Staff Working Papers

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12-39: Consumer Interest Rates and Retail Mutual Fund Flows

Jesus Sierra Jimenez

12-38: Liquidity and Central Clearing: Evidence from the CDS Market

Joshua Slive, Jonathan Witmer and Elizabeth Woodman

12-37: Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields

Bruno Feunou and Jean-Sebastien Fontaine

12-36: The Role of Credit in International Business Cycles

TengTeng Xu

12-35: When Lower Risk Increases Profit: Competition and Control of a Central Counterparty

Jean-Sebastien Fontaine, Hector Perez Saiz and Joshua Slive

12-34: The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation

Peter Christoffersen, Bruno Feunou, Kris Jacobs and Nour Meddahi

12-33: Financial Conditions and the Money-Output Relationship in Canada

Maral Kichian

12-32: China’s Emergence in the World Economy and Business Cycles in Latin America

Ambrogio Cesa-Bianchi, Mohammad Pesaran, Alessandro Rebucci and TengTeng Xu

12-31: The Evolution of Canada’s Global Export Market Share

Daniel de Munnik, Jocelyn Jacob and Wesley Sze

12-30: Price Negotiation in Differentiated Products Markets: Evidence from the Canadian Mortgage Market

Jason Allen, Robert Clark and Jean-François Houde

12-29: Efficiency and Bargaining Power in the Interbank Loan Market

Jason Allen, James Chapman, Federico Echenique and Matthew Shum

12-28: What Drags and Drives Mobility: Explaining Canada’s Aggregate Migration Patterns

David Amirault, Daniel de Munnik and Sarah Miller

12-27: Systematic Risk, Debt Maturity and the Term Structure of Credit Spreads

Hui Chen, Yu Xu and Jun Yang

12-26: Natural Monopoly and Distorted Competition: Evidence from Unbundling Fiber-Optic Networks

Naoaki Minamihashi

12-25: Does the Buck Stop Here? A Comparison of Withdrawals from Money Market Mutual Funds with Floating and Constant Share Prices

Jonathan Witmer

12-24: Why Do Shoppers Use Cash? Evidence from Shopping Diary Data

Naoki Wakamori and Angelika Welte

12-23: Inflation and Growth: A New Keynesian Perspective

Robert Amano, Thomas Carter and Kevin Moran

12-22: The Ex-Ante Versus Ex-Post Effect of Public Guarantees

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

Christiane Baumeister and Luca Benati

12-20: The Sensitivity of Producer Prices to Exchange Rates: Insights from Micro Data

Shutao Cao, Wei Dong and Ben Tomlin

12-19: International Business Cycles and Financial Frictions

Wen Yao

12-18: Consumer Bankruptcy and Information

Jason Allen, Evren Damar and David Martinez-Miera

12-17: On the Existence and Fragility of Repo Markets

Hajime Tomura

12-16: Commodities and Monetary Policy: Implications for Inflation and Price Level Targeting

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

Yinan Nellie Zhang

12-14: The Impact of Retail Payment Innovations on Cash Usage

Ben Fung, Kim Huynh and Leonard Sabetti

12-13: Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics

Christiane Baumeister, Philip Liu and Haroon Mumtaz

12-12: House Price Dynamics: Fundamentals and Expectations

Eleonora Granziera and Sharon Kozicki

12-11: Risk Premium, Variance Premium and the Maturity Structure of Uncertainty

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

Teodora Paligorova and Joao Santos

12-9: Central Bank Communication or the Media’s Interpretation: What Moves Markets?

Scott Hendry

12-8: Growth in Emerging Market Economies and the Commodity Boom of 2003–2008: Evidence from Growth Forecast Revisions

Elif Arbatli and Garima Vasishtha

12-7: Short-Term Forecasting of the Japanese Economy Using Factor Models

Claudia Godbout and Marco Lombardi

12-6: Macroprudential Rules and Monetary Policy when Financial Frictions Matter

Jeannine Bailliu, Cesaire Meh and Yahong Zhang

12-5: An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks

Gregory Bauer and Antonio Diez de los Rios

12-4: Price Competition and Concentration in Search and Negotiation Markets: Evidence from Mortgage Lending

Jason Allen, Robert Clark and Jean-François Houde

12-3: Fooled by Search: Housing Prices, Turnover and Bubbles

Brian Peterson

12-2: Time-Varying Effects of Oil Supply Shocks on the U.S. Economy

Christiane Baumeister and Gert Peersman

12-1: Real-Time Analysis of Oil Price Risks Using Forecast Scenarios

Christiane Baumeister and Lutz Kilian

11-32: Bank Leverage Regulation and Macroeconomic Dynamics

Ian Christensen, Cesaire Meh and Kevin Moran

11-31: Do Low Interest Rates Sow the Seeds of Financial Crises?

Simona Cociuba, Malik Shukayev and Alexander Ueberfeldt

11-30: Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery

Jonathan Chiu and Thorsten Koeppl

11-29: Effectiveness of Capital Controls in India: Evidence from the Offshore NDF Market

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

Christiane Baumeister and Gert Peersman

11-27: Portfolio Considerations in Differentiated Product Purchases: An Application to the Japanese Automobile Market

Naoki Wakamori

11-26: Security Transaction Taxes and Market Quality

Anna Pomeranets and Daniel Weaver

11-25: Innovation and Growth with Financial, and Other, Frictions

Jonathan Chiu, Cesaire Meh and Randall Wright

11-24: Determinants of Financial Stress and Recovery during the Great Recession

Joshua Aizenman and Gurnain Pasricha

11-23: How Do You Pay? The Role of Incentives at the Point-of-Sale

Carlos Alberto Arango, Kim Huynh and Leonard Sabetti

11-22: Money and Price Posting under Private Information

Mei Dong and Janet Hua Jiang