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3037 Results

How Do You Pay? The Role of Incentives at the Point-of-Sale

Staff Working Paper 2011-23 Carlos Arango, Kim Huynh, Leonard Sabetti
This paper uses discrete-choice models to quantify the role of consumer socioeconomic characteristics, payment instrument attributes, and transaction features on the probability of using cash, debit card, or credit card at the point-of-sale.

CBDC in the Market for Payments at the Point of Sale: Equilibrium Impact and Incumbent Responses

Staff Working Paper 2024-52 Walter Engert, Oleksandr Shcherbakov, André Stenzel
We simulate introducing a central bank digital currency (CBDC) and consider consumer adoption, merchant acceptance and usage at the point of sale. Modest adoption frictions significantly inhibit CBDC market penetration along all three dimensions. Incumbent responses to restore pre-CBDC market shares are moderate to small and further reduce the impact of a CBDC.

The Size and Characteristics of Informal (“Gig”) Work in Canada

Staff Analytical Note 2019-6 Olena Kostyshyna, Corinne Luu
Underlying wage growth has fallen short of what would be consistent with an economy operating with little or no slack. While many factors could explain this weakness, the availability of additional labour resources from informal (“gig”) work—not fully captured in standard measures of employment and hours worked—may play a role.
June 23, 2004

Financial System Review - June 2004

Financial System Review - June 2004
This section of the Financial System Review examines the recent performance of the Canadian financial system and the factors, both domestic and international, that are influencing it. In each issue, one or more subjects of particular interest are discussed as highlighted topics.
June 21, 2008

Financial System Review - June 2008

Financial System Review - June 2008

Although there has been some improvement in conditions over the past several weeks, strains in global credit markets have broadened since December.

FSR Highlights - June 2008

Errata: Some factual errors in the June report "Bank of Canada Oversight Activities during 2007 under the Payment Clearing and Settlement Act" have been corrected. They concern (i) clarification of the U.S. Federal Reserve as lead overseer of CLS Bank and (ii) the steps taken by CDS on 14 August 2007 to assist issuers and participants holding defaulted ABCP.

A Financial Conditions Index for the United States

Staff Discussion Paper 2009-11 Kimberly Beaton, René Lalonde, Corinne Luu
The financial crisis of 2007–09 has highlighted the importance of developments in financial conditions for real economic activity. The authors estimate the effect of current and past shocks to financial variables on U.S. GDP growth by constructing two growthbased financial conditions indexes (FCIs) that measure the contribution to quarterly (annualized) GDP growth from financial conditions.

The Simple Economics of Global Fuel Consumption

Staff Working Paper 2019-35 Doga Bilgin, Reinhard Ellwanger
This paper presents a structural framework of the global oil market that relies on information on global fuel consumption to identify flow demand for oil. We show that under mild identifying assumptions, data on global fuel consumption help to provide comparatively sharp insights on elasticities and other key structural parameters of the global oil market.
Content Type(s): Staff research, Staff working papers Research Topic(s): Economic models JEL Code(s): C, C5, C51, L, L7, L71, Q, Q4, Q41, Q43

Generalized Autoregressive Gamma Processes

Staff Working Paper 2023-40 Bruno Feunou
We introduce generalized autoregressive gamma (GARG) processes, a class of autoregressive and moving-average processes in which each conditional moment dynamic is driven by a different and identifiable moving average of the variable of interest. We show that using GARG processes reduces pricing errors by substantially more than using existing autoregressive gamma processes does.
Content Type(s): Staff research, Staff working papers Research Topic(s): Asset pricing, Econometric and statistical methods JEL Code(s): C, C5, C58, G, G1, G12
May 14, 2015

Bank of Canada Review - Spring 2015

In this issue, Bank researchers discuss inflation dynamics and global trade following the 2007–09 financial crisis. Other articles explore changes to the governance and regulation of the Canadian payments system and outline the banking services provided by the Bank of Canada. Finally, the results of the 2013 Methods-of-Payment Survey are presented.
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