Staff Working Papers

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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

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