Tatjana Dahlhaus

Tatjana Dahlhaus

Senior Research Advisor

Canadian Economic Analysis
  • Ph.D., Economics, Universitat Autonoma de Barcelona, Spain (2013)
  • M.Sc., Econometrics, University of Maastricht, the Netherlands (2007)
  • B.Sc., Econometrics and Operations Research, University of Maastricht, the Netherlands (2006)

Curriculum vitae

ORCID Author Orcid Link RePEc

Bio

Tatjana Dahlhaus is a Senior Research Advisor in the Canadian Economic Analysis Department at the Bank of Canada. Her research interests lie in the fields of applied Macroeconomics and Econometrics, time series analysis, monetary policy, and climate change. Tatjana received her PhD in Economics from Universitat Autonoma de Barcelona, Spain.

Staff research

Estimating the impacts on GDP of natural disasters in Canada

Staff analytical note 2025-5 Tatjana Dahlhaus, Thibaut Duprey, Craig Johnston
Extreme weather events contribute to increased volatility in both economic activity and prices, interfering with the assessment of the true underlying trends of the economy. With this in mind, we conduct a timely assessment of the impact of natural disasters on Canadian gross domestic product (GDP).
Content Type(s): Staff research, Staff analytical notes JEL Code(s): B, B2, B23, C, C1, C13, C2, C23, E, E1, E17, E3, E37, E6, E62, H, H6 Research Theme(s): Monetary policy, Real economy and forecasting, Structural challenges, Climate change

Digitalization: Implications for Monetary Policy

Staff discussion paper 2023-18 Vivian Chu, Tatjana Dahlhaus, Christopher Hajzler, Pierre-Yves Yanni
We explore the implications of digitalization for monetary policy, both in terms of how monetary policy affects the economy and in terms of data analysis and communication with the public.
Content Type(s): Staff research, Staff discussion papers JEL Code(s): C, C4, C8, E, E3, E31, E32, E5, E52 Research Theme(s): Models and tools, Econometric, statistical and computational methods, Economic models, Monetary policy, Monetary policy framework and transmission, Structural challenges, Digitalization and productivity

COVID-19, Containment and Consumption

Staff discussion paper 2022-5 Tatjana Dahlhaus, Daniel Hyun, Antoine Poulin-Moore, Jaime Trujillo, Saarah Sheikh, Benjamin Straus
We assess the impact of COVID-19 on consumption indicators by estimating the effects of government-mandated containment measures and of the willingness of individuals to voluntarily physically distance to prevent contagion.
Content Type(s): Staff research, Staff discussion papers JEL Code(s): C, C2, C23, D, D1, D12, E, E6, E65, I, I1, I18 Research Theme(s): Monetary policy, Inflation dynamics and pressures, Real economy and forecasting

Payment Habits During COVID-19: Evidence from High-Frequency Transaction Data

Staff working paper 2021-43 Tatjana Dahlhaus, Angelika Welte
We examine how consumers have adjusted their payment habits during the COVID-19 pandemic. They seem to perform fewer transactions, spend more in each transaction, use less cash at the point of sale and withdraw cash from ATMs linked to their financial institution more often than from other ATMs.
Content Type(s): Staff research, Staff working papers JEL Code(s): C, C2, C22, C5, C55, D, D1, D12, E, E2, E21, E4, E42, E5, E52 Research Theme(s): Monetary policy, Real economy and forecasting, Money and payments, Payment and financial market infrastructures, Retail payments

Networking the Yield Curve: Implications for Monetary Policy

Staff working paper 2021-4 Tatjana Dahlhaus, Julia Schaumburg, Tatevik Sekhposyan
We study how different monetary policies affect the yield curve and interact. Our study highlights the importance of the spillover structure across the yield curve for policy-making.
Content Type(s): Staff research, Staff working papers JEL Code(s): C, C1, C18, C2, C21, C5, C53, E, E4, E43, E44, E5, E52 Research Theme(s): Models and tools, Econometric, statistical and computational methods, Monetary policy, Monetary policy framework and transmission, Monetary policy tools and implementation

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Journal publications

Refereed journals

  • "Survey-based Monetary Policy Uncertainty and its Asymmetric Effects," (with Tatevik Sekhposyan), Journal of Money, Credit, and Banking, accepted.
  • "From Online Job Postings to Economic Insights: A Machine Learning Approach to Structuring Naturally Occurring Data," (with Reinhard Ellwanger, Gabriela Galassi, and Pierre-Yves Yanni), AEA Papers and Proceedings, Volume 115, pp. 73–78, 2025.
  • "Noisy Monetary Policy Announcements," (with Luca Gambetti), Journal of Applied Econometrics, Volume 40, pp. 164-180, 2025.
  • "Payment Habits during Covid-19: Evidence from High-Frequency Transaction Data," (with Angelika Welte), Jahrbücher für Nationalökonomie und Statistik, Volume 245(6), pp. 599-621, 2025. 
  • "Monetary Policy News in the US: Effects on Emerging Markets’ Capital Flows," (with Garima Vasishtha), Journal of International Money and Finance, Volume 109, 2020.
  • "International Transmission Channels of U.S. Quantitative Easing: Evidence from Canada," (with Kristina Hess and Abeer Reza), Journal of Money, Credit and Banking, Volume 50(2-3), pp. 545-563, 2018.
  • "Nowcasting the BRIC+M in Real Time," (with Justin-Damien Guenette and Garima Vasishtha), International Journal of Forecasting, Volume 33(4), pp 915-935, 2017.
  • "Conventional Monetary Policy Transmission during Financial Crises: An Empirical Analysis," Journal of Applied Econometrics, Volume 32(2), pp. 401–421, 2017.
  • "Key Features and Determinants of Credit-less Recoveries", (with Martin Bijsterbosch), Empirical Economics, Volume 49(4), pp. 1245-1269, 2015.

Other

Publications

  • “Determinants of Credit-less Recoveries”
    (with Martin Bijsterbosch), ECB Working Paper No. 1358, June 2011.