Find Bank of Canada research by keyword, author, content type, JEL code, topic or date of publication.
Receive notification by email whenever new research is added to the website.
1780
result(s)
The Role of Financial Speculation in Driving the Price of Crude Oil
Staff Discussion Paper 2011-6
Ron Alquist,
Olivier Gervais
Over the past 10 years, financial firms have increased the size of their positions in the oil futures market. At the same time, oil prices have increased dramatically.
Content Type(s):
Staff research,
Staff discussion papers
Topic(s):
International topics
JEL Code(s):
G,
G1,
G12,
Q,
Q4,
Q41
External Stability, Real Exchange Rate Adjustment and the Exchange Rate Regime in Emerging-Market Economies
Staff Discussion Paper 2011-5
Olivier Gervais,
Lawrence L. Schembri,
Lena Suchanek
In emerging-market economies, real exchange rate adjustment is critical for maintaining a sustainable current account position and thereby for helping to reduce macroeconomic and financial instability.
Content Type(s):
Staff research,
Staff discussion papers
Topic(s):
Development economics,
Exchange rate regimes,
International topics
JEL Code(s):
F,
F3,
F31,
F32,
F4,
F41
Lessons from International Central Counterparties: Benchmarking and Analysis
Staff Discussion Paper 2011-4
Alexandre Lazarow
Since the financial crisis, attention has focused on central counterparties (CCPs) as a solution to systemic risk for a variety of financial markets, ranging from repurchase agreements and options to swaps.
Content Type(s):
Staff research,
Staff discussion papers
Topic(s):
Financial markets,
Financial stability,
Financial system regulation and policies,
Payment clearing and settlement systems
JEL Code(s):
G,
G0,
G01,
G1,
G14,
G18,
G2,
G28,
G3,
G38
Forecasting the Price of Oil
Staff Working Paper 2011-15
Ron Alquist,
Lutz Kilian,
Robert Vigfusson
We address some of the key questions that arise in forecasting the price of crude oil. What do applied forecasters need to know about the choice of sample period and about the tradeoffs between alternative oil price series and model specifications?
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Econometric and statistical methods,
International topics
JEL Code(s):
C,
C5,
C53,
Q,
Q4,
Q43,
Q47
Real-Financial Linkages in the Canadian Economy: An Input-Output Approach
Staff Working Paper 2011-14
Danny Leung,
Oana Secrieru
The purpose of this paper is twofold. First, we provide a detailed social accounting matrix (SAM), which incorporates the income and financial flows into the standard input-output matrix, for the Canadian economy for 2004.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Economic models,
Financial markets,
Sectoral balance sheet
JEL Code(s):
C,
C6,
C67,
D,
D5,
D57
Bank Loans for Private and Public Firms in a Credit Crunch
Staff Working Paper 2011-13
Jason Allen,
Teodora Paligorova
Banks reliance on short-term funding has increased over time. While an effective source of financing in good times, the 2007 financial crisis has exposed the vulnerability of banks and ultimately firms to such a liability structure.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Financial institutions
JEL Code(s):
G,
G0,
G01,
G2,
G20
The Canadian Debt-Strategy Model: An Overview of the Principal Elements
Staff Discussion Paper 2011-3
David Bolder,
Simon Deeley
The Canadian Debt Strategy Model helps debt managers determine their optimal financing strategy. The model’s code and documentation are available to the public.
Content Type(s):
Staff research,
Staff discussion papers
Topic(s):
Debt management,
Econometric and statistical methods,
Financial markets,
Fiscal policy
JEL Code(s):
C,
C0,
G,
G1,
G11,
G17,
H,
H6,
H63
The Behaviour of Consumer Prices Across Provinces
Staff Discussion Paper 2011-2
Gordon Wilkinson
Measures of core inflation enable a central bank to distinguish price movements that are transitory and generated by non-monetary events from those that are more permanent and related to prior monetary policy decisions.
Content Type(s):
Staff research,
Staff discussion papers
Topic(s):
Inflation and prices
JEL Code(s):
E,
E3,
E31
Financial Factors and Labour Market Fluctuations
Staff Working Paper 2011-12
Yahong Zhang
What are the effects of financial market imperfections on unemployment and vacancies? Since standard DSGE models do not typically model unemployment, they abstract from this issue.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Economic models,
Financial markets,
Labour markets
JEL Code(s):
E,
E3,
E32,
E4,
E44,
J,
J6