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2166 Results

Climate Variability and International Trade

Staff working paper 2023-8 Geoffrey R. Dunbar, Walter Steingress, Ben Tomlin
This paper quantifies the impact of hurricanes on seaborne international trade to the United States. Matching the timing of hurricane–trade route intersections with monthly U.S. port-level trade data, we isolate the unanticipated effects of a hurricane hitting a trade route using two separate identification schemes: an event study and a local projection.

An Application of Shapley Value Cost Allocation to Liquidity Savings Mechanisms

Staff working paper 2019-26 Rodney J. Garratt
Liquidity demands in real-time gross settlement payment systems can be enormous. To reduce the liquidity requirement, central banks around the world have implemented liquidity savings mechanisms (LSMs).

Machine learning for economics research: when, what and how

Staff analytical note 2023-16 Ajit Desai
This article reviews selected papers that use machine learning for economics research and policy analysis. Our review highlights when machine learning is used in economics, the commonly preferred models and how those models are used.

The Rise of Non-Regulated Financial Intermediaries in the Housing Sector and its Macroeconomic Implications

Staff working paper 2017-36 Hélène Desgagnés
I examine the impact of non-regulated lenders in the mortgage market using a dynamic stochastic general equilibrium (DSGE) model. My model features two types of financial intermediaries that differ in three ways: (i) only regulated intermediaries face a capital requirement, (ii) non-regulated intermediaries finance themselves by selling securities and cannot accept deposits, and (iii) non-regulated intermediaries face a more elastic demand.

On the Evolution of Multiple Jobholding in Canada

Staff working paper 2019-49 Olena Kostyshyna, Etienne Lalé
The number of workers who hold more than one job (a.k.a. multiple jobholders) has increased recently in Canada. While this seems to echo the view that non-standard work arrangements are becoming pervasive, the increase has in fact been trivial compared with the long-run rise of multiple jobholding that has occurred since the mid-1970s.

The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News

Staff working paper 2020-8 Ron Alquist, Reinhard Ellwanger, Jianjian Jin
We quantify the reaction of U.S. equity, bond futures, and exchange rate returns to oil price shocks driven by oil inventory news.

Quantitative Easing in a Small Open Economy: An International Portfolio Balancing Approach

Staff working paper 2016-55 Serdar Kabaca
This paper studies the effects of quantitative easing (QE) in a small open economy dynamic stochastic general-equilibrium model with international portfolio balancing. Portfolios are classified as imperfectly substitutable short-term and long-term subportfolios, each including domestic and foreign bonds.

The Bank of Canada’s “Horse Race” of Alternative Monetary Policy Frameworks: Some Interim Results from Model Simulations

Staff discussion paper 2021-13 José Dorich, Rhys R. Mendes, Yang Zhang
Bank of Canada staff are running a “horse race” of alternative monetary policy frameworks in the lead-up to 2021 renewal of the Bank’s monetary policy framework. This paper summarizes some interim results of model simulations from their research.

Canadians’ access to cash in 2023

Staff analytical note 2025-13 Heng Chen, Hongyu Xiao, Daneal O’Habib, Stephen Wild
This study updates our measure of Canadians' access to cash through automated banking machines and financial institution branches. We find that in 2023 overall access to cash remains stable, while rural Canadians continue having less access.
Content Type(s): Staff research, Staff analytical notes JEL Code(s): J, J1, J15, O, O1, R, R5, R51 Research Theme(s): Money and payments, Cash and bank notes

High-Frequency Trading and Institutional Trading Costs

Staff working paper 2018-8 Marie Chen, Corey Garriott
Using data on Canadian bond futures, we examine how high-frequency traders (HFTs) interact with institutions building large positions. In contrast to recent findings, we find HFTs in the data act as small-sized liquidity suppliers, and we reject the hypothesis that they engage in back running, a predatory trading strategy.
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