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Brian Peterson

Personal Details

First Name:Brian
Middle Name:
Last Name:Peterson
Suffix:
RePEc Short-ID:ppe266
http://mypage.iu.edu/~bripeter
Terminal Degree:2001 Department of Economics; University of Pennsylvania (from RePEc Genealogy)

Affiliation

Bank of Canada

Ottawa, Canada
http://www.bank-banque-canada.ca/
RePEc:edi:bocgvca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ugochi Emenogu & Brian Peterson, 2022. "Unregulated Lending, Mortgage Regulations and Monetary Policy," Staff Working Papers 22-28, Bank of Canada.
  2. Anson T. Y. Ho & Mikael Khan & Monica Mow & Brian Peterson, 2019. "Home Equity Extraction and Household Spending in Canada," Staff Analytical Notes 2019-27, Bank of Canada.
  3. Olga Bilyk & Cameron MacDonald & Brian Peterson, 2018. "Interest Rate and Renewal Risk for Mortgages," Staff Analytical Notes 2018-18, Bank of Canada.
  4. Jason Allen & Timothy Grieder & Brian Peterson & Tom Roberts, 2016. "The Impact of Macroprudential Housing Finance Tools in Canada: 2005–10," Staff Working Papers 16-41, Bank of Canada.
  5. Olga Bilyk & Brian Peterson, 2015. "Credit Cards: Disentangling the Dual Use of Borrowing and Spending," Staff Analytical Notes 15-3, Bank of Canada.
  6. Brian Peterson, 2012. "Fooled by Search: Housing Prices, Turnover and Bubbles," Staff Working Papers 12-3, Bank of Canada.
  7. Brian Peterson, 2008. "Comments on Jeske and Kreuger's \"Housing and the macroeconomy: the role of implicit guarantees for government sponsored enterprises\"," FRB Atlanta Working Paper 2008-03, Federal Reserve Bank of Atlanta.
  8. Brian Peterson & Shouyong Shi, 2006. "Money, Price Dispersion and Welfare," Working Papers tecipa-191, University of Toronto, Department of Economics.
  9. Roberto Samaniego & Brian Peterson, 2005. "The effects of inflation in a search model of labor," 2005 Meeting Papers 894, Society for Economic Dynamics.
  10. Brian Peterson, 2004. "Precautionary versus Transactions Motive: The Effects of Aggregate Fluctuations in a Monetary Economy," 2004 Meeting Papers 828, Society for Economic Dynamics.
  11. Brian Peterson, 2003. "Aggregate Uncertainty, Individual Uncertainty and the Housing Market," Computing in Economics and Finance 2003 178, Society for Computational Economics.

Articles

  1. Brian Peterson & Yi Zheng, 2011. "Medium-Term Fluctuations in Canadian House Prices," Bank of Canada Review, Bank of Canada, vol. 2011(Winter), pages 30-42.
  2. Peterson Brian, 2009. "Endogenous Liquidity and Currency Unions," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-34, March.
  3. Brian Peterson & Shouyong Shi, 2004. "Money, price dispersion and welfare," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 24(4), pages 907-932, November.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Brian Peterson, 2012. "Fooled by Search: Housing Prices, Turnover and Bubbles," Staff Working Papers 12-3, Bank of Canada.

    Mentioned in:

    1. The housing bubble: fooled by efficiency
      by Economic Logician in Economic Logic on 2012-02-22 21:11:00

Working papers

  1. Anson T. Y. Ho & Mikael Khan & Monica Mow & Brian Peterson, 2019. "Home Equity Extraction and Household Spending in Canada," Staff Analytical Notes 2019-27, Bank of Canada.

    Cited by:

    1. Katya Kartashova & Xiaoqing Zhou, 2022. "How Do Mortgage Rate Resets Affect Consumer Spending and Debt Repayment? Evidence from Canadian Consumers," Working Papers 2206, Federal Reserve Bank of Dallas.

  2. Jason Allen & Timothy Grieder & Brian Peterson & Tom Roberts, 2016. "The Impact of Macroprudential Housing Finance Tools in Canada: 2005–10," Staff Working Papers 16-41, Bank of Canada.

    Cited by:

    1. Robert Clark & Shaoteng Li, 2022. "The Strategic Response of Banks to Macroprudential Policies: Evidence from Mortgage Stress Tests in Canada [LIBOR manipulation?]," Review of Finance, European Finance Association, vol. 26(1), pages 187-216.
    2. Gambacorta, Leonardo & Murcia, Andrés, 2020. "The impact of macroprudential policies in Latin America: An empirical analysis using credit registry data," Journal of Financial Intermediation, Elsevier, vol. 42(C).
    3. Lars E. O. Svensson, 2018. "Monetary policy and macroprudential policy: Different and separate?," Canadian Journal of Economics, Canadian Economics Association, vol. 51(3), pages 802-827, August.
    4. Rita Basto & Sandra Gomes & Diana Lima, 2018. "Exploring the implications of di erent loan-to-value macroprudential policy designs," GEE Papers 0113, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Oct 2018.
    5. Yavuz Arslan and Christian Upper, 2017. "Macroprudential frameworks: implementation and effectiveness," BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential frameworks, implementation and relationship with other policies, volume 94, pages 25-47, Bank for International Settlements.
    6. Dr. Stefanie Behncke, 2020. "Effects of macroprudential policies on bank lending and credit risks," Working Papers 2020-06, Swiss National Bank.
    7. Lu Han & Chandler Lutz & Benjamin Sand & Derek Stacey, 2018. "Do Financial Constraints Cool a Housing Boom?," Working Papers 073, Toronto Metropolitan University, Department of Economics.
    8. Jason Allen & Shaoteng Li, 2020. "Dynamic Competition in Negotiated Price Markets," Staff Working Papers 20-22, Bank of Canada.
    9. Kinghan, Christina & McCarthy, Yvonne & O’Toole, Conor, 2022. "How do macroprudential loan-to-value restrictions impact first time home buyers? A quasi-experimental approach," Journal of Banking & Finance, Elsevier, vol. 138(C).

  3. Olga Bilyk & Brian Peterson, 2015. "Credit Cards: Disentangling the Dual Use of Borrowing and Spending," Staff Analytical Notes 15-3, Bank of Canada.

    Cited by:

    1. Jason Allen & Kiana Basiri, 2016. "The Impact of Bankruptcy Reform on Insolvency Choice and Consumer Credit," Staff Working Papers 16-26, Bank of Canada.
    2. Ho, Anson T.Y. & Morin, Lealand & Paarsch, Harry J. & Huynh, Kim P., 2022. "A flexible framework for intervention analysis applied to credit-card usage during the coronavirus pandemic," International Journal of Forecasting, Elsevier, vol. 38(3), pages 1129-1157.

  4. Brian Peterson, 2012. "Fooled by Search: Housing Prices, Turnover and Bubbles," Staff Working Papers 12-3, Bank of Canada.

    Cited by:

    1. Gaetano Lisi, 2013. "On the Functional Form of the Hedonic Price Function: A Matching-theoretic Model and Empirical Evidence," International Real Estate Review, Global Social Science Institute, vol. 16(2), pages 189-207.
    2. Masanori Kashiwagi, 2014. "Sunspots and Self-Fulfilling Beliefs in the U.S. Housing Market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(4), pages 654-676, October.
    3. Gaetano Lisi, 2013. "Matching models and housing markets: the role of the zero-profit condition," Working Papers 1301, Department of Applied Economics II, Universidad de Valencia.
    4. Duncan Maclennan & Anthony O’Sullivan, 2012. "Housing markets, signals and search," Journal of Property Research, Taylor & Francis Journals, vol. 29(4), pages 324-340, July.
    5. Pascal Towbin & Mr. Sebastian Weber, 2015. "Price Expectations and the U.S. Housing Boom," IMF Working Papers 2015/182, International Monetary Fund.
    6. Han, Lu & Strange, William C., 2015. "The Microstructure of Housing Markets," Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 813-886, Elsevier.
    7. Narayan Bulusu & Jefferson Duarte & Carles Vergara-Alert, 2013. "Booms and Busts in House Prices Explained by Constraints in Housing Supply," Staff Working Papers 13-18, Bank of Canada.

  5. Brian Peterson & Shouyong Shi, 2006. "Money, Price Dispersion and Welfare," Working Papers tecipa-191, University of Toronto, Department of Economics.

    Cited by:

    1. Allen Head & Alok Kumar & Beverly Lapham, 2010. "Market Power, Price Adjustment, And Inflation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 51(1), pages 73-98, February.
    2. Becker, Sascha & Nautz, Dieter, 2010. "Inflation, price dispersion and market integration through the lens of a monetary search model," Discussion Papers 2010/2, Free University Berlin, School of Business & Economics.
    3. Mustafa Caglayan & Alpay Filiztekin & Michael T. Rauh, 2006. "Inflation, Price Dispersion, and Market Structure," Working Papers 2006-03, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
    4. Rodrigo Cerda & Alvaro Silva & Rolf Lüders, 2021. "Price controls, hyperinflation, and the inflation–relative price variability relationship," Empirical Economics, Springer, vol. 61(4), pages 1725-1748, October.
    5. Ahiabu, Stephen, 2006. "Inflation and the underground economy," MPRA Paper 763, University Library of Munich, Germany, revised Oct 2006.
    6. Shouyong Shi, 2006. "Viewpoint: A microfoundation of monetary economics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 39(3), pages 643-688, August.
    7. Huberto M. Ennis, 2005. "Avoiding the inflation tax," Working Paper 05-10, Federal Reserve Bank of Richmond.
    8. Richard Dutu & Benoit Julien & Ian King, 2012. "On the Welfare Gains of Price Dispersion," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(5), pages 757-786, August.
    9. Branch, William & McGough, Bruce, 2016. "Heterogeneous beliefs and trading inefficiencies," Journal of Economic Theory, Elsevier, vol. 163(C), pages 786-818.
    10. Hiranya K. Nath & Jayanta Sarkar, 2019. "Inflation and relative price variability: new evidence from survey-based measures of inflation expectations in Australia," Empirical Economics, Springer, vol. 56(6), pages 2001-2024, June.
    11. Ba M. Chu & Kim Huynh & David T. Jacho-Chávez & Oleksiy Kryvtsov, 2018. "On the Evolution of the United Kingdom Price Distributions," Staff Working Papers 18-25, Bank of Canada.
    12. Shouyong Shi, 2006. "A Microfoundation of Monetary Economics," Working Papers tecipa-211, University of Toronto, Department of Economics.

  6. Brian Peterson, 2003. "Aggregate Uncertainty, Individual Uncertainty and the Housing Market," Computing in Economics and Finance 2003 178, Society for Computational Economics.

    Cited by:

    1. Jonathan Heathcote, 2003. "Housing and the Business Cycle," Working Papers gueconwpa~03-03-21, Georgetown University, Department of Economics.
    2. Silos, Pedro, 2007. "Housing, portfolio choice and the macroeconomy," Journal of Economic Dynamics and Control, Elsevier, vol. 31(8), pages 2774-2801, August.
    3. Matteo Iacoviello & Stefano Neri, 2010. "Housing Market Spillovers: Evidence from an Estimated DSGE Model," American Economic Journal: Macroeconomics, American Economic Association, vol. 2(2), pages 125-164, April.
    4. Óscar J. Arce & David López-Salido, 2006. "House Prices, Rents, and Interest Rates under Collateral Constraints," Working Papers 0610, Banco de España.
    5. Pedro Silos, 2005. "Housing tenure and wealth distribution in life-cycle economies," FRB Atlanta Working Paper 2005-25, Federal Reserve Bank of Atlanta.
    6. Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh, 2010. "The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk-Sharing in General Equilibrium," NBER Working Papers 15988, National Bureau of Economic Research, Inc.
    7. Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh, 2014. "Foreign Ownership of U.S. Safe Assets: Good or Bad?," NBER Working Papers 19917, National Bureau of Economic Research, Inc.
    8. Morris A. Davis, 2010. "housing and the business cycle," The New Palgrave Dictionary of Economics,, Palgrave Macmillan.

Articles

  1. Brian Peterson & Yi Zheng, 2011. "Medium-Term Fluctuations in Canadian House Prices," Bank of Canada Review, Bank of Canada, vol. 2011(Winter), pages 30-42.

    Cited by:

    1. Gregory Bauer, 2014. "International House Price Cycles, Monetary Policy and Risk Premiums," Staff Working Papers 14-54, Bank of Canada.
    2. John Muellbauer & Pierre St-Amant & David Williams, 2015. "Credit Conditions and Consumption, House Prices and Debt: What Makes Canada Different?," Staff Working Papers 15-40, Bank of Canada.

  2. Peterson Brian, 2009. "Endogenous Liquidity and Currency Unions," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-34, March.

    Cited by:

    1. Martin, Antoine & Schreft, Stacey L., 2006. "Currency competition: A partial vindication of Hayek," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 2085-2111, November.
    2. Lotz, Sebastien, 2004. "Introducing a new currency: Government policy and prices," European Economic Review, Elsevier, vol. 48(5), pages 959-982, October.

  3. Brian Peterson & Shouyong Shi, 2004. "Money, price dispersion and welfare," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 24(4), pages 907-932, November.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (3) 2005-05-07 2012-02-20 2022-08-08
  2. NEP-MAC: Macroeconomics (3) 2005-05-07 2012-02-20 2019-09-30
  3. NEP-URE: Urban and Real Estate Economics (3) 2012-02-20 2016-09-04 2022-08-08
  4. NEP-BAN: Banking (2) 2016-09-04 2022-08-08
  5. NEP-CBA: Central Banking (2) 2005-05-07 2022-08-08
  6. NEP-MON: Monetary Economics (2) 2005-05-07 2022-08-08
  7. NEP-CMP: Computational Economics (1) 2016-09-04
  8. NEP-REG: Regulation (1) 2022-08-08

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