C - Mathematical and Quantitative Methods - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T08:25:52+00:00Occasionally Binding Constraints in Large Models: A Review of Solution Methods
https://www.bankofcanada.ca/2021/03/staff-discussion-paper-2021-5/
Solving macroeconomic models is difficult. One challenge is the occasionally binding constraint of the zero lower bound on nominal interest rates. This paper reviews various ways to solve models that include this feature.2021-03-23T10:10:08+00:00enOccasionally Binding Constraints in Large Models: A Review of Solution Methods2021-03-23Business fluctuations and cyclesEconomic modelsStaff Discussion Paper 2021-5https://www.bankofcanada.ca/wp-content/uploads/2021/03/sdp2021-5.pdfStaff Discussion Paper 2021-5Jonathan SwarbrickMarch 2021CC6A Generalized Endogenous Grid Method for Default Risk Models
https://www.bankofcanada.ca/2021/03/staff-working-paper-2021-11/
Models with default options are hard to solve. We propose an extension of the endogenous grid method that solves default risk models more efficiently and accurately.2021-03-12T13:14:25+00:00enA Generalized Endogenous Grid Method for Default Risk Models2021-03-12Credit and credit aggregatesCredit risk managementStaff Working Paper 2021-11https://www.bankofcanada.ca/wp-content/uploads/2021/03/swp2021-11.pdfStaff Working Paper 2021-11Youngsoo JangSoyoung LeeMarch 2021CC6C63EE3E37Cash and COVID-19: The Effects of Lifting Containment Measures on Cash Demand and Use
https://www.bankofcanada.ca/2021/03/staff-discussion-paper-2021-3/
Using Bank Note Distribution System data on the demand for cash up to September 2020, we find that demand was strong. This is true even though cash use for payments declined early in the pandemic. When mobility restrictions and lockdown measures were eased, cash use for payments increased sharply but remained less popular than electronic methods of payment.2021-03-02T11:40:06+00:00enCash and COVID-19: The Effects of Lifting Containment Measures on Cash Demand and Use2021-03-02Bank notesCentral bank researchCoronavirus disease (COVID-19)Digital currencies and fintechEconometric and statistical methodsStaff Discussion Paper 2021-3https://www.bankofcanada.ca/wp-content/uploads/2021/03/sdp2021-3.pdfCash and COVID-19: The Effects of Lifting Containment Measures on Cash Demand and UseHeng ChenWalter EngertKim HuynhGradon NichollsJulia ZhuMarch 2021CC1C12C9EE4OO5O54