Details about Ian Christensen

Access statistics for papers by Ian Christensen.

Last updated 2017-09-22. Update your information in the RePEc Author Service.

Short-id: pch762

Working Papers

2016

1. Housing Market Dynamics and Macroprudential Policy
   Staff Working Papers, Bank of Canada View citations (10)

2014

2. Predicting Financial Stress Events: A Signal Extraction Approach
   Staff Working Papers, Bank of Canada View citations (39)

2013

3. A Semiparametric Early Warning Model of Financial Stress Events
   Staff Working Papers, Bank of Canada View citations (3)

2011

4. Bank Leverage Regulation and Macroeconomic Dynamics
   Staff Working Papers, Bank of Canada View citations (105)
   Also in CIRANO Working Papers, CIRANO (2011) View citations (99)
   Cahiers de recherche, CIRPEE (2011) View citations (90)
   2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (5)

2009

5. Consumption, Housing Collateral, and the Canadian Business Cycle
   Staff Working Papers, Bank of Canada View citations (32)

2006

6. Monetary Policy in an Estimated DSGE Model with a Financial Accelerator
   Staff Working Papers, Bank of Canada View citations (13)
   Also in Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations (13)

2004

7. Real Return Bonds, Inflation Expectations, and the Break-Even Inflation Rate
   Staff Working Papers, Bank of Canada View citations (16)

Journal Articles

2013

1. Assessing Financial System Vulnerabilities: An Early Warning Approach
   Bank of Canada Review, 2013, 2013, (Autumn), 10-19 View citations (9)

2012

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

2011

3. Mortgage Debt and Procyclicality in the Housing Market
   Bank of Canada Review, 2011, 2011, (Summer), 35-42 View citations (5)

2008

4. The Financial Accelerator in an Estimated New Keynesian Model
   Review of Economic Dynamics, 2008, 11, (1), 155-178 View citations (279)

2006

5. Modelling Financial Channels for Monetary Policy Analysis
   Bank of Canada Review, 2006, 2006, (Autumn), 33-40 View citations (1)

2004

6. Real Return Bonds: Monetary Policy Credibility and Short-Term Inflation Forecasting
   Bank of Canada Review, 2004, 2004, (Autumn), 15-26 View citations (3)