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Staff Working Papers

From Bank of Canada
234 Wellington Street, Ottawa, Ontario, K1A 0G9, Canada.
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14-58: Addressing Household Indebtedness: Monetary, Fiscal or Macroprudential Policy? Downloads
Sami Alpanda and Sarah Zubairy
14-57: International Spillovers of Policy Uncertainty Downloads
Stefan Klößner and Rodrigo Sekkel
14-56: High-Frequency Trading around Macroeconomic News Announcements: Evidence from the U.S. Treasury Market Downloads
George Jiang, Ingrid Lo and Giorgio Valente
14-55: Persistent Leverage in Portfolio Sorts: An Artifact of Measurement Error? Downloads
Michael Mueller
14-54: International House Price Cycles, Monetary Policy and Risk Premiums Downloads
Gregory Bauer
14-53: The Impact of U.S. Monetary Policy Normalization on Capital Flows to Emerging-Market Economies Downloads
Tatjana Dahlhaus and Garima Vasishtha
14-52: Targeting Inflation from Below - How Do Inflation Expectations Behave? Downloads
Michael Ehrmann
14-51: Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings Downloads
Sermin Gungor and Richard Luger
14-50: The Effect of the Federal Reserve’s Tapering Announcements on Emerging Markets Downloads
Vikram Rai and Lena Suchanek
14-49: Credit Market Frictions and Sudden Stops Downloads
Yuko Imura
14-48: The Propagation of Industrial Business Cycles Downloads
Maximo Camacho and Danilo Leiva-Leon
14-47: Labour Share Fluctuations in Emerging Markets: The Role of the Cost of Borrowing Downloads
Serdar Kabaca
14-46: Are There Gains from Pooling Real-Time Oil Price Forecasts? Downloads
Christiane Baumeister, Lutz Kilian and Thomas Lee
14-45: On the Importance of Sales for Aggregate Price Flexibility Downloads
Oleksiy Kryvtsov and Nicolas Vincent
14-44: The Role of Card Acceptance in the Transaction Demand for Money Downloads
Kim Huynh, Philipp Schmidt-Dengler and Helmut Stix
14-43: International Transmission Channels of U.S. Quantitative Easing: Evidence from Canada Downloads
Tatjana Dahlhaus, Kristina Hess and Abeer Reza
14-42: What Does the Convenience Yield Curve Tell Us about the Crude Oil Market? Downloads
Ron Alquist, Gregory Bauer and Antonio Diez de los Rios
14-41: Improving Public Equity Markets? No Pain, No Gain Downloads
Katya Kartashova
14-40: Balance Sheets of Financial Intermediaries: Do They Forecast Economic Activity? Downloads
Rodrigo Sekkel
14-39: Real-Time Nowcasting of Nominal GDP Under Structural Breaks Downloads
William Barnett, Marcelle Chauvet and Danilo Leiva-Leon
14-38: A New Approach to Infer Changes in the Synchronization of Business Cycle Phases Downloads
Danilo Leiva-Leon
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
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