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3046 Results

Estimating Discrete Choice Demand Models with Sparse Market-Product Shocks

Staff Working Paper 2025-10 Zhentong Lu, Kenichi Shimizu
We propose a novel approach to estimating consumer demand for differentiated products. We eliminate the need for instrumental variables by assuming demand shocks are sparse. Our empirical applications reveal strong evidence of sparsity in real-world datasets.

Markups and Inflation in Oligopolistic Markets: Evidence from Wholesale Price Data

Staff Working Paper 2024-20 Patrick Alexander, Lu Han, Oleksiy Kryvtsov, Ben Tomlin
We study how the interaction of market power and nominal price rigidity influences inflation dynamics. We find that pass-through declines with price stickiness when markets are concentrated, which implies a lower slope of the New Keynesian Phillips curve.

Multi-Product Pricing: Theory and Evidence from Large Retailers in Israel

Standard theories of price adjustment are based on the problem of a single-product firm, and therefore they may not be well suited to analyze price dynamics in the economy with multiproduct firms.

How big is cash-futures basis trading in Canada’s government bond market?

Staff Analytical Note 2024-16 Andreas Uthemann, Rishi Vala
Cash-futures basis trading has grown alongside the Government of Canada bond futures market. We examine this growth over time in relation to Government of Canada bond and repurchase agreement markets and provide details on the type of market participants that engage in this type of trading activity.

Assessing tariff pass-through to consumer prices in Canada: Lessons from 2018

Staff Analytical Note 2025-18 Alexander Lam
US trade protectionism is making the economic outlook increasingly uncertain. To assess how consumer prices may respond to tariffs, we examine a tariff episode from 2018 using detailed microdata and the synthetic control method.
December 18, 2006

A Summary of the Bank of Canada Conference on Fixed-Income Markets, 3–4 May 2006

The Bank of Canada's interest in fixed-income markets spans several of its functional areas of responsibility, including monetary policy, funds management, and financial system stability and efficiency. For that reason, the 2006 conference brought together top academics and central bankers from around the world to discuss leading-edge work in the field of fixed-income research. The papers and discussions cover such topics as the efficiency of fixed-income markets, price formation, the determinants of the yield curve, and volatility modelling. This article provides a short summary of each conference paper and the ensuing discussion.

The Implementation of Monetary Policy in Canada

Staff Discussion Paper 2008-9 Walter Engert, Toni Gravelle, Donna Howard
The authors present a detailed discussion of the Bank of Canada's framework for the implementation of monetary policy. As background, they provide a brief overview of the financial system in Canada, including a discussion of the financial services industry and the money market.

SME Failures Under Large Liquidity Shocks: An Application to the COVID-19 Crisis

We study the effects of financial frictions on firm exit when firms face large liquidity shocks. We develop a simple model of firm cost-minimization that introduces a financial friction that limits firms’ borrowing capacity to smooth temporary shocks to liquidity.
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