Canada - Central Bank Research Hub

Title Author(s)

Effectiveness of Capital Controls in India: Evidence from the Offshore NDF Market

Bank of Canada Working papers [View] (Paper: 2011-29, 08.12.2011)

The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market

Bank of Canada Working papers [View] (Paper: 2011-28, 30.11.2011)

Portfolio Considerations in Differentiated Product Purchases: An Application to the Japanese Automobile Market

Bank of Canada Working papers [View] (Paper: 2011-27, 29.11.2011)

Security Transaction Taxes and Market Quality

Bank of Canada Working papers [View] (Paper: 2011-26, 24.11.2011)

Innovation and Growth with Financial, and Other, Frictions

Bank of Canada Working papers [View] (Paper: 2011-25, 05.11.2011)

Determinants of Financial Stress and Recovery during the Great Recession

Bank of Canada Working papers [View] (Paper: 2011-24, 05.11.2011)

How Do You Pay? The Role of Incentives at the Point-of-Sale

Bank of Canada Working papers [View] (Paper: 2011-23, 28.10.2011)

Money and Price Posting under Private Information

Bank of Canada Working papers [View] (Paper: 2011-22, 18.10.2011)

Fixed-Term and Permanent Employment Contracts: Theory and Evidence

Bank of Canada Working papers [View] (Paper: 2011-21, 08.10.2011)

A Stochastic Volatility Model with Conditional Skewness

Bank of Canada Working papers [View] (Paper: 2011-20, 08.10.2011)

Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach

Bank of Canada Working papers [View] (Paper: 2011-19, 01.10.2011)

Price-Level Targeting and Inflation Expectations: Experimental Evidence

Bank of Canada Working papers [View] (Paper: 2011-18, 09.09.2011)

Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada

Bank of Canada Working papers [View] (Paper: 2011-17, 15.08.2011)

Real-Time Forecasts of the Real Price of Oil

Bank of Canada Working papers [View] (Paper: 2011-16, 04.08.2011)

Forecasting the Price of Oil

Bank of Canada Working papers [View] (Paper: 2011-15, 02.06.2011)

Real-Financial Linkages in the Canadian Economy: An Input-Output Approach

Bank of Canada Working papers [View] (Paper: 2011-14, 21.05.2011)

Bank Loans for Private and Public Firms in a Credit Crunch

Bank of Canada Working papers [View] (Paper: 2011-13, 17.05.2011)

Financial Factors and Labour Market Fluctuations

Bank of Canada Working papers [View] (Paper: 2011-12, 04.05.2011)

Mixed Frequency Forecasts for Chinese GDP

Bank of Canada Working papers [View] (Paper: 2011-11, 05.04.2011)

Sovereign Default Risk Premia, Fiscal Limits and Fiscal Policy

Bank of Canada Working papers [View] (Paper: 2011-10, 31.03.2011)

Inventories, Markups and Real Rigidities in Sticky Price Models of the Canadian Economy

Bank of Canada Working papers [View] (Paper: 2011-09, 04.03.2011)

Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market

Bank of Canada Working papers [View] (Paper: 2011-08, 03.03.2011)

Building New Plants or Entering by Acquisition? Estimation of an Entry Model for the U.S. Cement Industry

Bank of Canada Working papers [View] (Paper: 2011-01, 23.02.2011)

The Impact of the Global Business Cycle on Small Open Economies: A FAVAR Approach for Canada

Bank of Canada Working papers [View] (Paper: 2011-02, 23.02.2011)

Discounting in Mortgage Markets

Bank of Canada Working papers [View] (Paper: 2011-03, 23.02.2011)

Money and Costly Credit

Bank of Canada Working papers [View] (Paper: 2011-07, 23.02.2011)

The Private Equity Premium Puzzle Revisited

Bank of Canada Working papers [View] (Paper: 2011-06, 23.02.2011)

Private Information Flow and Price Discovery in the U.S. Treasury Market

Bank of Canada Working papers [View] (Paper: 2011-05, 23.02.2011)

Counterfeit Quality and Verification in a Monetary Exchange

Bank of Canada Working papers [View] (Paper: 2011-04, 23.02.2011)

The Propagation of U.S. Shocks to Canada: Understanding the Role of Real-Financial Linkages

Bank of Canada Working papers [View] (Paper: 2010-40, 24.12.2010)

The Impact of Liquidity on Bank Profitability

Bank of Canada Working papers [View] (Paper: 2010-38, 23.12.2010)

Leverage, Balance Sheet Size and Wholesale Funding

Bank of Canada Working papers [View] (Paper: 2010-39, 23.12.2010)

‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession

Bank of Canada Working papers [View] (Paper: 2010-37, 23.12.2010)

Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach

Bank of Canada Working papers [View] (Paper: 2010-36, 22.12.2010)

Bank Competition and International Financial Integration: Evidence Using a New Index

Bank of Canada Working papers [View] (Paper: 2010-35, 20.12.2010)

Semi-Structural Models for Inflation Forecasting

Bank of Canada Working papers [View] (Paper: 2010-34, 20.12.2010)

Composition of International Capital Flows: A Survey

Bank of Canada Working papers [View] (Paper: 2010-33, 20.12.2010)

Adverse Selection, Liquidity, and Market Breakdown

Bank of Canada Working papers [View] (Paper: 2010-32, 14.12.2010)

Text Mining and the Information Content of Bank of Canada Communications

Bank of Canada Working papers [View] (Paper: 2010-31, 26.11.2010)

On Fiscal Multipliers: Estimates from a Medium Scale DSGE Model

Bank of Canada Working papers [View] (Paper: 2010-30, 25.11.2010)

Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings

Bank of Canada Working papers [View] (Paper: 2010-29, 10.11.2010)

Trends in U.S. Hours and the Labor Wedge

Bank of Canada Working papers [View] (Paper: 2010-28, 03.11.2010)

Stability versus Flexibility: The Role of Temporary Employment in Labour Adjustment

Bank of Canada Working papers [View] (Paper: 2010-27, 02.11.2010)

Capital Requirement and Financial Frictions in Banking: Macroeconomic Implications

Bank of Canada Working papers [View] (Paper: 2010-26, 29.10.2010)

The Effect of Exchange Rate Movements on Heterogeneous Plants: A Quantile Regression Analysis

Bank of Canada Working papers [View] (Paper: 2010-25, 21.10.2010)

Banks, Credit Market Frictions, and Business Cycles

Bank of Canada Working papers [View] (Paper: 2010-24, 21.10.2010)

Central Bank Haircut Policy

Bank of Canada Working papers [View] (Paper: 2010-23, 07.10.2010)

JEL: E40, E50

Liquidity Transformation and Bank Capital Requirements

Bank of Canada Working papers [View] (Paper: 2010-22, 24.08.2010)

JEL: D82, E44, G21

Identifying Asymmetric Comovements of International Stock Market Returns

Bank of Canada Working papers [View] (Paper: 2010-21, 06.08.2010)

JEL: C49, F21, G15, G19

An Assessment of the Bank of Canada's Term PRA Facility

Bank of Canada Working papers [View] (Paper: 2010-20, 29.07.2010)

JEL: E58, G12, G18