Staff discussion papers - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T10:22:15+00:00A Model of the EFA Liabilities
https://www.bankofcanada.ca/2011/12/discussion-paper-2011-11/
The authors describe the liabilities model of the Exchange Fund Account (EFA). The EFA is managed using an asset-liability matching framework that requires currency and duration matching of both sides of the balance sheet.2011-12-23T09:50:29+00:00enA Model of the EFA Liabilities2011-12-23Debt managementForeign reserves managementDiscussion Paper 2011-11https://www.bankofcanada.ca/wp-content/uploads/2011/12/dp2011-11.pdfA Model of the EFA LiabilitiesFrancisco RivadeneyraOumar DissouDecember 2011GG1G12G3G32Financial Frictions, Financial Shocks and Labour Market Fluctuations in Canada
https://www.bankofcanada.ca/2011/12/discussion-paper-2011-10/
What are the effects of financial market imperfections on unemployment and vacancies in Canada? The author estimates the model of Zhang (2011) – a standard monetary dynamic stochastic general-equilibrium model augmented with explicit financial and labour market frictions – with Canadian data for the period 1984Q2–2010Q4, and uses it to examine the importance of financial shocks on labour market fluctuations in Canada.2011-12-14T11:14:54+00:00enFinancial Frictions, Financial Shocks and Labour Market Fluctuations in Canada2011-12-14Economic modelsFinancial marketsLabour marketsDiscussion Paper 2011-10https://www.bankofcanada.ca/wp-content/uploads/2011/12/dp2011-10.pdfFinancial Frictions, Financial Shocks and Labour Market Fluctuations in CanadaYahong ZhangDecember 2011EE3E32E4E44JJ6