D - Microeconomics - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T13:40:51+00:00Network Analysis and Canada's Large Value Transfer System
https://www.bankofcanada.ca/2009/12/discussion-paper-2009-13/
Analysis of the characteristics and structure of a network of financial institutions can provide insight into the complex relationships and interdependencies that exist in a payment, clearing, and settlement system (PCSS), and allow an intuitive understanding of the PCSS's efficiency, stability, and resiliency.2009-12-01T11:40:39+00:00enNetwork Analysis and Canada's Large Value Transfer System2009-12-01Financial stabilityPayment clearing and settlement systemsDiscussion Paper 2009-13https://www.bankofcanada.ca/wp-content/uploads/2010/01/dp09-13.pdfNetwork Analysis and Canada’s Large Value Transfer SystemLana EmbreeTom RobertsDecember 2009DD8D85GG1G10Cross-border Mergers and Hollowing-out
https://www.bankofcanada.ca/2009/10/working-paper-2009-30/
The purpose of our paper is to examine the profitability and social desirability of both domestic and foreign mergers in a location-quantity competition model, where we allow for the possibility of hollowing-out of the target firm. We refer to hollowing-out as the situation where the target firm is shut down following a merger with a domestic or foreign acquirer.2009-10-15T14:31:17+00:00enCross-border Mergers and Hollowing-out2009-10-15Economic modelsInternational topicsMarket structure and pricingWorking Paper 2009-30 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp09-30.pdfCross-border Mergers and Hollowing-outOana SecrieruMarianne VigneaultOctober 2009DD4D43GG3G34LL1L13L4L41Simulations du ratio du service de la dette des consommateurs en utilisant des données micro
https://www.bankofcanada.ca/2009/06/working-paper-2009-18/
The author constructs a formal analytic framework to simulate the impact of various economic shocks on the household debt-service ratio, using data from the Canadian Financial Monitor (CFM) survey.2009-06-03T15:36:11+00:00frSimulations du ratio du service de la dette des consommateurs en utilisant des données micro2009-06-03Econometric and statistical methodsFinancial stabilityWorking paper 2009-18https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp09-18.pdfSimulations du ratio du service de la dette des consommateurs en utilisant des données microRamdane DjoudadJune 2009CC1C15C3C31DD1D14EE5E51Price Movements in the Canadian Residential Mortgage Market
https://www.bankofcanada.ca/2009/04/working-paper-2009-13/
The authors empirically analyze the price-setting behaviour of the major Canadian banks in the residential mortgage market over the period 1991–2007. They use weekly posted prices of the major mortgage providers to study the degree of competition in mortgage price setting.2009-04-03T11:22:08+00:00enPrice Movements in the Canadian Residential Mortgage Market2009-04-03Financial institutionsFinancial servicesWorking Paper 2009-13 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp09-13.pdfPrice Movements in the Canadian Residential Mortgage MarketJason AllenDarcey McVanelApril 2009DD4GG2Information Flows and Aggregate Persistence
https://www.bankofcanada.ca/2009/04/working-paper-2009-11/
Models with imperfect information that generate persistent monetary nonneutrality predominantly rely on assumptions leading to substantial heterogeneity of information across price-setters. This paper develops a quantitative general equilibrium model in which the degree of heterogeneity of information is determined endogenously.2009-04-03T11:13:05+00:00enInformation Flows and Aggregate Persistence2009-04-03Business fluctuations and cyclesInflation and pricesMonetary policy transmissionWorking Paper 2009-11 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp09-11.pdfInformation Flows and Aggregate PersistenceOleksiy KryvtsovApril 2009DD8D83EE3E31E32Relative Prices, Trading Gains, and Real GDI: The Case of Canada
https://www.bankofcanada.ca/2009/01/discussion-paper-2009-4/
Treating imports as intermediate inputs to domestic production, the author adopts the translog function approach to model real gross domestic income (GDI) in Canada over the 1961–2006 period. She explores the role of price ratios, such as terms of trade and the real effective exchange rate, in explaining changes in real GDI, trade openness, trade […]2009-01-29T11:35:15+00:00enRelative Prices, Trading Gains, and Real GDI: The Case of Canada2009-01-29Econometric and statistical methodsProductivityDiscussion Paper 2009-4https://www.bankofcanada.ca/wp-content/uploads/2010/01/dp09-4.pdfRelative Prices, Trading Gains, and Real GDI: The Case of CanadaYi ZhengJanuary 2009CC4C43DD3D33FF1F10OO4O47Comparison of Auction Formats in Canadian Government Auctions
https://www.bankofcanada.ca/2009/01/working-paper-2009-5/
Using a rich sample of Canadian government securities auctions, we estimate the structural parameters of a share-auction model accounting for asymmetries across bidders. We find little evidence of asymmetries between participants at Canadian government nominal bond auctions.2009-01-01T16:15:54+00:00enComparison of Auction Formats in Canadian Government Auctions2009-01-01Debt managementFinancial marketsMarket structure and pricingWorking Paper 2009-5 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp09-5.pdfComparison of Auction Formats in Canadian Government AuctionsOlivier ArmantierNourredine LafhelJanuary 2009DD4D44D6D63GG2G28