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Details about Jason Allen

Homepage:http://www.bankofcanada.ca/profile/jason-allen/
Workplace:Bank of Canada, (more information at EDIRC)

Access statistics for papers by Jason Allen.

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

Short-id: pal145


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Working Papers

2023

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

2022

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

2021

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

2020

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

2018

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

    See also Journal Article in Journal of Political Economy (2019)

2017

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

2016

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

2013

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

2012

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

2011

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

2010

  1. Empirical Likelihood Block Bootstrapping
    Discussion Papers, Graduate School of Economics, Hitotsubashi University Downloads
    Also in Working Paper, Economics Department, Queen's University (2008) Downloads View citations (1)
    Staff Working Papers, Bank of Canada (2008) Downloads View citations (1)

    See also Journal Article in Journal of Econometrics (2011)
  2. Liquidity Provision, Liquidity Demand and Default Risk in Canada during the Subprime Crisis
    2010 Meeting Papers, Society for Economic Dynamics

2009

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

2008

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

2007

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

2006

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

2005

  1. Efficiency and Economies of Scale of Large Canadian Banks
    Staff Working Papers, Bank of Canada Downloads View citations (11)
    See also Journal Article in Canadian Journal of Economics (2007)
  2. Size Matters: Covariance Matrix Estimation Under The Alternative
    Working Paper, Economics Department, Queen's University Downloads
    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 Downloads View citations (1)
    See also Working Paper (2021)

2021

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

2020

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

2019

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

2018

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

2016

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

2015

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

2014

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

2012

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

2011

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

2009

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

    See also Working Paper (2006)

2007

  1. A Comparison of Canadian and US Universal Banks: Efficiency, Productivity, and the Role of Technology
    Money Affairs, 2007, XX, (1), 61-96 Downloads View citations (2)
  2. Efficiency and Competition in Canadian Banking
    Bank of Canada Review, 2007, 2007, (Summer), 33-45 Downloads View citations (21)
  3. 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) Downloads View citations (20)

    See also Working Paper (2005)
  4. Size matters: covariance matrix estimation under the alternative
    Econometrics Journal, 2007, 10, (3), 637-644
    See also Working Paper (2005)
 
Page updated 2023-09-30