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Bank of Canada

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Publications & Research

Research

Economics Staff

Jason Allen

Senior Analyst
Mail:
Bank of Canada
234 Wellington Street
Ottawa, Ontario K1A 0G9
Canada
Email:
jallen@bankofcanada.ca
Phone:
613 782-8712
Fax:
613 782-7508
Other:
Curriculum vitae (.PDF format)
Education:
  • Ph.D., Queen's University (2007)
  • M.A., Queen's University (2000)
  • B.A. (Honours), Concordia University (1999)
Research Interests:
  • econometrics
  • empirical finance
  • financial institutions
Publications:
Refereed journals:
"Canadian City Housing Prices and Urban Market Segmentation,"
(with Robert Amano, David P. Byrne, and Allan W. Gregory). Canadian Journal of Economics, vol 42(3), p. 1132-1149, 2009.
"Size Matters: Covariance Matrix Estimation under the Alternative,"
The Econometrics Journal vol 10(1), p. 637-644, 2007.
"Efficiency and Economies of Scale of Large Canadian Banks,"
(with Ying Liu), Canadian Journal of Economics vol.40(1), p. 225-244, 2007.
Bank of Canada publications:
"Price Movements in the Canadian Residential Mortgage Market,"
(with Darcey McVanel). Bank of Canada Working Paper, No. 2009-13.
"Market Structure and the Diffusion of E-Commerce: Evidence from the Retail Banking Industry,"
(with Robert Clark and Jean-François Houde). Bank of Canada Working Paper, No. 2008-32. Revisions requested at RAND Journal of Economics.
"Empirical Likelihood Block Bootstrapping,"
(with Allan W. Gregory and Katsumi Shimotsu). Bank of Canada Working Paper, No. 2008-18. Revisions requested at the Journal of Econometrics.
"Efficiency and Competition in Canadian Banking,"
(with Walter Engert). Bank of Canada Review, Summer 2007.
"A Note on Contestability in the Canadian Banking Industry,"
(with Ying Liu). Bank of Canada Discussion Paper No. 2007-7.
"Are Canadian Banks Efficient? A Canada-U.S. Comparison,"
(with Walter Engert and Ying Liu). Bank of Canada Financial System Review, December 2006.
"Are Canadian Banks Efficient? A Canada–U.S. Comparison,"
(with Walter Engert and Ying Liu). Bank of Canada Working Paper, No. 2006-33.
"Efficiency and Economies of Scale of Large Canadian Banks,"
(with Ying Liu). Bank of Canada Working Paper, No. 2005-13.
"Efficiency and Economies of Scale of Large Canadian Banks,"
(with Ying Liu). Bank of Canada Financial System Review, June 2005.
Work in Progress
"The Effect of Horizontal Mergers on Negotiated Prices in Mortgage Markets"
List of members of our economics research staff and executive in alphabetical order.