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3045 Results

Which Parametric Model for Conditional Skewness?

Staff Working Paper 2013-32 Bruno Feunou, Mohammad R. Jahan-Parvar, Roméo Tedongap
This paper addresses an existing gap in the developing literature on conditional skewness. We develop a simple procedure to evaluate parametric conditional skewness models. This procedure is based on regressing the realized skewness measures on model-implied conditional skewness values.
Content Type(s): Staff research, Staff working papers Research Topic(s): Econometric and statistical methods JEL Code(s): C, C2, C22, C5, C51, G, G1, G12, G15

Money and Price Posting under Private Information

Staff Working Paper 2011-22 Mei Dong, Janet Hua Jiang
We study price posting with undirected search in a search-theoretic monetary model with divisible money and divisible goods. Ex ante homogeneous buyers experience match specific preference shocks in bilateral trades. The shocks follow a continuous distribution and the realization of the shocks is private information.
Content Type(s): Staff research, Staff working papers Research Topic(s): Economic models, Inflation and prices JEL Code(s): D, D8, D82, D83, E, E3, E31

Demand for Payment Services and Consumer Welfare: The Introduction of a Central Bank Digital Currency

Using a two-stage model, we study the determinants of Canadian consumers’ choices of payment method at the point of sale. We estimate consumer preferences and adoption costs for various combinations of payment methods. We analyze how introducing a central bank digital currency would affect the market equilibrium.
Content Type(s): Staff research, Staff working papers Research Topic(s): Bank notes, Digital currencies and fintech, Financial services JEL Code(s): C, C5, C51, E, E4, E42, L, L1, L14, L5, L52

The Impact of Bankruptcy Reform on Insolvency Choice and Consumer Credit

Staff Working Paper 2016-26 Jason Allen, Kiana Basiri
We examine the impact of the 2009 amendments to the Canadian Bankruptcy and Insolvency Act on insolvency decisions. Rule changes steered debtors out of division I proposals and into the more cost-effective division II proposals.

Detecting exuberance in house prices across Canadian cities

Staff Analytical Note 2021-9 Ugochi Emenogu, Cars Hommes, Mikael Khan
We introduce a model to detect periods of extrapolative house price expectations across Canadian cities. The House Price Exuberance Indicator can be updated on a quarterly basis to support the Bank of Canada’s broader assessment of housing market imbalances.

Deriving Agents' Inflation Forecasts from the Term Structure of Interest Rates

Staff Working Paper 1995-1 Christopher Ragan
In this paper, the author uses the term structure of nominal interest rates to construct estimates of agents' expectations of inflation over several medium-term forecast horizons. The Expectations Hypothesis is imposed together with the assumption that expected future real interest rates are given by current real rates. Under these maintained assumptions, it is possible to […]

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.

The Macroeconomic Effects of Military Buildups in a New Neoclassical Synthesis Framework

Staff Working Paper 2003-12 Alain Paquet, Louis Phaneuf, Nooman Rebei
The authors study the macroeconomic consequences of large military buildups using a New Neoclassical Synthesis (NNS) approach that combines nominal rigidities within imperfectly competitive goods and labour markets. They show that the predictions of the NNS framework generally are consistent with the sign, timing, and magnitude of how hours worked, after-tax real wages, and output actually respond to an upsurge in military purchases.

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.
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