Estimating the Demand for Settlement Balances in the Canadian Large Value Transfer System
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References listed on IDEAS
- Enenajor, Emanuella & Sebastian, Alex & Witmer, Jonathan, 2012.
"An assessment of the Bank of Canada's term PRA facility,"
The North American Journal of Economics and Finance,
Elsevier, vol. 23(1), pages 123-143.
- Emanuella Enenajor & Alex Sebastian & Jonathan Witmer, 2010. "An Assessment of the Bank of Canada's Term PRA Facility," Staff Working Papers 10-20, Bank of Canada.
- James H. Stock & Motohiro Yogo, 2002. "Testing for Weak Instruments in Linear IV Regression," NBER Technical Working Papers 0284, National Bureau of Economic Research, Inc.
- Stock, James H & Wright, Jonathan H & Yogo, Motohiro, 2002. "A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(4), pages 518-529, October.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Christopher S. Sutherland, 2017. "What Explains Month-End Funding Pressure in Canada?," Discussion Papers 17-9, Bank of Canada.
- Morten L Bech & Cyril Monnet, 2013. "The Impact of Unconventional Monetary Policy on the Overnight Interbank Market," RBA Annual Conference Volume,in: Alexandra Heath & Matthew Lilley & Mark Manning (ed.), Liquidity and Funding Markets Reserve Bank of Australia.
More about this item
KeywordsInterest rates; Monetary policy implementation; Payment; clearing; and settlement systems;
- G01 - Financial Economics - - General - - - Financial Crises
- E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
- C36 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Instrumental Variables (IV) Estimation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-06-05 (All new papers)
- NEP-BAN-2012-06-05 (Banking)
- NEP-MAC-2012-06-05 (Macroeconomics)
- NEP-MON-2012-06-05 (Monetary Economics)
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