Staff Working Papers

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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

14-9: Labor Market Participation, Unemployment and Monetary Policy

Alessia Campolmi and Stefano Gnocchi

14-8: Rollover Risk and the Maturity Transformation Function of Banks

Teodora Paligorova and Joao Santos

14-7: Banks’ Financial Distress, Lending Supply and Consumption Expenditure

Evren Damar, Reint Gropp and Adi Mordel

14-6: A Policy Model to Analyze Macroprudential Regulations and Monetary Policy

Sami Alpanda, Gino Cateau and Cesaire Meh

14-5: Corporate Governance, Product Market Competition and Debt Financing

Teodora Paligorova and Jun Yang

14-4: Technology Shocks, Labour Mobility and Aggregate Fluctuations

Daniela Hauser

14-3: Search-for-Yield in Canadian Fixed-Income Mutual Funds and Monetary Policy

Sermin Gungor and Jesus Sierra Jimenez

14-2: It Hurts (Stock Prices) When Your Team Is About to Lose a Soccer Match

Michael Ehrmann and David-Jan Jansen

14-1: Household Risk Management and Actual Mortgage Choice in the Euro Area

Michael Ehrmann and Michael Ziegelmeyer

13-53: Cash Management and Payment Choices: A Simulation Model with International Comparisons

Carlos Alberto Arango, Yassine Bouhdaoui, David Bounie, Martina Eschelbach and Lola Hernandez

13-52: Do Oil Price Increases Cause Higher Food Prices?

Christiane Baumeister and Lutz Kilian

13-51: Regime Switches in the Risk-Return Trade-Off

Eric Ghysels, Pierre Guérin and Massimiliano Marcellino

13-50: Funding Advantage and Market Discipline in the Canadian Banking Sector

Mehdi Beyhaghi, Chris D'Souza and Gordon Roberts

13-49: A Distributional Approach to Realized Volatility

Selma Chaker and Nour Meddahi

13-48: Volatility Forecasting when the Noise Variance Is Time-Varying

Selma Chaker and Nour Meddahi

13-47: CoMargin

Selma Chaker and Nour Meddahi

13-46: Heterogeneous Returns to U.S. College Selectivity and the Value of Graduate Degree Attainment

Mai Seki

13-45: Expansion of Higher Education, Employment and Wages: Evidence from the Russian Transition

Natalia Kyui

13-44: Expectations and Monetary Policy: Experimental Evidence

Oleksiy Kryvtsov and Luba Petersen

13-43: Perceived Inflation Persistence

Monica Jain

13-42: High-Frequency Real Economic Activity Indicator for Canada

Gitanjali Kumar

13-41: Central Bank Communications Before, During and After the Crisis: From Open-Market Operations to Open-Mouth Policy

Ianthi Vayid

13-40: Unemployment Fluctuations in a Small Open-Economy Model with Segmented Labour Markets: The Case of Canada

Yahong Zhang

13-39: The Financialization of Food?

Valentina Bruno, Bahattin Buyuksahin and Michel Robe

13-38: Some Economics of Private Digital Currency

Joshua Gans and Hanna Halaburda

13-37: Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility

Bo Young Chang and Bruno Feunou

13-36: Public/Private Transitions and Firm Financing

Kim Huynh, Teodora Paligorova and Robert Petrunia

13-35: The Common Component of CPI: An Alternative Measure of Underlying Inflation for Canada

Mikael Khan, Louis Morel and Patrick Sabourin

13-34: The Safety of Government Debt

Kartik Anand and Prasanna Gai

13-33: Housing and Tax Policy

Sami Alpanda and Sarah Zubairy

13-32: Which Parametric Model for Conditional Skewness?

Bruno Feunou, Mohammad Jahan-Parvar and Roméo Tedongap

13-31: The ‘Celtic Crisis’: Guarantees, Transparency and Systemic Liquidity Risk

Philipp König, Kartik Anand and Frank Heinemann

13-30: Endogenous Trade Participation with Incomplete Exchange Rate Pass-Through

Yuko Imura

13-29: Volatility and Liquidity Costs

Selma Chaker

13-28: Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach

Christiane Baumeister and Lutz Kilian

13-27: Analyzing Fiscal Sustainability

Huixin Bi and Eric Leeper

13-26: Uncertain Fiscal Consolidations

Huixin Bi, Eric Leeper and Campbell Leith

13-25: Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis

Christiane Baumeister, Lutz Kilian and Xiaoqing Zhou

13-24: Is There a Quality Bias in the Canadian CPI? Evidence from Micro Data

Oleksiy Kryvtsov

13-23: A Blessing in Disguise: The Implications of High Global Oil Prices for the North American Market

Ron Alquist and Justin-Damien Guenette

13-22: The Threat of Counterfeiting in Competitive Search Equilibrium

Enchuan Shao

13-21: Why Do Emerging Markets Liberalize Capital Outflow Controls? Fiscal versus Net Capital Flow Concerns

Joshua Aizenman and Gurnain Pasricha

13-20: Money Market Rates and Retail Interest Regulation in China: The Disconnect between Interbank and Retail Credit Conditions

Nathan Porter and TengTeng Xu

13-19: Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults

Mohammad Pesaran and TengTeng Xu

13-18: Booms and Busts in House Prices Explained by Constraints in Housing Supply

Narayan Bulusu, Jefferson Duarte and Carles Vergara-Alert

13-17: Fire-Sale FDI or Business as Usual?

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

Sermin Gungor and Richard Luger

13-15: What Central Bankers Need to Know about Forecasting Oil Prices

Christiane Baumeister and Lutz Kilian