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Staff Working Papers

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18-14: State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models Downloads
Luis Uzeda
18-13: Did U.S. Consumers Respond to the 2014–2015 Oil Price Shock? Evidence from the Consumer Expenditure Survey Downloads
Patrick Alexander and Louis Poirier
18-12: Can Media and Text Analytics Provide Insights into Labour Market Conditions in China? Downloads
Jeannine Bailliu, Xinfen Han, Mark Kruger, Yu-Hsien Liu and Sri Thanabalasingam
18-11: The Macroeconomic Effects of Quantitative Easing in the Euro Area: Evidence from an Estimated DSGE Model Downloads
Stefan Hohberger, Romanos Priftis and Lukas Vogel
18-10: Dismiss the Gap? A Real-Time Assessment of the Usefulness of Canadian Output Gaps in Forecasting Inflation Downloads
Lise Pichette, Marie-Noëlle Robitaille, Mohanad Salameh and Pierre St-Amant
18-9: The “Too Big to Fail” Subsidy in Canada: Some Estimates Downloads
Patricia Mora
18-8: High-Frequency Trading and Institutional Trading Costs Downloads
Marie Chen and Corey Garriott
18-7: Adverse Selection with Heterogeneously Informed Agents Downloads
S. Mohammad R. Davoodalhosseini
18-6: Home Equity Extraction and the Boom-Bust Cycle in Consumption and Residential Investment Downloads
Xiaoqing Zhou
18-5: What Drives Interbank Loans? Evidence from Canada Downloads
Narayan Bulusu and Pierre Guérin
18-3: Speed Segmentation on Exchanges: Competition for Slow Flow Downloads
Lisa Anderson, Emad Andrews, Baiju Devani, Michael Mueller and Adrian Walton
18-2: How Do Central Bank Projections and Forward Guidance Influence Private-Sector Forecasts? Downloads
Monica Jain and Christopher Sutherland
18-1: Capital-Goods Imports and US Growth Downloads
Michele Cavallo and Anthony Landry
17-61: Wage Dynamics and Returns to Unobserved Skill Downloads
Lance Lochner, Youngmin Park and Youngki Shin
17-60: Which Model to Forecast the Target Rate? Downloads
Maarten van Oordt
17-59: Credit Risk Transfer and Bank Insolvency Risk Downloads
Maarten van Oordt
17-58: Variance Premium, Downside Risk and Expected Stock Returns Downloads
Bruno Feunou, Ricardo Aliouchkin, Roméo Tedongap and Lai Xi
17-57: Credit Crunches from Occasionally Binding Bank Borrowing Constraints Downloads
Tom Holden, Paul Levine and Jonathan Swarbrick
17-56: Bitcoin Awareness and Usage in Canada Downloads
Christopher Henry, Kim Huynh and Gradon Nicholls
17-55: Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models Downloads
Bruno Feunou and Cédric Okou
17-54: What Drives Episodes of Settlement Fails in the Government of Canada Bond Market? Downloads
Jean-Sebastien Fontaine, James Pinnington and Adrian Walton
17-53: Competing Currencies in the Laboratory Downloads
Janet Hua Jiang and Cathy Zhang
17-52: Good Volatility, Bad Volatility and Option Pricing Downloads
Bruno Feunou and Cédric Okou
17-51: Identifying the Degree of Collusion Under Proportional Reduction Downloads
Oleksandr Shcherbakov and Naoki Wakamori
17-50: Is the Discretionary Income Effect of Oil Price Shocks a Hoax? Downloads
Christiane Baumeister, Lutz Kilian and Xiaoqing Zhou
17-49: The Causal Impact of Migration on US Trade: Evidence from Political Refugees Downloads
Walter Steingress
17-48: Optimal Interbank Regulation Downloads
Thomas Carter
17-47: Cash Versus Card: Payment Discontinuities and the Burden of Holding Coins Downloads
Heng Chen, Kim Huynh and Oz Shy
17-46: On the Tail Risk Premium in the Oil Market Downloads
Reinhard Ellwanger
17-45: Identification of Random Resource Shares in Collective Households Without Preference Similarity Restrictions Downloads
Geoffrey Dunbar, Arthur Lewbel and Krishna Pendakur
17-44: Measuring Limits of Arbitrage in Fixed-Income Markets Downloads
Jean-Sebastien Fontaine and Guillaume Nolin
17-43: The Mode is the Message: Using Predata as Exclusion Restrictions to Evaluate Survey Design Downloads
Heng Chen, Geoffrey Dunbar and Rallye Shen
17-42: Policy Rules for Capital Controls Downloads
Gurnain Pasricha
17-41: Global Trade Flows: Revisiting the Exchange Rate Elasticities Downloads
Matthieu Bussiere, Guillaume Gaulier and Walter Steingress
17-40: Government Spending Multipliers Under the Zero Lower Bound: Evidence from Japan Downloads
Wataru Miyamoto, Thuy Lan Nguyen and Dmitriy Sergeyev
17-39: Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada Downloads
Julien Champagne and Rodrigo Sekkel
17-38: A Counterfactual Valuation of the Stock Index as a Predictor of Crashes Downloads
Tom Roberts
17-37: Aggregate Fluctuations and the Role of Trade Credit Downloads
Lin Shao
17-36: The Rise of Non-Regulated Financial Intermediaries in the Housing Sector and its Macroeconomic Implications Downloads
Hélène Desgagnés
17-35: Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol? Downloads
Christiane Baumeister, Reinhard Ellwanger and Lutz Kilian
17-34: Cross-Border Bank Flows and Monetary Policy: Implications for Canada Downloads
Ricardo Correa, Teodora Paligorova, Horacio Sapriza and Andrei Zlate
17-33: Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions Downloads
Antonio Diez de los Rios
17-32: How to Predict Financial Stress? An Assessment of Markov Switching Models Downloads
Thibaut Duprey and Benjamin Klaus
17-31: Downward Nominal Wage Rigidity in Canada: Evidence Against a “Greasing Effect” Downloads
Joel Wagner
17-30: Retrieving Implied Financial Networks from Bank Balance-Sheet and Market Data Downloads
José Fique
17-29: Information Contagion and Systemic Risk Downloads
Toni Ahnert and Co-Pierre Georg
17-28: Adoption of a New Payment Method: Theory and Experimental Evidence Downloads
Jasmina Arifovic, John Duffy and Janet Hua Jiang
17-27: Firm Heterogeneity, Technological Adoption, and Urbanization: Theory and Measurement Downloads
Alex Chernoff
17-26: Quantitative Easing and Long-Term Yields in Small Open Economies Downloads
Antonio Diez de los Rios and Maral Shamloo
17-25: Monetary Policy Implementation in a Negative Rate Environment Downloads
Michael Boutros and Jonathan Witmer
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