E4 - Money and Interest Rates - Bank of Canada
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2024-03-29T09:59:17+00:00
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A New Linear Estimator for Gaussian Dynamic Term Structure Models
https://www.bankofcanada.ca/2013/04/working-paper-2013-10/
This paper proposes a novel regression-based approach to the estimation of Gaussian dynamic term structure models that avoids numerical optimization.
2013-04-22T13:58:06+00:00
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A New Linear Estimator for Gaussian Dynamic Term Structure Models
2013-04-22
Asset pricing
Econometric and statistical methods
Interest rates
Working Paper 2013-10
https://www.bankofcanada.ca/wp-content/uploads/2013/04/wp2013-10.pdf
A New Linear Estimator for Gaussian Dynamic Term Structure Models
Antonio Diez de los Rios
April 2013
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C13
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E4
E43
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G12
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An Equilibrium Analysis of the Rise in House Prices and Mortgage Debt
https://www.bankofcanada.ca/2013/04/working-paper-2013-9/
This paper examines the contributions of population aging, mortgage innovation and historically low interest rates to the sharp rise in U.S. house prices and mortgage debt between 1994 and 2005.
2013-04-22T13:28:44+00:00
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An Equilibrium Analysis of the Rise in House Prices and Mortgage Debt
2013-04-22
Asset pricing
Credit and credit aggregates
Economic models
Working Paper 2013-09
https://www.bankofcanada.ca/wp-content/uploads/2013/04/wp2013-09.pdf
An Equilibrium Analysis of the Rise in House Prices and Mortgage Debt
Shaofeng Xu
April 2013
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E2
E21
E4
E44
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G11
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R21
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Countercyclical Bank Capital Requirement and Optimized Monetary Policy Rules
https://www.bankofcanada.ca/2013/04/working-paper-2013-8/
Using BoC-GEM-Fin, a large-scale DSGE model with real, nominal and financial frictions featuring a banking sector, we explore the macroeconomic implications of various types of countercyclical bank capital regulations. Results suggest that countercyclical capital requirements have a significant stabilizing effect on key macroeconomic variables, but mostly after financial shocks.
2013-04-08T11:40:14+00:00
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Countercyclical Bank Capital Requirement and Optimized Monetary Policy Rules
2013-04-08
Economic models
Financial institutions
Financial stability
International topics
Working Paper 2013-08
https://www.bankofcanada.ca/wp-content/uploads/2013/04/wp2013-08.pdf
Countercyclical Bank Capital Requirement and Optimized Monetary Policy Rules
Carlos De Resende
Ali Dib
René Lalonde
Nikita Perevalov
April 2013
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E3
E32
E4
E44
E5
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G1
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