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2120 Results

Price Discounts and Cheapflation During the Post-Pandemic Inflation Surge

Staff working paper 2024-31 Alberto Cavallo, Oleksiy Kryvtsov
We study how price variation within a store changes with inflation, and whether households exploit these changes to reduce the burden of inflation. We find that price changes from discounts mitigated the inflation burden while cheapflation exacerbated it.

Channels of Transmission: How Mortgage Rates Affect House Prices and Rents in Canada

Staff analytical paper 2026-2 Nishaad Rao, Tao Wang
We use Canadian data to examine how monetary policy affects house prices and the consumer price index for rent through exogenous changes in the mortgage interest rates. It finds that the price and rent impacts operate through various channels and that these impacts vary by region.

On the Evolution of the United Kingdom Price Distributions

We propose a functional principal components method that accounts for stratified random sample weighting and time dependence in the observations to understand the evolution of distributions of monthly micro-level consumer prices for the United Kingdom (UK).

Dynamic Consumer Cash Inventory Model

Staff working paper 2025-22 Kim Huynh, Oleksandr Shcherbakov, André Stenzel
We study consumer cash inventory behavior by developing a dynamic model of forward-looking consumers and estimating structural parameters of the model using detailed consumer survey data. Consumers facing holding and withdrawal costs solve a discrete-time continuous-control dynamic programming problem to optimally use cash at the point of sale.

Survival Analysis of Bank Note Circulation: Fitness, Network Structure and Machine Learning

Staff working paper 2020-33 Diego Rojas, Juan Estrada, Kim Huynh, David T. Jacho-Chávez
Using the Bank of Canada's Currency Information Management Strategy, we analyze the network structure traced by a bank note’s travel in circulation and find that the denomination of the bank note is important in our potential understanding of the demand and use of cash.

Modelling Canadian mortgage debt and payments in a semi-structural model

Staff analytical note 2024-1 Fares Bounajm, Austin McWhirter
We show how Canadian mortgage debt dynamics can be modelled in a semi-structural macroeconomic model, such as the Bank of Canada’s LENS. The model we propose accounts for Canada’s unique mortgage debt structure.

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.

Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference

Staff working paper 2025-14 Helmut Lütkepohl, Fei Shang, Luis Uzeda, Tomasz Woźniak
We consider structural vector autoregressions that are identified through stochastic volatility. Our analysis focuses on whether a particular structural shock can be identified through heteroskedasticity without imposing any sign or exclusion restrictions.

What COVID-19 revealed about the resilience of bond funds

Staff analytical note 2020-18 Guillaume Ouellet Leblanc, Ryan Shotlander
The liquidity management strategies of fund managers, supported by policy measures, have helped bond funds limit the increase in redemptions caused by COVID 19. This avoided further deterioration in liquidity in bond markets. Nevertheless, these funds were left with lower cash buffers, which could make them more vulnerable to additional large redemptions.
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