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3046 Results

Market structure of cryptoasset exchanges: Introduction, challenges and emerging trends

This paper provides an overview of cryptoasset exchanges. We contrast their design with exchanges in traditional financial markets and discuss emerging regulatory trends and innovations aimed at solving the problems cryptoasset exchanges face.

A Fresh Look at the Publication and Citation Gap Between Men and Women: Insights from Economics and Political Science

Staff Working Paper 2025-13 Daniel Stockemer, Gabriela Galassi, Engi Abou-El-Kheir
In recent years, significant efforts have been made to attract more women into academia and to support their careers, with the goal of increasing their representation.
Content Type(s): Staff research, Staff working papers Research Topic(s): Labour markets JEL Code(s): A, A1, A14, I, I2, I23, J, J1, J16, J4, J44, J7, J71

The Macroeconomic Effects of Quantitative Easing in the Euro Area: Evidence from an Estimated DSGE Model

Staff Working Paper 2018-11 Stefan Hohberger, Romanos Priftis, Lukas Vogel
This paper estimates an open-economy dynamic stochastic general equilibrium model with Bayesian techniques to analyse the macroeconomic effects of the European Central Bank’s (ECB’s) quantitative easing (QE) programme. Using data on government debt stocks and yields across maturities, we identify the parameter governing portfolio adjustment in the private sector.
Content Type(s): Staff research, Staff working papers Research Topic(s): Economic models, Interest rates, Monetary policy transmission JEL Code(s): E, E4, E44, E5, E52, F, F4, F41

Fintech: Is This Time Different? A Framework for Assessing Risks and Opportunities for Central Banks

Staff Discussion Paper 2017-10 Meyer Aaron, Francisco Rivadeneyra, Samantha Sohal
We investigate the risks and opportunities to the mandates of central banks arising from fintech developments.

Uncovering Subjective Models from Survey Expectations

Staff Working Paper 2025-31 Chenyu Hou, Tao Wang
This paper shows that survey expectations can be used to uncover how households subjectively think about inflation and unemployment dynamics jointly. The commonly documented "stagflation view", namely the households' tendency to associate inflation with a worse labor market, implies amplified impacts of supply shocks and dampened ones of demand shocks.
November 17, 2011

Bank of Canada Review - Autumn 2011

This issue features four articles that present research and analysis by Bank staff. The first focuses on reforming the international monetary system; the second on the role of collateral and haircut policy in central bank lending; and the third on the extraction of information from the Business Outlook Survey using principal-component analysis. The fourth reviews studies that model the counterfeiting of bank notes.

Anchored Inflation Expectations: What Recent Data Reveal

Staff Working Paper 2025-5 Olena Kostyshyna, Isabelle Salle, Hung Truong
We analyze micro-level data from the Canadian Survey of Consumer Expectations through the lens of a heterogeneous-expectations model to study how inflation expectations form over the business cycle. We provide new insights into how households form expectations, documenting that forecasting behaviours, attention and noise in beliefs vary across socio-demographic groups and correlate with views about monetary policy.
Content Type(s): Staff research, Staff working papers Research Topic(s): Inflation and prices JEL Code(s): D, D8, D84, E, E3, E31, E7, E70
June 9, 2010

Crude Oil Futures: A Crystal Ball?

Based on recent research, this article discusses three ways that oil-futures prices can improve our understanding of current conditions and future prospects in the global market for crude oil. First, the response of the oil-futures curve can be used to identify the persistence of oil-price shocks and to obtain an indicator of the rate at which they will diminish. Second, the spread between the current futures price and the spot price of oil can be interpreted as an indicator of the precautionary demand for oil. Third, because oil-futures prices are volatile, forecasts of the future spot price of oil using futures prices should be supplemented with other information to improve their accuracy.
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