C3 - Multiple or Simultaneous Equation Models; Multiple Variables - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T07:16:26+00:00Retail 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 2014CC3C35EE4E41Improving Overnight Loan Identification in Payments Systems
https://www.bankofcanada.ca/2014/06/working-paper-2014-25/
Information on the allocation and pricing of over-the-counter (OTC) markets is scarce. Furfine (1999) pioneered an algorithm that provides transaction-level data on the OTC interbank lending market.2014-06-18T11:43:53+00:00enImproving Overnight Loan Identification in Payments Systems2014-06-18Econometric and statistical methodsFinancial marketsInterest ratesPayment clearing and settlement systemsWorking Paper 2014-25https://www.bankofcanada.ca/wp-content/uploads/2014/06/wp2014-25.pdfImproving Overnight Loan Identification in Payments SystemsMark RempelJune 2014CC3C38C5C53EE4E42E44GG1G10Monetary Policy Transmission during Financial Crises: An Empirical Analysis
https://www.bankofcanada.ca/2014/06/working-paper-2014-21/
This paper studies the effects of a monetary policy expansion in the United States during times of high financial stress. The analysis is carried out by introducing a smooth transition factor model where the transition between states (“normal” and high financial stress) depends on a financial conditions index.2014-06-05T07:01:27+00:00enMonetary Policy Transmission during Financial Crises: An Empirical Analysis2014-06-05Econometric and statistical methodsFinancial marketsMonetary policy transmissionWorking Paper 2014-21https://www.bankofcanada.ca/wp-content/uploads/2014/06/wp2014-21.pdfMonetary Policy Transmission during Financial Crises: An Empirical AnalysisTatjana DahlhausJune 2014CC1C11C3C32EE3E32E4E44GG0G01