Canada - Central Bank Research Hub

Title Author(s)

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

A Model of Housing Stock for Canada

Bank of Canada Working papers [View] (Paper: 2010-19, 26.07.2010)

JEL: E21, J00

Exchange Rate Fluctuations, Plant Turnover and Productivity

Bank of Canada Working papers [View] (Paper: 2010-18, 15.07.2010)

JEL: D21, D24, L11

The Transmission of Shocks to the Chinese Economy in a Global Context: A Model-Based Approach

Bank of Canada Working papers [View] (Paper: 2010-17, 13.07.2010)

JEL: E32, E52, F41

The Role of Expenditure Switching in the Global Imbalance Adjustment

Bank of Canada Working papers [View] (Paper: 2010-16, 21.06.2010)

JEL: F3, F4

Inflation and Unemployment in Competitive Search Equilibrium

Bank of Canada Working papers [View] (Paper: 2010-15, 17.06.2010)

JEL: E12, E13, E40, E52

International Capital Flows and Bond Risk Premia

Bank of Canada Working papers [View] (Paper: 2010-14, 11.06.2010)

JEL: C22, F31, F32, F34, G11, G12, G15

Estimating the Structure of the Payment Network in the LVTS: An Application of Estimating Communities in Network Data

Bank of Canada Working papers [View] (Paper: 2010-13, 09.06.2010)

JEL: C11, D85, G20

Financial Stress, Monetary Policy, and Economic Activity

Bank of Canada Working papers [View] (Paper: 2010-12, 21.05.2010)

JEL: C01, E50, G01

Idiosyncratic Coskewness and Equity Return Anomalies

Bank of Canada Working papers [View] (Paper: 2010-11, 11.05.2010)

JEL: G11, G12, G14, G33

On the Advantages of Disaggregated Data: Insights from Forecasting the U.S. Economy in a Data-Rich Environment

Bank of Canada Working papers [View] (Paper: 2010-10, 22.03.2010)

Alternative Optimized Monetary Policy Rules in Multi-Sector Small Open Economies: The Role of Real Rigidities

Bank of Canada Working papers [View] (Paper: 2010-09, 15.03.2010)

Price Level Targeting: What Is the Right Price?

Bank of Canada Working papers [View] (Paper: 2010-08, 26.02.2010)

Time Variation in Okun's Law: A Canada and U.S. Comparison

Bank of Canada Working papers [View] (Paper: 2010-07, 23.02.2010)

Assembling a Real-Financial Micro-Dataset for Canadian Households

Bank of Canada Working papers [View] (Paper: 2010-06, 19.02.2010)

What Drives Exchange Rates? New Evidence from a Panel of U.S. Dollar Bilateral Exchange Rates

Bank of Canada Working papers [View] (Paper: 2010-05, 19.02.2010)

Macroprudential Regulation and Systemic Capital Requirements

Bank of Canada Working papers [View] (Paper: 2010-04, 19.02.2010)

Corporate Risk Taking and Ownership Structure

Bank of Canada Working papers [View] (Paper: 2010-03, 19.02.2010)

Labour Reallocation, Relative Prices and Productivity

Bank of Canada Working papers [View] (Paper: 2010-02, 19.02.2010)

Search Frictions and Asset Price Volatility

Bank of Canada Working papers [View] (Paper: 2010-01, 19.02.2010)

Real and Nominal Frictions within the Firm: How Lumpy Investment Matters for Price Adjustment

Bank of Canada Working papers [View] (Paper: 2009-36, 23.12.2009)

JEL: E12, E22, E31

Estimating DSGE-Model-Consistent Trends for Use in Forecasting

Bank of Canada Working papers [View] (Paper: 2009-35, 22.12.2009)

JEL: C32, E3, E52

A Consistent Test for Multivariate Conditional Distributions

Bank of Canada Working papers [View] (Paper: 2009-34, 18.12.2009)

JEL: C12, C22

How Changes in Oil Prices Affect the Macroeconomy

Bank of Canada Working papers [View] (Paper: 2009-33, 14.12.2009)

Optimal Monetary Policy during Endogenous Housing-Market Boom-Bust Cycles

Bank of Canada Working papers [View] (Paper: 2009-32, 25.11.2009)

Real Time Detection of Structural Breaks in GARCH Models

Bank of Canada Working papers [View] (Paper: 2009-31, 17.11.2009)

Cross-border Mergers and Hollowing-out

Bank of Canada Working papers [View] (Paper: 2009-30, 20.10.2009)

JEL: D43, G34, L13, L41

Exchange Rate Pass-through and Monetary Policy: How Strong is the Link?

Bank of Canada Working papers [View] (Paper: 2009-29, 17.10.2009)

JEL: E52, F31, F41

Bond Liquidity Premia

Bank of Canada Working papers [View] (Paper: 2009-28, 07.10.2009)

JEL: E43

Risk Premium Shocks and the Zero Bound on Nominal Interest Rates

Bank of Canada Working papers [View] (Paper: 2009-27, 02.10.2009)

JEL: E32, E52

Consumption, Housing Collateral, and the Canadian Business Cycle

Bank of Canada Working papers [View] (Paper: 2009-26, 02.10.2009)

JEL: E21, E32, E44, E52, R21

Credit Constraints and Consumer Spending

Bank of Canada Working papers [View] (Paper: 2009-25, 18.09.2009)

JEL: E21, E27, E44, E51, E58

Resurrecting the Role of Real Money Balance Effects

Bank of Canada Working papers [View] (Paper: 2009-24, 17.09.2009)

Short Changed? The Market's Reaction to the Short Sale Ban of 2008

Bank of Canada Working papers [View] (Paper: 2009-23, 22.08.2009)

JEL: F30, G01, G18, G20

Productivity, the Terms of Trade, and the Real Exchange Rate: The Balassa-Samuelson Hypothesis Revisited

Bank of Canada Working papers [View] (Paper: 2009-22, 17.08.2009)

JEL: F31, F41

Structural Inflation Models with Real Wage Rigidities: The Case of Canada

Bank of Canada Working papers [View] (Paper: 2009-21, 11.07.2009)

JEL: C13, C52, E31

The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness

Bank of Canada Working papers [View] (Paper: 2009-20, 11.06.2009)

JEL: G12, G13

Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit

Bank of Canada Working papers [View] (Paper: 2009-19, 11.06.2009)

JEL: C52, C53, E37

Simulations du ratio du service de la dette des consommateurs en utilisant des données micro

Bank of Canada Working papers [View] (Paper: 2009-18, 04.06.2009)

JEL: C15, C31, D14, E51

Adopting Price-Level Targeting under Imperfect Credibility in ToTEM

Bank of Canada Working papers [View] (Paper: 2009-17, 03.06.2009)

JEL: E31, E52

Real Effects of Price Stability with Endogenous Nominal Indexation

Bank of Canada Working papers [View] (Paper: 2009-16, 02.06.2009)

JEL: E21, E31, E44, E52

Heterogeneous Beliefs and Housing-Market Boom-Bust Cycles in a Small Open Economy

Bank of Canada Working papers [View] (Paper: 2009-15, 21.05.2009)

Testing for Financial Contagion with Applications to the Canadian Banking System

Bank of Canada Working papers [View] (Paper: 2009-14, 15.05.2009)

JEL: C12, G01, G15

Price Movements in the Canadian Residential Mortgage Market

Bank of Canada Working papers [View] (Paper: 2009-13, 01.05.2009)

JEL: D4, G2

Complex Ownership and Capital Structure

Bank of Canada Working papers [View] (Paper: 2009-12, 13.04.2009)

JEL: G31, G32

Information Flows and Aggregate Persistence

Bank of Canada Working papers [View] (Paper: 2009-11, 02.04.2009)

JEL: D83, E31, E32

Computing the Accuracy of Complex Non-Random Sampling Methods: The Case of the Bank of Canada's

Bank of Canada Working papers [View] (Paper: 2009-10, 27.03.2009)

JEL: C42, C81, C90

Inventories and Real Rigidities in New Keynesian Business Cycle Models

Bank of Canada Working papers [View] (Paper: 2009-09, 05.03.2009)

JEL: E31, F12