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9269 Results

Real-financial Linkages through Loan Default and Bank Capital

Staff Working Paper 2013-3 Tamon Takamura
Many studies in macroeconomics argue that financial frictions do not amplify the impacts of real shocks. This finding is based on models without endogenous default on loans and bank capital. Using a model featuring endogenous interactions between firm default and bank capital, this paper revisits the propagation mechanisms of real and financial shocks.

House Prices, Consumption and the Role of Non-Mortgage Debt

Staff Working Paper 2013-2 Katya Kartashova, Ben Tomlin
This paper examines the relationship between house prices and consumption, through the use of debt. Using unique Canadian household-level data that reports the uses of debt, we begin by looking at the relationship between house prices and debt.

The Cyclicality of Sales, Regular and Effective Prices: Business Cycle and Policy Implications

Staff Working Paper 2013-1 Olivier Coibion, Yuriy Gorodnichenko, Gee Hee Hong
We study the cyclical properties of sales, regular price changes and average prices paid by consumers (“effective” prices) using data on prices and quantities sold for numerous retailers across many U.S. metropolitan areas.
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