Staff Working Papers
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- 14-59: Demographics and the Demand for Currency

- Geoffrey Dunbar
- 14-58: Addressing Household Indebtedness: Monetary, Fiscal or Macroprudential Policy?

- Sami Alpanda and Sarah Zubairy
- 14-57: International Spillovers of Policy Uncertainty

- Stefan Klößner and Rodrigo Sekkel
- 14-56: High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market

- George Jiang, Ingrid Lo and Giorgio Valente
- 14-55: Persistent Leverage in Portfolio Sorts: An Artifact of Measurement Error?

- Michael Mueller
- 14-54: International House Price Cycles, Monetary Policy and Risk Premiums

- Gregory Bauer
- 14-53: The Impact of U.S. Monetary Policy Normalization on Capital Flows to Emerging-Market Economies

- Tatjana Dahlhaus and Garima Vasishtha
- 14-52: Targeting Inflation from Below - How Do Inflation Expectations Behave?

- Michael Ehrmann
- 14-51: Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings

- Sermin Gungor and Richard Luger
- 14-50: The Effect of the Federal Reserve’s Tapering Announcements on Emerging Markets

- Vikram Rai and Lena Suchanek
- 14-49: Credit Market Frictions and Sudden Stops

- Yuko Imura
- 14-48: The Propagation of Industrial Business Cycles

- Maximo Camacho and Danilo Leiva-Leon
- 14-47: Labour Share Fluctuations in Emerging Markets: The Role of the Cost of Borrowing

- Serdar Kabaca
- 14-46: Are There Gains from Pooling Real-Time Oil Price Forecasts?

- Christiane Baumeister, Lutz Kilian and Thomas Lee
- 14-45: On the Importance of Sales for Aggregate Price Flexibility

- Oleksiy Kryvtsov and Nicolas Vincent
- 14-44: The Role of Card Acceptance in the Transaction Demand for Money

- Kim Huynh, Philipp Schmidt-Dengler and Helmut Stix
- 14-43: International Transmission Channels of U.S. Quantitative Easing: Evidence from Canada

- Tatjana Dahlhaus, Kristina Hess and Abeer Reza
- 14-42: What Does the Convenience Yield Curve Tell Us about the Crude Oil Market?

- Ron Alquist, Gregory Bauer and Antonio Diez de los Rios
- 14-41: Improving Public Equity Markets? No Pain, No Gain

- Katya Kartashova
- 14-40: Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity?

- Rodrigo Sekkel
- 14-39: Real-Time Nowcasting of Nominal GDP Under Structural Breaks

- William Barnett, Marcelle Chauvet and Danilo Leiva-Leon
- 14-38: A New Approach to Infer Changes in the Synchronization of Business Cycle Phases

- Danilo Leiva-Leon
- 14-37: Predicting Financial Stress Events: A Signal Extraction Approach

- Ian Christensen and Fuchun Li
- 14-36: Global Inflation Dynamics in the Post-Crisis Period: What Explains the Twin Puzzle?

- Christian Friedrich
- 14-35: Search Frictions, Financial Frictions and Labour Market Fluctuations in Emerging Markets

- Sumru Altug and Serdar Kabaca
- 14-34: Housework and Fiscal Expansions

- Stefano Gnocchi, Daniela Hauser and Evi Pappa
- 14-33: Competition in the Cryptocurrency Market

- Neil Gandal and Hanna Halaburda
- 14-32: Commodity Price Co-Movement and Global Economic Activity

- Ron Alquist and Olivier Coibion
- 14-31: Capital Flows and Macroprudential Policies - A Multilateral Assessment of Effectiveness and Externalities

- John Beirne and Christian Friedrich
- 14-30: Information, Amplification and Financial Crisis

- Toni Ahnert and Ali Kakhbod
- 14-29: Optimal Margining and Margin Relief in Centrally Cleared Derivatives Markets

- Radoslav Raykov
- 14-28: Consumer Attitudes and the Epidemiology of Inflation Expectations

- Michael Ehrmann, Damjan Pfajfar and Emiliano Santoro
- 14-27: Retail Payment Innovations and Cash Usage: Accounting for Attrition Using Refreshment Samples

- Heng Chen, Marie-Helene Felt and Kim Huynh
- 14-26: Filling in the Blanks: Network Structure and Interbank Contagion

- Kartik Anand, Ben Craig and Goetz von Peter
- 14-25: Improving Overnight Loan Identification in Payments Systems

- Mark Rempel
- 14-24: Sheep in Wolf’s Clothing: Using the Least Squares Criterion for Quantile Estimation

- Heng Chen
- 14-23: Rollover Risk, Liquidity and Macroprudential Regulation

- Toni Ahnert
- 14-22: Understanding the Cash Demand Puzzle

- Janet Hua Jiang and Enchuan Shao
- 14-21: Monetary Policy Transmission during Financial Crises: An Empirical Analysis

- Tatjana Dahlhaus
- 14-20: Consumer Cash Usage: A Cross-Country Comparison with Payment Diary Survey Data

- John Bagnall, David Bounie, Kim Huynh, Anneke Kosse, Tobias Schmidt, Scott Schuh and Helmut Stix
- 14-19: High-Frequency Trading Competition

- Jonathan Brogaard, Corey Garriott and Anna Pomeranets
- 14-18: Interest on Cash, Fundamental Value Process and Bubble Formation on Experimental Asset Markets

- Giovanni Giusti, Janet Hua Jiang and Yiping Xu
- 14-17: Multiple Fixed Effects in Binary Response Panel Data Models

- Karyne Charbonneau
- 14-16: E-Money: Efficiency, Stability and Optimal Policy

- Jonathan Chiu and Russell Wong
- 14-15: The Efficiency of Private E-Money-Like Systems: The U.S. Experience with State Bank Notes

- Warren Weber
- 14-14: Uncertain Costs and Vertical Differentiation in an Insurance Duopoly

- Radoslav Raykov
- 14-13: Bond Risk Premia and Gaussian Term Structure Models

- Bruno Feunou and Jean-Sebastien Fontaine
- 14-12: Do Sunspots Matter? Evidence from an Experimental Study of Bank Runs

- Jasmina Arifovic and Janet Hua Jiang
- 14-11: Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work

- Christiane Baumeister, Pierre Guérin and Lutz Kilian
- 14-10: Macroeconomic Experiences and Risk Taking of Euro Area Households

- Miguel Ampudia Fraile and Michael Ehrmann