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

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

Title Author(s)

What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks

Paper: 2016-25, 26.05.2016

JEL: C32, E32, E44

Housing and Tax-Deferred Retirement Accounts

Paper: 2016-24, 12.05.2016

JEL: C6, C61, D1, D14, D9, D91, E2, E21, H2, H24, R2, R21

Identification and Estimation of Risk Aversion in First-Price Auctions with Unobserved Auction Heterogeneity

Paper: 2016-23, 09.05.2016

JEL: C1, C14, C5, D4, D44, L0, L00

Estimating Systematic Risk Under Extremely Adverse Market Conditions

Paper: 2016-22, 05.05.2016

JEL: C1, C14, G0, G1

Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach

Paper: 2016-21, 27.04.2016

JEL: C1, C12, C14, G0, G01, G1, G17

Retail Order Flow Segmentation

Paper: 2016-20, 27.04.2016

JEL: G02, G1, G14, G20, L1, L10

Should Monetary Policy Lean Against Housing Market Booms?

Paper: 2016-19, 21.04.2016

JEL: E4, E44, E5, E52, G0, G01

A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil

Paper: 2016-18, 18.04.2016

JEL: C5, C53, D8, D84, G1, G14, Q4, Q43

Asset Encumbrance, Bank Funding and Financial Fragility

Paper: 2016-16, 15.04.2016

JEL: D8, D82, G0, G01, G2, G21, G28

Opaque Assets and Rollover Risk

Paper: 2016-17, 14.04.2016

JEL: G0, G01, G2

How Fast Can China Grow? The Middle Kingdoms Prospects to 2030

Paper: 2016-15, 05.04.2016

JEL: E22, E23, E32

A Bitcoin Standard: Lessons from the Gold Standard

Paper: 2016-14, 31.03.2016

JEL: E4, E41, E42, E5, E58

Government Corruption and Foreign Direct Investment Under the Threat of Expropriation

Paper: 2016-13, 29.03.2016

JEL: F2, F21, F23, F3, F34

Capital Structure, Pay Structure and Job Termination

Paper: 2016-12, 22.03.2016

JEL: G24, J33

Dating Systemic Financial Stress Episodes in the EU Countries

Paper: 2016-11, 18.03.2016

JEL: C54, G01, G15

To Share or Not to Share? Uncovered Losses in a Derivatives Clearinghouse

Paper: 2016-04, 23.02.2016

JEL: G19, G21

Monetary Commitment and the Level of Public Debt

Paper: 2016-03, 20.02.2016

JEL: E24, E32, E52

Agency Costs, Risk Shocks and International Cycles

Paper: 2016-02, 21.01.2016

JEL: E22, E32, E44, F44

Reconciling the Differences in Aggregate U.S. Wage Series

Paper: 2016-01, 21.01.2016

JEL: E01, E24, E30, J30

Debt Overhang and Deleveraging in the US Household Sector: Gauging the Impact on Consumption

Paper: 2015-47, 29.12.2015

JEL: C13, C23, C52, D12, H31

Tractable Term-Structure Models and the Zero Lower Bound

Paper: 2015-46, 14.12.2015

JEL: G12

Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries

Paper: 2015-45, 03.12.2015

JEL: E24, F14, F16, F31, F41, J23

Emergency Liquidity Facilities, Signalling and Funding Costs

Paper: 2015-44, 03.12.2015

JEL: G01, G21, G28

On the Essentiality of E-Money

Paper: 2015-43, 20.11.2015

JEL: E00, E4, E42, E5, E58, L5, L51

Speculators, Prices and Market Volatility

Paper: 2015-42, 20.11.2015

JEL: C3, G1

Monetary Policy and Financial Stability: Cross-Country Evidence

Paper: 2015-41, 12.11.2015

JEL: E4, E5, G01

Credit Conditions and Consumption, House Prices and Debt: What Makes Canada Different?

Paper: 2015-40, 12.11.2015

JEL: E02, E21, E44, G21, R21, R31

Option Valuation with Observable Volatility and Jump Dynamics

Paper: 2015-39, 07.11.2015

JEL: G1, G12

Nowcasting BRIC+M in Real Time

Paper: 2015-38, 28.10.2015

JEL: C33, C53

Domestic and Multilateral Effects of Capital Controls in Emerging Markets

Paper: 2015-37, 23.10.2015

JEL: F3, F32, F4, F41, F42, G1, G15

Downside Variance Risk Premium

Paper: 2015-36, 22.10.2015

JEL: G1, G12

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

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