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3026 Results

Which Parametric Model for Conditional Skewness?

Staff Working Paper 2013-32 Bruno Feunou, Mohammad R. Jahan-Parvar, Roméo Tedongap
This paper addresses an existing gap in the developing literature on conditional skewness. We develop a simple procedure to evaluate parametric conditional skewness models. This procedure is based on regressing the realized skewness measures on model-implied conditional skewness values.
Content Type(s): Staff research, Staff working papers Research Topic(s): Econometric and statistical methods JEL Code(s): C, C2, C22, C5, C51, G, G1, G12, G15

The Macroeconomic Implications of Changes in Bank Capital and Liquidity Requirements in Canada: Insights from the BoC-GEM-FIN

Staff Discussion Paper 2010-16 Carlos De Resende, Ali Dib, Nikita Perevalov
The authors use simulations within the BoC-GEM-FIN, the Bank of Canada's version of the Global Economy Model with financial frictions in both the demand and supply sides of the credit market, to investigate the macroeconomic implications of changing bank regulations on the Canadian economy.
December 15, 2016

Monitoring Shadow Banking in Canada: A Hybrid Approach

In Monitoring Shadow Banking in Canada: A Hybrid Approach, Bo Young Chang, Michael Januska, Gitanjali Kumar and André Usche discuss how lending that occurs outside the traditional banking system provides benefits to the economy but must be monitored carefully for potential financial sector vulnerabilities. They describe how the Bank defines and measures shadow banking and how it assesses vulnerabilities in the sector, using an approach that examines both markets and entities.

Multi-Product Pricing: Theory and Evidence from Large Retailers in Israel

Standard theories of price adjustment are based on the problem of a single-product firm, and therefore they may not be well suited to analyze price dynamics in the economy with multiproduct firms.

An Improved Equation for Predicting Canadian Non-Commodity Exports

Staff Discussion Paper 2017-1 Patrick Alexander, Jean-Philippe Cayen, Alex Proulx
We estimate two new equations for Canadian non-commodity exports (NCX) that incorporate three important changes relative to the current equation used at the Bank of Canada.

Immigration and Provision of Public Goods: Evidence at the Local Level in the U.S.

Staff Working Paper 2023-57 Anna Maria Mayda, Mine Z. Senses, Walter Steingress
Using U.S. county-level data from 1990 to 2010, we study the causal impact of immigration on the provision of local public goods. We uncover substantial heterogeneity across immigrants with different skills and immigrants of different generations, which leads to unequal fiscal effects across U.S. counties.
Content Type(s): Staff research, Staff working papers Research Topic(s): Fiscal policy, International topics, Regional economic developments JEL Code(s): F, F2, F22, H, H4, H41, H7, J, J6, J61, J68, R, R5

State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models

Staff Working Paper 2018-14 Luis Uzeda
Implications for signal extraction from specifying unobserved components (UC) models with correlated or orthogonal innovations have been well investigated. In contrast, the forecasting implications of specifying UC models with different state correlation structures are less well understood.

Systemic Risk and Portfolio Diversification: Evidence from the Futures Market

Staff Working Paper 2021-50 Radoslav Raykov
This paper explores how the Canadian futures market contributed to banks’ systemic risk during the 2008 financial crisis. It finds that core banks as a whole traded against the periphery, in this way increasing their risk of simultaneous losses.
Content Type(s): Staff research, Staff working papers Research Topic(s): Financial institutions, Financial markets JEL Code(s): G, G1, G10, G2, G20

Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields

Staff Working Paper 2012-37 Bruno Feunou, Jean-Sébastien Fontaine
We provide a decomposition of nominal yields into real yields, expectations of future inflation and inflation risk premiums when real bonds or inflation swaps are unavailable or unreliable due to their relative illiquidity.
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