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1.
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The authors construct three financial conditions indexes (FCIs) for Canada based on three approaches: an IS-curve-based model, generalized impulse-response functions, and[...]
2004 | Text | Staff Working Paper - Document de travail du personnel |
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2.
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The authors estimate a small monthly macroeconometric model (BEAM, for bonds, equity, and money) of the Canadian economy built around three cointegrating relationships li[...]
2006 | Text | Staff Working Paper - Document de travail du personnel |
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3.
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In the aftermath of the financial crisis, there is interest in reforming bank regulation such that capital requirements are more closely linked to a bank's contribution t[...]
2010 | Text | Staff Working Paper - Document de travail du personnel |
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4.
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The authors estimate and solve a small structural model for the euro area over the 1983–2000 period. Given the assumption of rational expectations, the model implies a se[...]
2003 | Text | Staff Working Paper - Document de travail du personnel |
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5.
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In this paper, we study the impact of supply shocks on the Canadian real exchange rate. We specify a structural vector-error-correction model that links the real exchange[...]
2002 | Text | Staff Working Paper - Document de travail du personnel |
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6.
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We offer a multi-period systemic risk assessment framework with which to assess recent liquidity and capital regulatory requirement proposals in a holistic way. Following[...]
2010 | Text | Staff Working Paper - Document de travail du personnel |
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7.
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One way of internalizing the externalities that each individual bank imposes on the rest of the financial system is to impose capital surcharges on them in line with thei[...]
2011 | Text | Staff Discussion Paper - Document d’analyse du personnel |
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