response to COVID‐19
   Canadian Journal of Economics/Revue canadienne d'économique, 2022, 55, (S1), 9-53 View citations (1)
   See also Working Paper (2021)

2021

2. Crisis Management in Canada: Analyzing Default Risk and Liquidity Demand during Financial Stress
   American Economic Journal: Microeconomics, 2021, 13, (2), 243-75 View citations (1)

2020

3. Investment dealer collateral and leverage procyclicality
   Empirical Economics, 2020, 58, (2), 489-505
4. The impact of macroprudential housing finance tools in canada
   Journal of Financial Intermediation, 2020, 42, (C) View citations (12)
   See also Working Paper (2017)

2019

5. Search Frictions and Market Power in Negotiated-Price Markets
   Journal of Political Economy, 2019, 127, (4), 1550 - 1598 View citations (48)
   See also Working Paper (2018)
6. Variable pay: Is it for the worker or the firm?
   Journal of Corporate Finance, 2019, 58, (C), 551-566 View citations (1)

2018

7. Impact of Bankruptcy Reform on Consumer Insolvency Choice
   Canadian Public Policy, 2018, 44, (2), 100-111

2016

8. Consumer Bankruptcy, Bank Mergers, and Information
   Review of Finance, 2016, 20, (4), 1289-1320 View citations (10)
   See also Working Paper (2012)
9. EFFICIENCY AND BARGAINING POWER IN THE INTERBANK LOAN MARKET
   International Economic Review, 2016, 57, (2), 691-716
   See also Working Paper (2012)

2015

10. Bank loans for private and public firms in a liquidity crunch
    Journal of Financial Stability, 2015, 18, (C), 106-116 View citations (16)

2014

11. Price Dispersion in Mortgage Markets
    Journal of Industrial Economics, 2014, 62, (3), 377-416 View citations (39)
12. The Effect of Mergers in Search Markets: Evidence from the Canadian Mortgage Industry
    American Economic Review, 2014, 104, (10), 3365-96 View citations (55)
    See also Working Paper (2013)

2012

13. Conference Summary: Financial Intermediation and Vulnerabilities
    Bank of Canada Review, 2012, 2012-2013, (Winter), 27-35

2011

14. Competition in the Canadian Mortgage Market
    Bank of Canada Review, 2011, 2010-2011, (Winter), 1-9 View citations (4)
15. Empirical likelihood block bootstrapping
    Journal of Econometrics, 2011, 161, (2), 110-121 View citations (11)
    See also Working Paper (2010)
16. Household Insolvency in Canada
    Bank of Canada Review, 2011, 2011-2012, (Winter), 43-54

2009

17. Canadian city housing prices and urban market segmentation
    Canadian Journal of Economics/Revue canadienne d'économique, 2009, 42, (3), 1132-1149 View citations (13)
    Also in Canadian Journal of Economics, 2009, 42, (3), 1132-1149 (2009) View citations (25)
    See also Working Paper (2006)

2007

18. A Comparison of Canadian and US Universal Banks: Efficiency, Productivity, and the Role of Technology
    Money Affairs, 2007, XX, (1), 61-96 View citations (2)
19. Efficiency and Competition in Canadian Banking
    Bank of Canada Review, 2007, 2007, (Summer), 33-45 View citations (21)
20. Efficiency and economies of scale of large Canadian banks
    Canadian Journal of Economics, 2007, 40, (1), 225-244 View citations (21)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2007, 40, (1), 225-244 (2007) View citations (20)
    See also Working Paper (2005)
21. Size matters: covariance matrix estimation under the alternative
    Econometrics Journal, 2007, 10, (3), 637-644
    See also Working Paper (2005)