Central Bank Research Hub - Series: Bank of Canada Working papers 2010

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

	Title	Author(s)
Abstract Full text	Bank Leverage Regulation and Macroeconomic Dynamics Paper: 2011-32, 23.12.2011	Kevin Moran Ian Christensen Césaire Meh
Abstract Full text	Do Low Interest Rates Sow the Seeds of Financial Crises? Paper: 2011-31, 20.12.2011	Simona Cociuba Malik Shukayev Alexander Ueberfeldt
Abstract Full text	Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery Paper: 2011-30, 16.12.2011	Jonathan Chiu Thorsten V. Koeppl
Abstract Full text	Effectiveness of Capital Controls in India: Evidence from the Offshore NDF Market Paper: 2011-29, 08.12.2011	Michael Hutchison Gurnain Pasricha Nirvikar Singh
Abstract Full text	The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market Paper: 2011-28, 30.11.2011	Christiane Baumeister Gert Peersman
Abstract Full text	Portfolio Considerations in Differentiated Product Purchases: An Application to the Japanese Automobile Market Paper: 2011-27, 29.11.2011	Naoki Wakamori
Abstract Full text	Security Transaction Taxes and Market Quality Paper: 2011-26, 24.11.2011	Anna Pomeranets Daniel G. Weaver
Abstract Full text	Innovation and Growth with Financial, and Other, Frictions Paper: 2011-25, 05.11.2011	Jonathan Chiu Césaire Meh Randall Wright
Abstract Full text	Determinants of Financial Stress and Recovery during the Great Recession Paper: 2011-24, 05.11.2011	Gurnain Pasricha Joshua Aizenman
Abstract Full text	How Do You Pay? The Role of Incentives at the Point-of-Sale Paper: 2011-23, 28.10.2011	Kim Huynh Leonard Sabetti Carlos Arango
Abstract Full text	Money and Price Posting under Private Information Paper: 2011-22, 18.10.2011	Janet Hua Jiang Mei Dong
Abstract Full text	Fixed-Term and Permanent Employment Contracts: Theory and Evidence Paper: 2011-21, 08.10.2011	Enchuan Shao Pedro Silos Shutao Cao
Abstract Full text	A Stochastic Volatility Model with Conditional Skewness Paper: 2011-20, 08.10.2011	Bruno Feunou Roméo Tedongap
Abstract Full text	Measuring Systemic Importance of Financial Institutions: An Extreme Value Theory Approach Paper: 2011-19, 01.10.2011	Fuchun Li Toni Gravelle
Abstract Full text	Price-Level Targeting and Inflation Expectations: Experimental Evidence Paper: 2011-18, 09.09.2011	Jim Engle-Warnick Malik Shukayev Robert Amano
Abstract Full text	Analyzing Default Risk and Liquidity Demand during a Financial Crisis: The Case of Canada Paper: 2011-17, 15.08.2011	Jason Allen Jakub Kastl Ali Hortaçsu
Abstract Full text	Real-Time Forecasts of the Real Price of Oil Paper: 2011-16, 04.08.2011	Christiane Baumeister Lutz Kilian
Abstract Full text	Forecasting the Price of Oil Paper: 2011-15, 02.06.2011	Robert Vigfusson Ron Alquist Lutz Kilian
Abstract Full text	Real-Financial Linkages in the Canadian Economy: An Input-Output Approach Paper: 2011-14, 21.05.2011	Danny Leung Oana Secrieru
Abstract Full text	Bank Loans for Private and Public Firms in a Credit Crunch Paper: 2011-13, 17.05.2011	Jason Allen Teodora Paligorova
Abstract Full text	Financial Factors and Labour Market Fluctuations Paper: 2011-12, 04.05.2011	Yahong Zhang
Abstract Full text	Mixed Frequency Forecasts for Chinese GDP Paper: 2011-11, 05.04.2011	Philipp Maier
Abstract Full text	Sovereign Default Risk Premia, Fiscal Limits and Fiscal Policy Paper: 2011-10, 31.03.2011	Huixin Bi
Abstract Full text	Inventories, Markups and Real Rigidities in Sticky Price Models of the Canadian Economy Paper: 2011-09, 04.03.2011	Virgiliu Midrigan Oleksiy Kryvtsov
Abstract Full text	Belief Dispersion and Order Submission Strategies in the Foreign Exchange Market Paper: 2011-08, 03.03.2011	Stephen Sapp Ingrid Lo
Abstract Full text	Building New Plants or Entering by Acquisition? Estimation of an Entry Model for the U.S. Cement Industry Paper: 2011-01, 23.02.2011	Hector Perez-Saiz
Abstract Full text	The Impact of the Global Business Cycle on Small Open Economies: A FAVAR Approach for Canada Paper: 2011-02, 23.02.2011	Philipp Maier Garima Vasishtha
Abstract Full text	Discounting in Mortgage Markets Paper: 2011-03, 23.02.2011	Jason Allen Jean-François Houde Robert Clark
Abstract Full text	Money and Costly Credit Paper: 2011-07, 23.02.2011	Mei Dong
Abstract Full text	The Private Equity Premium Puzzle Revisited Paper: 2011-06, 23.02.2011	Katya Kartashova
Abstract Full text	Private Information Flow and Price Discovery in the U.S. Treasury Market Paper: 2011-05, 23.02.2011	Ingrid Lo George J. Jiang
Abstract Full text	Counterfeit Quality and Verification in a Monetary Exchange Paper: 2011-04, 23.02.2011	Enchuan Shao Ben Fung
Abstract Full text	The Propagation of U.S. Shocks to Canada: Understanding the Role of Real-Financial Linkages Paper: 2010-40, 24.12.2010	Kimberly Beaton René Lalonde Stephen Snudden
Abstract Full text	The Impact of Liquidity on Bank Profitability Paper: 2010-38, 23.12.2010	Christopher Graham Étienne Bordeleau
Abstract Full text	Leverage, Balance Sheet Size and Wholesale Funding Paper: 2010-39, 23.12.2010	H. Evren Damar Césaire Meh Yaz Terajima
Abstract Full text	‘Lean’ versus ‘Rich’ Data Sets: Forecasting during the Great Moderation and the Great Recession Paper: 2010-37, 23.12.2010	Marco J. Lombardi Philipp Maier
Abstract Full text	Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach Paper: 2010-36, 22.12.2010	Sermin Gungor Richard Luger
Abstract Full text	Bank Competition and International Financial Integration: Evidence Using a New Index Paper: 2010-35, 20.12.2010	Gurnain Kaur Pasricha
Abstract Full text	Semi-Structural Models for Inflation Forecasting Paper: 2010-34, 20.12.2010	Fabio Rumler Maral Kichian Paul Corrigan
Abstract Full text	Composition of International Capital Flows: A Survey Paper: 2010-33, 20.12.2010	Assaf Razin Koralai Kirabaeva
Abstract Full text	Adverse Selection, Liquidity, and Market Breakdown Paper: 2010-32, 14.12.2010	Koralai Kirabaeva
Abstract Full text	Text Mining and the Information Content of Bank of Canada Communications Paper: 2010-31, 26.11.2010	Scott Hendry Alison Madeley
Abstract Full text	On Fiscal Multipliers: Estimates from a Medium Scale DSGE Model Paper: 2010-30, 25.11.2010	Sarah Zubairy
Abstract Full text	Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings Paper: 2010-29, 10.11.2010	Moez Souissi Zhongfang He Céline Gauthier
Abstract Full text	Trends in U.S. Hours and the Labor Wedge Paper: 2010-28, 03.11.2010	Alexander Ueberfeldt Simona E. Cociuba
Abstract Full text	Stability versus Flexibility: The Role of Temporary Employment in Labour Adjustment Paper: 2010-27, 02.11.2010	Danny Leung Shutao Cao
Abstract Full text	Capital Requirement and Financial Frictions in Banking: Macroeconomic Implications Paper: 2010-26, 29.10.2010	Ali Dib
Abstract Full text	The Effect of Exchange Rate Movements on Heterogeneous Plants: A Quantile Regression Analysis Paper: 2010-25, 21.10.2010	Loretta Fung Ben Tomlin
Abstract Full text	Banks, Credit Market Frictions, and Business Cycles Paper: 2010-24, 21.10.2010	Ali Dib
Abstract Full text	Central Bank Haircut Policy Paper: 2010-23, 07.10.2010 JEL: E40, E50	James Chapman Miguel Molico Jonathan Chiu

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003