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415 Results

Exporting and Investment Under Credit Constraints

Staff working paper 2023-10 Kim Huynh, Robert Petrunia, Joel Rodrigue, Walter Steingress
We examine the relationship between firms’ performance and credit constraints affecting export market entry. Using administrative Canadian firm-level data, our findings show that new exporters (a) increase their productivity, (b) raise their leverage ratio and (c) increase investment. We estimate that 48 percent of Canadian manufacturers face binding credit constraints when deciding whether to enter export markets.

Fiscal Stimulus and Skill Accumulation over the Life Cycle

Staff working paper 2023-9 Laure Simon
Using micro data from the U.S. Consumer Expenditure Survey and Current Population Survey, I document that government spending shocks affect individuals differently over the life cycle.

Risk Amplification Macro Model (RAMM)

Technical report No. 123 Kerem Tuzcuoglu
The Risk Amplification Macro Model (RAMM) is a new nonlinear two-country dynamic model that captures rare but severe adverse shocks. The RAMM can be used to assess the financial stability implications of both domestic and foreign-originated risk scenarios.

Gazing at r-star: A Hysteresis Perspective

Staff working paper 2023-5 Paul Beaudry, Katya Kartashova, Césaire Meh
Many explanations for the decline in real interest rates over the last 30 years point to the role that population aging or rising income inequality plays in increasing the long-run aggregate demand for assets. Notwithstanding the importance of such factors, the starting point of this paper is to show that the major change driving household asset demand over this period is instead an increased desire—for a given age and income level—to hold assets.

Macroeconomic Disasters and Consumption Smoothing: International Evidence from Historical Data

Staff working paper 2023-4 Lorenzo Pozzi, Barbara Sadaba
Does consumption smoothing fundamentally decrease during macroeconomic disasters? This paper uses a large historical dataset (1870–2016) for 16 industrial economies to show that during macroeconomic disasters (e.g., wars, pandemics, depressions) aggregate consumption and income are significantly less decoupled than during normal times.

The 2021–22 Merchant Acceptance Survey Pilot Study

Staff discussion paper 2023-1 Angelika Welte, Joy Wu
The rise in digital payment innovations has spurred a discussion about the future of cash at the point of sale. The Bank conducted the 2021–22 Merchant Acceptance Survey Pilot Study to study trends in merchant cash acceptance and monitor conditions for the potential issuance of a central bank digital currency.

Simulating Intraday Transactions in the Canadian Retail Batch System

Staff working paper 2023-1 Nellie Zhang
This paper proposes a unique approach to simulate intraday transactions in the Canadian retail payments batch system when such transactions are unobtainable. The simulation procedure has potential for helping with data-deficient problems where only high-level aggregate information is available.

CANVAS: A Canadian Behavioral Agent-Based Model

The Bank of Canada’s current suite of models faces challenges in addressing network effects that integrate household and firm-level heterogeneity and their behaviours. We develop CANVAS, a Canadian behavioural agent-based model to contribute to the Bank’s next-generation modelling effort. CANVAS improves forecasting performance and expands capacity for model-based scenario analysis.

Understanding Post-COVID Inflation Dynamics

Staff working paper 2022-50 Martin Harding, Jesper Lindé, Mathias Trabandt
We propose a macroeconomic model with a nonlinear Phillips curve that has a flat slope when inflationary pressures are subdued and steepens when inflationary pressures are elevated. Our model can generate more sizable inflation surges due to cost-push and demand shocks than a standard linearized model when inflation is high.

Regulatory Requirements of Banks and Arbitrage in the Post-Crisis Federal Funds Market

Staff working paper 2022-48 Rodney J. Garratt, Sofia Priazhkina
This paper explains the nature of interest rates in the U.S. federal funds market after the 2007-09 financial crisis. We build a model of the over-the-counter lending market that incorporates new aspects of the financial system: abundance of liquidity, different regulatory standards for banks, and arbitrage opportunities created by limited access to the facility granting interest on excess reserves.
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