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2980 Results

La fiabilité des estimations de l'écart de production au Canada

Staff Working Paper 2002-10 Jean-Philippe Cayen, Simon van Norden
In this paper, we measure, with Canadian data, the scope of the revisions to real-time estimates of the output gap generated with several univariate and multivariate techniques. We also make an empirical evaluation of the usefulness of the output gap estimates for predicting inflation.
Content Type(s): Staff research, Staff working papers Research Topic(s): Potential output JEL Code(s): E, E3, E32

Estimating the Effect of Exchange Rate Changes on Total Exports

Staff Working Paper 2019-17 Thierry Mayer, Walter Steingress
This paper shows that real effective exchange rate (REER) regressions, the standard approach for estimating the response of aggregate exports to exchange rate changes, imply biased estimates of the underlying elasticities. We provide a new aggregate regression specification that is consistent with bilateral trade flows micro-founded by the gravity equation.

Fire-Sale FDI or Business as Usual?

Staff Working Paper 2013-17 Ron Alquist, Rahul Mukherjee, Linda Tesar
Using a new data set, we examine the characteristics and dynamics of cross-border mergers and acquisitions during emerging-market financial crises, that is, so-called “fire-sale FDI.” Our findings shed fresh light on whether the transactions undertaken during crisis periods differ in fundamental ways from those undertaken during more tranquil periods.

Canada’s Experience with Trade Policy

Staff Discussion Paper 2018-1 Karyne B. Charbonneau, Daniel de Munnik, Laura Murphy
This paper compiles the contemporary view on three major Canadian-led trade policies that have marked Canada’s economic history since Confederation: the National Policy (1879), the Canada–US Agreement on Automotive Products (Auto Pact, 1965) and the Canada–US Free Trade Agreement (FTA, 1989, including its extension to the North American Free Trade Agreement, NAFTA, 1994).
Content Type(s): Staff research, Staff discussion papers Research Topic(s): International topics, Trade integration JEL Code(s): F, F1, F13, N, N7, N71, N72

Financial Constraint and Productivity: Evidence from Canadian SMEs

Staff Working Paper 2016-44 Shutao Cao, Danny Leung
The degree to which financial constraint is binding is often not directly observable in commonly used business data sets (e.g., Compustat). In this paper, we measure and estimate the likelihood of a firm being constrained by external financing using a data set of small- and medium-sized Canadian firms.
Content Type(s): Staff research, Staff working papers Research Topic(s): Firm dynamics, Productivity JEL Code(s): D, D2, D24, G, G3, G32, L, L2, L25

Consumer Bankruptcy and Information

Staff Working Paper 2012-18 Jason Allen, H. Evren Damar, David Martinez-Miera
We analyze the relationship between the intensity of banks’ use of soft-information and household bankruptcy patterns. Using a unique data set on the universe of Canadian household bankruptcies, we document that bankruptcy rates are higher in markets where the collection of soft, or qualitative locally gathered information, is the weakest.
Content Type(s): Staff research, Staff working papers Research Topic(s): Financial institutions, Financial services JEL Code(s): D, D4, G, G2

Comparison of Auction Formats in Canadian Government Auctions

Staff Working Paper 2009-5 Olivier Armantier, Nourredine Lafhel
Using a rich sample of Canadian government securities auctions, we estimate the structural parameters of a share-auction model accounting for asymmetries across bidders. We find little evidence of asymmetries between participants at Canadian government nominal bond auctions.
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