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
Jump to Journal Articles
Working Papers
2023
- The Role of Intermediaries in Selection Markets: Evidence from Mortgage Lending
Staff Working Papers, Bank of Canada
2022
- 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)
- 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
- Centralizing Over-the-Counter Markets?
Staff Working Papers, Bank of Canada View citations (9)
- 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
- Dynamic Competition in Negotiated Price Markets
Staff Working Papers, Bank of Canada View citations (3)
- Primary Dealers and the Demand for Government Debt
Working Papers, Princeton University. Economics Department.
2018
- Managing a Housing Boom
2018 Meeting Papers, Society for Economic Dynamics
- 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
- 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
- Capital Structure, Pay Structure and Job Termination
Staff Working Papers, Bank of Canada
- The Impact of Bankruptcy Reform on Insolvency Choice and Consumer Credit
Staff Working Papers, Bank of Canada View citations (1)
- The Impact of Macroprudential Housing Finance Tools in Canada: 2005–10
Staff Working Papers, Bank of Canada View citations (11)
2013
- 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
- Consumer Bankruptcy and Information
Staff Working Papers, Bank of Canada View citations (1)
See also Journal Article in Review of Finance (2016)
- 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)
- Price Competition and Concentration in Search and Negotiation Markets: Evidence from Mortgage Lending
Staff Working Papers, Bank of Canada View citations (1)
2011
- Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada
Staff Working Papers, Bank of Canada View citations (20)
- Bank Loans for Private and Public Firms in a Credit Crunch
Staff Working Papers, Bank of Canada View citations (5)
- Discounting in Mortgage Markets
Staff Working Papers, Bank of Canada View citations (4)
2010
- 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)
- Liquidity Provision, Liquidity Demand and Default Risk in Canada during the Subprime Crisis
2010 Meeting Papers, Society for Economic Dynamics
2009
- Price Movements in the Canadian Residential Mortgage Market
Staff Working Papers, Bank of Canada View citations (13)
2008
- Market Structure and the Diffusion of E-Commerce: Evidence from the Retail Banking Industry
Staff Working Papers, Bank of Canada View citations (14)
- Market Structure and the diffusion of electronic banking
2008 Meeting Papers, Society for Economic Dynamics View citations (4)
2007
- A Note on Contestability in the Canadian Banking Industry
Discussion Papers, Bank of Canada View citations (7)
2006
- Are Canadian Banks Efficient? A Canada--U.S. Comparison
Staff Working Papers, Bank of Canada View citations (8)
- 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
- 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)
- 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
- 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
- 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
- Investment dealer collateral and leverage procyclicality
Empirical Economics, 2020, 58, (2), 489-505
- 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
- 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)
- Variable pay: Is it for the worker or the firm?
Journal of Corporate Finance, 2019, 58, (C), 551-566 View citations (1)
2018
- Impact of Bankruptcy Reform on Consumer Insolvency Choice
Canadian Public Policy, 2018, 44, (2), 100-111
2016
- Consumer Bankruptcy, Bank Mergers, and Information
Review of Finance, 2016, 20, (4), 1289-1320 View citations (10)
See also Working Paper (2012)
- EFFICIENCY AND BARGAINING POWER IN THE INTERBANK LOAN MARKET
International Economic Review, 2016, 57, (2), 691-716 
See also Working Paper (2012)
2015
- Bank loans for private and public firms in a liquidity crunch
Journal of Financial Stability, 2015, 18, (C), 106-116 View citations (16)
2014
- Price Dispersion in Mortgage Markets
Journal of Industrial Economics, 2014, 62, (3), 377-416 View citations (39)
- 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
- Conference Summary: Financial Intermediation and Vulnerabilities
Bank of Canada Review, 2012, 2012-2013, (Winter), 27-35
2011
- Competition in the Canadian Mortgage Market
Bank of Canada Review, 2011, 2010-2011, (Winter), 1-9 View citations (4)
- Empirical likelihood block bootstrapping
Journal of Econometrics, 2011, 161, (2), 110-121 View citations (11)
See also Working Paper (2010)
- Household Insolvency in Canada
Bank of Canada Review, 2011, 2011-2012, (Winter), 43-54
2009
- 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
- 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)
- Efficiency and Competition in Canadian Banking
Bank of Canada Review, 2007, 2007, (Summer), 33-45 View citations (21)
- 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)
- Size matters: covariance matrix estimation under the alternative
Econometrics Journal, 2007, 10, (3), 637-644
See also Working Paper (2005)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|