C31 - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T13:06:48+00:00The (Un)Demand for Money in Canada
https://www.bankofcanada.ca/2018/05/staff-working-paper-2018-20/
A novel dataset from the Bank of Canada is used to estimate the deposit functions for banknotes in Canada for three denominations: $1,000, $100 and $50. The broad flavour
of the empirical findings is that denominations are different monies, and the structural estimates identify the underlying sources of the non-neutrality.2018-05-10T14:08:48+00:00enThe (Un)Demand for Money in Canada2018-05-10Bank notesEconometric and statistical methodsStaff Working Paper 2018-20https://www.bankofcanada.ca/wp-content/uploads/2018/05/swp2018-20.pdfThe (Un)Demand for Money in CanadaCasey JonesGeoffrey R. DunbarMay 2018CC3C31C36EE4E41Identification of Random Resource Shares in Collective Households Without Preference Similarity Restrictions
https://www.bankofcanada.ca/2017/10/staff-working-paper-2017-45/
Resource shares, defined as the fraction of total household spending going to each person in a household, are important for assessing individual material well-being, inequality and poverty. They are difficult to identify because consumption is measured typically at the household level, and many goods are jointly consumed, so that individual-level consumption in multi-person households is not directly observed.2017-10-27T10:19:29+00:00enIdentification of Random Resource Shares in Collective Households Without Preference Similarity Restrictions2017-10-27Domestic demand and componentsEconometric and statistical methodsStaff Working Paper 2017-45https://www.bankofcanada.ca/wp-content/uploads/2017/10/swp2017-45.pdfIdentification of Random Resource Shares in Collective Households Without Preference Similarity RestrictionsGeoffrey R. DunbarArthur LewbelKrishna PendakurOctober 2017CC3C31DD1D11D12D13II3I32Demographics 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 2014CC3C31C36EE4E41A Framework to Assess Vulnerabilities Arising from Household Indebtedness Using Microdata
https://www.bankofcanada.ca/2012/02/discussion-paper-2012-3/
Rising levels of household indebtedness have created concerns about the vulnerabilities of households to adverse economic shocks and the impact on financial stability. To assess these risks, the author presents a formal stress-testing framework that uses microdata to simulate how various economic shocks affect the distribution of the debt-service ratio (DSR) for the household sector.2012-02-28T14:14:33+00:00enA Framework to Assess Vulnerabilities Arising from Household Indebtedness Using Microdata2012-02-28Econometric and statistical methodsFinancial stabilityDiscussion Paper 2012-03https://www.bankofcanada.ca/wp-content/uploads/2012/02/dp2012-03.pdfA Framework to Assess Vulnerabilities Arising from Household Indebtedness Using MicrodataRamdane DjoudadFebruary 2012CC1C15C3C31DD1D14EE5E51Simulations du ratio du service de la dette des consommateurs en utilisant des données micro
https://www.bankofcanada.ca/2009/06/working-paper-2009-18/
The author constructs a formal analytic framework to simulate the impact of various economic shocks on the household debt-service ratio, using data from the Canadian Financial Monitor (CFM) survey.2009-06-03T15:36:11+00:00frSimulations du ratio du service de la dette des consommateurs en utilisant des données micro2009-06-03Econometric and statistical methodsFinancial stabilityWorking paper 2009-18https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp09-18.pdfSimulations du ratio du service de la dette des consommateurs en utilisant des données microRamdane DjoudadJune 2009CC1C15C3C31DD1D14EE5E51