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Staff Working Papers

From Bank of Canada
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12-36: The Role of Credit in International Business Cycles Downloads
TengTeng Xu
12-35: When Lower Risk Increases Profit: Competition and Control of a Central Counterparty Downloads
Jean-Sebastien Fontaine, Hector Perez Saiz and Joshua Slive
12-34: The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation Downloads
Peter Christoffersen, Bruno Feunou, Kris Jacobs and Nour Meddahi
12-33: Financial Conditions and the Money-Output Relationship in Canada Downloads
Maral Kichian
12-32: China’s Emergence in the World Economy and Business Cycles in Latin America Downloads
Ambrogio Cesa-Bianchi, M Pesaran, Alessandro Rebucci and TengTeng Xu
12-31: The Evolution of Canada’s Global Export Market Share Downloads
Daniel de Munnik, Jocelyn Jacob and Wesley Sze
12-30: Price Negotiation in Differentiated Products Markets: Evidence from the Canadian Mortgage Market Downloads
Jason Allen, Robert Clark and Jean-François Houde
12-29: Efficiency and Bargaining Power in the Interbank Loan Market Downloads
Jason Allen, James Chapman, Federico Echenique and Matthew Shum
12-28: What Drags and Drives Mobility: Explaining Canada’s Aggregate Migration Patterns Downloads
David Amirault, Daniel de Munnik and Sarah Miller
12-27: Systematic Risk, Debt Maturity and the Term Structure of Credit Spreads Downloads
Hui Chen, Yu Xu and Jun Yang
12-26: Natural Monopoly and Distorted Competition: Evidence from Unbundling Fiber-Optic Networks Downloads
Naoaki Minamihashi
12-25: Does the Buck Stop Here? A Comparison of Withdrawals from Money Market Mutual Funds with Floating and Constant Share Prices Downloads
Jonathan Witmer
12-24: Why Do Shoppers Use Cash? Evidence from Shopping Diary Data Downloads
Naoki Wakamori and Angelika Welte
12-23: Inflation and Growth: A New Keynesian Perspective Downloads
Robert Amano, Thomas Carter and Kevin Moran
12-22: The Ex-Ante Versus Ex-Post Effect of Public Guarantees Downloads
Evren Damar, Reint Gropp and Adi Mordel
12-21: Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound Downloads
Christiane Baumeister and Luca Benati
12-20: The Sensitivity of Producer Prices to Exchange Rates: Insights from Micro Data Downloads
Shutao Cao, Wei Dong and Ben Tomlin
12-19: International Business Cycles and Financial Frictions Downloads
Wen Yao
12-18: Consumer Bankruptcy and Information Downloads
Jason Allen, Evren Damar and David Martinez-Miera
12-17: On the Existence and Fragility of Repo Markets Downloads
Hajime Tomura
12-16: Commodities and Monetary Policy: Implications for Inflation and Price Level Targeting Downloads
Donald Coletti, René Lalonde, Paul Masson, Dirk Muir and Stephen Snudden
12-15: Estimating the Demand for Settlement Balances in the Canadian Large Value Transfer System Downloads
Yinan Nellie Zhang
12-14: The Impact of Retail Payment Innovations on Cash Usage Downloads
Ben Fung, Kim Huynh and Leonard Sabetti
12-13: Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics Downloads
Christiane Baumeister, Philip Liu and Haroon Mumtaz
12-12: House Price Dynamics: Fundamentals and Expectations Downloads
Eleonora Granziera and Sharon Kozicki
12-11: Risk Premium, Variance Premium and the Maturity Structure of Uncertainty Downloads
Bruno Feunou, Jean-Sebastien Fontaine, Abderrahim Taamouti and Roméo Tedongap
12-10: When Is It Less Costly for Risky Firms to Borrow? Evidence from the Bank Risk-Taking Channel of Monetary Policy Downloads
Teodora Paligorova and Joao Santos
12-9: Central Bank Communication or the Media’s Interpretation: What Moves Markets? Downloads
Scott Hendry
12-8: Growth in Emerging Market Economies and the Commodity Boom of 2003–2008: Evidence from Growth Forecast Revisions Downloads
Elif Arbatli and Garima Vasishtha
12-7: Short-Term Forecasting of the Japanese Economy Using Factor Models Downloads
Claudia Godbout and Marco Lombardi
12-6: Macroprudential Rules and Monetary Policy when Financial Frictions Matter Downloads
Jeannine Bailliu, Cesaire Meh and Yahong Zhang
12-5: An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks Downloads
Gregory Bauer and Antonio Diez de los Rios
12-4: Price Competition and Concentration in Search and Negotiation Markets: Evidence from Mortgage Lending Downloads
Jason Allen, Robert Clark and Jean-François Houde
12-3: Fooled by Search: Housing Prices, Turnover and Bubbles Downloads
Brian Peterson
12-2: Time-Varying Effects of Oil Supply Shocks on the U.S. Economy Downloads
Christiane Baumeister and Gert Peersman
12-1: Real-Time Analysis of Oil Price Risks Using Forecast Scenarios Downloads
Christiane Baumeister and Lutz Kilian
11-32: Bank Leverage Regulation and Macroeconomic Dynamics Downloads
Ian Christensen, Cesaire Meh and Kevin Moran
11-31: Do Low Interest Rates Sow the Seeds of Financial Crises? Downloads
Simona Cociuba, Malik Shukayev and Alexander Ueberfeldt
11-30: Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery Downloads
Jonathan Chiu and Thorsten Koeppl
11-29: Effectiveness of Capital Controls in India: Evidence from the Offshore NDF Market Downloads
Michael Hutchison, Gurnain Pasricha and Nirvikar Singh
11-28: The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market Downloads
Christiane Baumeister and Gert Peersman
11-27: Portfolio Considerations in Differentiated Product Purchases: An Application to the Japanese Automobile Market Downloads
Naoki Wakamori
11-26: Security Transaction Taxes and Market Quality Downloads
Anna Pomeranets and Daniel Weaver
11-25: Innovation and Growth with Financial, and Other, Frictions Downloads
Jonathan Chiu, Cesaire Meh and Randall Wright
11-24: Determinants of Financial Stress and Recovery during the Great Recession Downloads
Joshua Aizenman and Gurnain Pasricha
11-23: How Do You Pay? The Role of Incentives at the Point-of-Sale Downloads
Carlos Arango, Kim Huynh and Leonard Sabetti
11-22: Money and Price Posting under Private Information Downloads
Mei Dong and Janet Hua Jiang
11-21: Fixed-Term and Permanent Employment Contracts: Theory and Evidence Downloads
Shutao Cao, Enchuan Shao and Pedro Silos
11-20: A Stochastic Volatility Model with Conditional Skewness Downloads
Bruno Feunou and Roméo Tedongap
11-19: Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach Downloads
Toni Gravelle and Fuchun Li
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