Search

Content Types

Subjects

Authors

Research Themes

JEL Codes

Sources

Published After

Published Before

2160 Results

August 24, 2010

Re-examining Canada’s Monetary Policy Framework: Recent Research and Outstanding Issues

Remarks John Murray Canadian Association for Business Economics Kingston, Ontario
I am honoured to address members of the Canadian Association for Business Economics. My remarks today will focus on critical issues that the Bank of Canada has studied over the past four years and how this research will inform our work as we move forward post crisis.

On What States Do Prices Depend? Answers from Ecuador

Staff working paper 2016-43 Craig Benedict, Mario J. Crucini, Anthony Landry
In this paper, we argue that differences in the cost structures across sectors play an important role in firms’ decisions to adjust their prices. We develop a menu-cost model of pricing in which retail firms intermediate trade between producers and consumers.

Wait a Minute: The Efficacy of Discounting versus Non-Pecuniary Payment Steering

Staff working paper 2016-8 Angelika Welte
Merchants who accept credit cards face payment processing fees. In most countries, the no-surcharge rule prohibits them from using surcharges to pass these fees on to customers.

Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays

Staff working paper 2018-16 Michael Brolley, David Cimon
Latency delays—known as “speed bumps”—are an intentional slowing of order flow by exchanges. Supporters contend that delays protect market makers from high-frequency arbitrage, while opponents warn that delays promote “quote fading” by market makers. We construct a model of informed trading in a fragmented market, where one market operates a conventional order book and the other imposes a latency delay on market orders.
November 14, 2013

Assessing Financial System Vulnerabilities: An Early Warning Approach

This article focuses on a quantitative method to identify financial system vulnerabilities, specifically, an imbalance indicator model (IIM) and its application to Canada. An IIM identifies potential vulnerabilities in a financial system by comparing current economic and financial data with data from periods leading up to past episodes of financial stress. It complements other sources of information - including market intelligence and regular monitoring of the economy - that policy-makers use to assess vulnerabilities.
Content Type(s): Publications, Bank of Canada Review articles JEL Code(s): E, E6, E66, G, G0, G01

Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19

Staff working paper 2021-2 James Chapman, Ajit Desai
We use retail payment data in conjunction with machine learning techniques to predict the effects of COVID-19 on the Canadian economy in near-real time. Our model yields a significant increase in macroeconomic prediction accuracy over a linear benchmark model.
May 19, 2011

Lessons from the Use of Extraordinary Central Bank Liquidity Facilities

The recent crisis was characterized by widespread deterioration in funding conditions, as well as impairment of the mechanism through which liquidity is normally redistributed within the financial system. Central banks responded with extraordinary measures. This article examines the provision of liquidity by central banks during the crisis as they adapted their existing facilities and introduced new ones, while encouraging a return to private markets and mitigating moral hazard. A review of this experience illustrates the importance of clear principles for intervention, a flexible operating framework, and clear communication and co-operation by central banks. By exposing the degree of interdependence of financial institutions and markets, the crisis highlighted the need for reforms aimed at improving the infrastructure supporting core funding markets and the liquidity of individual institutions.
Go To Page