Search

Content Types

Subjects

Authors

Research Themes

JEL Codes

Sources

Published After

Published Before

152 Results

The Formation of House Price Expectations in Canada: Evidence from a Randomized Information Experiment

Staff analytical note 2019-24 Marc-André Gosselin, Mikael Khan, Matthieu Verstraete
We conduct a randomized information experiment leveraging the Canadian Survey of Consumer Expectations. We provide causal evidence that respondents revise both their short- and medium-term expectations of future house price growth in a way that is consistent with observed short-term momentum in house prices. However, empirically, house price growth tends to revert to its mean in the medium term.

Lending Standards, Productivity and Credit Crunches

Staff working paper 2019-25 Jonathan Swarbrick
We propose a macroeconomic model in which adverse selection in investment drives the amplification of macroeconomic fluctuations, in line with prominent roles played by the credit crunch and collapse of the asset-backed security market in the financial crisis.

Measuring Non-Financial Corporate Sector Vulnerabilities in Canada

Staff analytical note 2019-15 Timothy Grieder, Claire Schaffter
The ratio of non-financial corporate debt to gross domestic product in Canada has increased noticeably in recent years and is currently at an all-time high. In light of this development, we use a unique firm-level dataset to construct vulnerability indicators for the non-financial corporate sector in Canada.

Reassessing the Growth of HELOCs in Canada Using New Regulatory Data

Staff analytical note 2019-14 Leila Al-Mqbali, Olga Bilyk, Stefan Caputo, James Younker
Using new regulatory data on residential secured lending from Canadian banks, we assess the growth rate of home equity lines of credit (HELOCs).

Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects

Staff working paper 2019-16 Kerem Tuzcuoglu
Modeling and estimating persistent discrete data can be challenging. In this paper, we use an autoregressive panel probit model where the autocorrelation in the discrete variable is driven by the autocorrelation in the latent variable. In such a non-linear model, the autocorrelation in an unobserved variable results in an intractable likelihood containing high-dimensional integrals.

Disentangling the Factors Driving Housing Resales

Staff analytical note 2019-12 Mikael Khan, Taylor Webley
We use a recently developed model and loan-level microdata to decompose movements in housing resales since 2015. We find that fundamental factors, namely housing affordability and full-time employment, have had offsetting effects on resales over our study period.

Macroprudential Policy with Capital Buffers

Staff working paper 2019-8 Josef Schroth
The countercyclical capital buffer is part of Basel III, the set of regulatory measures developed in response to the financial crisis of 2007–09. This study focuses on how time-varying capital buffers can address inefficiencies in economies with endogenous financial crises.
Go To Page