Search

Content Types

Subjects

Authors

Research Themes

JEL Codes

Sources

Published After

Published Before

3827 Results

CBDC: Banking and Anonymity

Staff working paper 2024-9 Yuteng Cheng, Ryuichiro Izumi
We examine the optimal amount of user anonymity in a central bank digital currency in the context of bank lending. Anonymity, defined as the lender’s inability to discern an entrepreneur’s actions that enable fund diversion, influences the choice of payment instrument due to its impact on a bank’s lending decisions.

Central Bank Digital Currency: Motivations and Implications

Staff discussion paper 2017-16 Walter Engert, Ben Fung
The emergence of digital currencies such as Bitcoin and the underlying blockchain and distribution ledger technology have attracted significant attention. These developments have raised the possibility of considerable impacts on the financial system and perhaps the wider economy.
August 15, 2001

Analyzing the Monetary Aggregates

In recent years, the Bank has put renewed emphasis on analyzing monetary variables and on developing models that incorporate money as an active part of the transmission mechanism. In this article, Dinah Maclean describes how the monetary aggregates are used in the formulation of monetary policy analysis at the Bank, outlining the key tools and models used. The most important money-based model currently in use is the M1-VECM. In this model, deviations in the money supply from the long-term demand for money cause changes in inflation. The author briefly describes the "active-money" paradigm underlying this model and explains the key equations within it. Other simpler empirical models are also outlined, including single-equation indicator models for output based on the narrow aggregates, a neural network, and a model based on the broader aggregate M2++. A detailed technical annex provides details on model equations and coefficient values.

Dating Systemic Financial Stress Episodes in the EU Countries

Staff working paper 2016-11 Benjamin Klaus, Tuomas Peltonen, Thibaut Duprey
This paper introduces a new methodology to date systemic financial stress events in a transparent, objective and reproducible way. The financial cycle is captured by a monthly country-specific financial stress index.
Go To Page