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Staff Working Papers

From Bank of Canada
234 Wellington Street, Ottawa, Ontario, K1A 0G9, Canada.
Contact information at EDIRC.

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16-34: International Banking and Cross-Border Effects of Regulation: Lessons from Canada Downloads
Evren Damar and Adi Mordel
16-33: Relationships in the Interbank Market Downloads
Jonathan Chiu and Cyril Monnet
16-32: Global Macro Risks in Currency Excess Returns Downloads
Kimberly Berg and Nelson Mark
16-31: Housing Market Dynamics and Macroprudential Policy Downloads
Gabriel Bruneau, Ian Christensen and Cesaire Meh
16-30: Financial Inclusion—What’s it Worth? Downloads
Miguel Ampudia Fraile and Michael Ehrmann
16-29: Financial Crisis Interventions Downloads
Josef Schroth
16-28: The Real-Time Properties of the Bank of Canada’s Staff Output Gap Estimates Downloads
Julien Champagne, Guillaume Poulin-Bellisle and Rodrigo Sekkel
16-27: Timing of Banks’ Loan Loss Provisioning During the Crisis Downloads
Leo de Haan and Maarten van Oordt
16-26: The Impact of Bankruptcy Reform on Insolvency Choice and Consumer Credit Downloads
Jason Allen and Kiana Basiri
16-25: What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks Downloads
Laurent Ferrara and Pierre Guérin
16-24: Housing and Tax-Deferred Retirement Accounts Downloads
Anson Ho and Jie Zhou
16-23: Identification and Estimation of Risk Aversion in First-Price Auctions with Unobserved Auction Heterogeneity Downloads
Serafin Grundl and Yu Zhu
16-22: Estimating Systematic Risk Under Extremely Adverse Market Conditions Downloads
Maarten van Oordt and Chen Zhou
16-21: Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach Downloads
Fuchun Li and Hongyu Xiao
16-20: Retail Order Flow Segmentation Downloads
Corey Garriott and Adrian Walton
16-19: Should Monetary Policy Lean Against Housing Market Booms? Downloads
Sami Alpanda and Alexander Ueberfeldt
16-18: A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil Downloads
Christiane Baumeister and Lutz Kilian
16-17: Opaque Assets and Rollover Risk Downloads
Toni Ahnert and Benjamin Nelson
16-16: Asset Encumbrance, Bank Funding and Financial Fragility Downloads
Toni Ahnert, Kartik Anand, Prasanna Gai and James Chapman
16-15: How Fast Can China Grow? The Middle Kingdom’s Prospects to 2030 Downloads
Jeannine Bailliu, Mark Kruger, Argyn Toktamyssov and Wheaton Welbourn
16-14: A Bitcoin Standard: Lessons from the Gold Standard Downloads
Warren Weber
16-13: Government Corruption and Foreign Direct Investment Under the Threat of Expropriation Downloads
Christopher Hajzler and Jonathan Rosborough
16-12: Capital Structure, Pay Structure and Job Termination Downloads
Jason Allen and James Thompson
16-11: Dating Systemic Financial Stress Episodes in the EU Countries Downloads
Thibaut Duprey, Benjamin Klaus and Tuomas Peltonen
16-10: Measuring Systemic Risk Across Financial Market Infrastructures Downloads
Fuchun Li and Hector Perez Saiz
16-9: The Dynamics of Capital Flow Episodes Downloads
Christian Friedrich and Pierre Guérin
16-8: Wait a Minute: The Efficacy of Discounting versus Non-Pecuniary Payment Steering Downloads
Angelika Welte
16-7: Understanding Firms' Inflation Expectations Using the Bank of Canada's Business Outlook Survey Downloads
Simon Richards and Matthieu Verstraete
16-6: A Microfounded Design of Interconnectedness-Based Macroprudential Policy Downloads
José Fique
16-5: Macroeconomic Uncertainty Through the Lens of Professional Forecasters Downloads
Soojin Jo and Rodrigo Sekkel
16-4: To Share or Not to Share? Uncovered Losses in a Derivatives Clearinghouse Downloads
Radoslav Raykov
16-3: Monetary Commitment and the Level of Public Debt Downloads
Stefano Gnocchi and Luisa Lambertini
16-2: Agency Costs, Risk Shocks and International Cycles Downloads
Marc-André Letendre and Joel Wagner
16-1: Reconciling the Differences in Aggregate U.S. Wage Series Downloads
Julien Champagne, André Kurmann and Jay Stewart
15-47: Debt Overhang and Deleveraging in the US Household Sector: Gauging the Impact on Consumption Downloads
Bruno Albuquerque and Georgi Krustev
15-46: Tractable Term-Structure Models and the Zero Lower Bound Downloads
Anh Le, Bruno Feunou, Christian Lundblad and Jean-Sebastien Fontaine
15-45: Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries Downloads
Gabriel Bruneau and Kevin Moran
15-44: Emergency Liquidity Facilities, Signalling and Funding Costs Downloads
Céline Gauthier, Alfred Lehar, Hector Perez Saiz and Moez Souissi
15-43: On the Essentiality of E-Money Downloads
Jonathan Chiu and Tsz-Nga Wong
15-42: Speculators, Prices and Market Volatility Downloads
Celso Brunetti, Bahattin Buyuksahin and Jeffrey Harris
15-41: Monetary Policy and Financial Stability: Cross-Country Evidence Downloads
Christian Friedrich, Kristina Hess and Rose Cunningham
15-40: Credit Conditions and Consumption, House Prices and Debt: What Makes Canada Different? Downloads
John Muellbauer, Pierre St-Amant and David Williams
15-39: Option Valuation with Observable Volatility and Jump Dynamics Downloads
Peter Christoffersen, Bruno Feunou and Yoontae Jeon
15-38: Nowcasting BRIC+M in Real Time Downloads
Tatjana Dahlhaus, Justin-Damien Guenette and Garima Vasishtha
15-37: Domestic and Multilateral Effects of Capital Controls in Emerging Markets Downloads
Gurnain Pasricha, Matteo Falagiarda, Martin Bijsterbosch and Joshua Aizenman
15-36: Downside Variance Risk Premium Downloads
Bruno Feunou, Mohammad Jahan-Parvar and Cédric Okou
15-35: The Carrot and the Stick: The Business Cycle Implications of Incentive Pay in the Labor Search Model Downloads
Julien Champagne
15-34: Heterogeneity in the Dynamic Effects of Uncertainty on Investment Downloads
Sung Je Byun and Soojin Jo
15-33: Cheap But Flighty: How Global Imbalances Create Financial Fragility Downloads
Toni Ahnert and Enrico Perotti
15-32: Quantifying Contagion Risk in Funding Markets: A Model-Based Stress-Testing Approach Downloads
Kartik Anand, Céline Gauthier and Moez Souissi
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