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3865 Results

Macroeconomic Disasters and Consumption Smoothing: International Evidence from Historical Data

Staff working paper 2023-4 Lorenzo Pozzi, Barbara Sadaba
Does consumption smoothing fundamentally decrease during macroeconomic disasters? This paper uses a large historical dataset (1870–2016) for 16 industrial economies to show that during macroeconomic disasters (e.g., wars, pandemics, depressions) aggregate consumption and income are significantly less decoupled than during normal times.

Is a Cashless Society Problematic?

Staff discussion paper 2018-12 Walter Engert, Ben Fung, Scott Hendry
The use of bank notes in Canada for payments has declined consistently for some time, and similar trends are evident in other countries. This has led some observers to predict a cashless society in the future.

On the Programmability and Uniformity of Digital Currencies

Staff working paper 2025-18 Jonathan Chiu, Cyril Monnet
Central bankers argue that programmable digital currencies may compromise the uniformity of money. We develop a stylized model to examine this argument and the trade-offs involved in circulating programmable money.

A Q-Theory of Banks

Using stock market data on banks, we show that the book value of loans recognizes losses with a delay. This delayed accounting is important for regulation because the requirements regulators impose are based on book values.

AI Agents for Cash Management in Payment Systems

Staff working paper 2025-35 Iñaki Aldasoro, Ajit Desai
Can artificial intelligence (AI) think and act like a cash manager? In this paper we explore how generative AI agents can help manage liquidity, prioritize payments and optimize efficiency in real-time gross settlement systems.
June 23, 2010

Technical reports

Technical reports provide detailed descriptions of staff research project methodologies and model development.

Networking the Yield Curve: Implications for Monetary Policy

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.

Expectation-Driven Term Structure of Equity and Bond Yields

Staff working paper 2022-21 Ming Zeng, Guihai Zhao
Recent findings on the term structure of equity and bond yields pose serious challenges to existing models of equilibrium asset pricing. This paper presents a new equilibrium model of subjective expectations to explain the joint historical dynamics of equity and bond yields (and their yield spreads).
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