Find Bank of Canada research by keyword, author, content type, JEL code, topic or date of publication.
Receive notification by email whenever new research is added to the website.
2333
result(s)
January 26, 2012
Results of the FSR Readership Survey
Content Type(s):
Publications,
Financial System Review articles
January 26, 2012
Collateral Valuation for Extreme Market Events
Content Type(s):
Publications,
Financial System Review articles
Time-Varying Effects of Oil Supply Shocks on the U.S. Economy
Staff Working Paper 2012-2
Christiane Baumeister,
Gert Peersman
We use vector autoregressions with drifting coefficients and stochastic volatility to investigate how the dynamic effects of oil supply shocks on the U.S. economy have changed over time. We find a substantial decline in the short-run price elasticity of oil demand since the mid-eighties.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Econometric and statistical methods,
International topics
JEL Code(s):
E,
E3,
E31,
E32,
Q,
Q4,
Q43
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios
Staff Working Paper 2012-1
Christiane Baumeister,
Lutz Kilian
Recently, there has been increased interest in real-time forecasts of the real price of crude oil. Standard oil price forecasts based on reduced-form regressions or based on oil futures prices do not allow consumers of forecasts to explore how much the forecast would change relative to the baseline forecast under alternative scenarios about future oil demand and oil supply conditions.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Econometric and statistical methods,
International topics
JEL Code(s):
C,
C5,
C53,
E,
E3,
E32,
Q,
Q4,
Q43
January 25, 2012
The Changing Landscape of Securities Trading
Content Type(s):
Publications,
Financial System Review articles
January 25, 2012
Reforming the Credit-Rating Process
Content Type(s):
Publications,
Financial System Review articles