E44 - Financial Markets and the Macroeconomy - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T01:09:45+00:00The Role of Bank Capital in the Propagation of Shocks
https://www.bankofcanada.ca/2008/10/working-paper-2008-36/
Recent events in financial markets have underlined the importance of analyzing the link between the financial health of banks and real economic activity. This paper contributes to this analysis by constructing a dynamic general equilibrium model in which the balance sheet of banks affects the propagation of shocks.2008-10-02T14:41:35+00:00enThe Role of Bank Capital in the Propagation of Shocks2008-10-02Economic modelsFinancial institutionsFinancial system regulation and policiesMonetary policy transmissionWorking Paper 2008-36 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-36.pdfThe Role of Bank Capital in the Propagation of ShocksCésaire MehKevin MoranOctober 2008EE4E44E5E52GG2G21Globalization and Inflation: The Role of China
https://www.bankofcanada.ca/2008/10/working-paper-2008-35/
In this paper, we develop a theoretical model which identifies four channels–import prices, competition with domestic suppliers and workers, and commodity prices–through which price- and wage-setting conditions in country j may affect inflation in country i.2008-10-01T14:34:31+00:00enGlobalization and Inflation: The Role of China2008-10-01International topicsWorking Paper 2008-35 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-35.pdfGlobalization and Inflation: The Role of ChinaDenise CôtéCarlos De ResendeOctober 2008EE2E22E3E32E4E44Aggregate and Welfare Effects of Redistribution of Wealth Under Inflation and Price-Level Targeting
https://www.bankofcanada.ca/2008/09/working-paper-2008-31/
Since the work of Doepke and Schneider (2006a) and Meh and Terajima (2008), we know that inflation causes major redistribution of wealth – between households and the government, between nationals and foreigners, and between households within the same country.2008-09-12T12:16:07+00:00enAggregate and Welfare Effects of Redistribution of Wealth Under Inflation and Price-Level Targeting2008-09-12Economic modelsInflation and pricesInflation targetsInflation: costs and benefitsMonetary policy frameworkSectoral balance sheetWorking Paper 2008-31https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-31.pdfAggregate and Welfare Effects of Redistribution of Wealth Under Inflation and Price-Level TargetingCésaire MehJosé-Víctor Ríos-RullYaz TerajimaSeptember 2008DD3D31EE2E21E3E31E4E44E5E52E6E63Macroeconomic Determinants of the Term Structure of Corporate Spreads
https://www.bankofcanada.ca/2008/09/working-paper-2008-29/
We investigate the macroeconomic determinants of corporate spreads using a no-arbitrage technique. Structural shocks are identified by a New-Keynesian model. Treasury bonds are priced in an affine model with time-varying risk premia.2008-09-04T11:14:55+00:00enMacroeconomic Determinants of the Term Structure of Corporate Spreads2008-09-04Debt managementFinancial marketsInterest ratesWorking Paper 2008-29 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-29.pdfMacroeconomic Determinants of the Term Structure of Corporate SpreadsJun YangSeptember 2008EE4E43E44GG1G12A Model of Housing Boom and Bust in a Small Open Economy
https://www.bankofcanada.ca/2008/04/working-paper-2008-9/
This paper considers a dynamic stochastic general equilibrium model for a small open economy and finds that an improvement in the terms of trade causes a housing boom-bust cycle if the duration of the improvement is uncertain.2008-04-03T11:54:59+00:00enA Model of Housing Boom and Bust in a Small Open Economy2008-04-03Business fluctuations and cyclesCredit and credit aggregatesWorking Paper 2008-9 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-9.pdfA Model of Housing Boom and Bust in a Small Open EconomyHajime TomuraApril 2008EE4E44FF4F41