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Staff Working Papers

From Bank of Canada
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14-11: Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work Downloads
Christiane Baumeister, Pierre Guérin and Lutz Kilian
14-10: Macroeconomic Experiences and Risk Taking of Euro Area Households Downloads
Miguel Ampudia Fraile and Michael Ehrmann
14-9: Labor Market Participation, Unemployment and Monetary Policy Downloads
Alessia Campolmi and Stefano Gnocchi
14-8: Rollover Risk and the Maturity Transformation Function of Banks Downloads
Teodora Paligorova and Joao Santos
14-7: Banks’ Financial Distress, Lending Supply and Consumption Expenditure Downloads
Evren Damar, Reint Gropp and Adi Mordel
14-6: A Policy Model to Analyze Macroprudential Regulations and Monetary Policy Downloads
Sami Alpanda, Gino Cateau and Cesaire Meh
14-5: Corporate Governance, Product Market Competition and Debt Financing Downloads
Teodora Paligorova and Jun Yang
14-4: Technology Shocks, Labour Mobility and Aggregate Fluctuations Downloads
Daniela Hauser
14-3: Search-for-Yield in Canadian Fixed-Income Mutual Funds and Monetary Policy Downloads
Sermin Gungor and Jesus Sierra Jimenez
14-2: It Hurts (Stock Prices) When Your Team Is About to Lose a Soccer Match Downloads
Michael Ehrmann and David-Jan Jansen
14-1: Household Risk Management and Actual Mortgage Choice in the Euro Area Downloads
Michael Ehrmann and Michael Ziegelmeyer
13-53: Cash Management and Payment Choices: A Simulation Model with International Comparisons Downloads
Carlos Alberto Arango, Yassine Bouhdaoui, David Bounie, Martina Eschelbach and Lola Hernandez
13-52: Do Oil Price Increases Cause Higher Food Prices? Downloads
Christiane Baumeister and Lutz Kilian
13-51: Regime Switches in the Risk-Return Trade-Off Downloads
Eric Ghysels, Pierre Guérin and Massimiliano Marcellino
13-50: Funding Advantage and Market Discipline in the Canadian Banking Sector Downloads
Mehdi Beyhaghi, Chris D'Souza and Gordon Roberts
13-49: A Distributional Approach to Realized Volatility Downloads
Selma Chaker and Nour Meddahi
13-48: Volatility Forecasting when the Noise Variance Is Time-Varying Downloads
Selma Chaker and Nour Meddahi
13-47: CoMargin Downloads
Selma Chaker and Nour Meddahi
13-46: Heterogeneous Returns to U.S. College Selectivity and the Value of Graduate Degree Attainment Downloads
Mai Seki
13-45: Expansion of Higher Education, Employment and Wages: Evidence from the Russian Transition Downloads
Natalia Kyui
13-44: Expectations and Monetary Policy: Experimental Evidence Downloads
Oleksiy Kryvtsov and Luba Petersen
13-43: Perceived Inflation Persistence Downloads
Monica Jain
13-42: High-Frequency Real Economic Activity Indicator for Canada Downloads
Gitanjali Kumar
13-41: Central Bank Communications Before, During and After the Crisis: From Open-Market Operations to Open-Mouth Policy Downloads
Ianthi Vayid
13-40: Unemployment Fluctuations in a Small Open-Economy Model with Segmented Labour Markets: The Case of Canada Downloads
Yahong Zhang
13-39: The Financialization of Food? Downloads
Valentina Bruno, Bahattin Buyuksahin and Michel Robe
13-38: Some Economics of Private Digital Currency Downloads
Joshua Gans and Hanna Halaburda
13-37: Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility Downloads
Bo Young Chang and Bruno Feunou
13-36: Public/Private Transitions and Firm Financing Downloads
Kim Huynh, Teodora Paligorova and Robert Petrunia
13-35: The Common Component of CPI: An Alternative Measure of Underlying Inflation for Canada Downloads
Mikael Khan, Louis Morel and Patrick Sabourin
13-34: The Safety of Government Debt Downloads
Kartik Anand and Prasanna Gai
13-33: Housing and Tax Policy Downloads
Sami Alpanda and Sarah Zubairy
13-32: Which Parametric Model for Conditional Skewness? Downloads
Bruno Feunou, Mohammad Jahan-Parvar and Roméo Tedongap
13-31: The ‘Celtic Crisis’: Guarantees, Transparency and Systemic Liquidity Risk Downloads
Philipp König, Kartik Anand and Frank Heinemann
13-30: Endogenous Trade Participation with Incomplete Exchange Rate Pass-Through Downloads
Yuko Imura
13-29: Volatility and Liquidity Costs Downloads
Selma Chaker
13-28: Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach Downloads
Christiane Baumeister and Lutz Kilian
13-27: Analyzing Fiscal Sustainability Downloads
Huixin Bi and Eric Leeper
13-26: Uncertain Fiscal Consolidations Downloads
Huixin Bi, Eric Leeper and Campbell Leith
13-25: Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis Downloads
Christiane Baumeister, Lutz Kilian and Xiaoqing Zhou
13-24: Is There a Quality Bias in the Canadian CPI? Evidence from Micro Data Downloads
Oleksiy Kryvtsov
13-23: A Blessing in Disguise: The Implications of High Global Oil Prices for the North American Market Downloads
Ron Alquist and Justin-Damien Guenette
13-22: The Threat of Counterfeiting in Competitive Search Equilibrium Downloads
Enchuan Shao
13-21: Why Do Emerging Markets Liberalize Capital Outflow Controls? Fiscal versus Net Capital Flow Concerns Downloads
Joshua Aizenman and Gurnain Pasricha
13-20: Money Market Rates and Retail Interest Regulation in China: The Disconnect between Interbank and Retail Credit Conditions Downloads
Nathan Porter and TengTeng Xu
13-19: Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults Downloads
M Pesaran and TengTeng Xu
13-18: Booms and Busts in House Prices Explained by Constraints in Housing Supply Downloads
Narayan Bulusu, Jefferson Duarte and Carles Vergara-Alert
13-17: Fire-Sale FDI or Business as Usual? Downloads
Ron Alquist, Rahul Mukherjee and Linda Tesar
13-16: Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances Downloads
Sermin Gungor and Richard Luger
13-15: What Central Bankers Need to Know about Forecasting Oil Prices Downloads
Christiane Baumeister and Lutz Kilian
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