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Staff Working Papers

From Bank of Canada
234 Wellington Street, Ottawa, Ontario, K1A 0G9, Canada.
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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
13-40: Unemployment Fluctuations in a Small Open-Economy Model with Segmented Labour Markets: The Case of Canada Downloads
Yahong Zhang
13-39: The Financialization of Food? Downloads
Valentina Bruno, Bahattin Buyuksahin and Michel Robe
13-38: Some Economics of Private Digital Currency Downloads
Joshua Gans and Hanna Halaburda
13-37: Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility Downloads
Bo Young Chang and Bruno Feunou
13-36: Public/Private Transitions and Firm Financing Downloads
Kim Huynh, Teodora Paligorova and Robert Petrunia
13-35: The Common Component of CPI: An Alternative Measure of Underlying Inflation for Canada Downloads
Mikael Khan, Louis Morel and Patrick Sabourin
13-34: The Safety of Government Debt Downloads
Kartik Anand and Prasanna Gai
13-33: Housing and Tax Policy Downloads
Sami Alpanda and Sarah Zubairy
13-32: Which Parametric Model for Conditional Skewness? Downloads
Bruno Feunou, Mohammad Jahan-Parvar and Roméo Tedongap
13-31: The ‘Celtic Crisis’: Guarantees, Transparency and Systemic Liquidity Risk Downloads
Philipp König, Kartik Anand and Frank Heinemann
13-30: Endogenous Trade Participation with Incomplete Exchange Rate Pass-Through Downloads
Yuko Imura
13-29: Volatility and Liquidity Costs Downloads
Selma Chaker
13-28: Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach Downloads
Christiane Baumeister and Lutz Kilian
13-27: Analyzing Fiscal Sustainability Downloads
Huixin Bi and Eric Leeper
13-26: Uncertain Fiscal Consolidations Downloads
Huixin Bi, Eric Leeper and Campbell Leith
13-25: Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis Downloads
Christiane Baumeister, Lutz Kilian and Xiaoqing Zhou
13-24: Is There a Quality Bias in the Canadian CPI? Evidence from Micro Data Downloads
Oleksiy Kryvtsov
13-23: A Blessing in Disguise: The Implications of High Global Oil Prices for the North American Market Downloads
Ron Alquist and Justin-Damien Guenette
13-22: The Threat of Counterfeiting in Competitive Search Equilibrium Downloads
Enchuan Shao
13-21: Why Do Emerging Markets Liberalize Capital Outflow Controls? Fiscal versus Net Capital Flow Concerns Downloads
Joshua Aizenman and Gurnain Pasricha
13-20: Money Market Rates and Retail Interest Regulation in China: The Disconnect between Interbank and Retail Credit Conditions Downloads
Nathan Porter and TengTeng Xu
13-19: Business Cycle Effects of Credit Shocks in a DSGE Model with Firm Defaults Downloads
M Pesaran and TengTeng Xu
13-18: Booms and Busts in House Prices Explained by Constraints in Housing Supply Downloads
Narayan Bulusu, Jefferson Duarte and Carles Vergara-Alert
13-17: Fire-Sale FDI or Business as Usual? Downloads
Ron Alquist, Rahul Mukherjee and Linda Tesar
13-16: Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances Downloads
Sermin Gungor and Richard Luger
13-15: What Central Bankers Need to Know about Forecasting Oil Prices Downloads
Christiane Baumeister and Lutz Kilian
13-14: Are Sunspots Learnable? An Experimental Investigation in a Simple General-Equilibrium Model Downloads
Jasmina Arifovic, George Evans and Olena Kostyshyna
13-13: A Semiparametric Early Warning Model of Financial Stress Events Downloads
Ian Christensen and Fuchun Li
13-12: Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics Downloads
Jianjian Jin
13-11: Forecasting with Many Models: Model Confidence Sets and Forecast Combination Downloads
Jon Samuels and Rodrigo Sekkel
13-10: A New Linear Estimator for Gaussian Dynamic Term Structure Models Downloads
Antonio Diez de los Rios
13-9: An Equilibrium Analysis of the Rise in House Prices and Mortgage Debt Downloads
Shaofeng Xu
13-8: Countercyclical Bank Capital Requirement and Optimized Monetary Policy Rules Downloads
Carlos de Resende, Ali Dib, René Lalonde and Nikita Perevalov
13-7: A Tractable Monetary Model Under General Preferences Downloads
Tsz-Nga Wong
13-6: To Link or Not To Link? Netting and Exposures Between Central Counterparties Downloads
Stacey Anderson, Jean-Philippe Dion and Hector Perez Saiz
13-5: Market Structure and Cost Pass-Through in Retail Downloads
Gee Hong and Nicholas Li
13-4: Financial Development and the Volatility of Income Downloads
Tiago Pinheiro, Francisco Rivadeneyra and Marc Teignier
13-3: Real-financial Linkages through Loan Default and Bank Capital Downloads
Tamon Takamura
13-2: House Prices, Consumption and the Role of Non-Mortgage Debt Downloads
Katya Kartashova and Ben Tomlin
13-1: The Cyclicality of Sales, Regular and Effective Prices: Business Cycle and Policy Implications Downloads
Olivier Coibion, Yuriy Gorodnichenko and Gee Hong
12-43: On the Welfare Effects of Credit Arrangements Downloads
Jonathan Chiu, Mei Dong and Enchuan Shao
12-42: Financial Crisis Resolution Downloads
Josef Schroth
12-41: Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy Downloads
Jean-Sebastien Fontaine
12-40: The Effects of Oil Price Uncertainty on the Macroeconomy Downloads
Soojin Jo
12-39: Consumer Interest Rates and Retail Mutual Fund Flows Downloads
Jesus Sierra Jimenez
12-38: Liquidity and Central Clearing: Evidence from the CDS Market Downloads
Joshua Slive, Jonathan Witmer and Elizabeth Woodman
12-37: Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields Downloads
Bruno Feunou and Jean-Sebastien Fontaine
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