Staff Working Papers

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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

10-11: Idiosyncratic Coskewness and Equity Return Anomalies

Fousseni Chabi-Yo and Jun Yang

10-10: On the Advantages of Disaggregated Data: Insights from Forecasting the U.S. Economy in a Data-Rich Environment

Nikita Perevalov and Philipp Maier

10-9: Alternative Optimized Monetary Policy Rules in Multi-Sector Small Open Economies: The Role of Real Rigidities

Carlos de Resende, Ali Dib and Maral Kichian

10-8: Price Level Targeting: What Is the Right Price?

Malik Shukayev and Alexander Ueberfeldt

10-7: Time Variation in Okun's Law: A Canada and U.S. Comparison

Kimberly Beaton

10-6: Assembling a Real-Financial Micro-Dataset for Canadian Households

Umar Faruqui

10-5: What Drives Exchange Rates? New Evidence from a Panel of U.S. Dollar Bilateral Exchange Rates

Jean-Philippe Cayen, Donald Coletti, René Lalonde and Philipp Maier

10-4: Macroprudential Regulation and Systemic Capital Requirements

Céline Gauthier, Alfred Lehar and Moez Souissi

10-3: Corporate Risk Taking and Ownership Structure

Teodora Paligorova

10-2: Labour Reallocation, Relative Prices and Productivity

Shutao Cao and Danny Leung

10-1: Search Frictions and Asset Price Volatility

B Ravikumar and Enchuan Shao

09-36: Real and Nominal Frictions within the Firm: How Lumpy Investment Matters for Price Adjustment

Michael Johnston

09-35: Estimating DSGE-Model-Consistent Trends for Use in Forecasting

Jean-Philippe Cayen, Marc-André Gosselin and Sharon Kozicki

09-34: A Consistent Test for Multivariate Conditional Distributions

Fuchun Li and Greg Tkacz

09-33: How Changes in Oil Prices Affect the Macroeconomy

Brian DePratto, Carlos de Resende and Philipp Maier

09-32: Optimal Monetary Policy during Endogenous Housing-Market Boom-Bust Cycles

Hajime Tomura

09-31: Real Time Detection of Structural Breaks in GARCH Models

Zhongfang He and John Maheu

09-30: Cross-border Mergers and Hollowing-out

Oana Secrieru and Marianne Vigneault

09-29: Exchange Rate Pass-through and Monetary Policy: How Strong is the Link?

Stephen Murchison

09-28: Bond Liquidity Premia

Jean-Sebastien Fontaine and René Garcia

09-27: Risk Premium Shocks and the Zero Bound on Nominal Interest Rates

Robert Amano and Malik Shukayev

09-26: Consumption, Housing Collateral, and the Canadian Business Cycle

Ian Christensen, Paul Corrigan, Caterina Mendicino and Shin-Ichi Nishiyama

09-25: Credit Constraints and Consumer Spending

Kimberly Beaton

09-24: Resurrecting the Role of Real Money Balance Effects

José Dorich

09-23: Short Changed? The Market's Reaction to the Short Sale Ban of 2008

Louis Gagnon and Jonathan Witmer

09-22: Productivity, the Terms of Trade, and the Real Exchange Rate: The Balassa-Samuelson Hypothesis Revisited

Ehsan Choudhri and Lawrence Schembri

09-21: Structural Inflation Models with Real Wage Rigidities: The Case of Canada

Jean-Marie Dufour, Lynda Khalaf and Maral Kichian

09-20: Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness

Bruno Feunou, Jean-Sebastien Fontaine and Roméo Tedongap

09-19: Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit

Jean-Marie Dufour, Lynda Khalaf and Maral Kichian

09-18: Simulations du ratio du service de la dette des consommateurs en utilisant des données micro

Ramdane Djoudad

09-17: Adopting Price-Level Targeting under Imperfect Credibility in ToTEM

Gino Cateau, Oleksiy Kryvtsov, Malik Shukayev and Alexander Ueberfeldt

09-16: Real Effects of Price Stability with Endogenous Nominal Indexation

Cesaire Meh, Vincenzo Quadrini and Yaz Terajima