Research - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T01:49:20+00:00Changes in the Effects of Monetary Policy on Disaggregate Price Dynamics
https://www.bankofcanada.ca/2012/04/working-paper-2012-13/
We examine the evolution of the effects of monetary policy shocks on the distribution of disaggregate prices and quantities of personal consumption expenditures to assess the contribution of monetary policy to changes in U.S. inflation dynamics.2012-04-30T12:56:28+00:00enChanges in the Effects of Monetary Policy on Disaggregate Price Dynamics2012-04-30Econometric and statistical methodsMonetary policy transmissionWorking Paper 2012-13https://www.bankofcanada.ca/wp-content/uploads/2012/04/wp2012-13.pdfChanges in the Effects of Monetary Policy on Disaggregate Price DynamicsChristiane BaumeisterPhilip LiuHaroon MumtazApril 2012EE3E30E32House Price Dynamics: Fundamentals and Expectations
https://www.bankofcanada.ca/2012/04/working-paper-2012-12/
We investigate whether expectations that are not fully rational have the potential to explain the evolution of house prices and the price-to-rent ratio in the United States.2012-04-30T11:45:47+00:00enHouse Price Dynamics: Fundamentals and Expectations2012-04-30Asset pricingDomestic demand and componentsEconomic modelsWorking Paper 2012-12https://www.bankofcanada.ca/wp-content/uploads/2012/04/wp2012-12.pdfHouse Price Dynamics: Fundamentals and ExpectationsEleonora GranzieraSharon KozickiApril 2012EE3E6E65RR2R21Risk Premium, Variance Premium and the Maturity Structure of Uncertainty
https://www.bankofcanada.ca/2012/04/working-paper-2012-11/
Expected returns vary when investors face time-varying investment opportunities. Long-run risk models (Bansal and Yaron 2004) and no-arbitrage affine models (Duffie, Pan, and Singleton 2000) emphasize sources of risk that are not observable to the econometrician.2012-04-03T14:43:45+00:00enRisk Premium, Variance Premium and the Maturity Structure of Uncertainty2012-04-03Asset pricingFinancial servicesWorking Paper 2012-11https://www.bankofcanada.ca/wp-content/uploads/2012/04/wp2012-11.pdfRisk Premium, Variance Premium and the Maturity Structure of UncertaintyBruno FeunouJean-Sébastien FontaineAbderrahim TaamoutiRoméo TedongapMarch 2012GG1G12G13