Staff Working Papers

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25-35: Money Talks: AI Agents for Cash Management in Payment Systems

Iñaki Aldasoro and Ajit Desai

25-34: Money Talks: Transaction Costs, the Value of Convenience, and the Cross-Section of Safe Asset Returns

Ragnar Juelsrud, Plamen Nenov, Fabienne Schneider and Olav Syrstad

25-33: Money Talks: How Foreign and Domestic Monetary Policy Communications Move Financial Markets

Rodrigo Sekkel, Henry Stern and Xu Zhang

25-32: A Market-Based Approach to Reverse Stress Testing the Financial System

Javier Ojea Ferreiro

25-31: Uncovering Subjective Models from Survey Expectations

Chenyu Hou and Tao Wang

25-30: Non-homothetic Preferences and the Demand Channel of Inflation

Stephen Murchison

25-29: Demand-Driven Risk Premia in Foreign Exchange and Bond Markets

Ingomar Krohn, Andreas Uthemann, Rishi Vala and Jun Yang

25-28: Risk Scenarios and Macroeconomic Forecasts

Kevin Moran, Dalibor Stevanovic and Stéphane Surprenant

25-27: High-Frequency Cross-Sectional Identification of Military News Shocks

Francesco Amodeo and Edoardo Briganti

25-26: Credit Conditions, Inflation, and Unemployment

Chao Gu, Janet Hua Jiang and Liang Wang

25-25: Financial Shocks and the Output Growth Distribution

Francois-Michel Boire, Thibaut Duprey and Alexander Ueberfeldt

25-24: Short-Run and Long-Run News: Evidence from Giant Commodity Discoveries

Jean-Paul L'Huillier, Kirill Shakhnov and Laure Simon

25-23: Perceived Unemployment Risks over Business Cycles

William Du, Adrian Monninger, Xincheng Qiu and Tao Wang

25-22: Dynamic Consumer Cash Inventory Model

Kim Huynh, Oleksandr Shcherbakov and Andre Stenzel

25-21: Monetary Policy Transmission with Endogenous Central Bank Responses in TANK

Lilia Maliar and Christopher Naubert

25-20: Firm Heterogeneity and Adverse Selection in External Finance: Micro Evidence and Macro Implications

Xing Guo, Pablo Ottonello, Thomas Winberry and Toni Whited

25-19: On-the-run Premia, Settlement Fails, and Central Bank Access

Fabienne Schneider

25-18: On the Programmability and Uniformity of Digital Currencies

Jonathan Chiu and Cyril Monnet

25-17: Correcting Selection Bias in a Non-Probability Two-Phase Payment Survey

Heng Chen and John Tsang

25-16: Incorporating Trip-Chaining to Measuring Canadians’ Access to Cash

Heng Chen and Hongyu Xiao

25-15: The Optimum Quantity of Central Bank Reserves

Jonathan Witmer

25-14: Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference

Helmut Lütkepohl, Fei Shang, Luis Uzeda and Tomasz Woźniak

25-13: A Fresh Look at the Publication and Citation Gap Between Men and Women: Insights from Economics and Political Science

Daniel Stockemer, Gabriela Galassi and Engi Abou-El-Kheir

25-12: Liquidation Mechanisms and Price Impacts in DeFi

Phoebe Tian and Yu Zhu

25-11: The Mutable Geography of Firms’ International Trade

Lu Han

25-10: Estimating Discrete Choice Demand Models with Sparse Market-Product Shocks

Zhentong Lu and Kenichi Shimizu

25-9: The Prudential Toolkit with Shadow Banking

Kinda Hachem and Martin Kuncl

25-8: Breaking Down the US Employment Multiplier Using Micro-Level Data

Edoardo Briganti, Holt Dwyer, Ricardo Duque Gabriel and Victor Sellemi

25-7: Markups, Pass-Through, and Firm Heterogeneity with Sequentially Mixed Search

Alex Chernoff, Allen Head and Beverly Lapham

25-6: High-Cost Consumer Credit: Desperation, Temptation and Default

Joaquín Saldain

25-5: Anchored Inflation Expectations: What Recent Data Reveal

Olena Kostyshyna, Isabelle Salle and Hung Truong

25-4: Quantile VARs and Macroeconomic Risk Forecasting

Stéphane Surprenant

25-3: Differentiable, Filter Free Bayesian Estimation of DSGE Models Using Mixture Density Networks

Christopher Naubert

25-2: Non-Bank Dealing and Liquidity Bifurcation in Fixed-Income Markets

Michael Brolley and David Cimon

25-1: The International Exposure of the Canadian Banking System

Christian Friedrich, Hanno Friedrich, Nick Lawrence, Javier Cortes Orihuela and Phoebe Tian

24-52: CBDC in the Market for Payments at the Point of Sale: Equilibrium Impact and Incumbent Responses

Walter Engert, Oleksandr Shcherbakov and Andre Stenzel

24-51: Bouncing Back: How Mothballing Curbs Prices

Thibaut Duprey, Artur Kotlicki, Daniel E. Rigobon and Philip Schnattinger

24-50: Consumer Search, Productivity Heterogeneity, Prices, Markups, and Pass-through: Theory and Estimation

Alex Chernoff, Allen Head and Beverly Lapham

24-49: The Distributional Origins of the Canada-US GDP and Labour Productivity Gaps

James (Jim) MacGee and Joel Rodrigue

24-48: Familiarity with Crypto and Financial Concepts: Cryptoasset Owners, Non-Owners, and Gender Differences

Daniela Balutel, Walter Engert, Christopher Henry, Kim Huynh, Doina Rusu and Marcel Voia

24-47: The (Mis)Allocation of Corporate News

Xing Guo, Alistair Macaulay and Wenting Song

24-46: Is This Normal? The Cost of Assuming that Derivatives Have Normal Returns

Radoslav Raykov

24-45: How Preferences, Monetary Policy and Household Inflation

Geoffrey Dunbar

24-44: How Do Households Respond to Expected Inflation? An Investigation of Transmission Mechanisms

Janet Hua Jiang, Rupal Kamdar, Kelin Lu and Daniela Puzzello

24-43: Gender Gaps in Time Use and Entrepreneurship

Pedro Bento, Lin Shao and Faisal Sohail

24-42: Monetary Policy Transmission amid Demand Reallocations

Julien Bengui, Lu Han and Gaelan MacKenzie

24-41: Monetary Policy Transmission to Small Business Loan Performance: Evidence from Loan-Level Data

Rodrigo Sekkel, Tamon Takamura and Yaz Terajima

24-40: Immigration and US Shelter Prices: The Role of Geographical and Immigrant Heterogeneity

James Cabral and Walter Steingress

24-39: From Micro to Macro Hysteresis: Long-Run Effects of Monetary Policy

Felipe Alves and Giovanni Violante

24-38: Does Unconventional Monetary and Fiscal Policy Contribute to the COVID Inflation Surge in the US?

Jing Cynthia Wu, Yinxi Xie and Ji Zhang