Canada - Central Bank Research Hub

Title Author(s)

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

Bank of Canada Working papers [View] (Paper: 2016-04, 23.02.2016)

JEL: G19, G21

Monetary Commitment and the Level of Public Debt

Bank of Canada Working papers [View] (Paper: 2016-03, 20.02.2016)

JEL: E24, E32, E52

Reconciling the Differences in Aggregate U.S. Wage Series

Bank of Canada Working papers [View] (Paper: 2016-01, 21.01.2016)

JEL: E01, E24, E30, J30

Agency Costs, Risk Shocks and International Cycles

Bank of Canada Working papers [View] (Paper: 2016-02, 21.01.2016)

JEL: E22, E32, E44, F44

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

Bank of Canada Working papers [View] (Paper: 2015-47, 29.12.2015)

JEL: C13, C23, C52, D12, H31

Tractable Term-Structure Models and the Zero Lower Bound

Bank of Canada Working papers [View] (Paper: 2015-46, 14.12.2015)

JEL: G12

Emergency Liquidity Facilities, Signalling and Funding Costs

Bank of Canada Working papers [View] (Paper: 2015-44, 03.12.2015)

JEL: G01, G21, G28

Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries

Bank of Canada Working papers [View] (Paper: 2015-45, 03.12.2015)

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

On the Essentiality of E-Money

Bank of Canada Working papers [View] (Paper: 2015-43, 20.11.2015)

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

Speculators, Prices and Market Volatility

Bank of Canada Working papers [View] (Paper: 2015-42, 20.11.2015)

JEL: C3, G1

Monetary Policy and Financial Stability: Cross-Country Evidence

Bank of Canada Working papers [View] (Paper: 2015-41, 12.11.2015)

JEL: E4, E5, G01

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

Bank of Canada Working papers [View] (Paper: 2015-40, 12.11.2015)

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

Option Valuation with Observable Volatility and Jump Dynamics

Bank of Canada Working papers [View] (Paper: 2015-39, 07.11.2015)

JEL: G1, G12

Nowcasting BRIC+M in Real Time

Bank of Canada Working papers [View] (Paper: 2015-38, 28.10.2015)

JEL: C33, C53

Domestic and Multilateral Effects of Capital Controls in Emerging Markets

Bank of Canada Working papers [View] (Paper: 2015-37, 23.10.2015)

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

Downside Variance Risk Premium

Bank of Canada Working papers [View] (Paper: 2015-36, 22.10.2015)

JEL: G1, G12

Volatility and Liquidity Costs

Bank of Canada Working papers [View] (Paper: 2013-29, 20.08.2013)

Analyzing Fiscal Sustainability

Bank of Canada Working papers [View] (Paper: 2013-27, 20.08.2013)

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

Bank of Canada Working papers [View] (Paper: 2013-28, 20.08.2013)

Uncertain Fiscal Consolidations

Bank of Canada Working papers [View] (Paper: 2013-26, 16.08.2013)

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

Bank of Canada Working papers [View] (Paper: 2013-25, 16.08.2013)

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

Bank of Canada Working papers [View] (Paper: 2013-24, 25.07.2013)

A Semiparametric Early Warning Model of Financial Stress Events

Bank of Canada Working papers [View] (Paper: 2013-13, 15.05.2013)

Forecasting with Many Models: Model Confidence Sets and Forecast Combination

Bank of Canada Working papers [View] (Paper: 2013-11, 24.04.2013)

JEL: C53

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

Bank of Canada Working papers [View] (Paper: 2013-12, 24.04.2013)

JEL: G12, G17

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

Bank of Canada Working papers [View] (Paper: 2013-09, 23.04.2013)

JEL: E21, E44, G11, R21

A New Linear Estimator for Gaussian Dynamic Term Structure Models

Bank of Canada Working papers [View] (Paper: 2013-10, 23.04.2013)

JEL: C13, E43, G12

Countercyclical Bank Capital Requirement and Optimized Monetary Policy Rules

Bank of Canada Working papers [View] (Paper: 2013-08, 09.04.2013)

A Tractable Monetary Model Under General Preferences

Bank of Canada Working papers [View] (Paper: 2013-07, 16.03.2013)

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

Bank of Canada Working papers [View] (Paper: 2013-06, 16.03.2013)

Market Structure and Cost Pass-Through in Retail

Bank of Canada Working papers [View] (Paper: 2013-05, 08.03.2013)

Financial Development and the Volatility of Income

Bank of Canada Working papers [View] (Paper: 2013-04, 31.01.2013)

A General Equilibrium Model with Banks and Default on Loans

Bank of Canada Working papers [View] (Paper: 2013-03, 10.01.2013)

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

Bank of Canada Working papers [View] (Paper: 2013-02, 10.01.2013)

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

Bank of Canada Working papers [View] (Paper: 2013-01, 08.01.2013)

Financial Crisis Resolution

Bank of Canada Working papers [View] (Paper: 2012-42, 21.12.2012)

On the Welfare Effects of Credit Arrangements

Bank of Canada Working papers [View] (Paper: 2012-43, 21.12.2012)

The Effects of Oil Price Uncertainty on the Macroeconomy

Bank of Canada Working papers [View] (Paper: 2012-40, 19.12.2012)

Estimating the Policy Rule from Money Market Rates when Target Rate Changes Are Lumpy

Bank of Canada Working papers [View] (Paper: 2012-41, 19.12.2012)

Consumer Interest Rates and Retail Mutual Fund Flows

Bank of Canada Working papers [View] (Paper: 2012-39, 19.12.2012)

Liquidity and Central Clearing: Evidence from the CDS Market

Bank of Canada Working papers [View] (Paper: 2012-38, 07.12.2012)

JEL: G30, G38

Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields

Bank of Canada Working papers [View] (Paper: 2012-37, 15.11.2012)

The Role of Credit in International Business Cycles

Bank of Canada Working papers [View] (Paper: 2012-36, 15.11.2012)

When Lower Risk Increases Profit: Competition and Control of a Central Counterparty

Bank of Canada Working papers [View] (Paper: 2012-35, 10.11.2012)

China's Emergence in the World Economy and Business Cycles in Latin America

Bank of Canada Working papers [View] (Paper: 2012-32, 08.10.2012)

Financial Conditions and the Money-Output Relationship in Canada

Bank of Canada Working papers [View] (Paper: 2012-33, 08.10.2012)

The Evolution of Canada's Global Export Market Share

Bank of Canada Working papers [View] (Paper: 2012-31, 08.10.2012)

The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation

Bank of Canada Working papers [View] (Paper: 2012-34, 08.10.2012)

Price Negotiation in Differentiated Products Markets: Evidence from the Canadian Mortgage Market

Bank of Canada Working papers [View] (Paper: 2012-30, 28.09.2012)

Efficiency and Bargaining Power in the Interbank Loan Market

Bank of Canada Working papers [View] (Paper: 2012-29, 28.09.2012)