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3865 Results

How Long Does It Take You to Pay? A Duration Study of Canadian Retail Transaction Payment Times

Staff working paper 2018-46 Geneviève Vallée
Using an exclusive data set of payment times for retail transactions made in Canada, I show that cash is the most time-efficient method of payment (MOP) when compared with payments by debit and credit cards. I model payment efficiency using Cox proportional hazard models, accounting for consumer choice of MOP.

Monetary Policy Pass-Through with Central Bank Digital Currency

Staff working paper 2021-10 Janet Hua Jiang, Yu Zhu
Many central banks are considering issuing a central bank digital currency (CBDC). This would introduce a new policy tool—interest on CBDC. We investigate how this new tool would interact with traditional monetary policy tools, such as the interest on central bank reserves.

Ambiguity, Nominal Bond Yields and Real Bond Yields

Staff working paper 2018-24 Guihai Zhao
Equilibrium bond-pricing models rely on inflation being bad news for future growth to generate upward-sloping nominal yield curves. We develop a model that can generate upward-sloping nominal and real yield curves by instead using ambiguity about inflation and growth.

A Spatial Model of Bank Branches in Canada

Staff working paper 2020-4 Heng Chen, Matthew Strathearn
Using data on bank branch locations across Canada from 2008 to 2018, we explore an interesting aspect of bank branch competition—geographic concentration. We find that bank branch density does not correlate with geographic and market concentration; however, we do find strong correlation with postal-code demographics.

2017 Methods-of-Payment Survey: Sample Calibration and Variance Estimation

Technical report No. 114 Heng Chen, Marie-Hélène Felt, Christopher Henry
This technical report describes sampling, weighting and variance estimation for the Bank of Canada’s 2017 Methods-of-Payment Survey. Under quota sampling, a raking ratio method is implemented to generate weights with both post-stratification and nonparametric nonresponse weight adjustments.

The Intergenerational Correlation of Employment: Is There a Role for Work Culture?

Staff working paper 2019-33 Gabriela Galassi, David Koll, Lukas Mayr
We document a substantial positive correlation of employment status between mothers and their children in the United States, linking data from the National Longitudinal Survey of Youth 1979 (NLSY79) and the NLSY79 Children and Young Adults. After controlling for ability, education and wealth, a one-year increase in a mother’s employment is associated with six weeks more employment of her child on average.

Peter Shannon

Peter Shannon is an economist in the International Projection Division of the International Economic Analysis Department.

Argyn Toktamyssov

Argyn Toktamyssov is a projection analyst in the International Economic Analysis Department at the Bank of Canada.
December 13, 1997

The overnight market in Canada

The overnight market is an active forum where participants with a temporary surplus or shortage of funds can lend or borrow until the next business day. The level of interest rates in the overnight market has always been closely linked to the Bank of Canada's monetary policy operations. In this article, the authors describe the evolution of the market from its roots in the 1950s, the development of the Bank's monetary policy operations in the market, and how the market operates today. They also examine the outlook for the overnight market, particularly the implications of the new Large-Value Transfer System.
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