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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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12-7: Short-Term Forecasting of the Japanese Economy Using Factor Models Downloads
Claudia Godbout and Marco Lombardi
12-6: Macroprudential Rules and Monetary Policy when Financial Frictions Matter Downloads
Jeannine Bailliu, Cesaire Meh and Yahong Zhang
12-5: An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks Downloads
Gregory Bauer and Antonio Diez de los Rios
12-4: Price Competition and Concentration in Search and Negotiation Markets: Evidence from Mortgage Lending Downloads
Jason Allen, Robert Clark and Jean-François Houde
12-3: Fooled by Search: Housing Prices, Turnover and Bubbles Downloads
Brian Peterson
12-2: Time-Varying Effects of Oil Supply Shocks on the U.S. Economy Downloads
Christiane Baumeister and Gert Peersman
12-1: Real-Time Analysis of Oil Price Risks Using Forecast Scenarios Downloads
Christiane Baumeister and Lutz Kilian
11-32: Bank Leverage Regulation and Macroeconomic Dynamics Downloads
Ian Christensen, Cesaire Meh and Kevin Moran
11-31: Do Low Interest Rates Sow the Seeds of Financial Crises? Downloads
Simona Cociuba, Malik Shukayev and Alexander Ueberfeldt
11-30: Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery Downloads
Jonathan Chiu and Thorsten Koeppl
11-29: Effectiveness of Capital Controls in India: Evidence from the Offshore NDF Market Downloads
Michael Hutchison, Gurnain Pasricha and Nirvikar Singh
11-28: The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market Downloads
Christiane Baumeister and Gert Peersman
11-27: Portfolio Considerations in Differentiated Product Purchases: An Application to the Japanese Automobile Market Downloads
Naoki Wakamori
11-26: Security Transaction Taxes and Market Quality Downloads
Anna Pomeranets and Daniel Weaver
11-25: Innovation and Growth with Financial, and Other, Frictions Downloads
Jonathan Chiu, Cesaire Meh and Randall Wright
11-24: Determinants of Financial Stress and Recovery during the Great Recession Downloads
Joshua Aizenman and Gurnain Pasricha
11-23: How Do You Pay? The Role of Incentives at the Point-of-Sale Downloads
Carlos Alberto Arango, Kim Huynh and Leonard Sabetti
11-22: Money and Price Posting under Private Information Downloads
Mei Dong and Janet Hua Jiang
11-21: Fixed-Term and Permanent Employment Contracts: Theory and Evidence Downloads
Shutao Cao, Enchuan Shao and Pedro Silos
11-20: A Stochastic Volatility Model with Conditional Skewness Downloads
Bruno Feunou and Roméo Tedongap
11-19: Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach Downloads
Toni Gravelle and Fuchun Li
11-18: Price-Level Targeting and Inflation Expectations: Experimental Evidence Downloads
Robert Amano, Jim Engle-Warnick and Malik Shukayev
11-17: Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada Downloads
Jason Allen, Ali Hortacsu and Jakub Kastl
11-16: Real-Time Forecasts of the Real Price of Oil Downloads
Christiane Baumeister and Lutz Kilian
11-15: Forecasting the Price of Oil Downloads
Ron Alquist, Lutz Kilian and Robert Vigfusson
11-14: Real-Financial Linkages in the Canadian Economy: An Input-Output Approach Downloads
Danny Leung and Oana Secrieru
11-13: Bank Loans for Private and Public Firms in a Credit Crunch Downloads
Jason Allen and Teodora Paligorova
11-12: Financial Factors and Labour Market Fluctuations Downloads
Yahong Zhang
11-11: Mixed Frequency Forecasts for Chinese GDP Downloads
Philipp Maier
11-10: Sovereign Default Risk Premia, Fiscal Limits and Fiscal Policy Downloads
Huixin Bi
11-9: Inventories, Markups and Real Rigidities in Sticky Price Models of the Canadian Economy Downloads
Oleksiy Kryvtsov and Virgiliu Midrigan
11-8: Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market Downloads
Ingrid Lo and Stephen Sapp
11-7: Money and Costly Credit Downloads
Mei Dong
11-6: The Private Equity Premium Puzzle Revisited Downloads
Katya Kartashova
11-5: Private Information Flow and Price Discovery in the U.S. Treasury Market Downloads
George Jiang and Ingrid Lo
11-4: Counterfeit Quality and Verification in a Monetary Exchange Downloads
Ben Fung and Enchuan Shao
11-3: Discounting in Mortgage Markets Downloads
Jason Allen, Robert Clark and Jean-François Houde
11-2: The Impact of the Global Business Cycle on Small Open Economies: A FAVAR Approach for Canada Downloads
Garima Vasishtha and Philipp Maier
11-1: Building New Plants or Entering by Acquisition? Estimation of an Entry Model for the U.S. Cement Industry Downloads
Hector Perez Saiz
10-40: The Propagation of U.S. Shocks to Canada: Understanding the Role of Real-Financial Linkages Downloads
Kimberly Beaton, René Lalonde and Stephen Snudden
10-39: Leverage, Balance Sheet Size and Wholesale Funding Downloads
Evren Damar, Cesaire Meh and Yaz Terajima
10-38: The Impact of Liquidity on Bank Profitability Downloads
Étienne Bordeleau and Christopher Graham
10-37: ‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession Downloads
Marco Lombardi and Philipp Maier
10-36: Bank Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach Downloads
Sermin Gungor and Richard Luger
10-35: Bank Competition and International Financial Integration: Evidence Using a New Index Downloads
Gurnain Pasricha
10-34: Semi-Structural Models for Inflation Forecasting Downloads
Maral Kichian, Fabio Rumler and Paul Corrigan
10-33: Composition of International Capital Flows: A Survey Downloads
Koralai Kirabaeva and Assaf Razin
10-32: Adverse Selection, Liquidity, and Market Breakdown Downloads
Koralai Kirabaeva
10-31: Text Mining and the Information Content of Bank of Canada Communications Downloads
Scott Hendry and Alison Madeley
10-30: On Fiscal Multipliers: Estimates from a Medium Scale DSGE Model Downloads
Sarah Zubairy
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