Econometric and statistical methods - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T18:37:28+00:00Demographics and the Demand for Currency
https://www.bankofcanada.ca/2014/12/working-paper-2014-59/
I use data from the Bank of Canada’s Bank Note Distribution System and exploit a natural experiment offered by the timing of Easter in the Gregorian calendar to analyze the effects of demographic change for currency demand.2014-12-22T15:47:53+00:00enDemographics and the Demand for Currency2014-12-22Bank notesEconometric and statistical methodsWorking Paper 2014-59https://www.bankofcanada.ca/wp-content/uploads/2014/12/wp2014-59.pdfDemographics and the Demand for CurrencyGeoffrey R. DunbarDecember 2014CC3C31C36EE4E41International Spillovers of Policy Uncertainty
https://www.bankofcanada.ca/2014/12/working-paper-2014-57/
Using the Baker et al. (2013) index of policy uncertainty for six developed countries, this paper estimates spillovers of policy uncertainty. We find that spillovers account for slightly more than one-fourth of the dynamics of policy uncertainty in these countries, with this share rising to one-half during the financial crisis.2014-12-15T15:29:27+00:00enInternational Spillovers of Policy Uncertainty2014-12-15Econometric and statistical methodsWorking Paper 2014-57https://www.bankofcanada.ca/wp-content/uploads/2014/12/wp2014-57.pdfInternational Spillovers of Policy UncertaintyStefan KlößnerRodrigo SekkelDecember 2014CC3DD8D80FF4F42Persistent Leverage in Portfolio Sorts: An Artifact of Measurement Error?
https://www.bankofcanada.ca/2014/12/working-paper-2014-55/
Studies such as Lemmon, Roberts and Zender (2008) demonstrate how stable firms’ capital structures are over time, and raise the question of whether new theories of capital structure are needed to explain these phenomena.2014-12-12T11:06:38+00:00enPersistent Leverage in Portfolio Sorts: An Artifact of Measurement Error?2014-12-12Econometric and statistical methodsFinancial marketsWorking Paper 2014-55https://www.bankofcanada.ca/wp-content/uploads/2014/12/wp2014-55.pdfPersistent Leverage in Portfolio Sorts: An Artifact of Measurement Error?Michael MuellerDecember 2014CC1C18GG3G32International House Price Cycles, Monetary Policy and Risk Premiums
https://www.bankofcanada.ca/2014/12/working-paper-2014-54/
Using a panel logit framework, the paper provides an estimate of the likelihood of a house price correction in 18 OECD countries. The analysis shows that a simple measure of the degree of house price overvaluation contains a lot of information about subsequent price reversals.2014-12-10T09:13:11+00:00enInternational House Price Cycles, Monetary Policy and Risk Premiums2014-12-10Econometric and statistical methodsHousingWorking Paper 2014-54https://www.bankofcanada.ca/wp-content/uploads/2014/12/wp2014-54.pdfInternational House Price Cycles, Monetary Policy and Risk PremiumsGregory BauerDecember 2014CC2EE4E43RR2R21