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

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

	Title	Author(s)
Abstract Full text	A Semiparametric Early Warning Model of Financial Stress Events Paper: 2013-13, 15.05.2013	Fuchun Li Ian Christensen
Abstract Full text	Forecasting with Many Models: Model Confidence Sets and Forecast Combination Paper: 2013-11, 24.04.2013 JEL: C53	Rodrigo Sekkel Jon D. Samuels
Abstract Full text	Jump-Diffusion Long-Run Risks Models, Variance Risk Premium and Volatility Dynamics Paper: 2013-12, 24.04.2013 JEL: G12, G17	Jianjian Jin
Abstract Full text	A New Linear Estimator for Gaussian Dynamic Term Structure Models Paper: 2013-10, 23.04.2013 JEL: C13, E43, G12	Antonio Diez de los Rios
Abstract Full text	An Equilibrium Analysis of the Rise in House Prices and Mortgage Debt Paper: 2013-09, 23.04.2013 JEL: E21, E44, G11, R21	Shaofeng Xu
Abstract Full text	Countercyclical Bank Capital Requirement and Optimized Monetary Policy Rules Paper: 2013-08, 09.04.2013	Carlos De Resende Nikita Perevalov Ali Dib René Lalonde
Abstract Full text	To Link or Not To Link? Netting and Exposures Between Central Counterparties Paper: 2013-06, 16.03.2013	Héctor Pérez Saiz Stacey Anderson Jean-Philippe Dion
Abstract Full text	A Tractable Monetary Model Under General Preferences Paper: 2013-07, 16.03.2013	Tsz-Nga Wong
Abstract Full text	Market Structure and Cost Pass-Through in Retail Paper: 2013-05, 08.03.2013	Gee Hee Hong Nicholas Li
Abstract Full text	Financial Development and the Volatility of Income Paper: 2013-04, 31.01.2013	Francisco Rivadeneyra Tiago Pinheiro Marc Teignier
Abstract Full text	A General Equilibrium Model with Banks and Default on Loans Paper: 2013-03, 10.01.2013	Tamon Takamura
Abstract Full text	House Prices, Consumption and the Role of Non-Mortgage Debt Paper: 2013-02, 10.01.2013	Katya Kartashova Ben Tomlin
Abstract Full text	The Cyclicality of Sales, Regular and Effective Prices: Business Cycle and Policy Implications Paper: 2013-01, 08.01.2013	Yuriy Gorodnichenko Gee Hee Hong Olivier Coibion
Abstract Full text	Financial Crisis Resolution Paper: 2012-42, 21.12.2012	Josef Schroth
Abstract Full text	On the Welfare Effects of Credit Arrangements Paper: 2012-43, 21.12.2012	Enchuan Shao Jonathan Chiu Mei Dong
Abstract Full text	Consumer Interest Rates and Retail Mutual Fund Flows Paper: 2012-39, 19.12.2012	Jesus Sierra
Abstract Full text	The Effects of Oil Price Uncertainty on the Macroeconomy Paper: 2012-40, 19.12.2012	Soojin Jo
Abstract Full text	Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy Paper: 2012-41, 19.12.2012	Jean-Sébastien Fontaine
Abstract Full text	Liquidity and Central Clearing: Evidence from the CDS Market Paper: 2012-38, 07.12.2012 JEL: G30, G38	Joshua Slive Elizabeth Woodman Jonathan Witmer
Abstract Full text	The Role of Credit in International Business Cycles Paper: 2012-36, 15.11.2012	TengTeng Xu
Abstract Full text	Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields Paper: 2012-37, 15.11.2012	Jean-Sébastien Fontaine Bruno Feunou
Abstract Full text	When Lower Risk Increases Profit: Competition and Control of a Central Counterparty Paper: 2012-35, 10.11.2012	Héctor Pérez Saiz Joshua Slive Jean-Sébastien Fontaine
Abstract Full text	The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation Paper: 2012-34, 08.10.2012	Peter Christoffersen Nour Meddahi Bruno Feunou Kris Jacobs
Abstract Full text	The Evolution of Canada's Global Export Market Share Paper: 2012-31, 08.10.2012	Daniel de Munnik Wesley Sze Jocelyn Jacob
Abstract Full text	China's Emergence in the World Economy and Business Cycles in Latin America Paper: 2012-32, 08.10.2012	Alessandro Rebucci Ambrogio Cesa-Bianchi M. Hashem Pesaran TengTeng Xu
Abstract Full text	Financial Conditions and the Money-Output Relationship in Canada Paper: 2012-33, 08.10.2012	Maral Kichian
Abstract Full text	Price Negotiation in Differentiated Products Markets: Evidence from the Canadian Mortgage Market Paper: 2012-30, 28.09.2012	Jason Allen Jean-François Houde Robert Clark
Abstract Full text	Efficiency and Bargaining Power in the Interbank Loan Market Paper: 2012-29, 28.09.2012	Federico Echenique Jason Allen Matthew Shum James Chapman
Abstract Full text	What Drags and Drives Mobility: Explaining Canada's Aggregate Migration Patterns Paper: 2012-28, 11.09.2012	David Amirault Daniel de Munnik Sarah Miller
Abstract Full text	Natural Monopoly and Distorted Competition: Evidence from Unbundling Fiber-Optic Networks Paper: 2012-26, 27.08.2012 JEL: K23, L43, L96	Naoaki Minamihashi
Abstract Full text	Systematic Risk, Debt Maturity and the Term Structure of Credit Spreads Paper: 2012-27, 27.08.2012 JEL: G32, G33	Jun Yang Hui Chen Yu Xu
Abstract Full text	Does the Buck Stop Here? A Comparison of Withdrawals from Money Market Mutual Funds with Floating and Constant Share Prices Paper: 2012-25, 27.08.2012 JEL: F30, G01, G18, G20	Jonathan Witmer
Abstract Full text	Inflation and Growth: A New Keynesian Perspective Paper: 2012-23, 14.08.2012 JEL: E31, E52, O31, O42	Tom Carter Kevin Moran Robert Amano
Abstract Full text	Why Do Shoppers Use Cash? Evidence from Shopping Diary Data Paper: 2012-24, 14.08.2012 JEL: C2, D1, G2	Angelika Welte Naoki Wakamori
Abstract Full text	The Ex-Ante Versus Ex-Post Effect of Public Guarantees Paper: 2012-22, 14.08.2012 JEL: G21, G28, G32	Reint Gropp H. Evren Damar Adi Mordel
Abstract Full text	Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower Bound Paper: 2012-21, 23.07.2012 JEL: C11, C32, E52, E58	Christiane Baumeister Luca Benati
Abstract Full text	The Sensitivity of Producer Prices to Exchange Rates: Insights from Micro Data Paper: 2012-20, 23.07.2012 JEL: E30, F31, F41, L11	Ben Tomlin Shutao Cao Wei Dong
Abstract Full text	Consumer Bankruptcy and Information Paper: 2012-18, 20.07.2012 JEL: D4, G2	Jason Allen David Martinez-Miera H. Evren Damar
Abstract Full text	International Business Cycles and Financial Frictions Paper: 2012-19, 20.07.2012 JEL: E30, F42, F44	Wen Yao
Abstract Full text	On the Existence and Fragility of Repo Markets Paper: 2012-17, 22.06.2012 JEL: G24	Hajime Tomura
Abstract Full text	Commodities and Monetary Policy: Implications for Inflation and Price Level Targeting Paper: 2012-16, 15.06.2012 JEL: E17, E31, E37, E52, F41, Q43	Dirk Muir Donald Coletti Paul Masson René Lalonde Stephen Snudden
Abstract Full text	Estimating the Demand for Settlement Balances in the Canadian Large Value Transfer System Paper: 2012-15, 29.05.2012 JEL: C36, E40, E50, G01	Nellie Zhang
Abstract Full text	The Impact of Retail Payment Innovations on Cash Usage Paper: 2012-14, 15.05.2012 JEL: C35, C83, E41	Kim Huynh Leonard Sabetti Ben Fung
Abstract Full text	Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics Paper: 2012-13, 01.05.2012 JEL: E30, E32	Christiane Baumeister Philip Liu Haroon Mumtaz
Abstract Full text	House Price Dynamics: Fundamentals and Expectations Paper: 2012-12, 01.05.2012 JEL: E3, E65, R21	Sharon Kozicki Eleonora Granziera
Abstract Full text	Risk Premium, Variance Premium and the Maturity Structure of Uncertainty Paper: 2012-11, 04.04.2012 JEL: G12, G13	Jean-Sébastien Fontaine Bruno Feunou Abderrahim Taamouti Roméo Tedongap
Abstract Full text	When Is It Less Costly for Risky Firms to Borrow? Evidence from the Bank Risk- Taking Channel of Monetary Policy Paper: 2012-10, 09.03.2012 JEL: G21	João A.C. Santos Teodora Paligorova
Abstract Full text	Central Bank Communication or the Media's Interpretation: What Moves Markets? Paper: 2012-09, 29.02.2012 JEL: E58, G14	Scott Hendry
Abstract Full text	Growth in Emerging Market Economies and the Commodity Boom of 2003-2008: Evidence from Growth Forecast Revisions Paper: 2012-08, 28.02.2012 JEL: Q41, Q43	Elif Arbatli Garima Vasishtha
Abstract Full text	Short-Term Forecasting of the Japanese Economy Using Factor Models Paper: 2012-07, 27.02.2012 JEL: C50, C53, E37, E47	Claudia Godbout Marco J. Lombardi

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