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2095 Results

A General Approach to Recovering Market Expectations from Futures Prices with an Application to Crude Oil

Staff working paper 2016-18 Christiane Baumeister, Lutz Kilian
Futures markets are a potentially valuable source of information about price expectations. Exploiting this information has proved difficult in practice, because time-varying risk premia often render the futures price a poor measure of the market expectation of the price of the underlying asset.

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.

Assessing Global Potential Output Growth: April 2018

This note presents our estimates of potential output growth for the global economy through 2020. Overall, we expect global potential output growth to remain broadly stable over the projection horizon, averaging 3.3 per cent, although there is considerable uncertainty surrounding these estimates.

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.

Regulatory Requirements of Banks and Arbitrage in the Post-Crisis Federal Funds Market

Staff working paper 2022-48 Rodney J. Garratt, Sofia Priazhkina
This paper explains the nature of interest rates in the U.S. federal funds market after the 2007-09 financial crisis. We build a model of the over-the-counter lending market that incorporates new aspects of the financial system: abundance of liquidity, different regulatory standards for banks, and arbitrage opportunities created by limited access to the facility granting interest on excess reserves.

Identifying Nascent High-Growth Firms Using Machine Learning

Staff working paper 2023-53 Stéphanie Houle, Ryan Macdonald
Firms that grow rapidly have the potential to usher in new innovations, products or processes (Kogan et al. 2017), become superstar firms (Haltiwanger et al. 2013) and impact the aggregate labour share (Autor et al. 2020; De Loecker et al. 2020). We explore the use of supervised machine learning techniques to identify a population of nascent high-growth firms using Canadian administrative firm-level data.

How Banks Create Gridlock to Save Liquidity in Canada's Large Value Payment System

Staff working paper 2023-26 Rodney J. Garratt, Zhentong Lu, Phoebe Tian
We show how participants in Canada’s new high-value payment system save liquidity by exploiting the new gridlock resolution arrangement. The findings have important implications for the design of these systems and shed light on financial institutions’ liquidity preference.

An Anatomy of Firms’ Political Speech

Staff working paper 2024-37 Pablo Ottonello, Wenting Song, Sebastian Sotelo
We study the distribution of political speech across U.S. firms. We develop a measure of political engagement based on firms’ communications (earning calls, regulatory filings, and social media) by training a large language model to identify statements that contain political opinions. Using these data, we document five facts about firms’ political engagement.
Content Type(s): Staff research, Staff working papers JEL Code(s): D, D2, D22, D6, D63, G, G4, G41, L, L1, L11, L2, L20 Research Theme(s): Financial markets and funds management, Market structure

Global Macro Risks in Currency Excess Returns

Staff working paper 2016-32 Kimberly Berg, Nelson C. Mark
We study a cross section of carry-trade-generated currency excess returns in terms of their exposure to global fundamental macroeconomic risk.
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