Posts - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T15:40:00+00:00Summary of Government of Canada - Outstanding as at 31 December 2016
https://www.bankofcanada.ca/wp-content/uploads/2017/04/loans-book-2016.pdf
2016-12-31T09:20:28+00:00enSummary of Government of Canada - Outstanding as at 31 December 20162016-12-31Weekly Financial Statistics - 30 December 2016
https://www.bankofcanada.ca/wp-content/uploads/2016/12/wfs301216.pdf
2016-12-30T10:50:56+00:00enWeekly Financial Statistics - 30 December 20162016-12-30Information Sharing and Bargaining in Buyer-Seller Networks
https://www.bankofcanada.ca/2016/12/staff-working-paper-2016-63/
This paper presents a model of strategic buyer-seller networks with information exchange between sellers. Prior to engaging in bargaining with buyers, sellers can share access to buyers for a negotiated transfer. We study how this information exchange affects overall market prices, volumes and welfare, given different initial market conditions and information sharing rules.2016-12-30T10:04:33+00:00enInformation Sharing and Bargaining in Buyer-Seller Networks2016-12-30Economic modelsFirm dynamicsMarket structure and pricingStaff Working Paper 2016-63https://www.bankofcanada.ca/wp-content/uploads/2016/12/swp2016-63.pdfInformation Sharing and Bargaining in Buyer-Seller NetworksSofia PriazhkinaFrank H. PageDecember 2016CC7C71C78DD2D21D4D43D8D85LL1L13Can the Common-Factor Hypothesis Explain the Observed Housing Wealth Effect?
https://www.bankofcanada.ca/2016/12/staff-working-paper-2016-62/
The common-factor hypothesis is one possible explanation for the housing wealth effect. Under this hypothesis, house price appreciation is related to changes in consumption as long as the available proxies for the common driver of housing and non-housing demand are noisy and housing supply is not perfectly elastic.2016-12-30T09:39:12+00:00enCan the Common-Factor Hypothesis Explain the Observed Housing Wealth Effect?2016-12-30Economic modelsHousingStaff Working Paper 2016-62https://www.bankofcanada.ca/wp-content/uploads/2016/12/swp2016-62.pdfCan the Common-Factor Hypothesis Explain the Observed Housing Wealth Effect?Narayan BulusuJefferson DuarteCarles Vergara-AlertDecember 2016EE2E21RR3R31Research Update - December 2016
https://www.bankofcanada.ca/wp-content/uploads/2017/01/monthly-research-newsletter-december_2016.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.2016-12-30T06:00:23+00:00enResearch Update - December 20162016-12-30Banking and Financial Statistics - December 2016
https://www.bankofcanada.ca/wp-content/uploads/2016/12/bfs_december16.pdf
2016-12-29T12:00:50+00:00enBanking and Financial Statistics - December 20162016-12-29What Fed Funds Futures Tell Us About Monetary Policy Uncertainty
https://www.bankofcanada.ca/2016/12/staff-working-paper-2016-61/
The uncertainty around future changes to the Federal Reserve target rate varies over time. In our results, the main driver of uncertainty is a “path” factor signaling information about future policy actions, which is filtered from federal funds futures data.2016-12-28T08:34:12+00:00enWhat Fed Funds Futures Tell Us About Monetary Policy Uncertainty2016-12-28Asset pricingFinancial marketsInterest ratesStaff Working Paper 2016-61https://www.bankofcanada.ca/wp-content/uploads/2016/12/swp-2016-61.pdfWhat Fed Funds Futures Tell Us About Monetary Policy UncertaintyJean-Sébastien FontaineDecember 2016EE4E43E44E47GG1G12G13Weekly Financial Statistics - 23 December 2016
https://www.bankofcanada.ca/wp-content/uploads/2016/12/wfs231216.pdf
2016-12-23T10:47:13+00:00enWeekly Financial Statistics - 23 December 20162016-12-23Non-Bank Investors and Loan Renegotiations
https://www.bankofcanada.ca/2016/12/staff-working-paper-2016-60/
We document that the structure of syndicates affects loan renegotiations. Lead banks with large retained shares have positive effects on renegotiations. In contrast, more diverse syndicates deter renegotiations, but only for credit lines.2016-12-22T11:46:34+00:00enNon-Bank Investors and Loan Renegotiations2016-12-22Financial institutionsFinancial system regulation and policiesStaff Working Paper 2016-60https://www.bankofcanada.ca/wp-content/uploads/2016/12/swp2016-60.pdfNon-Bank Investors and Loan RenegotiationsTeodora PaligorovaJoão SantosDecember 2016GG2G21G23Monetary Policy, Private Debt and Financial Stability Risks
https://www.bankofcanada.ca/2016/12/staff-working-paper-2016-59/
Can monetary policy be used to promote financial stability? We answer this question by estimating the impact of a monetary policy shock on private-sector leverage and the likelihood of a financial crisis. Impulse responses obtained from a panel VAR model of 18 advanced countries suggest that the debt-to-GDP ratio rises in the short run following an unexpected tightening in monetary policy.2016-12-19T13:17:39+00:00enMonetary Policy, Private Debt and Financial Stability Risks2016-12-19Credit and credit aggregatesFinancial stabilityMonetary policyMonetary policy transmissionStaff Working Paper 2016-59https://www.bankofcanada.ca/wp-content/uploads/2016/12/swp2016-59.pdfMonetary Policy, Private Debt and Financial Stability RisksGregory BauerEleonora GranzieraDecember 2016CC2C21C23EE5E52E58