Central Bank Research Hub - Series: Bank of Canada Working papers 2012

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Title Author(s)

On the Welfare Effects of Credit Arrangements

Paper: 2012-43, 21.12.2012

Financial Crisis Resolution

Paper: 2012-42, 21.12.2012

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

Paper: 2012-41, 19.12.2012

The Effects of Oil Price Uncertainty on the Macroeconomy

Paper: 2012-40, 19.12.2012

Consumer Interest Rates and Retail Mutual Fund Flows

Paper: 2012-39, 19.12.2012

Liquidity and Central Clearing: Evidence from the CDS Market

Paper: 2012-38, 07.12.2012

JEL: G30, G38

Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields

Paper: 2012-37, 15.11.2012

The Role of Credit in International Business Cycles

Paper: 2012-36, 15.11.2012

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

Paper: 2012-35, 10.11.2012

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

Paper: 2012-34, 08.10.2012

Financial Conditions and the Money-Output Relationship in Canada

Paper: 2012-33, 08.10.2012

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

Paper: 2012-32, 08.10.2012

The Evolution of Canada's Global Export Market Share

Paper: 2012-31, 08.10.2012

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

Paper: 2012-30, 28.09.2012

Efficiency and Bargaining Power in the Interbank Loan Market

Paper: 2012-29, 28.09.2012

What Drags and Drives Mobility: Explaining Canada's Aggregate Migration Patterns

Paper: 2012-28, 11.09.2012

Systematic Risk, Debt Maturity and the Term Structure of Credit Spreads

Paper: 2012-27, 27.08.2012

JEL: G32, G33

Natural Monopoly and Distorted Competition: Evidence from Unbundling Fiber-Optic Networks

Paper: 2012-26, 27.08.2012

JEL: K23, L43, L96

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

Why Do Shoppers Use Cash? Evidence from Shopping Diary Data

Paper: 2012-24, 14.08.2012

JEL: C2, D1, G2

Inflation and Growth: A New Keynesian Perspective

Paper: 2012-23, 14.08.2012

JEL: E31, E52, O31, O42

The Ex-Ante Versus Ex-Post Effect of Public Guarantees

Paper: 2012-22, 14.08.2012

JEL: G21, G28, G32

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

The Sensitivity of Producer Prices to Exchange Rates: Insights from Micro Data

Paper: 2012-20, 23.07.2012

JEL: E30, F31, F41, L11

International Business Cycles and Financial Frictions

Paper: 2012-19, 20.07.2012

JEL: E30, F42, F44

Consumer Bankruptcy and Information

Paper: 2012-18, 20.07.2012

JEL: D4, G2

On the Existence and Fragility of Repo Markets

Paper: 2012-17, 22.06.2012

JEL: G24

Commodities and Monetary Policy: Implications for Inflation and Price Level Targeting

Paper: 2012-16, 15.06.2012

JEL: E17, E31, E37, E52, F41, Q43

Estimating the Demand for Settlement Balances in the Canadian Large Value Transfer System

Paper: 2012-15, 29.05.2012

JEL: C36, E40, E50, G01

The Impact of Retail Payment Innovations on Cash Usage

Paper: 2012-14, 15.05.2012

JEL: C35, C83, E41

Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics

Paper: 2012-13, 01.05.2012

JEL: E30, E32

House Price Dynamics: Fundamentals and Expectations

Paper: 2012-12, 01.05.2012

JEL: E3, E65, R21

Risk Premium, Variance Premium and the Maturity Structure of Uncertainty

Paper: 2012-11, 04.04.2012

JEL: G12, G13

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

Central Bank Communication or the Media's Interpretation: What Moves Markets?

Paper: 2012-09, 29.02.2012

JEL: E58, G14

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

Short-Term Forecasting of the Japanese Economy Using Factor Models

Paper: 2012-07, 27.02.2012

JEL: C50, C53, E37, E47

Macroprudential Rules and Monetary Policy when Financial Frictions Matter

Paper: 2012-06, 27.02.2012

JEL: E42, E50, E60

An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks

Paper: 2012-05, 18.02.2012

JEL: E41, F31, G12, G15

Price Competition and Concentration in Search and Negotiation Markets: Evidence from Mortgage Lending

Paper: 2012-04, 09.02.2012

Fooled by Search: Housing Prices, Turnover and Bubbles

Paper: 2012-03, 09.02.2012

Time-Varying Effects of Oil Supply Shocks on the U.S. Economy

Paper: 2012-02, 26.01.2012

Real-Time Analysis of Oil Price Risks Using Forecast Scenarios

Paper: 2012-01, 26.01.2012

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