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2100 Results

August 17, 2001

The Changing Effects of Energy-Price Shocks on Economic Activity and Inflation

In this article the author examines the effects that major changes in energy prices in recent years have had on inflation and on the pace of economic expansion. These are then compared with the effects of the oil-price shocks that occurred in the 1970s and early 1980s. Changes in the intensity of energy use are examined, as well as developments in Canada's merchandise trade surplus in energy commodities and products. The author also considers the effects that a monetary policy anchored to low and stable inflation could have on price-setting behaviour and thus on the pass-through of higher energy costs to core inflation in Canada and in other industrial countries.

The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada

Staff working paper 2018-56 Lutz Kilian, Xiaoqing Zhou
How do global oil price shocks spread through Canada’s economy? With Canada’s regionally diverse economy in mind, we explore the implications of oil price shocks for Canadian housing markets and regional economies. We show that the belief that oil price shocks only matter in oil-rich regions is false.

Monetary Policy Transmission, Bank Market Power, and Wholesale Funding Reliance

Staff working paper 2023-35 Amina Enkhbold
I study how banking market concentration and reliance on wholesale funding affect monetary policy transmission to mortgage rates. I find that this transmission is imperfect and dampens the response of consumption, output, and housing prices.

Dynamic Privacy Choices

Staff working paper 2022-8 Shota Ichihashi
Consumers often express concerns about lack of privacy, but they still give up a lot of data to digital platforms. This paper builds a dynamic game-theoretic model of data collection and privacy protection, which potentially explains consumers’ behaviour.

Seasonal Adjustment of Weekly Data

Staff discussion paper 2024-17 Jeffrey Mollins, Rachit Lumb
The industry standard for seasonally adjusting data, X-13ARIMA-SEATS, is not suitable for high-frequency data. We summarize and assess several of the most popular seasonal adjustment methods for weekly data given the increased availability and promise of non-traditional data at higher frequencies.

The Sectoral Origins of Post-Pandemic Inflation

Staff working paper 2025-37 Jan David Schneider
This paper quantifies the contribution of sector-specific supply and demand shocks to personal consumption expenditure (PCE) inflation. It derives identification restrictions that are consistent with a large class of dynamic stochastic general equilibrium models with production networks.

Preferences, Monetary Policy and Household Inflation

Staff working paper 2024-45 Geoffrey R. Dunbar
I quantify the importance of changes in household preferences on household inflation rates using 11 years of scanner data for 11,000 US households. My results suggest that changes in household preferences are an important driver of inflation dynamics at the household level.

Equity Option-Implied Probability of Default and Equity Recovery Rate

Staff working paper 2016-58 Bo Young Chang, Greg Orosi
There is a close link between prices of equity options and the default probability of a firm. We show that in the presence of positive expected equity recovery, standard methods that assume zero equity recovery at default misestimate the option-implied default probability.
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