Central Bank Research Hub - Series: Bank of Canada Working papers 2013

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

Title Author(s)

Volatility and Liquidity Costs

Paper: 2013-29, 20.08.2013

Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach

Paper: 2013-28, 20.08.2013

Analyzing Fiscal Sustainability

Paper: 2013-27, 20.08.2013

Uncertain Fiscal Consolidations

Paper: 2013-26, 16.08.2013

Are Product Spreads Useful for Forecasting? An Empirical Evaluation of the Verleger Hypothesis

Paper: 2013-25, 16.08.2013

Is There a Quality Bias in the Canadian CPI? Evidence from Micro Data

Paper: 2013-24, 25.07.2013

A Semiparametric Early Warning Model of Financial Stress Events

Paper: 2013-13, 15.05.2013

Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics

Paper: 2013-12, 24.04.2013

JEL: G12, G17

Forecasting with Many Models: Model Confidence Sets and Forecast Combination

Paper: 2013-11, 24.04.2013

JEL: C53

A New Linear Estimator for Gaussian Dynamic Term Structure Models

Paper: 2013-10, 23.04.2013

JEL: C13, E43, G12

An Equilibrium Analysis of the Rise in House Prices and Mortgage Debt

Paper: 2013-09, 23.04.2013

JEL: E21, E44, G11, R21

Countercyclical Bank Capital Requirement and Optimized Monetary Policy Rules

Paper: 2013-08, 09.04.2013

A Tractable Monetary Model Under General Preferences

Paper: 2013-07, 16.03.2013

To Link or Not To Link? Netting and Exposures Between Central Counterparties

Paper: 2013-06, 16.03.2013

Market Structure and Cost Pass-Through in Retail

Paper: 2013-05, 08.03.2013

Financial Development and the Volatility of Income

Paper: 2013-04, 31.01.2013

A General Equilibrium Model with Banks and Default on Loans

Paper: 2013-03, 10.01.2013

House Prices, Consumption and the Role of Non-Mortgage Debt

Paper: 2013-02, 10.01.2013

The Cyclicality of Sales, Regular and Effective Prices: Business Cycle and Policy Implications

Paper: 2013-01, 08.01.2013

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