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Staff Working Papers

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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 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
15-31: Exchange Rate Pass-Through, Currency of Invoicing and Market Share Downloads
Michael Devereux, Wei Dong and Ben Tomlin
15-30: The Endogenous Relative Price of Investment Downloads
Joel Wagner
15-29: Examining Full Collateral Coverage in Canada’s Large Value Transfer System Downloads
Lana Embree and Varya Taylor
15-28: Revisiting National Border Effects in Foreign Trade in Goods of Canadian Provinces Downloads
Farrukh Suvankulov
15-27: Risk Sharing in the Presence of a Public Good Downloads
Josef Schroth
15-26: On the Welfare Cost of Rare Housing Disasters Downloads
Shaofeng Xu
15-25: Managerial Compensation Duration and Stock Price Manipulation Downloads
Josef Schroth
15-24: Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data Downloads
Pierre Guérin and Danilo Leiva-Leon
15-23: Revisiting the Macroeconomic Impact of Oil Shocks in Asian Economies Downloads
Juncal Cuñado, Soojin Jo and Fernando Pérez de Gracia
15-22: Sheltered Income: Estimating Income Under-Reporting in Canada, 1998 and 2004 Downloads
Geoffrey Dunbar and Chunling Fu
15-21: Large-Scale Asset Purchases: Impact on Commodity Prices and International Spillover Effects Downloads
Sharon Kozicki, Eric Santor and Lena Suchanek
15-20: Changes in Payment Timing in Canada’s Large Value Transfer System Downloads
Yinan Nellie Zhang
15-19: International Transmission of Credit Shocks in an Equilibrium Model with Production Heterogeneity Downloads
Yuko Imura and Julia Thomas
15-18: Government and Private E-Money-Like Systems: Federal Reserve Notes and National Bank Notes Downloads
Warren Weber
15-17: Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates Downloads
Fuchun Li
15-16: Exploring Differences in Household Debt Across Euro Area Countries and the United States Downloads
Dimitris Christelis, Michael Ehrmann and Dimitris Georgarakos
15-15: Household Stockholding Behavior During the Great Financial Crisis Downloads
Jie Zhou
15-14: A Wake-Up-Call Theory of Contagion Downloads
Toni Ahnert and Christoph Bertsch
15-13: Euro Area Government Bonds—Integration and Fragmentation During the Sovereign Debt Crisis Downloads
Michael Ehrmann and Marcel Fratzscher
15-12: Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns Downloads
Jean-Sebastien Fontaine, René Garcia and Sermin Gungor
15-11: Fourier Inversion Formulas for Multiple-Asset Option Pricing Downloads
Bruno Feunou and Ernest Tafolong
15-10: Effects of Funding Portfolios on the Credit Supply of Canadian Banks Downloads
Evren Damar, Cesaire Meh and Yaz Terajima
15-9: Securitization under Asymmetric Information over the Business Cycle Downloads
Martin Kuncl
15-8: What Drives Bank-Intermediated Trade Finance? Evidence from Cross-Country Analysis Downloads
Jose Maria Serena Garralda and Garima Vasishtha
15-7: Information, Risk Sharing and Incentives in Agency Problems Downloads
Jia Xie
15-6: A New Data Set of Quarterly Total Factor Productivity in the Canadian Business Sector Downloads
Shutao Cao and Sharon Kozicki
15-5: Motivations for Capital Controls and Their Effectiveness Downloads
Radhika Pandey, Gurnain Pasricha, Ila Patnaik and Ajay Shah
15-4: Does Financial Integration Increase Welfare? Evidence from International Household-Level Data Downloads
Christian Friedrich
15-3: The Efficiency of Private E-Money-Like Systems: The U.S. Experience with National Bank Notes Downloads
Warren Weber
15-2: International Spillovers of Large-Scale Asset Purchases Downloads
Sami Alpanda and Serdar Kabaca
15-1: Immigrants and Mortgage Delinquency in the United States Downloads
Zhenguo Lin, Yingchun Liu and Jia Xie
14-59: Demographics and the Demand for Currency Downloads
Geoffrey Dunbar
14-58: Addressing Household Indebtedness: Monetary, Fiscal or Macroprudential Policy? Downloads
Sami Alpanda and Sarah Zubairy
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