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225 Results

Understanding Monetary Policy and its Effects: Evidence from Canadian Firms Using the Business Outlook Survey

Staff working paper 2017-24 Matthieu Verstraete, Lena Suchanek
This paper shows (i) that business sentiment, as captured by survey data, matters for monetary policy decisions in Canada, and (ii) how business perspectives are affected by monetary policy shocks. Measures of business sentiment (soft data) are shown to have systematic explanatory power for monetary policy decisions over and above typical Taylor rule variables.

Should Central Banks Worry About Nonlinearities of their Large-Scale Macroeconomic Models?

Staff working paper 2017-21 Vadym Lepetyuk, Lilia Maliar, Serguei Maliar
How wrong could policymakers be when using linearized solutions to their macroeconomic models instead of nonlinear global solutions?

Downward Nominal Wage Rigidity Meets the Zero Lower Bound

Staff working paper 2017-16 Robert Amano, Stefano Gnocchi
We add downward nominal wage rigidity to a standard New Keynesian model with sticky prices and wages, where the zero lower bound on nominal interest rates is allowed to bind. We find that wage rigidity not only reduces the frequency of zero bound episodes but also mitigates the severity of corresponding recessions.

Constrained Efficiency with Adverse Selection and Directed Search

Staff working paper 2017-15 Mohammad Davoodalhosseini
Constrained efficient allocation (CE) is characterized in a model of adverse selection and directed search (Guerrieri, Shimer, and Wright (2010)). CE is defined to be the allocation that maximizes welfare, the ex-ante utility of all agents, subject to the frictions of the environment.

What Fed Funds Futures Tell Us About Monetary Policy Uncertainty

Staff working paper 2016-61 Jean-Sébastien Fontaine
The uncertainty around future changes to the Federal Reserve target rate varies over time. In our results, the main driver of uncertainty is a “path” factor signaling information about future policy actions, which is filtered from federal funds futures data.

Monetary Policy, Private Debt and Financial Stability Risks

Staff working paper 2016-59 Gregory Bauer, Eleonora Granziera
Can monetary policy be used to promote financial stability? We answer this question by estimating the impact of a monetary policy shock on private-sector leverage and the likelihood of a financial crisis. Impulse responses obtained from a panel VAR model of 18 advanced countries suggest that the debt-to-GDP ratio rises in the short run following an unexpected tightening in monetary policy.

Monetary Policy Tradeoffs Between Financial Stability and Price Stability

Staff working paper 2016-49 Malik Shukayev, Alexander Ueberfeldt
We analyze the impact of interest rate policy on financial stability in an environment where banks can experience runs on their short-term liabilities, forcing them to sell assets at fire-sale prices.

Business Cycles in Small, Open Economies: Evidence from Panel Data Between 1900 and 2013

Staff working paper 2016-48 Thuy Lan Nguyen, Wataru Miyamoto
Using a novel data set for 17 countries dating from 1900 to 2013, we characterize business cycles in both small developed and developing countries in a model with financial frictions and a common shock structure. We estimate the model jointly for these 17 countries using Bayesian methods.

Managing Risk Taking with Interest Rate Policy and Macroprudential Regulations

Staff working paper 2016-47 Simona Cociuba, Malik Shukayev, Alexander Ueberfeldt
We develop a model in which a financial intermediary’s investment in risky assets—risk taking—is excessive due to limited liability and deposit insurance and characterize the policy tools that implement efficient risk taking.
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