Economics at your fingertips  

Staff Working Papers

From Bank of Canada
234 Wellington Street, Ottawa, Ontario, K1A 0G9, Canada.
Contact information at EDIRC.

Bibliographic data for series maintained by ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

13-14: Are Sunspots Learnable? An Experimental Investigation in a Simple General-Equilibrium Model Downloads
Jasmina Arifovic, George Evans and Olena Kostyshyna
13-13: A Semiparametric Early Warning Model of Financial Stress Events Downloads
Ian Christensen and Fuchun Li
13-12: Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics Downloads
Jianjian Jin
13-11: Forecasting with Many Models: Model Confidence Sets and Forecast Combination Downloads
Jon Samuels and Rodrigo Sekkel
13-10: A New Linear Estimator for Gaussian Dynamic Term Structure Models Downloads
Antonio Diez de los Rios
13-9: An Equilibrium Analysis of the Rise in House Prices and Mortgage Debt Downloads
Shaofeng Xu
13-8: Countercyclical Bank Capital Requirement and Optimized Monetary Policy Rules Downloads
Carlos de Resende, Ali Dib, René Lalonde and Nikita Perevalov
13-7: A Tractable Monetary Model Under General Preferences Downloads
Tsz-Nga Wong
13-6: To Link or Not To Link? Netting and Exposures Between Central Counterparties Downloads
Stacey Anderson, Jean-Philippe Dion and Hector Perez Saiz
13-5: Market Structure and Cost Pass-Through in Retail Downloads
Gee Hong and Nicholas Li
13-4: Financial Development and the Volatility of Income Downloads
Tiago Pinheiro, Francisco Rivadeneyra and Marc Teignier
13-3: Real-financial Linkages through Loan Default and Bank Capital Downloads
Tamon Takamura
13-2: House Prices, Consumption and the Role of Non-Mortgage Debt Downloads
Katya Kartashova and Ben Tomlin
13-1: The Cyclicality of Sales, Regular and Effective Prices: Business Cycle and Policy Implications Downloads
Olivier Coibion, Yuriy Gorodnichenko and Gee Hong
12-43: On the Welfare Effects of Credit Arrangements Downloads
Jonathan Chiu, Mei Dong and Enchuan Shao
12-42: Financial Crisis Resolution Downloads
Josef Schroth
12-41: Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy Downloads
Jean-Sebastien Fontaine
12-40: The Effects of Oil Price Uncertainty on the Macroeconomy Downloads
Soojin Jo
12-39: Consumer Interest Rates and Retail Mutual Fund Flows Downloads
Jesus Sierra Jimenez
12-38: Liquidity and Central Clearing: Evidence from the CDS Market Downloads
Joshua Slive, Jonathan Witmer and Elizabeth Woodman
12-37: Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields Downloads
Bruno Feunou and Jean-Sebastien Fontaine
12-36: The Role of Credit in International Business Cycles Downloads
TengTeng Xu
12-35: When Lower Risk Increases Profit: Competition and Control of a Central Counterparty Downloads
Jean-Sebastien Fontaine, Hector Perez Saiz and Joshua Slive
12-34: The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation Downloads
Peter Christoffersen, Bruno Feunou, Kris Jacobs and Nour Meddahi
12-33: Financial Conditions and the Money-Output Relationship in Canada Downloads
Maral Kichian
12-32: China’s Emergence in the World Economy and Business Cycles in Latin America Downloads
Ambrogio Cesa-Bianchi, M Pesaran, Alessandro Rebucci and TengTeng Xu
12-31: The Evolution of Canada’s Global Export Market Share Downloads
Daniel de Munnik, Jocelyn Jacob and Wesley Sze
12-30: Price Negotiation in Differentiated Products Markets: Evidence from the Canadian Mortgage Market Downloads
Jason Allen, Robert Clark and Jean-François Houde
12-29: Efficiency and Bargaining Power in the Interbank Loan Market Downloads
Jason Allen, James Chapman, Federico Echenique and Matthew Shum
12-28: What Drags and Drives Mobility: Explaining Canada’s Aggregate Migration Patterns Downloads
David Amirault, Daniel de Munnik and Sarah Miller
12-27: Systematic Risk, Debt Maturity and the Term Structure of Credit Spreads Downloads
Hui Chen, Yu Xu and Jun Yang
12-26: Natural Monopoly and Distorted Competition: Evidence from Unbundling Fiber-Optic Networks Downloads
Naoaki Minamihashi
12-25: Does the Buck Stop Here? A Comparison of Withdrawals from Money Market Mutual Funds with Floating and Constant Share Prices Downloads
Jonathan Witmer
12-24: Why Do Shoppers Use Cash? Evidence from Shopping Diary Data Downloads
Naoki Wakamori and Angelika Welte
12-23: Inflation and Growth: A New Keynesian Perspective Downloads
Robert Amano, Thomas Carter and Kevin Moran
12-22: The Ex-Ante Versus Ex-Post Effect of Public Guarantees Downloads
Evren Damar, Reint Gropp and Adi Mordel
12-21: Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound Downloads
Christiane Baumeister and Luca Benati
12-20: The Sensitivity of Producer Prices to Exchange Rates: Insights from Micro Data Downloads
Shutao Cao, Wei Dong and Ben Tomlin
12-19: International Business Cycles and Financial Frictions Downloads
Wen Yao
12-18: Consumer Bankruptcy and Information Downloads
Jason Allen, Evren Damar and David Martinez-Miera
12-17: On the Existence and Fragility of Repo Markets Downloads
Hajime Tomura
12-16: Commodities and Monetary Policy: Implications for Inflation and Price Level Targeting Downloads
Donald Coletti, René Lalonde, Paul Masson, Dirk Muir and Stephen Snudden
12-15: Estimating the Demand for Settlement Balances in the Canadian Large Value Transfer System Downloads
Yinan Nellie Zhang
12-14: The Impact of Retail Payment Innovations on Cash Usage Downloads
Ben Fung, Kim Huynh and Leonard Sabetti
12-13: Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics Downloads
Christiane Baumeister, Philip Liu and Haroon Mumtaz
12-12: House Price Dynamics: Fundamentals and Expectations Downloads
Eleonora Granziera and Sharon Kozicki
12-11: Risk Premium, Variance Premium and the Maturity Structure of Uncertainty Downloads
Bruno Feunou, Jean-Sebastien Fontaine, Abderrahim Taamouti and Roméo Tedongap
12-10: When Is It Less Costly for Risky Firms to Borrow? Evidence from the Bank Risk-Taking Channel of Monetary Policy Downloads
Teodora Paligorova and Joao Santos
12-9: Central Bank Communication or the Media’s Interpretation: What Moves Markets? Downloads
Scott Hendry
12-8: Growth in Emerging Market Economies and the Commodity Boom of 2003–2008: Evidence from Growth Forecast Revisions Downloads
Elif Arbatli and Garima Vasishtha
Page updated 2022-11-30
Sorted by handle, 2/4d-year, number last