Staff Working Papers

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11-21: Fixed-Term and Permanent Employment Contracts: Theory and Evidence

Shutao Cao, Enchuan Shao and Pedro Silos

11-20: A Stochastic Volatility Model with Conditional Skewness

Bruno Feunou and Roméo Tedongap

11-19: Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach

Toni Gravelle and Fuchun Li

11-18: Price-Level Targeting and Inflation Expectations: Experimental Evidence

Robert Amano, Jim Engle-Warnick and Malik Shukayev

11-17: Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada

Jason Allen, Ali Hortacsu and Jakub Kastl

11-16: Real-Time Forecasts of the Real Price of Oil

Christiane Baumeister and Lutz Kilian

11-15: Forecasting the Price of Oil

Ron Alquist, Lutz Kilian and Robert Vigfusson

11-14: Real-Financial Linkages in the Canadian Economy: An Input-Output Approach

Danny Leung and Oana Secrieru

11-13: Bank Loans for Private and Public Firms in a Credit Crunch

Jason Allen and Teodora Paligorova

11-12: Financial Factors and Labour Market Fluctuations

Yahong Zhang

11-11: Mixed Frequency Forecasts for Chinese GDP

Philipp Maier

11-10: Sovereign Default Risk Premia, Fiscal Limits and Fiscal Policy

Huixin Bi

11-9: Inventories, Markups and Real Rigidities in Sticky Price Models of the Canadian Economy

Oleksiy Kryvtsov and Virgiliu Midrigan

11-8: Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market

Ingrid Lo and Stephen Sapp

11-7: Money and Costly Credit

Mei Dong

11-6: The Private Equity Premium Puzzle Revisited

Katya Kartashova

11-5: Private Information Flow and Price Discovery in the U.S. Treasury Market

George Jiang and Ingrid Lo

11-4: Counterfeit Quality and Verification in a Monetary Exchange

Ben Fung and Enchuan Shao

11-3: Discounting in Mortgage Markets

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

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

Hector Perez Saiz

10-40: The Propagation of U.S. Shocks to Canada: Understanding the Role of Real-Financial Linkages

Kimberly Beaton, René Lalonde and Stephen Snudden

10-39: Leverage, Balance Sheet Size and Wholesale Funding

Evren Damar, Cesaire Meh and Yaz Terajima

10-38: The Impact of Liquidity on Bank Profitability

Étienne Bordeleau and Christopher Graham

10-37: ‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession

Marco Lombardi and Philipp Maier

10-36: Bank Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach

Sermin Gungor and Richard Luger

10-35: Bank Competition and International Financial Integration: Evidence Using a New Index

Gurnain Pasricha

10-34: Semi-Structural Models for Inflation Forecasting

Maral Kichian, Fabio Rumler and Paul Corrigan

10-33: Composition of International Capital Flows: A Survey

Koralai Kirabaeva and Assaf Razin

10-32: Adverse Selection, Liquidity, and Market Breakdown

Koralai Kirabaeva

10-31: Text Mining and the Information Content of Bank of Canada Communications

Scott Hendry and Alison Madeley

10-30: On Fiscal Multipliers: Estimates from a Medium Scale DSGE Model

Sarah Zubairy

10-29: Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings

Céline Gauthier, Zhongfang He and Moez Souissi

10-28: Trends in U.S. Hours and the Labor Wedge

Simona Cociuba and Alexander Ueberfeldt

10-27: Stability versus Flexibility: The Role of Temporary Employment in Labour Adjustment

Shutao Cao and Danny Leung

10-26: Capital Requirement and Financial Frictions in Banking: Macroeconomic Implications

Ali Dib

10-25: The Effect of Exchange Rate Movements on Heterogeneous Plants: A Quantile Regression Analysis

Ben Tomlin and Loretta Fung

10-24: Banks, Credit Market Frictions, and Business Cycles

Ali Dib

10-23: Central Bank Haircut Policy

James Chapman, Jonathan Chiu and Miguel Molico

10-22: Liquidity Transformation and Bank Capital Requirements

Hajime Tomura

10-21: Identifying Asymmetric Comovements of International Stock Market Returns

Fuchun Li

10-20: An Assessment of the Bank of Canada's Term PRA Facility

Emanuella Enenajor, Alex Sebastian and Jonathan Witmer

10-19: A Model of Housing Stock for Canada

David Dupuis and Yi Zheng

10-18: Exchange Rate Fluctuations, Plant Turnover and Productivity

Ben Tomlin

10-17: The Transmission of Shocks to the Chinese Economy in a Global Context: A Model-Based Approach

Jeannine Bailliu and Patrick Blagrave

10-16: The Role of Expenditure Switching in the Global Imbalance Adjustment

Wei Dong

10-15: Inflation and Unemployment in Competitive Search Equilibrium

Mei Dong

10-14: International Capital Flows and Bond Risk Premia

Jesus Sierra

10-13: Estimating the Structure of the Payment Network in the LVTS: An Application of Estimating Communities in Network Data

James Chapman and Yinan Zhang

10-12: Financial Stress, Monetary Policy, and Economic Activity

Fuchun Li and Pierre St-Amant