Posts - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T13:14:11+00:00Research Update - June 2014
https://www.bankofcanada.ca/wp-content/uploads/2014/07/monthly-research-report-june-2014.pdf
This monthly newsletter features the latest research publications by Bank of Canada economists including external publications and working papers published on the Bank of Canada’s website.2014-06-30T08:06:52+00:00enResearch Update - June 20142014-06-30Weekly Financial Statistics - 27 June 2014
https://www.bankofcanada.ca/wp-content/uploads/2014/06/wfs270614.pdf
2014-06-27T13:00:30+00:00enWeekly Financial Statistics - 27 June 20142014-06-27A Dual Vision for the Canadian Payments System
https://www.bankofcanada.ca/2014/06/dual-vision-canadian-payments-system/
Deputy Governor Lawrence Schembri calls for a collaborative approach to achieving a payments system that is innovative, safe, and efficient.2014-06-27T10:24:34+00:00A Dual Vision for the Canadian Payments System2014-06-27Lawrence L. SchembriBanking and Financial Statistics - June 2014
https://www.bankofcanada.ca/wp-content/uploads/2014/06/bfs_june14.pdf
2014-06-26T13:35:18+00:00enBanking and Financial Statistics - June 20142014-06-26Weekly Financial Statistics - 20 June 2014
https://www.bankofcanada.ca/wp-content/uploads/2014/06/wfs200614.pdf
2014-06-20T12:31:16+00:00enWeekly Financial Statistics - 20 June 20142014-06-20Optimal Margining and Margin Relief in Centrally Cleared Derivatives Markets
https://www.bankofcanada.ca/2014/06/working-paper-2014-29/
A major policy challenge posed by derivatives clearinghouses is that their collateral requirements can rise sharply in times of stress, reducing market liquidity and further exacerbating downturns.2014-06-18T13:06:24+00:00enOptimal Margining and Margin Relief in Centrally Cleared Derivatives Markets2014-06-18Economic modelsPayment clearing and settlement systemsWorking Paper 2014-29https://www.bankofcanada.ca/wp-content/uploads/2014/06/wp2014-29.pdfOptimal Margining and Margin Relief in Centrally Cleared Derivatives MarketsRadoslav RaykovJune 2014GG1G19G2G21Forecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS Regressions
https://www.bankofcanada.ca/2014/06/discussion-paper-2014-3/
In this paper, the authors develop a new tool to improve the short-term forecasting of real GDP growth in the euro area and Japan. This new tool, which uses unrestricted mixed-data sampling (U-MIDAS) regressions, allows an evaluation of the usefulness of a wide range of indicators in predicting short-term real GDP growth.2014-06-18T13:06:09+00:00enForecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS Regressions2014-06-18Econometric and statistical methodsInternational topicsDiscussion Paper 2014-3https://www.bankofcanada.ca/wp-content/uploads/2014/06/dp2014-3.pdfForecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS RegressionsMaxime LeboeufLouis MorelJune 2014CC5C50C53EE3E37E4E47Consumer Attitudes and the Epidemiology of Inflation Expectations
https://www.bankofcanada.ca/2014/06/working-paper-2014-28/
This paper studies the formation of consumers’ inflation expectations using micro-level data from the Michigan Survey. It shows that beyond the well-established socio-economic determinants of inflation expectations such as gender, income or education, other characteristics such as the households’ financial situation and their purchasing attitudes also matter.2014-06-18T11:51:15+00:00enConsumer Attitudes and the Epidemiology of Inflation Expectations2014-06-18Inflation and pricesWorking Paper 2014-28https://www.bankofcanada.ca/wp-content/uploads/2014/06/wp2014-28.pdfConsumer Attitudes and the Epidemiology of Inflation ExpectationsMichael EhrmannDamjan PfajfarEmiliano SantoroJune 2014CC5C53DD8D84EE3E31Retail Payment Innovations and Cash Usage: Accounting for Attrition Using Refreshment Samples
https://www.bankofcanada.ca/2014/06/working-paper-2014-27/
We exploit the panel dimension of the Canadian Financial Monitor (CFM) data to estimate the impact of retail payment innovations on cash usage. We estimate a semiparametric panel data model that accounts for unobserved heterogeneity and allows for general forms of non-random attrition.2014-06-18T11:50:48+00:00enRetail Payment Innovations and Cash Usage: Accounting for Attrition Using Refreshment Samples2014-06-18Bank notesDigital currencies and fintechEconometric and statistical methodsFinancial servicesWorking Paper 2014-27https://www.bankofcanada.ca/wp-content/uploads/2014/06/wp2014-27.pdfRetail Payment Innovations and Cash Usage: Accounting for Attrition Using Refreshment SamplesHeng ChenMarie-Hélène FeltKim HuynhJune 2014CC3C35EE4E41Filling in the Blanks: Network Structure and Interbank Contagion
https://www.bankofcanada.ca/2014/06/working-paper-2014-26/
The network pattern of financial linkages is important in many areas of banking and finance. Yet bilateral linkages are often unobserved, and maximum entropy serves as the leading method for estimating counterparty exposures.2014-06-18T11:49:45+00:00enFilling in the Blanks: Network Structure and Interbank Contagion2014-06-18Econometric and statistical methodsFinancial institutionsFinancial stabilityWorking Paper 2014-26https://www.bankofcanada.ca/wp-content/uploads/2014/06/wp2014-26.pdfFilling in the Blanks: Network Structure and Interbank ContagionKartik AnandBen CraigGoetz von PeterJune 2014CC6C63DD8D85GG2G21LL1L14