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Staff Working Papers

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18-35: The Impact of Government Debt Supply on Bond Market Liquidity: An Empirical Analysis of the Canadian Market Downloads
Jeffrey Gao, Jianjian Jin and Jacob Thompson
18-34: Incentive Compatibility on the Blockchain Downloads
Jonathan Chiu and Thorsten Koeppl
18-33: Following the Money: Evidence for the Portfolio Balance Channel of Quantitative Easing Downloads
Itay Goldstein, Jonathan Witmer and Jing Yang
18-32: Sources of Borrowing and Fiscal Multipliers Downloads
Romanos Priftis and Srecko Zimic
18-31: Does Outward Foreign Investment Matter for Canadian Productivity? Evidence from Greenfield Investments Downloads
Naveen Rai, Lena Suchanek and Maria Bernier
18-30: The BoC-BoE Sovereign Default Database Revisited: What’s New in 2018? Downloads
David Beers and Jamshid Mavalwalla
18-29: A Look Inside the Box: Combining Aggregate and Marginal Distributions to Identify Joint Distributions Downloads
Marie-Helene Felt
18-28: Bootstrapping Mean Squared Errors of Robust Small-Area Estimators: Application to the Method-of-Payments Data Downloads
Valéry Jiongo and Pierre Nguimkeu
18-27: Swedish Riksbank Notes and Enskilda Bank Notes: Lessons for Digital Currencies Downloads
Ben Fung, Scott Hendry and Warren Weber
18-26: Reconciling Jaimovich-Rebelo Preferences, Habit in Consumption and Labor Supply Downloads
Tom Holden, Paul Levine and Jonathan Swarbrick
18-25: On the Evolution of the United Kingdom Price Distributions Downloads
Ba Chu, Kim Huynh, David Jacho-Chávez and Oleksiy Kryvtsov
18-24: Ambiguity, Nominal Bond Yields and Real Bond Yields Downloads
Guihai Zhao
18-23: Noisy Monetary Policy Downloads
Tatjana Dahlhaus and Luca Gambetti
18-22: Uncovered Return Parity: Equity Returns and Currency Returns Downloads
Edouard Djeutem and Geoffrey Dunbar
18-21: Analysis of Asymmetric GARCH Volatility Models with Applications to Margin Measurement Downloads
Elena Goldman and Xiangjin Shen
18-20: The (Un)Demand for Money in Canada Downloads
Geoffrey Dunbar and Casey Jones
18-19: The Political Impact of Immigration: Evidence from the United States Downloads
Anna Maria Mayda, Giovanni Peri and Walter Steingress
18-18: Housing Price Network Effects from Public Transit Investment: Evidence from Vancouver Downloads
Alex Chernoff and Andrea Craig
18-17: Could a Higher Inflation Target Enhance Macroeconomic Stability? Downloads
José Dorich, Nicholas Labelle, Vadym Lepetyuk and Rhys Mendes
18-16: Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays Downloads
Michael Brolley and David Cimon
18-15: Firm Dynamics and Multifactor Productivity: An Empirical Exploration Downloads
Pierre St-Amant and David Tessier
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
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