Search

Content Types

Subjects

Authors

Research Themes

JEL Codes

Sources

Published After

Published Before

2156 Results

A Comprehensive Evaluation of Measures of Core Inflation in Canada: An Update

Staff discussion paper 2019-9 Helen Lao, Ceciline Steyn
We provide an updated evaluation of the value of various measures of core inflation that could be used in the conduct of monetary policy. We find that the Bank of Canada’s current preferred measures of core inflation—CPI-trim, CPI-median and CPI-common—continue to outperform alternative core measures across a range of criteria.

What Does Structural Analysis of the External Finance Premium Say About Financial Frictions?

Staff working paper 2019-38 Jelena Zivanovic
I use a structural vector autoregression (SVAR) with sign restrictions to provide conditional evidence on the behavior of the US external finance premium (EFP). The results indicate that the excess bond premium, a proxy for the EFP, reacts countercyclically to supply and monetary policy shocks and procyclically to demand shocks.

Monetary Policy Transmission Through Shadow and Traditional Banks

Staff working paper 2024-8 Amina Enkhbold
I investigate how monetary policy transmits to mortgage rates via the mortgage market concentration channel for both traditional and shadow banks in the United States from 2009 to 2019. On average, shadow and traditional banks exhibit only a slight disparity in transmitting monetary shocks to mortgage rates.

A Horse Race of Alternative Monetary Policy Regimes Under Bounded Rationality

Staff discussion paper 2022-4 Joel Wagner, Tudor Schlanger, Yang Zhang
We introduce bounded rationality in a canonical New Keynesian model calibrated to match Canadian macroeconomic data since Canada’s adoption of inflation targeting. We use the model to quantitatively assess the macroeconomic impact of alternative monetary policy regimes.

Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions

Staff working paper 2017-33 Antonio Diez de los Rios
This paper proposes a novel asymptotic least-squares estimator of multi-country Gaussian dynamic term structure models that is easy to compute and asymptotically efficient, even when the number of countries is relatively large—a situation in which other recently proposed approaches lose their tractability.

The Role of Central Banks in Promoting Financial Stability: An International Perspective

Staff discussion paper 2016-15 Rose Cunningham, Christian Friedrich
The 2007–09 global financial crisis has led policy-makers around the world, including central banks, to refocus their efforts to promote financial stability. As part of this process, central banks became quite active in supporting financial stability in a variety of ways, such as publicly sharing their assessments of financial system vulnerabilities and risks and helping to strengthen regulation, supervision and macroprudential measures.
Go To Page