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

Papers by year: All | 2017 | 2016 | 2015 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

Title Author(s)

Measuring Limits of Arbitrage in Fixed-Income Markets

Paper: 17-44, 01.10.2017

JEL: G12

The Mode is the Message: Using Predata as Exclusion Restrictions to Evaluate Survey Design

Paper: 17-43, 01.10.2017

JEL: C8

Policy Rules for Capital Controls

Paper: 17-42, 01.10.2017

JEL: F3, F4, F5, G0, G1

Global Trade Flows: Revisiting the Exchange Rate Elasticities

Paper: 2017-41, 29.09.2017

JEL: C51, F14, F31, F33, F41

Government Spending Multipliers Under the Zero Lower Bound: Evidence from Japan

Paper: 2017-40, 28.09.2017

JEL: E32, E5, E62

Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada

Paper: 2017-39, 26.09.2017

JEL: E31, E32, E43, E52, E58

A Counterfactual Valuation of the Stock Index as a Predictor of Crashes

Paper: 2017-38, 21.09.2017

JEL: C50, C58, G12, G17, G19

Aggregate Fluctuations and the Role of Trade Credit

Paper: 2017-37, 21.09.2017

JEL: E32, E44, E51

The Rise of Non-Regulated Financial Intermediaries in the Housing Sector and its Macroeconomic Implications

Paper: 2017-36, 14.09.2017

JEL: E32, E44, E47, E60, G21, G23, G28

Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?

Paper: 2017-35, 11.09.2017

JEL: Q18, Q28, Q42, Q58

Cross-Border Bank Flows and Monetary Policy: Implications for Canada

Paper: 2017-34, 18.08.2017

JEL: F34, F36, G01

Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions

Paper: 2017-33, 10.08.2017

JEL: E43, F31, G12, G15

How to Predict Financial Stress? An Assessment of Markov Switching Models

Paper: 2017-32, 05.08.2017

JEL: C54, G01, G15

Downward Nominal Wage Rigidity in Canada: Evidence Against a Greasing Effect

Paper: 2017-31, 04.08.2017

JEL: E24, E52

Retrieving Implied Financial Networks from Bank Balance-Sheet and Market Data

Paper: 2017-30, 24.07.2017

JEL: C63, D85

Information Contagion and Systemic Risk

Paper: 2017-29, 24.07.2017

JEL: G01, G11, G21

Adoption of a New Payment Method: Theory and Experimental Evidence

Paper: 2017-28, 21.07.2017

JEL: C35, C83, C92, E41

Firm Heterogeneity, Technological Adoption, and Urbanization: Theory and Measurement

Paper: 2017-27, 20.07.2017

JEL: N61, O14, R13

Quantitative Easing and LongTerm Yields in Small Open Economies

Paper: 2017-26, 20.07.2017

JEL: E43, E52, E58, G12

Monetary Policy Implementation in a Negative Rate Environment

Paper: 2017-25, 13.07.2017

JEL: E40, E42, E43, G0

Understanding Monetary Policy and its Effects: Evidence from Canadian Firms Using the Business Outlook Survey

Paper: 2017-24, 26.06.2017

JEL: D22, E44, E52

Understanding the CrossCountry Effects of US Technology Shocks

Paper: 2017-23, 19.06.2017

JEL: E30, F41, F44, F62

Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals

Paper: 2017-22, 19.06.2017

JEL: C32, F31, G15

Should Central Banks Worry About Nonlinearities of their Large-Scale Macroeconomic Models?

Paper: 2017-21, 01.06.2017

JEL: C61, C63, C68, E31, E52

Volatility Risk and Economic Welfare

Paper: 2017-20, 27.05.2017

JEL: E2, E3

Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns

Paper: 2017-19, 17.05.2017

JEL: C22, C52, C53, F31

The Welfare Effects of Protection: A General Equilibrium Analysis of Canadas National Policy

Paper: 2017-18, 17.05.2017

JEL: F13, F14, F42, F60, N71

Vertical Specialization and Gains from Trade

Paper: 2017-17, 21.04.2017

JEL: F11, F14, F60

Downward Nominal Wage Rigidity Meets the Zero Lower Bound

Paper: 2017-16, 21.04.2017

JEL: E24, E32, E52

Constrained Efficiency with Adverse Selection and Directed Search

Paper: 2017-15, 21.04.2017

JEL: D82, D83, E24, G1, J31, J64

Strategic Complementarities and Money Market Fund Liquidity Management

Paper: 2017-14, 21.04.2017

JEL: F30, G01, G18, G20

Markov-Switching Three-Pass Regression Filter

Paper: 2017-13, 21.04.2017

JEL: C22, C23, C53

Accounting for Real Exchange Rates Using Micro-Data

Paper: 2017-12, 21.04.2017

JEL: F3

Anticipated Technology Shocks: A ReEvaluation Using Cointegrated Technologies

Paper: 2017-11, 05.04.2017

JEL: E32

SmallSample Tests for Stock Return Predictability with Possibly NonStationary Regressors and GARCHType Effects

Paper: 2017-10, 10.03.2017

JEL: C12, C32, G14

Expropriation Risk and FDI in Developing Countries: Does Return of Capital Dominate Return on Capital?

Paper: 2017-09, 22.02.2017

JEL: D23, F21, F23

Adoption Costs of Financial Innovation: Evidence from Italian ATM Cards

Paper: 2017-08, 17.02.2017

JEL: C35, D14, E41

Banking Regulation and Market Making

Paper: 2017-07, 17.02.2017

JEL: G14, G20, L10

Optimal Capital Regulation

Paper: 2017-06, 16.02.2017

JEL: E13, E32, E44

Canadian Bank Notes and Dominion Notes: Lessons for Digital Currencies

Paper: 2017-05, 16.02.2017

JEL: E41, E42, E58

Stability and Efficiency in Decentralized TwoSided Markets with Weak Preferences

Paper: 2017-04, 16.02.2017

JEL: C78, D61

Price-Level Dispersion versus Inflation-Rate Dispersion: Evidence from Three Countries

Paper: 2017-03, 06.02.2017

JEL: E31, E50

A Dynamic Factor Model for Nowcasting Canadian GDP Growth

Paper: 2017-02, 02.02.2017

JEL: C32, C38, C53, E37

Terms-of-Trade and House Price Fluctuations: A Cross-Country Study

Paper: 2017-01, 06.01.2017

JEL: C32, E32, E51, F36, F41

Information Sharing and Bargaining in Buyer-Seller Networks

Paper: 2016-63, 30.12.2016

JEL: C71, C78, D21, D4, D43, D85, L1, L13

Can the Common-Factor Hypothesis Explain the Observed Housing Wealth Effect?

Paper: 2016-62, 30.12.2016

JEL: E21, R31

What Fed Funds Futures Tell Us About Monetary Policy Uncertainty

Paper: 2016-61, 28.12.2016

JEL: E43, E44, E47, G12, G13

Non-Bank Investors and Loan Renegotiations

Paper: 2016-60, 23.12.2016

JEL: G21, G23

Monetary Policy, Private Debt and Financial Stability Risks

Paper: 2016-59, 20.12.2016

JEL: C21, C23, E52, E58

Equity Option-Implied Probability of Default and Equity Recovery Rate

Paper: 2016-58, 16.12.2016

JEL: G13, G33

Papers by year: All | 2017 | 2016 | 2015 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003