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2120 Results

Non-competing Data Intermediaries

Staff working paper 2020-28 Shota Ichihashi
I study a model of competing data intermediaries (e.g., online platforms and data brokers) that collect personal data from consumers and sell it to downstream firms.

How Do Agents Form Macroeconomic Expectations? Evidence from Inflation Uncertainty

Staff working paper 2024-5 Tao Wang
The uncertainty regarding inflation that is observed in density forecasts of households and professionals helps macroeconomists understand the formation mechanism of inflation expectations. Shocks to inflation take time to be perceived by all agents in the economy, and such rigidity is lower in a high-inflation environment.

Improving the Efficiency of Payments Systems Using Quantum Computing

We develop an algorithm and run it on a hybrid quantum annealing solver to find an ordering of payments that reduces the amount of system liquidity necessary without substantially increasing payment delays.

The Relative Benefits and Risks of Stablecoins as a Means of Payment: A Case Study Perspective

Staff discussion paper 2022-21 Annetta Ho, Sriram Darbha, Yuliya Gorelkina, Alejandro García
Our paper contributes to the discussion about the utility of stablecoins for retail payments through an objective, evidence-based approach that compares stablecoins with traditional retail payment methods. The paper also provides insights that could be useful in the design of central bank digital currencies.

High-Frequency Cross-Sectional Identification of Military News Shocks

Staff working paper 2025-27 Francesco Amodeo, Edoardo Briganti
We identify and quantify fiscal news shocks, compiling events (2001–2023) that altered the expected path of U.S. defense expenditure. For each event, we estimate market-implied shifts in expected spending. A shift-share analysis yields a two-year, metropolitan statistical area–level GDP multiplier of approximately 1 for U.S. military build-ups.

The Value of Mortgage Choice: Payment Structure and Contract Length

Staff working paper 2026-2 Michael Boutros, Nuno Clara, Katya Kartashova
We study household mortgage choice in a model with three mortgage contracts that differ in their payment structures: fixed-rate fixed-payment, variable-rate variable-payment, and a hybrid variable-rate fixed-payment mortgage where interest rate changes affect principal repayment rather than payment size. We calibrate the model to match mortgage choice patterns in Canada, where all these options are offered with short terms. We demonstrate that restricting contract choice or mandating long terms, as in the U.S. system, can lead to substantial welfare losses by limiting risk management strategies and increasing mortgage pricing ex-ante.

Canadian Bitcoin Ownership in 2023: Key Takeaways

Staff discussion paper 2025-4 Daniela Balutel, Marie-Hélène Felt, Doina Rusu
The Bitcoin Omnibus Survey is an important tool for monitoring Canadians’ awareness and ownership of bitcoin and other cryptoassets over time. In this paper, we present data highlights from the 2023 survey.
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