Content
2019
- 19-13 The Trend Unemployment Rate in Canada: Searching for the Unobservable
by Dany Brouillette & Marie-Noëlle Robitaille & Laurence Savoie-Chabot & Pierre St-Amant & Bassirou Gueye & Elise Martin - 19-12 Local Labor Markets in Canada and the United States
by David Albouy & Alex Chernoff & Chandler Lutz & Casey Warman - 19-11 Do Survey Expectations of Stock Returns Reflect Risk Adjustments?
by Klaus Adam & Dmitry Matveev & Stefan Nagel - 19-10 Limiting Sender’s Information in Bayesian Persuasion
by Shota Ichihashi - 19-9 Inflation Targeting and Liquidity Traps Under Endogenous Credibility
by Cars Hommes & Joep Lustenhouwer - 19-8 Macroprudential Policy with Capital Buffers
by Josef Schroth - 19-7 Inequality in Parental Transfers and Optimal Need-Based Financial Aid
by Youngmin Park - 19-6 The Distributional Effects of Conventional Monetary Policy and Quantitative Easing: Evidence from an Estimated DSGE Model
by Stefan Hohberger & Romanos Priftis & Lukas Vogel - 19-5 Corporate Debt Composition and Business Cycles
by Jelena Zivanovic - 19-4 Frictional Capital Reallocation I: Ex Ante Heterogeneity
by Randall Wright & Sylvia Xiaolin Xiao & Yu Zhu - 19-3 Can Capital Deepening Explain the Global Decline in Labor’s Share?
by Andrew Glover & Jacob Short - 19-2 The Productivity Slowdown in Canada: An ICT Phenomenon?
by Jeffrey Mollins & Pierre St-Amant - 19-1 A Framework for Analyzing Monetary Policy in an Economy with E-money
by Yu Zhu & Scott Hendry
2018
- 18-61 Limited Commitment, Endogenous Credibility and the Challenges of Price-level Targeting
by Gino Cateau & Malik Shukayev - 18-60 Inference in Games Without Nash Equilibrium: An Application to Restaurants, Competition in Opening Hours
by Erhao Xie - 18-59 The Role of Corporate Saving over the Business Cycle: Shock Absorber or Amplifier?
by Xiaodan Gao & Shaofeng Xu - 18-58 Should the Central Bank Issue E-money?
by Charles M. Kahn & Francisco Rivadeneyra & Tsz-Nga Wong - 18-57 The Trade War in Numbers
by Karyne B. Charbonneau & Anthony Landry - 18-56 The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada
by Lutz Kilian & Xiaoqing Zhou - 18-55 Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?
by Toni Ahnert & Kristin Forbes & Christian Friedrich & Dennis Reinhardt - 18-54 Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests
by Maarten van Oordt - 18-53 Non-Performing Loans, Fiscal Costs and Credit Expansion in China
by Huixin Bi & Yongquan Cao & Wei Dong - 18-52 Evaluating the Bank of Canada Staff Economic Projections Using a New Database of Real-Time Data and Forecasts
by Julien Champagne & Guillaume Poulin-Bellisle & Rodrigo Sekkel - 18-51 Multibank Holding Companies and Bank Stability
by Radoslav Raykov & Consuelo Silva-Buston - 18-50 Monetary Policy Uncertainty: A Tale of Two Tails
by Tatjana Dahlhaus & Tatevik Sekhposyan - 18-49 Financial Development Beyond the Formal Financial Market
by Lin Shao - 18-48 Should Bank Capital Regulation Be Risk Sensitive?
by Toni Ahnert & James Chapman & Carolyn A. Wilkins - 18-47 Challenges in Implementing Worst-Case Analysis
by Jon Danielsson & Lerby Ergun & Casper G. de Vries - 18-46 How Long Does It Take You to Pay? A Duration Study of Canadian Retail Transaction Payment Times
by Geneviève Vallée - 18-45 Blockchain-Based Settlement for Asset Trading
by Jonathan Chiu & Thorsten Koeppl - 18-44 Price Selection
by Carlos Carvalho & Oleksiy Kryvtsov - 18-43 Market Size and Entry in International Trade: Product Versus Firm Fixed Costs
by Walter Steingress - 18-42 Responding to the First Era of Globalization: Canadian Trade Policy, 1870–1913
by Patrick Alexander & Ian Keay - 18-41 Seeking Safety
by Toni Ahnert & Enrico Perotti - 18-40 The Welfare Cost of Inflation Revisited: The Role of Financial Innovation and Household Heterogeneity
by Shutao Cao & Césaire Meh & José-Víctor Ríos-Rull & Yaz Terajima - 18-39 Sluggish Forecasts
by Monica Jain - 18-38 Time-Consistent Management of a Liquidity Trap with Government Debt
by Dmitry Matveev - 18-37 The Extensive Margin of Trade and Monetary Policy
by Yuko Imura & Malik Shukayev - 18-36 Central Bank Digital Currency and Monetary Policy
by Mohammad Davoodalhosseini - 18-35 The Impact of Government Debt Supply on Bond Market Liquidity: An Empirical Analysis of the Canadian Market
by Jeffrey Gao & Jianjian Jin & Jacob Thompson - 18-34 Incentive Compatibility on the Blockchain
by Jonathan Chiu & Thorsten Koeppl - 18-33 Following the Money: Evidence for the Portfolio Balance Channel of Quantitative Easing
by Itay Goldstein & Jonathan Witmer & Jing Yang - 18-32 Sources of Borrowing and Fiscal Multipliers
by Romanos Priftis & Srecko Zimic - 18-31 Does Outward Foreign Investment Matter for Canadian Productivity? Evidence from Greenfield Investments
by Naveen Rai & Lena Suchanek & Maria Bernier - 18-30 The BoC-BoE Sovereign Default Database Revisited: What’s New in 2018?
by David Beers & Jamshid Mavalwalla - 18-29 A Look Inside the Box: Combining Aggregate and Marginal Distributions to Identify Joint Distributions
by Marie-Hélène Felt - 18-28 Bootstrapping Mean Squared Errors of Robust Small-Area Estimators: Application to the Method-of-Payments Data
by Valéry Dongmo Jiongo & Pierre Nguimkeu - 18-27 Swedish Riksbank Notes and Enskilda Bank Notes: Lessons for Digital Currencies
by Ben Fung & Scott Hendry & Warren E. Weber - 18-26 Reconciling Jaimovich-Rebelo Preferences, Habit in Consumption and Labor Supply
by Tom D. Holden & Paul Levine & Jonathan Swarbrick - 18-25 On the Evolution of the United Kingdom Price Distributions
by Ba M. Chu & Kim Huynh & David T. Jacho-Chávez & Oleksiy Kryvtsov - 18-24 Ambiguity, Nominal Bond Yields and Real Bond Yields
by Guihai Zhao - 18-23 Noisy Monetary Policy
by Tatjana Dahlhaus & Luca Gambetti - 18-22 Uncovered Return Parity: Equity Returns and Currency Returns
by Edouard Djeutem & Geoffrey R. Dunbar - 18-21 Analysis of Asymmetric GARCH Volatility Models with Applications to Margin Measurement
by Elena Goldman & Xiangjin Shen - 18-20 The (Un)Demand for Money in Canada
by Geoffrey R. Dunbar & Casey Jones - 18-19 The Political Impact of Immigration: Evidence from the United States
by Anna Maria Mayda & Giovanni Peri & Walter Steingress - 18-18 Housing Price Network Effects from Public Transit Investment: Evidence from Vancouver
by Alex Chernoff & Andrea Craig - 18-17 Could a Higher Inflation Target Enhance Macroeconomic Stability?
by José Dorich & Nicholas Labelle & Vadym Lepetyuk & Rhys R. Mendes - 18-16 Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays
by Michael Brolley & David A. Cimon - 18-15 Firm Dynamics and Multifactor Productivity: An Empirical Exploration
by Pierre St-Amant & David Tessier - 18-14 State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models
by Luis Uzeda - 18-13 Did U.S. Consumers Respond to the 2014–2015 Oil Price Shock? Evidence from the Consumer Expenditure Survey
by Patrick Alexander & Louis Poirier - 18-12 Can Media and Text Analytics Provide Insights into Labour Market Conditions in China?
by Jeannine Bailliu & Xinfen Han & Mark Kruger & Yu-Hsien Liu & Sri Thanabalasingam - 18-11 The Macroeconomic Effects of Quantitative Easing in the Euro Area: Evidence from an Estimated DSGE Model
by Stefan Hohberger & Romanos Priftis & Lukas Vogel - 18-10 Dismiss the Gap? A Real-Time Assessment of the Usefulness of Canadian Output Gaps in Forecasting Inflation
by Lise Pichette & Marie-Noëlle Robitaille & Mohanad Salameh & Pierre St-Amant - 18-9 The “Too Big to Fail” Subsidy in Canada: Some Estimates
by Patricia Palhau Mora - 18-8 High-Frequency Trading and Institutional Trading Costs
by Marie Chen & Corey Garriott - 18-7 Adverse Selection with Heterogeneously Informed Agents
by Mohammad Davoodalhosseini - 18-6 Home Equity Extraction and the Boom-Bust Cycle in Consumption and Residential Investment
by Xiaoqing Zhou - 18-5 What Drives Interbank Loans? Evidence from Canada
by Narayan Bulusu & Pierre Guérin - 18-4 Modeling Fluctuations in the Global Demand for Commodities
by Lutz Kilian & Xiaoqing Zhou - 18-3 Speed Segmentation on Exchanges: Competition for Slow Flow
by Lisa Anderson & Emad Andrews & Baiju Devani & Michael Mueller & Adrian Walton - 18-2 How Do Central Bank Projections and Forward Guidance Influence Private-Sector Forecasts?
by Monica Jain & Christopher S. Sutherland - 18-1 Capital-Goods Imports and US Growth
by Michele Cavallo & Anthony Landry
2017
- 17-61 The Evolution of Unobserved Skill Returns in the U.S.: A New Approach Using Panel Data
by Lance Lochner & Youngmin Park & Youngki Shin - 17-60 Which Model to Forecast the Target Rate?
by Maarten van Oordt - 17-59 Credit Risk Transfer and Bank Insolvency Risk
by Maarten van Oordt - 17-58 Variance Premium, Downside Risk and Expected Stock Returns
by Bruno Feunou & Ricardo Lopez Aliouchkin & Roméo Tedongap & Lai Xi - 17-57 Credit Crunches from Occasionally Binding Bank Borrowing Constraints
by Tom D. Holden & Paul Levine & Jonathan Swarbrick - 17-56 Bitcoin Awareness and Usage in Canada
by Christopher Henry & Kim Huynh & Gradon Nicholls - 17-55 Risk-Neutral Moment-Based Estimation of Affine Option Pricing Models
by Bruno Feunou & Cédric Okou - 17-54 What Drives Episodes of Settlement Fails in the Government of Canada Bond Market?
by Jean-Sébastien Fontaine & James Pinnington & Adrian Walton - 17-53 Competing Currencies in the Laboratory
by Janet Hua Jiang & Cathy Zhang - 17-52 Good Volatility, Bad Volatility and Option Pricing
by Bruno Feunou & Cédric Okou - 17-51 Identifying the Degree of Collusion Under Proportional Reduction
by Oleksandr Shcherbakov & Naoki Wakamori - 17-50 Is the Discretionary Income Effect of Oil Price Shocks a Hoax?
by Christiane Baumeister & Lutz Kilian & Xiaoqing Zhou - 17-49 The Causal Impact of Migration on US Trade: Evidence from Political Refugees
by Walter Steingress - 17-48 Optimal Interbank Regulation
by Thomas J. Carter - 17-47 Cash Versus Card: Payment Discontinuities and the Burden of Holding Coins
by Heng Chen & Kim Huynh & Oz Shy - 17-46 On the Tail Risk Premium in the Oil Market
by Reinhard Ellwanger - 17-45 Identification of Random Resource Shares in Collective Households Without Preference Similarity Restrictions
by Geoffrey R. Dunbar & Arthur Lewbel & Krishna Pendakur - 17-44 Measuring Limits of Arbitrage in Fixed-Income Markets
by Jean-Sébastien Fontaine & Guillaume Nolin - 17-43 The Mode is the Message: Using Predata as Exclusion Restrictions to Evaluate Survey Design
by Heng Chen & Geoffrey R. Dunbar & Rallye Shen - 17-42 Policy Rules for Capital Controls
by Gurnain Pasricha - 17-41 Global Trade Flows: Revisiting the Exchange Rate Elasticities
by Matthieu Bussière & Guillaume Gaulier & Walter Steingress - 17-40 Government Spending Multipliers Under the Zero Lower Bound: Evidence from Japan
by Wataru Miyamoto & Thuy Lan Nguyen & Dmitriy Sergeyev - 17-39 Changes in Monetary Regimes and the Identification of Monetary Policy Shocks: Narrative Evidence from Canada
by Julien Champagne & Rodrigo Sekkel - 17-38 A Counterfactual Valuation of the Stock Index as a Predictor of Crashes
by Tom Roberts - 17-37 Aggregate Fluctuations and the Role of Trade Credit
by Lin Shao - 17-36 The Rise of Non-Regulated Financial Intermediaries in the Housing Sector and its Macroeconomic Implications
by Hélène Desgagnés - 17-35 Did the Renewable Fuel Standard Shift Market Expectations of the Price of Ethanol?
by Christiane Baumeister & Reinhard Ellwanger & Lutz Kilian - 17-34 Cross-Border Bank Flows and Monetary Policy: Implications for Canada
by Ricardo Correa & Teodora Paligorova & Horacio Sapriza & Andrei Zlate - 17-33 Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions
by Antonio Diez de los Rios - 17-32 How to Predict Financial Stress? An Assessment of Markov Switching Models
by Thibaut Duprey & Benjamin Klaus - 17-31 Downward Nominal Wage Rigidity in Canada: Evidence Against a “Greasing Effect”
by Joel Wagner - 17-30 Retrieving Implied Financial Networks from Bank Balance-Sheet and Market Data
by Jose Fique - 17-29 Information Contagion and Systemic Risk
by Toni Ahnert & Co-Pierre Georg - 17-28 Adoption of a New Payment Method: Theory and Experimental Evidence
by Jasmina Arifovic & John Duffy & Janet Hua Jiang - 17-27 Firm Heterogeneity, Technological Adoption, and Urbanization: Theory and Measurement
by Alex Chernoff - 17-26 Quantitative Easing and Long-Term Yields in Small Open Economies
by Antonio Diez de los Rios & Maral Shamloo - 17-25 Monetary Policy Implementation in a Negative Rate Environment
by Michael Boutros & Jonathan Witmer - 17-24 Understanding Monetary Policy and its Effects: Evidence from Canadian Firms Using the Business Outlook Survey
by Matthieu Verstraete & Lena Suchanek - 17-23 Understanding the Cross-Country Effects of US Technology Shocks
by Wataru Miyamoto & Thuy Lan Nguyen - 17-22 Detecting Scapegoat Effects in the Relationship Between Exchange Rates and Macroeconomic Fundamentals
by Lorenzo Pozzi & Barbara Sadaba - 17-21 Should Central Banks Worry About Nonlinearities of their Large-Scale Macroeconomic Models?
by Vadym Lepetyuk & Lilia Maliar & Serguei Maliar - 17-20 Volatility Risk and Economic Welfare
by Shaofeng Xu - 17-19 Assessing the Predictive Ability of Sovereign Default Risk on Exchange Rate Returns
by Claudia Foroni & Francesco Ravazzolo & Barbara Sadaba - 17-18 The Welfare Effects of Protection: A General Equilibrium Analysis of Canada’s National Policy
by Patrick Alexander & Ian Keay - 17-17 Vertical Specialization and Gains from Trade
by Patrick Alexander - 17-16 Downward Nominal Wage Rigidity Meets the Zero Lower Bound
by Robert Amano & Stefano Gnocchi - 17-15 Constrained Efficiency with Adverse Selection and Directed Search
by Mohammad Davoodalhosseini - 17-14 Strategic Complementarities and Money Market Fund Liquidity Management
by Jonathan Witmer - 17-13 Markov-Switching Three-Pass Regression Filter
by Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino - 17-12 Accounting for Real Exchange Rates Using Micro-Data
by Mario J. Crucini & Anthony Landry - 17-11 Anticipated Technology Shocks: A Re-Evaluation Using Cointegrated Technologies
by Joel Wagner - 17-10 Small‐Sample Tests for Stock Return Predictability with Possibly Non‐Stationary Regressors and GARCH‐Type Effects
by Sermin Gungor & Richard Luger - 17-9 Expropriation Risk and FDI in Developing Countries: Does Return of Capital Dominate Return on Capital?
by M. Akhtaruzzaman & Nathan Berg & Christopher Hajzler - 17-8 Adoption Costs of Financial Innovation: Evidence from Italian ATM Cards
by Kim Huynh & Philipp Schmidt-Dengler & Gregor W. Smith & Angelika Welte - 17-7 Banking Regulation and Market Making
by David A. Cimon & Corey Garriott - 17-6 Optimal Capital Regulation
by Stéphane Moyen & Josef Schroth - 17-5 Canadian Bank Notes and Dominion Notes: Lessons for Digital Currencies
by Ben Fung & Scott Hendry & Warren E. Weber - 17-4 Stability and Efficiency in Decentralized Two-Sided Markets with Weak Preferences
by Radoslav Raykov - 17-3 Price-Level Dispersion versus Inflation-Rate Dispersion: Evidence from Three Countries
by David Fielding & Christopher Hajzler & James (Jim) C. MacGee - 17-2 A Dynamic Factor Model for Nowcasting Canadian GDP Growth
by Tony Chernis & Rodrigo Sekkel - 17-1 Terms-of-Trade and House Price Fluctuations: A Cross-Country Study
by Paul Corrigan
2016
- 16-63 Information Sharing and Bargaining in Buyer-Seller Networks
by Sofia Priazhkina & Frank H. Page - 16-62 Can the Common-Factor Hypothesis Explain the Observed Housing Wealth Effect?
by Narayan Bulusu & Jefferson Duarte & Carles Vergara-Alert - 16-61 What Fed Funds Futures Tell Us About Monetary Policy Uncertainty
by Jean-Sébastien Fontaine - 16-60 Non-Bank Investors and Loan Renegotiations
by Teodora Paligorova & João Santos - 16-59 Monetary Policy, Private Debt and Financial Stability Risks
by Gregory Bauer & Eleonora Granziera - 16-58 Equity Option-Implied Probability of Default and Equity Recovery Rate
by Bo Young Chang & Greg Orosi - 16-57 Options Decimalization
by Faith Chin & Corey Garriott - 16-56 Bank Screening Heterogeneity
by Thibaut Duprey - 16-55 Quantitative Easing in a Small Open Economy: An International Portfolio Balancing Approach
by Serdar Kabaca - 16-54 Producer Heterogeneity, Value-Added, and International Trade
by Patrick Alexander - 16-53 Capital Flows to Developing Countries: Is There an Allocation Puzzle?
by Josef Schroth - 16-52 Supervising Financial Regulators
by Josef Schroth - 16-51 Firm-Specific Shocks and Aggregate Fluctuations
by Leonid Karasik & Danny Leung & Ben Tomlin - 16-50 Broker Routing Decisions in Limit Order Markets
by David A. Cimon - 16-49 Monetary Policy Tradeoffs Between Financial Stability and Price Stability
by Malik Shukayev & Alexander Ueberfeldt - 16-48 Business Cycles in Small, Open Economies: Evidence from Panel Data Between 1900 and 2013
by Wataru Miyamoto & Thuy Lan Nguyen - 16-47 Managing Risk Taking with Interest Rate Policy and Macroprudential Regulations
by Simona Cociuba & Malik Shukayev & Alexander Ueberfeldt - 16-46 Fragility of Resale Markets for Securitized Assets and Policy of Asset Purchases
by Martin Kuncl - 16-45 Interpreting Volatility Shocks as Preference Shocks
by Shaofeng Xu - 16-44 Financial Constraint and Productivity: Evidence from Canadian SMEs
by Shutao Cao & Danny Leung - 16-43 On What States Do Prices Depend? Answers from Ecuador
by Craig Benedict & Mario J. Crucini & Anthony Landry - 16-42 On the Value of Virtual Currencies
by Wilko Bolt & Maarten van Oordt - 16-41 The Impact of Macroprudential Housing Finance Tools in Canada: 2005–10
by Jason Allen & Timothy Grieder & Brian Peterson & Tom Roberts - 16-40 Downward Nominal Wage Rigidity in Canada: Evidence from Micro- Level Data
by Dany Brouillette & Olena Kostyshyna & Natalia Kyui - 16-39 Are Counterparty Arrangements in Reinsurance a Threat to Financial Stability?
by Matt Davison & Darrell Leadbetter & Bin Lu & Jane Voll - 16-38 The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies
by Gregory Bauer & Gurnain Pasricha & Rodrigo Sekkel & Yaz Terajima - 16-37 Starting from a Blank Page? Semantic Similarity in Central Bank Communication and Market Volatility
by Michael Ehrmann & Jonathan Talmi - 16-36 Output Comovement and Inflation Dynamics in a Two-Sector Model with Durable Goods: The Role of Sticky Information and Heterogeneous Factor Markets
by Tomiyuki Kitamura & Tamon Takamura - 16-35 Time-Varying Crash Risk: The Role of Stock Market Liquidity
by Peter Christoffersen & Bruno Feunou & Yoontae Jeon & Chayawat Ornthanalai - 16-34 International Banking and Cross-Border Effects of Regulation: Lessons from Canada
by H. Evren Damar & Adi Mordel - 16-33 Relationships in the Interbank Market
by Jonathan Chiu & Cyril Monnet - 16-32 Global Macro Risks in Currency Excess Returns
by Kimberly Berg & Nelson C. Mark - 16-31 Housing Market Dynamics and Macroprudential Policy
by Gabriel Bruneau & Ian Christensen & Césaire Meh - 16-30 Financial Inclusion—What’s it Worth?
by Miguel Ampudia & Michael Ehrmann - 16-29 Financial Crisis Interventions
by Josef Schroth - 16-28 The Real-Time Properties of the Bank of Canada’s Staff Output Gap Estimates
by Julien Champagne & Guillaume Poulin-Bellisle & Rodrigo Sekkel - 16-27 Timing of Banks’ Loan Loss Provisioning During the Crisis
by Leo de Haan & Maarten van Oordt - 16-26 The Impact of Bankruptcy Reform on Insolvency Choice and Consumer Credit
by Jason Allen & Kiana Basiri - 16-25 What Are the Macroeconomic Effects of High-Frequency Uncertainty Shocks
by Laurent Ferrara & Pierre Guérin - 16-24 Housing and Tax-Deferred Retirement Accounts
by Anson T. Y. Ho & Jie Zhou - 16-23 Identification and Estimation of Risk Aversion in First-Price Auctions with Unobserved Auction Heterogeneity
by Serafin Grundl & Yu Zhu - 16-22 Estimating Systematic Risk Under Extremely Adverse Market Conditions
by Maarten van Oordt & Chen Zhou - 16-21 Early Warning of Financial Stress Events: A Credit-Regime-Switching Approach
by Fuchun Li & Hongyu Xiao - 16-20 Retail Order Flow Segmentation
by Corey Garriott & Adrian Walton - 16-19 Should Monetary Policy Lean Against Housing Market Booms?
by Sami Alpanda & Alexander Ueberfeldt - 16-18 A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil
by Christiane Baumeister & Lutz Kilian - 16-17 Opaque Assets and Rollover Risk
by Toni Ahnert & Benjamin Nelson - 16-16 Asset Encumbrance, Bank Funding and Financial Fragility
by Toni Ahnert & Kartik Anand & Prasanna Gai & James Chapman - 16-15 How Fast Can China Grow? The Middle Kingdom’s Prospects to 2030
by Jeannine Bailliu & Mark Kruger & Argyn Toktamyssov & Wheaton Welbourn - 16-14 A Bitcoin Standard: Lessons from the Gold Standard
by Warren E. Weber - 16-13 Government Corruption and Foreign Direct Investment Under the Threat of Expropriation
by Christopher Hajzler & Jonathan Rosborough - 16-12 Capital Structure, Pay Structure and Job Termination
by Jason Allen & James R. Thompson - 16-11 Dating Systemic Financial Stress Episodes in the EU Countries
by Thibaut Duprey & Benjamin Klaus & Tuomas Peltonen - 16-10 Measuring Systemic Risk Across Financial Market Infrastructures
by Fuchun Li & Héctor Pérez Saiz - 16-9 The Dynamics of Capital Flow Episodes
by Christian Friedrich & Pierre Guérin - 16-8 Wait a Minute: The Efficacy of Discounting versus Non-Pecuniary Payment Steering
by Angelika Welte - 16-7 Understanding Firms' Inflation Expectations Using the Bank of Canada's Business Outlook Survey
by Simon Richards & Matthieu Verstraete - 16-6 A Microfounded Design of Interconnectedness-Based Macroprudential Policy
by Jose Fique - 16-5 Macroeconomic Uncertainty Through the Lens of Professional Forecasters
by Soojin Jo & Rodrigo Sekkel - 16-4 To Share or Not to Share? Uncovered Losses in a Derivatives Clearinghouse
by Radoslav Raykov - 16-3 Monetary Commitment and the Level of Public Debt
by Stefano Gnocchi & Luisa Lambertini - 16-2 Agency Costs, Risk Shocks and International Cycles
by Marc-André Letendre & Joel Wagner - 16-1 Reconciling the Differences in Aggregate U.S. Wage Series
by Julien Champagne & André Kurmann & Jay Stewart
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