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Staff Working Papers

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

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10-26: Capital Requirement and Financial Frictions in Banking: Macroeconomic Implications Downloads
Ali Dib
10-25: The Effect of Exchange Rate Movements on Heterogeneous Plants: A Quantile Regression Analysis Downloads
Ben Tomlin and Loretta Fung
10-24: Banks, Credit Market Frictions, and Business Cycles Downloads
Ali Dib
10-23: Central Bank Haircut Policy Downloads
James Chapman, Jonathan Chiu and Miguel Molico
10-22: Liquidity Transformation and Bank Capital Requirements Downloads
Hajime Tomura
10-21: Identifying Asymmetric Comovements of International Stock Market Returns Downloads
Fuchun Li
10-20: An Assessment of the Bank of Canada's Term PRA Facility Downloads
Emanuella Enenajor, Alex Sebastian and Jonathan Witmer
10-19: A Model of Housing Stock for Canada Downloads
David Dupuis and Yi Zheng
10-18: Exchange Rate Fluctuations, Plant Turnover and Productivity Downloads
Ben Tomlin
10-17: The Transmission of Shocks to the Chinese Economy in a Global Context: A Model-Based Approach Downloads
Jeannine Bailliu and Patrick Blagrave
10-16: The Role of Expenditure Switching in the Global Imbalance Adjustment Downloads
Wei Dong
10-15: Inflation and Unemployment in Competitive Search Equilibrium Downloads
Mei Dong
10-14: International Capital Flows and Bond Risk Premia Downloads
Jesus Sierra
10-13: Estimating the Structure of the Payment Network in the LVTS: An Application of Estimating Communities in Network Data Downloads
James Chapman and Yinan Zhang
10-12: Financial Stress, Monetary Policy, and Economic Activity Downloads
Fuchun Li and Pierre St-Amant
10-11: Idiosyncratic Coskewness and Equity Return Anomalies Downloads
Fousseni Chabi-Yo and Jun Yang
10-10: On the Advantages of Disaggregated Data: Insights from Forecasting the U.S. Economy in a Data-Rich Environment Downloads
Nikita Perevalov and Philipp Maier
10-9: Alternative Optimized Monetary Policy Rules in Multi-Sector Small Open Economies: The Role of Real Rigidities Downloads
Carlos de Resende, Ali Dib and Maral Kichian
10-8: Price Level Targeting: What Is the Right Price? Downloads
Malik Shukayev and Alexander Ueberfeldt
10-7: Time Variation in Okun's Law: A Canada and U.S. Comparison Downloads
Kimberly Beaton
10-6: Assembling a Real-Financial Micro-Dataset for Canadian Households Downloads
Umar Faruqui
10-5: What Drives Exchange Rates? New Evidence from a Panel of U.S. Dollar Bilateral Exchange Rates Downloads
Jean-Philippe Cayen, Donald Coletti, René Lalonde and Philipp Maier
10-4: Macroprudential Regulation and Systemic Capital Requirements Downloads
Céline Gauthier, Alfred Lehar and Moez Souissi
10-3: Corporate Risk Taking and Ownership Structure Downloads
Teodora Paligorova
10-2: Labour Reallocation, Relative Prices and Productivity Downloads
Shutao Cao and Danny Leung
10-1: Search Frictions and Asset Price Volatility Downloads
B Ravikumar and Enchuan Shao
09-36: Real and Nominal Frictions within the Firm: How Lumpy Investment Matters for Price Adjustment Downloads
Michael Johnston
09-35: Estimating DSGE-Model-Consistent Trends for Use in Forecasting Downloads
Jean-Philippe Cayen, Marc-André Gosselin and Sharon Kozicki
09-34: A Consistent Test for Multivariate Conditional Distributions Downloads
Fuchun Li and Greg Tkacz
09-33: How Changes in Oil Prices Affect the Macroeconomy Downloads
Brian DePratto, Carlos de Resende and Philipp Maier
09-32: Optimal Monetary Policy during Endogenous Housing-Market Boom-Bust Cycles Downloads
Hajime Tomura
09-31: Real Time Detection of Structural Breaks in GARCH Models Downloads
Zhongfang He and John Maheu
09-30: Cross-border Mergers and Hollowing-out Downloads
Oana Secrieru and Marianne Vigneault
09-29: Exchange Rate Pass-through and Monetary Policy: How Strong is the Link? Downloads
Stephen Murchison
09-28: Bond Liquidity Premia Downloads
Jean-Sebastien Fontaine and René Garcia
09-27: Risk Premium Shocks and the Zero Bound on Nominal Interest Rates Downloads
Robert Amano and Malik Shukayev
09-26: Consumption, Housing Collateral, and the Canadian Business Cycle Downloads
Ian Christensen, Paul Corrigan, Caterina Mendicino and Shin-Ichi Nishiyama
09-25: Credit Constraints and Consumer Spending Downloads
Kimberly Beaton
09-24: Resurrecting the Role of Real Money Balance Effects Downloads
José Dorich
09-23: Short Changed? The Market's Reaction to the Short Sale Ban of 2008 Downloads
Louis Gagnon and Jonathan Witmer
09-22: Productivity, the Terms of Trade, and the Real Exchange Rate: The Balassa-Samuelson Hypothesis Revisited Downloads
Ehsan Choudhri and Lawrence Schembri
09-21: Structural Inflation Models with Real Wage Rigidities: The Case of Canada Downloads
Jean-Marie Dufour, Lynda Khalaf and Maral Kichian
09-20: Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness Downloads
Bruno Feunou, Jean-Sebastien Fontaine and Roméo Tedongap
09-19: Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit Downloads
Jean-Marie Dufour, Lynda Khalaf and Maral Kichian
09-18: Simulations du ratio du service de la dette des consommateurs en utilisant des données micro Downloads
Ramdane Djoudad
09-17: Adopting Price-Level Targeting under Imperfect Credibility in ToTEM Downloads
Gino Cateau, Oleksiy Kryvtsov, Malik Shukayev and Alexander Ueberfeldt
09-16: Real Effects of Price Stability with Endogenous Nominal Indexation Downloads
Cesaire Meh, Vincenzo Quadrini and Yaz Terajima
09-15: Heterogeneous Beliefs and Housing-Market Boom-Bust Cycles in a Small Open Economy Downloads
Hajime Tomura
09-14: Testing for Financial Contagion with Applications to the Canadian Banking System Downloads
Fuchun Li
09-13: Price Movements in the Canadian Residential Mortgage Market Downloads
Jason Allen and Darcey McVanel
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