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91 Results

Does Unconventional Monetary and Fiscal Policy Contribute to the COVID Inflation Surge in the US?

Staff working paper 2024-38 Jing Cynthia Wu, Yinxi Xie, Ji Zhang
We assess whether unconventional monetary and fiscal policy implemented in response to the COVID-19 pandemic in the U.S. contribute to the 2021-2023 inflation surge through the lens of several different empirical methodologies and establish a null result.

Flagship Entry in Online Marketplaces

Staff working paper 2023-41 Ginger Zhe Jin, Zhentong Lu, Xiaolu Zhou, Lu Fang
In this paper, we empirically study how flagship entry in an online marketplace affects consumers, the platform, and various sellers on the platform. We find flagship entry may benefit consumers by expanding the choice set, by intensifying price competition within the entry brand, and by improving consumer perception for parts of the platform.

The Role of Long-Term Contracting in Business Lending

Staff working paper 2024-2 Phoebe Tian
This paper examines inefficiencies arising from a lack of long-term contracting in small business lending in China.

Are Long-Horizon Expectations (De-)Stabilizing? Theory and Experiments

Staff working paper 2019-27 George Evans, Cars Hommes, Isabelle Salle, Bruce McGough
Most models in finance assume that agents make trading plans over the infinite future. We consider instead that they are boundedly rational and may only form forecasts over a limited horizon.

Behavioral Learning Equilibria in New Keynesian Models

Staff working paper 2022-42 Cars Hommes, Kostas Mavromatis, Tolga Özden, Mei Zhu
We introduce behavioral learning equilibria (BLE) into DSGE models with boundedly rational agents using simple but optimal first order autoregressive forecasting rules. The Smets-Wouters DSGE model with BLE is estimated and fits well with inflation survey expectations. As a policy application, we show that learning requires a lower degree of interest rate smoothing.

Household Risk Assessment Model

Technical report No. 106 Brian Peterson, Tom Roberts
Household debt can be an important source of vulnerability to the financial system. This technical report describes the Household Risk Assessment Model (HRAM) that has been developed at the Bank of Canada to stress test household balance sheets at the individual level.

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.
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