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Staff Working Papers

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14-37: Predicting Financial Stress Events: A Signal Extraction Approach Downloads
Ian Christensen and Fuchun Li
14-36: Global Inflation Dynamics in the Post-Crisis Period: What Explains the Twin Puzzle? Downloads
Christian Friedrich
14-35: Search Frictions, Financial Frictions and Labour Market Fluctuations in Emerging Markets Downloads
Sumru Altug and Serdar Kabaca
14-34: Housework and Fiscal Expansions Downloads
Stefano Gnocchi, Daniela Hauser and Evi Pappa
14-33: Competition in the Cryptocurrency Market Downloads
Neil Gandal and Hanna Halaburda
14-32: Commodity Price Co-Movement and Global Economic Activity Downloads
Ron Alquist and Olivier Coibion
14-31: Capital Flows and Macroprudential Policies - A Multilateral Assessment of Effectiveness and Externalities Downloads
John Beirne and Christian Friedrich
14-30: Information, Amplification and Financial Crisis Downloads
Toni Ahnert and Ali Kakhbod
14-29: Optimal Margining and Margin Relief in Centrally Cleared Derivatives Markets Downloads
Radoslav Raykov
14-28: Consumer Attitudes and the Epidemiology of Inflation Expectations Downloads
Michael Ehrmann, Damjan Pfajfar and Emiliano Santoro
14-27: Retail Payment Innovations and Cash Usage: Accounting for Attrition Using Refreshment Samples Downloads
Heng Chen, Marie-Helene Felt and Kim Huynh
14-26: Filling in the Blanks: Network Structure and Interbank Contagion Downloads
Kartik Anand, Ben Craig and Goetz von Peter
14-25: Improving Overnight Loan Identification in Payments Systems Downloads
Mark Rempel
14-24: Sheep in Wolf’s Clothing: Using the Least Squares Criterion for Quantile Estimation Downloads
Heng Chen
14-23: Rollover Risk, Liquidity and Macroprudential Regulation Downloads
Toni Ahnert
14-22: Understanding the Cash Demand Puzzle Downloads
Janet Hua Jiang and Enchuan Shao
14-21: Monetary Policy Transmission during Financial Crises: An Empirical Analysis Downloads
Tatjana Dahlhaus
14-20: Consumer Cash Usage: A Cross-Country Comparison with Payment Diary Survey Data Downloads
John Bagnall, David Bounie, Kim Huynh, Anneke Kosse, Tobias Schmidt, Scott Schuh and Helmut Stix
14-19: High-Frequency Trading Competition Downloads
Jonathan Brogaard, Corey Garriott and Anna Pomeranets
14-18: Interest on Cash, Fundamental Value Process and Bubble Formation on Experimental Asset Markets Downloads
Giovanni Giusti, Janet Hua Jiang and Yiping Xu
14-17: Multiple Fixed Effects in Binary Response Panel Data Models Downloads
Karyne Charbonneau
14-16: E-Money: Efficiency, Stability and Optimal Policy Downloads
Jonathan Chiu and Tsz-Nga Wong
14-15: The Efficiency of Private E-Money-Like Systems: The U.S. Experience with State Bank Notes Downloads
Warren Weber
14-14: Uncertain Costs and Vertical Differentiation in an Insurance Duopoly Downloads
Radoslav Raykov
14-13: Bond Risk Premia and Gaussian Term Structure Models Downloads
Bruno Feunou and Jean-Sebastien Fontaine
14-12: Do Sunspots Matter? Evidence from an Experimental Study of Bank Runs Downloads
Jasmina Arifovic and Janet Hua Jiang
14-11: Do High-Frequency Financial Data Help Forecast Oil Prices? The MIDAS Touch at Work Downloads
Christiane Baumeister, Pierre Guérin and Lutz Kilian
14-10: Macroeconomic Experiences and Risk Taking of Euro Area Households Downloads
Miguel Ampudia Fraile and Michael Ehrmann
14-9: Labor Market Participation, Unemployment and Monetary Policy Downloads
Alessia Campolmi and Stefano Gnocchi
14-8: Rollover Risk and the Maturity Transformation Function of Banks Downloads
Teodora Paligorova and Joao Santos
14-7: Banks’ Financial Distress, Lending Supply and Consumption Expenditure Downloads
Evren Damar, Reint Gropp and Adi Mordel
14-6: A Policy Model to Analyze Macroprudential Regulations and Monetary Policy Downloads
Sami Alpanda, Gino Cateau and Cesaire Meh
14-5: Corporate Governance, Product Market Competition and Debt Financing Downloads
Teodora Paligorova and Jun Yang
14-4: Technology Shocks, Labour Mobility and Aggregate Fluctuations Downloads
Daniela Hauser
14-3: Search-for-Yield in Canadian Fixed-Income Mutual Funds and Monetary Policy Downloads
Sermin Gungor and Jesus Sierra Jimenez
14-2: It Hurts (Stock Prices) When Your Team Is About to Lose a Soccer Match Downloads
Michael Ehrmann and David-Jan Jansen
14-1: Household Risk Management and Actual Mortgage Choice in the Euro Area Downloads
Michael Ehrmann and Michael Ziegelmeyer
13-53: Cash Management and Payment Choices: A Simulation Model with International Comparisons Downloads
Carlos Arango, Yassine Bouhdaoui, David Bounie, Martina Eschelbach and Lola Hernandez
13-52: Do Oil Price Increases Cause Higher Food Prices? Downloads
Christiane Baumeister and Lutz Kilian
13-51: Regime Switches in the Risk-Return Trade-Off Downloads
Eric Ghysels, Pierre Guérin and Massimiliano Marcellino
13-50: Funding Advantage and Market Discipline in the Canadian Banking Sector Downloads
Mehdi Beyhaghi, Chris D'Souza and Gordon Roberts
13-49: A Distributional Approach to Realized Volatility Downloads
Selma Chaker and Nour Meddahi
13-48: Volatility Forecasting when the Noise Variance Is Time-Varying Downloads
Selma Chaker and Nour Meddahi
13-47: CoMargin Downloads
Selma Chaker and Nour Meddahi
13-46: Heterogeneous Returns to U.S. College Selectivity and the Value of Graduate Degree Attainment Downloads
Mai Seki
13-45: Expansion of Higher Education, Employment and Wages: Evidence from the Russian Transition Downloads
Natalia Kyui
13-44: Expectations and Monetary Policy: Experimental Evidence Downloads
Oleksiy Kryvtsov and Luba Petersen
13-43: Perceived Inflation Persistence Downloads
Monica Jain
13-42: High-Frequency Real Economic Activity Indicator for Canada Downloads
Gitanjali Kumar
13-41: Central Bank Communications Before, During and After the Crisis: From Open-Market Operations to Open-Mouth Policy Downloads
Ianthi Vayid
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