Tatjana Dahlhaus - Bank Publications - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T11:04:56+00:00Digitalization: Prices of Goods and Services
https://www.bankofcanada.ca/2023/10/staff-discussion-paper-2023-27/
This paper outlines and assesses the various channels through which digitalization can affect prices of goods and services.2023-10-31T13:26:19+00:00enDigitalization: Prices of Goods and Services2023-10-31DigitalizationInflation and pricesMarket structure and pricingMonetary policyStaff Discussion Paper 2023-27https://www.bankofcanada.ca/wp-content/uploads/2023/10/sdp2023-27.pdfDigitalization: Prices of Goods and ServicesVivian ChuTatjana DahlhausChristopher HajzlerOctober 2023DD2EE3E31E5E52LL1L11Digitalization: Implications for Monetary Policy
https://www.bankofcanada.ca/2023/08/staff-discussion-paper-2023-18/
We explore the implications of digitalization for monetary policy, both in terms of how monetary policy affects the economy and in terms of data analysis and communication with the public.2023-08-15T12:03:16+00:00enDigitalization: Implications for Monetary Policy2023-08-15DigitalizationInflation and pricesMarket structure and pricingMonetary policyMonetary policy communicationsMonetary policy transmissionStaff Discussion Paper 2023-18https://www.bankofcanada.ca/wp-content/uploads/2023/08/sdp2023-18.pdfStaff Discussion Paper 2023-18Vivian ChuTatjana DahlhausChristopher HajzlerPierre-Yves YanniAugust 2023CC4C8EE3E31E32E5E52COVID-19, Containment and Consumption
https://www.bankofcanada.ca/2022/03/staff-discussion-paper-2022-5/
We assess the impact of COVID-19 on consumption indicators by estimating the effects of government-mandated containment measures and of the willingness of individuals to voluntarily physically distance to prevent contagion.2022-03-18T12:38:53+00:00enCOVID-19, Containment and Consumption2022-03-18Coronavirus disease (COVID-19)Domestic demand and componentsStaff Discussion Paper 2022-5https://www.bankofcanada.ca/wp-content/uploads/2022/03/sdp2022-5.pdfCOVID-19, Containment and ConsumptionTatjana DahlhausDaniel HyunAntoine Poulin-MooreJaime TrujilloSaarah SheikhBenjamin StrausMarch 2022CC2C23DD1D12EE6E65II1I18Payment Habits During COVID-19: Evidence from High-Frequency Transaction Data
https://www.bankofcanada.ca/2021/09/staff-working-paper-2021-43/
We examine how consumers have adjusted their payment habits during the COVID-19 pandemic. They seem to perform fewer transactions, spend more in each transaction, use less cash at the point of sale and withdraw cash from ATMs linked to their financial institution more often than from other ATMs.2021-09-10T09:14:25+00:00enPayment Habits During COVID-19: Evidence from High-Frequency Transaction Data2021-09-10Coronavirus disease (COVID-19)Domestic demand and componentsPayment clearing and settlement systemsRecent economic and financial developmentsStaff Working Paper 2021-43https://www.bankofcanada.ca/wp-content/uploads/2021/09/swp2021-43.pdfPayment Habits During COVID-19: Evidence from High-Frequency Transaction DataTatjana DahlhausAngelika WelteSeptember 2021CC2C22C5C55DD1D12EE2E21E4E42E5E52Networking the Yield Curve: Implications for Monetary Policy
https://www.bankofcanada.ca/2021/01/staff-working-paper-2021-4/
We study how different monetary policies affect the yield curve and interact. Our study highlights the importance of the spillover structure across the yield curve for policy-making.2021-01-21T15:36:58+00:00enNetworking the Yield Curve: Implications for Monetary Policy2021-01-21Econometric and statistical methodsInterest ratesMonetary policy implementationStaff Working Paper 2021-4https://www.bankofcanada.ca/wp-content/uploads/2021/01/swp2021-4.pdfStaff Working Paper 2021-4Tatjana DahlhausJulia SchaumburgTatevik SekhposyanJanuary 2021CC1C18C2C21C5C53EE4E43E44E5E52Assessing Vulnerabilities in Emerging-Market Economies
https://www.bankofcanada.ca/2018/10/staff-discussion-paper-2018-13/
This paper introduces a new tool to monitor economic and financial vulnerabilities in emerging-market economies. We obtain vulnerability indexes for several early warning indicators covering 26 emerging markets from 1990 to 2017 and use them to monitor the evolution of vulnerabilities before, during and after an economic or financial crisis.2018-10-30T11:19:30+00:00enAssessing Vulnerabilities in Emerging-Market Economies2018-10-30International topicsMonetary and financial indicatorsRecent economic and financial developmentsStaff Discussion Paper 2018-13https://www.bankofcanada.ca/wp-content/uploads/2018/10/SDP2018-13.pdfAssessing Vulnerabilities in Emerging-Market EconomiesTatjana DahlhausAlexander LamOctober 2018CC8C82FF3F34GG0G01G1G15Monetary Policy Uncertainty: A Tale of Two Tails
https://www.bankofcanada.ca/2018/09/staff-working-paper-2018-50/
We document a strong asymmetry in the evolution of federal funds rate expectations and map this observed asymmetry into measures of monetary policy uncertainty. We show that periods of monetary policy tightening and easing are distinctly related to downside (policy rate is higher than expected) and upside (policy rate is lower than expected) uncertainty.2018-09-27T08:32:17+00:00enMonetary Policy Uncertainty: A Tale of Two Tails2018-09-27Business fluctuations and cyclesEconometric and statistical methodsMonetary policy and uncertaintyMonetary policy communicationsMonetary policy transmissionStaff Working Paper 2018-50https://www.bankofcanada.ca/wp-content/uploads/2018/09/swp2018-50.pdfMonetary Policy Uncertainty: A Tale of Two TailsTatjana DahlhausTatevik SekhposyanSeptember 2018CC1C18C3C32EE0E02E4E43E5E52Noisy Monetary Policy
https://www.bankofcanada.ca/2018/05/staff-working-paper-2018-23/
We introduce limited information in monetary policy. Agents receive signals from the central bank revealing new information (“news") about the future evolution of the policy rate before changes in the rate actually take place. However, the signal is disturbed by noise.2018-05-30T14:57:34+00:00enNoisy Monetary Policy2018-05-30Business fluctuations and cyclesEconometric and statistical methodsFinancial marketsMonetary policy implementationMonetary policy transmissionStaff Working Paper 2018-23https://www.bankofcanada.ca/wp-content/uploads/2018/05/swp2018-23.pdfNoisy Monetary PolicyTatjana DahlhausLuca GambettiMay 2018CC1C18C3C32EE0E02E4E43E5E52Nowcasting BRIC+M in Real Time
https://www.bankofcanada.ca/2015/10/working-paper-2015-38/
Emerging-market economies have become increasingly important in driving global GDP growth over the past 10 to 15 years. This has made timely and accurate assessment of current and future economic activity in emerging markets important for policy-makers not only in these countries but also in advanced economies.2015-10-28T09:31:09+00:00enNowcasting BRIC+M in Real Time2015-10-28Econometric and statistical methodsInternational topicsWorking Paper 2015-38https://www.bankofcanada.ca/wp-content/uploads/2015/10/wp-2015-38.pdfNowcasting BRIC+M in Real TimeTatjana DahlhausJustin-Damien GuénetteGarima VasishthaOctober 2015CC3C33C5C53EE3E37The Impact of U.S. Monetary Policy Normalization on Capital Flows to Emerging-Market Economies
https://www.bankofcanada.ca/2014/12/working-paper-2014-53/
The Federal Reserve’s path for withdrawal of monetary stimulus and eventually increasing interest rates could have substantial repercussions for capital flows to emerging-market economies (EMEs).2014-12-04T08:03:57+00:00enThe Impact of U.S. Monetary Policy Normalization on Capital Flows to Emerging-Market Economies2014-12-04International topicsMonetary policy transmissionWorking Paper 2014-53https://www.bankofcanada.ca/wp-content/uploads/2014/12/wp2014-53.pdfThe Impact of U.S. Monetary Policy Normalization on Capital Flows to Emerging-Market EconomiesTatjana DahlhausGarima VasishthaDecember 2014CC3C32EE5E52FF3F33F4F42