Search

Content Types

Research Topics

JEL Codes

Locations

Departments

Authors

Sources

Statuses

Published After

Published Before

3017 Results

How to Predict Financial Stress? An Assessment of Markov Switching Models

Staff Working Paper 2017-32 Benjamin Klaus, Thibaut Duprey
This paper predicts phases of the financial cycle by using a continuous financial stress measure in a Markov switching framework. The debt service ratio and property market variables signal a transition to a high financial stress regime, while economic sentiment indicators provide signals for a transition to a tranquil state.
February 18, 2008

The Implications of Globalization for the Economy and Public Policy

Remarks Mark Carney British Columbia Chamber of Commerce and the Business Council of British Columbia Vancouver, British Columbia
I chose to speak about globalization at the outset of my tenure because it will continue to be one of the forces shaping our economy and economic policy for years to come. Steady advances in transportation, communication, and information technologies, underpinned by the more widespread adoption of free-market economic policies, are shrinking the globe and expanding the global economy.

Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?

Can macroprudential foreign exchange (FX) regulations on banks reduce the financial and macroeconomic vulnerabilities created by borrowing in foreign currency? To evaluate the effectiveness and unintended consequences of macroprudential FX regulations, we develop a parsimonious model of bank and market lending in domestic and foreign currency and derive four predictions.

Evaluating Factor Models: An Application to Forecasting Inflation in Canada

Staff Working Paper 2001-18 Marc-André Gosselin, Greg Tkacz
This paper evaluates the forecasting performance of factor models for Canadian inflation. This type of model was introduced and examined by Stock and Watson (1999a), who have shown that it is quite promising for forecasting U.S. inflation.

A Note on Contestability in the Canadian Banking Industry

Staff Discussion Paper 2007-7 Jason Allen, Ying Liu
The authors examine the degree of contestability in the Canadian banking system using the H-statistic proposed by Panzar and Rosse (1987) and modified by Bikker, Spierdijk, and Finnie (2006). A modification is necessary because the standard approach of controlling for size using total assets leads to an upward bias in the H-statistic. The authors propose […]
Content Type(s): Staff research, Staff discussion papers Research Topic(s): Financial institutions JEL Code(s): G, G2, G21, L, L1, L11

Real Effects of Collapsing Exchange Rate Regimes: An Application to Mexico

Staff Working Paper 1999-10 Patrick Osakwe, Lawrence L. Schembri
This paper examines the impact of a collapsing exchange rate regime on output in an open economy in which shocks to capital flows and exports predominate. A sticky-price rational expectations model is used to compare the variability of output under the collapsing regime to that under alternative fixed and flexible regimes. Output is found to […]
Content Type(s): Staff research, Staff working papers Research Topic(s): Exchange rates JEL Code(s): F, F3, F31, F4, F41
August 18, 2011

Bank of Canada Review - Summer 2011

This special issue, “Real-Financial Linkages,” examines the Bank’s research using theoretical and empirical models to improve its understanding of the linkages between financial and macroeconomic developments in the wake of the recent global financial crisis.

Risk and State-Dependent Financial Frictions

Staff Working Paper 2022-37 Martin Harding, Rafael Wouters
Using a nonlinear New Keynesian model with a financial accelerator, we show that financial frictions generate large state-dependent amplification effects. Shocks propagate more strongly in periods of financial stress. We propose an endogenous regime-switching DSGE framework for efficient estimation and improved model fit.
Go To Page