1.
This paper assesses the merits of countercyclical bank balance sheet regulation for the stabilization of financial and economic cycles and examines its interaction with m[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
2.
Using Bayesian methods, we estimate a small open economy model in which consumers face limits to credit determined by the value of their housing stock. The purpose of thi[...]
2009 | Text | Staff Working Paper - Document de travail du personnel |
3.
The authors estimate a sticky-price dynamic stochastic general-equilibrium model with a financial accelerator, à la Bernanke, Gertler, and Gilchrist (1999), to assess the[...]
2006 | Text | Staff Working Paper - Document de travail du personnel |
4.
According to the Fisher hypothesis, the gap between Canadian nominal and Real Return Bond yields (or break-even inflation rate) should be a good measure of inflation expe[...]
2004 | Text | Staff Working Paper - Document de travail du personnel |
5.
The data and programs replicate tables and figures from "Housing market dynamics and macroprudential policies", by Bruneau, Christensen and Meh. Please see the ReadMe fil[...]
2022 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
6.
The authors use the Financial Stress Index created by the International Monetary Fund to predict the likelihood of financial stress events for five developed countries: C[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |