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3037 Results

Markups, Pass-Through, and Firm Heterogeneity with Sequentially Mixed Search

Staff Working Paper 2025-7 Alex Chernoff, Allen Head, Beverly Lapham
Market power and pass-through of cost and demand shocks are studied in a market with free entry of heterogeneous firms and consumer mixed search. Equilibrium prices and markups are driven by variation in the elasticity of demand across firms. Improved conditions for buyers can either raise or lower market power.
Content Type(s): Staff research, Staff working papers Research Topic(s): Inflation and prices, Service sector JEL Code(s): D, D2, D21, D4, D43, E, E3, E31, L, L1, L11

Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals

Staff Working Paper 2017-22 Lorenzo Pozzi, Barbara Sadaba
This paper presents a new testing method for the scapegoat model of exchange rates that aims to tighten the link between the theory on scapegoats and its empirical implementation. This new testing method consists of a number of steps.

Testing Collusion and Cooperation in Binary Choice Games

Staff Working Paper 2023-58 Erhao Xie
This paper studies the testable implication of players’ collusive or cooperative behaviour in a binary choice game with complete information. I illustrate the implementation of this test by revisiting the entry game between Walmart and Kmart.
June 7, 2018

Establishing a Resolution Regime for Canada’s Financial Market Infrastructures

This report highlights how an effective resolution regime promotes financial stability. It does this by ensuring that financial market infrastructures (FMIs) would be able to continue to provide their critical functions during a period of stress when an FMI’s own recovery measures were failing. The report explains the Bank of Canada’s new role as the resolution authority for FMIs, which will further bolster financial system resilience.

Monetary Policy Transmission with Endogenous Central Bank Responses in TANK

Staff Working Paper 2025-21 Lilia Maliar, Chris Naubert
We study how the transmission of monetary policy innovations is affected by the endogenous response of the central bank to macroeconomic aggregates in a two-agent New Keynesian model. We focus on how the stance of monetary policy and the fraction of savers in the economy affect transmission.

The Role of the International Monetary Fund in the Post-Crisis World

Staff Discussion Paper 2016-6 Mark Kruger, Robert Lavigne, Julie McKay
The International Monetary Fund (IMF, or the Fund) has undergone a number of significant policy changes and reforms in the wake of the global financial crisis. Most notably, in December 2015, the United States approved long-delayed legislation to increase the representation of developing countries in the Fund’s governance structure.
Content Type(s): Staff research, Staff discussion papers Research Topic(s): International topics JEL Code(s): F, F3, F33

Forecasting Risks to the Canadian Economic Outlook at a Daily Frequency

Staff Discussion Paper 2023-19 Chinara Azizova, Bruno Feunou, James Kyeong
This paper quantifies tail risks in the outlooks for Canadian inflation and real GDP growth by estimating their conditional distributions at a daily frequency. We show that the tail risk probabilities derived from the conditional distributions accurately reflect realized outcomes during the sample period from 2002 to 2022.

How Banks Create Gridlock to Save Liquidity in Canada's Large Value Payment System

Staff Working Paper 2023-26 Rodney J. Garratt, Zhentong Lu, Phoebe Tian
We show how participants in Canada’s new high-value payment system save liquidity by exploiting the new gridlock resolution arrangement. The findings have important implications for the design of these systems and shed light on financial institutions’ liquidity preference.

Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns

Staff Working Paper 2015-12 Jean-Sébastien Fontaine, René Garcia, Sermin Gungor
Following theory, we check that funding risk connects illiquidity, volatility and returns in the cross-section of stocks. We show that the illiquidity and volatility of stocks increase with funding shocks, while contemporaneous returns decrease with funding shocks.
Content Type(s): Staff research, Staff working papers Research Topic(s): Asset pricing, Financial markets JEL Code(s): E, E4, E43, H, H1, H12
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