E5 - Monetary Policy, Central Banking, and the Supply of Money and Credit - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T16:30:52+00:00Financial Stress, Monetary Policy, and Economic Activity
https://www.bankofcanada.ca/2010/05/working-paper-2010-12/
This paper examines empirically the impact of financial stress on the transmission of monetary policy shocks in Canada. The model used is a threshold vector autoregression in which a regime change occurs if financial stress conditions cross a critical threshold.2010-05-21T13:24:59+00:00enFinancial Stress, Monetary Policy, and Economic Activity2010-05-21Financial stabilityMonetary policy and uncertaintyWorking Paper 2010-12https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp10-12.pdfFinancial Stress, Monetary Policy, and Economic ActivityFuchun LiPierre St-AmantMay 2010CC0C01EE5E50GG0G01