E4 - Money and Interest Rates - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T09:54:00+00:00Estimating Settlement Risk and the Potential for Contagion in Canada's Automated Clearing Settlement System
https://www.bankofcanada.ca/2002/12/working-paper-2002-41/
Payments systems operate virtually unnoticed in our daily lives and yet are crucial to a wellfunctioning economy and financial system.2002-12-01T16:54:35+00:00enEstimating Settlement Risk and the Potential for Contagion in Canada's Automated Clearing Settlement System2002-12-01Financial institutionsPayment clearing and settlement systemsWorking Paper 2002-41 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-41.pdfEstimating Settlement Risk and the Potential for Contagion in Canada’s Automated Clearing Settlement SystemCarol Ann NorthcottDecember 2002EE4E44GG2G21The Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area
https://www.bankofcanada.ca/2002/11/working-paper-2002-35/
This paper reviews both the theoretical and empirical literature on the impact of common currencies on financial markets and evaluates the first three years of experience with Economic and Monetary Union (EMU).2002-11-01T14:44:46+00:00enThe Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area2002-11-01Exchange rate regimesFinancial marketsWorking Paper 2002-35 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-35.pdfThe Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro AreaLiliane KarlingerNovember 2002EE4E44FF2F21F3F36GG1G15Labour Markets, Liquidity, and Monetary Policy Regimes
https://www.bankofcanada.ca/2002/11/working-paper-2002-32/
We develop an equilibrium model of the monetary policy transmission mechanism that highlights information frictions in the market for money and search frictions in the market for labour.2002-11-01T13:50:16+00:00enLabour Markets, Liquidity, and Monetary Policy Regimes2002-11-01Monetary policy and uncertaintyMonetary policy transmissionWorking Paper 2002-32 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-32.pdfLabour Markets, Liquidity, and Monetary Policy RegimesDavid AndolfattoScott HendryKevin MoranNovember 2002EE4E5Inflation Expectations and Learning about Monetary Policy
https://www.bankofcanada.ca/2002/10/working-paper-2002-30/
Various measures indicate that inflation expectations evolve sluggishly relative to actual inflation. In addition, they often fail conventional tests of unbiasedness.2002-10-01T12:38:07+00:00enInflation Expectations and Learning about Monetary Policy2002-10-01Business fluctuations and cyclesEconomic modelsWorking Paper 2002-30 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-30.pdfInflation Expectations and Learning about Monetary PolicyDavid AndolfattoScott HendryKevin MoranOctober 2002EE4E47E5E52E58Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada
https://www.bankofcanada.ca/2002/10/working-paper-2002-29/
This paper continues the work started by Bolder and Stréliski (1999) and considers two alternative classes of models for extracting zero-coupon and forward rates from a set of observed Government of Canada bond and treasury-bill prices.2002-10-01T12:03:37+00:00enExponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada2002-10-01Econometric and statistical methodsFinancial marketsInterest ratesWorking Paper 2002-29 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-29.pdfExponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of CanadaDavid BolderScott GusbaOctober 2002CC0C6EE4GG1Habit Formation and the Persistence of Monetary Shocks
https://www.bankofcanada.ca/2002/10/working-paper-2002-27/
This paper studies the persistent effects of monetary shocks on output. Previous empirical literature documents this persistence, but standard general-equilibrium models with sticky prices fail to generate output responses beyond the duration of nominal contracts.2002-10-01T11:29:56+00:00enHabit Formation and the Persistence of Monetary Shocks2002-10-01Business fluctuations and cyclesMonetary policy transmissionWorking Paper 2002-27 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-27.pdfHabit Formation and the Persistence of Monetary ShocksHafedh BouakezEmanuela CardiaFrancisco Ruge-MurciaOctober 2002EE3E4E5