E - Macroeconomics and Monetary Economics - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T06:36:52+00:00The Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market
https://www.bankofcanada.ca/2011/11/working-paper-2011-28/
There has been a systematic increase in the volatility of the real price of crude oil since 1986, followed by a decline in the volatility of oil production since the early 1990s. We explore reasons for this evolution. We show that a likely explanation of this empirical fact is that both the short-run price elasticities of oil demand and of oil supply have declined considerably since the second half of the 1980s.2011-11-29T14:06:17+00:00enThe Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil Market2011-11-29Econometric and statistical methodsInternational topicsWorking Paper 2011-28https://www.bankofcanada.ca/wp-content/uploads/2011/11/wp2011-28.pdfThe Role of Time-Varying Price Elasticities in Accounting for Volatility Changes in the Crude Oil MarketChristiane BaumeisterGert PeersmanNovember 2011EE3E31E32QQ4Q43What Matters in Determining Capital Surcharges for Systemically Important Financial Institutions?
https://www.bankofcanada.ca/2011/11/discussion-paper-2011-9/
One way of internalizing the externalities that each individual bank imposes on the rest of the financial system is to impose capital surcharges on them in line with their systemic importance.2011-11-17T10:29:55+00:00enWhat Matters in Determining Capital Surcharges for Systemically Important Financial Institutions?2011-11-17Financial system regulation and policiesDiscussion Paper 2011 -9https://www.bankofcanada.ca/wp-content/uploads/2011/11/dp2011-09.pdfWhat Matters in Determining Capital Surcharges for Systemically Important Financial Institutions?Céline GauthierToni GravelleXuezhi LiuMoez SouissiNovember 2011CC1C15C8C81EE4E44GG0G01G2G21Innovation and Growth with Financial, and Other, Frictions
https://www.bankofcanada.ca/2011/11/working-paper-2011-25/
The generation and implementation of ideas, or knowledge, is crucial for economic performance. We study this process in a model of endogenous growth with frictions.2011-11-04T12:09:37+00:00enInnovation and Growth with Financial, and Other, Frictions2011-11-04Economic modelsPotential outputProductivityWorking Paper 2011-25https://www.bankofcanada.ca/wp-content/uploads/2011/11/wp2011-25.pdfInnovation and Growth with Financial, and Other, FrictionsJonathan ChiuCésaire MehRandall WrightOctober 2011EE4GG2OO3O4