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3026 Results

Monetary Policy Transmission during Financial Crises: An Empirical Analysis

Staff Working Paper 2014-21 Tatjana Dahlhaus
This paper studies the effects of a monetary policy expansion in the United States during times of high financial stress. The analysis is carried out by introducing a smooth transition factor model where the transition between states (“normal” and high financial stress) depends on a financial conditions index.

The Efficiency of Private E-Money-Like Systems: The U.S. Experience with National Bank Notes

Staff Working Paper 2015-3 Warren E. Weber
Beginning in 1864, in the United States notes of national banks were the predominant medium of exchange. Each national bank issued its own notes. E-money shares many of the characteristics of these bank notes.
November 14, 2013

Bank of Canada Review - Autumn 2013

Bank of Canada Review - Autumn 2013
The three articles in this issue provide an overview of the monetary policy decision-making process at the Bank of Canada, a discussion of Bank research on the assessment of vulnerabilities in the financial system and a description of recent fragmentation in Canadian equity markets.

Financial Intermediation, Liquidity and Inflation

Staff Working Paper 2008-49 Jonathan Chiu, Césaire Meh
This paper develops a search-theoretic model to study the interaction between banking and monetary policy and how this interaction affects the allocation and welfare. Regarding how banking affects the welfare costs of inflation: First, we find that, with banking, inflation generates smaller welfare costs.
Content Type(s): Staff research, Staff working papers Research Topic(s): Monetary policy framework JEL Code(s): E, E4, E40, E5, E50

Fixed-income dealing and central bank interventions

Staff Analytical Note 2022-9 David Cimon, Adrian Walton
We summarize the theoretical model of central bank asset purchases developed in Cimon and Walton (2022). The model helps us understand how asset purchases ease pressures on investment dealers to restore market conditions in a crisis.
February 21, 2013

The U.S. Recovery from the Great Recession: A Story of Debt and Deleveraging

The U.S. recovery from the Great Recession has been slow relative to other postwar-era recoveries in the United States. Encouraged by loose lending standards in the pre-crisis period, U.S. households took on unsustainable amounts of debt, making them vulnerable to adverse shocks. Subsequently, a considerable drop in asset prices forced households to repair their balance sheets. While there has been progress in household deleveraging, the government sector now needs to delever, which will restrain growth over the next few years.

Improving the Efficiency of Payments Systems Using Quantum Computing

We develop an algorithm and run it on a hybrid quantum annealing solver to find an ordering of payments that reduces the amount of system liquidity necessary without substantially increasing payment delays.
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