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398 Results

Firm Heterogeneity and Adverse Selection in External Finance: Micro Evidence and Macro Implications

Staff working paper 2025-20 Xing Guo, Pablo Ottonello, Thomas Winberry, Toni Whited
We develop a heterogeneous firm macro model with private information and quantify the aggregate relevance of asymmetric information. We find that a spike in private information account for 40% of the decline in aggregate investment during the 2007-2009 financial crisis and made monetary stimulus significantly less effective.

The Dynamic Canadian Debt Strategy Model

Technical report No. 127 Nicolas Audet, Joe Ning, Adam Epp, Jeffrey Gao
We present a dynamic debt strategy model framework designed to assist sovereign debt portfolio managers in choosing an optimal debt issuance strategy. The main innovation of this framework is the introduction of dynamic issuance strategies, which allow issuance decisions to vary over time based on the model’s simulated state variables.

Synthesizing Signals from the Canadian Survey of Consumer Expectations

Staff discussion paper 2025-11 Jacob Dolinar, Patrick Sabourin, Matt West
We introduce the Canadian Survey of Consumer Expectations indicator. This indicator provides a summary measure of consumer opinions that we can track over time. We construct three underlying sub-indexes—financial health, labour market and consumer spending—that capture different factors influencing consumers’ daily lives.

Examining the Links Between Firm Performance and Insolvency

Staff discussion paper 2025-10 Dylan Hogg, Hossein Hosseini Jebeli
Assessing insolvency dynamics is essential for evaluating the financial health of non-financial corporations and mitigating macroeconomic and financial stability risks. This study leverages a newly created Statistics Canada dataset linking insolvency records with firm-level financial data to develop a robust framework for monitoring insolvency risk

Correcting Selection Bias in a Non-Probability Two-Phase Payment Survey

Staff working paper 2025-17 Heng Chen, John Tsang
We develop statistical inferences for a non-probability two-phase survey sample when relevant auxiliary information is available from a probability survey sample. The proposed method is assessed by simulation studies and used to analyze a non-probability two phase payment survey.

Assessing the US and Canadian neutral rates: 2025 update

We assess both the US and Canadian nominal neutral rates to be in the range of 2.25% to 3.25%, unchanged from the range assessed in 2024.

Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference

Staff working paper 2025-14 Helmut Lütkepohl, Fei Shang, Luis Uzeda, Tomasz Woźniak
We consider structural vector autoregressions that are identified through stochastic volatility. Our analysis focuses on whether a particular structural shock can be identified through heteroskedasticity without imposing any sign or exclusion restrictions.

The Mutable Geography of Firms’ International Trade

Staff working paper 2025-11 Lu Han
Exporters frequently change their market destinations. This paper introduces a new approach to identifying the drivers of these decisions over time. Analysis of customs data from China and the UK shows most changes are driven by demand rather than supply-related shocks.

Low Response Rate from Merchants? Sample and Ask Consumers! An Application of Indirect Sampling Under a Consumer-Merchant Bipartite Network

Technical report No. 126 Heng Chen, Joy Wu
Under the consumer-merchant bipartite network, we apply the indirect sampling approach to estimate merchant payment acceptance through a consumer payment diary.

Estimating Discrete Choice Demand Models with Sparse Market-Product Shocks

Staff working paper 2025-10 Zhentong Lu, Kenichi Shimizu
We propose a novel approach to estimating consumer demand for differentiated products. We eliminate the need for instrumental variables by assuming demand shocks are sparse. Our empirical applications reveal strong evidence of sparsity in real-world datasets.
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