C36 - Instrumental Variables (IV) Estimation - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feedsen2024-03-29T05:20:56+00:00How Long Does It Take You to Pay? A Duration Study of Canadian Retail Transaction Payment Times
https://www.bankofcanada.ca/2018/09/staff-working-paper-2018-46/
Using an exclusive data set of payment times for retail transactions made in Canada, I show that cash is the most time-efficient method of payment (MOP) when compared with payments by debit and credit cards. I model payment efficiency using Cox proportional hazard models, accounting for consumer choice of MOP.2018-09-07T15:08:12+00:00enHow Long Does It Take You to Pay? A Duration Study of Canadian Retail Transaction Payment Times2018-09-07Bank notesEconometric and statistical methodsPayment clearing and settlement systemsStaff Working Paper 2018-46https://www.bankofcanada.ca/wp-content/uploads/2018/09/swp2018-46.pdfHow Long Does It Take You to Pay? A Duration Study of Canadian Retail Transaction Payment TimesGeneviève ValléeSeptember 2018CC2C25C3C36C4C41DD2D23EE4E41E42The (Un)Demand for Money in Canada
https://www.bankofcanada.ca/2018/05/staff-working-paper-2018-20/
A novel dataset from the Bank of Canada is used to estimate the deposit functions for banknotes in Canada for three denominations: $1,000, $100 and $50. The broad flavour
of the empirical findings is that denominations are different monies, and the structural estimates identify the underlying sources of the non-neutrality.2018-05-10T14:08:48+00:00enThe (Un)Demand for Money in Canada2018-05-10Bank notesEconometric and statistical methodsStaff Working Paper 2018-20https://www.bankofcanada.ca/wp-content/uploads/2018/05/swp2018-20.pdfThe (Un)Demand for Money in CanadaCasey JonesGeoffrey R. DunbarMay 2018CC3C31C36EE4E41Identifying the Degree of Collusion Under Proportional Reduction
https://www.bankofcanada.ca/2017/11/staff-working-paper-2017-51/
Proportional reduction is a common cartel practice in which cartel members reduce their output proportionately. We develop a method to quantify this reduction relative to a benchmark market equilibrium scenario and relate the reduction to the traditional conduct parameter.2017-11-23T11:55:01+00:00enIdentifying the Degree of Collusion Under Proportional Reduction2017-11-23Econometric and statistical methodsMarket structure and pricingStaff Working Paper 2017-51https://www.bankofcanada.ca/wp-content/uploads/2017/11/swp2017-51.pdfIdentifying the Degree of Collusion Under Proportional ReductionOleksandr ShcherbakovNaoki WakamoriNovember 2017CC3C36DD2D22LL4L41Demographics and the Demand for Currency
https://www.bankofcanada.ca/2014/12/working-paper-2014-59/
I use data from the Bank of Canada’s Bank Note Distribution System and exploit a natural experiment offered by the timing of Easter in the Gregorian calendar to analyze the effects of demographic change for currency demand.2014-12-22T15:47:53+00:00enDemographics and the Demand for Currency2014-12-22Bank notesEconometric and statistical methodsWorking Paper 2014-59https://www.bankofcanada.ca/wp-content/uploads/2014/12/wp2014-59.pdfDemographics and the Demand for CurrencyGeoffrey R. DunbarDecember 2014CC3C31C36EE4E41Estimating the Demand for Settlement Balances in the Canadian Large Value Transfer System
https://www.bankofcanada.ca/2012/05/working-paper-2012-15/
This paper applies a static model of an interest rate corridor to the Canadian data, and estimates the aggregate demand for central-bank settlement balances in the Large Value Transfer System (LVTS).2012-05-28T10:57:33+00:00enEstimating the Demand for Settlement Balances in the Canadian Large Value Transfer System2012-05-28Interest ratesMonetary policy implementationPayment clearing and settlement systemsWorking Paper 2012-15https://www.bankofcanada.ca/wp-content/uploads/2012/05/wp2012-15.pdfEstimating the Demand for Settlement Balances in the Canadian Large Value Transfer SystemNellie ZhangMay 2012CC3C36EE4E40E5E50GG0G01