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1.
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We examine nine changes in the New York State Security Transaction Taxes (STT) between 1932 and 1981. We find that imposing or increasing an STT results in wider bidask s[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
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2.
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Based on a new approach for measuring the comovements between stock market returns, we provide a nonparametric test for asymmetric comovements in the sense that stock mar[...]
2010 | Text | Staff Working Paper - Document de travail du personnel |
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3.
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A number of central banks publish their own business conditions survey based on non-random sampling methods. The results of these surveys influence monetary policy decisi[...]
2009 | Text | Staff Working Paper - Document de travail du personnel |
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4.
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Housing wealth is a large component of total wealth and plays an important role in aggregate business cycles. In this paper, we explore data on real house price cycles at[...]
2007 | Text | Staff Working Paper - Document de travail du personnel |
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5.
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The authors introduce new measures of important underlying macroeconomic phenomena that affect the financial side of the economy. These measures are calculated using the [...]
2006 | Text | Staff Working Paper - Document de travail du personnel |
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6.
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Technological innovations in the financial industry pose major problems for the measurement of monetary aggregates. The authors describe work on a new measure of money th[...]
2003 | Text | Staff Working Paper - Document de travail du personnel |
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7.
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While a number of central banks publish their own business conditions indicators that rely on non-random sampling, knowledge about their statistical accuracy has been lim[...]
2010 | Text | Staff Discussion Paper - Document d’analyse du personnel |
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8.
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Treating imports as intermediate inputs to domestic production, the author adopts the translog function approach to model real gross domestic income (GDI) in Canada over [...]
2009 | Text | Staff Discussion Paper - Document d’analyse du personnel |
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9.
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The author uses a quantitative network analysis approach to assess how participants in the Large Value Transfer System (LVTS) respond to partial outages at other banks. D[...]
2011 | Text | Staff Discussion Paper - Document d’analyse du personnel |
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10.
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Since the autumn of 1997, the regional offices of the Bank of Canada have conducted quarterly consultations with businesses across Canada. These consultations, summarized[...]
2012 | Text | Staff Discussion Paper - Document d’analyse du personnel |
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