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268 Results

Understanding Trend Inflation Through the Lens of the Goods and Services Sectors

Staff working paper 2020-45 Yunjong Eo, Luis Uzeda, Benjamin Wong
The goods and services sectors have experienced considerably different dynamics over the past three decades. Our goal in this paper is to understand how such contrasting behaviors at the sectoral level affect the aggregate level of trend inflation dynamics.

Production Networks and the Propagation of Commodity Price Shocks

Staff working paper 2020-44 Shutao Cao, Wei Dong
We examine the macro implications of commodity price shocks in a model with multiple production sectors that are interconnected within a commodity-exporting small open economy.

The neutral rate in Canada: 2020 update

Staff analytical note 2020-24 Dmitry Matveev, Julien McDonald-Guimond, Rodrigo Sekkel
The neutral rate of interest is important for central banks because it helps measure the stance of monetary policy. We present updated estimates of the neutral rate in Canada using the most recent data. We expect the COVID-19 pandemic to significantly affect the fundamental drivers of the Canadian neutral rate.

Why Do Central Banks Make Public Announcements of Open Market Operations?

Staff working paper 2020-35 Narayan Bulusu
Central banks communicate the results of open market operations. This helps participants in financial markets more accurately estimate the prevailing demand and supply conditions in the market for overnight loans.

Maturity Composition and the Demand for Government Debt

Staff working paper 2020-29 Jason Allen, Jakub Kastl, Milena Wittwer
The main objectives of debt management are to raise stable and low-cost funding to meet the government’s financial needs and to maintain a well-functioning market for government securities.

Non-competing Data Intermediaries

Staff working paper 2020-28 Shota Ichihashi
I study a model of competing data intermediaries (e.g., online platforms and data brokers) that collect personal data from consumers and sell it to downstream firms.

Scenario Analysis and the Economic and Financial Risks from Climate Change

Staff discussion paper 2020-3 Erik Ens, Craig Johnston
This paper adapts climate-economy models that have been applied in other contexts for use in climate-related scenario analysis. We consider illustrative scenarios for the global economy that could generate economic and financial risks. Our results suggest there are significant economic risks from climate change and the move to a low-carbon economy.

Identifying Aggregate Shocks with Micro-level Heterogeneity: Financial Shocks and Investment Fluctuation

Staff working paper 2020-17 Xing Guo
This paper identifies aggregate financial shocks and quantifies their effects on business investment based on an estimated DSGE model with firm-level heterogeneity. On average, financial shocks contribute only 3% of the variation in U.S. public firms’ aggregate investment.

Endogenous Time Variation in Vector Autoregressions

Staff working paper 2020-16 Danilo Leiva-Leon, Luis Uzeda
We introduce a new class of time-varying parameter vector autoregressions (TVP-VARs) where the identified structural innovations are allowed to influence — contemporaneously and with a lag — the dynamics of the intercept and autoregressive coefficients in these models.
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