Liquidity Transformation and Bank Capital Requirements (JEL D82, E44, G21) | by Hajime Tomura | 2010-22
(Aug 2010) | Abstract
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Identifying Asymmetric Comovements of International Stock Market Returns (JEL C49, F21, G15, G19) | by Fuchun Li | 2010-21
(Aug 2010) | Abstract
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An Assessment of the Bank of Canada's Term PRA Facility (JEL E58, G12, G18) | by Emanuella Enenajor, Alex Sebastian, and Jonathan Witmer | 2010-20
(Jul 2010) | Abstract
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A Model of Housing Stock for Canada (JEL E21, J00) | by David Dupuis and Yi Zheng | 2010-19
(Jul 2010) | Abstract
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Exchange Rate Fluctuations, Plant Turnover and Productivity (JEL D21, D24, L11) | by Ben Tomlin | 2010-18
(Jul 2010) | Abstract
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The Transmission of Shocks to the Chinese Economy in a Global Context: A Model-Based Approach (JEL E32, E52, F41) | by Jeannine Bailliu and Patrick Blagrave | 2010-17
(Jul 2010) | Abstract
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The Role of Expenditure Switching in the Global Imbalance Adjustment (JEL F3, F4) | by Wei Dong | 2010-16
(Jun 2010) | Abstract
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Inflation and Unemployment in Competitive Search Equilibrium (JEL E12, E13, E40, E52) | by Mei Dong | 2010-15
(Jun 2010) | Abstract
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International Capital Flows and Bond Risk Premia (JEL C22, F31, F32, F34, G11, G12, G15) | by Jesus Sierra | 2010-14
(Jun 2010) | Abstract
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Estimating the Structure of the Payment Network in the LVTS: An Application of Estimating Communities in Network Data (JEL C11, D85, G20) | by James Chapman and Yinan Zhang | 2010-13
(Jun 2010) | Abstract
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Financial Stress, Monetary Policy, and Economic Activity (JEL C01, E50, G01) | by Fuchun Li and Pierre St-Amant | 2010-12
(May 2010) | Abstract
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Idiosyncratic Coskewness and Equity Return Anomalies (JEL G11, G12, G14, G33) | by Fousseni Chabi-Yo and Jun Yang | 2010-11
(May 2010) | Abstract
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On the Advantages of Disaggregated Data: Insights from Forecasting the U.S. Economy in a Data-Rich Environment | by Nikita Perevalov and Philipp Maier | 2010-10
(Mar 2010) | Abstract
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Alternative Optimized Monetary Policy Rules in Multi-Sector Small Open Economies: The Role of Real Rigidities | by Carlos de Resende, Ali Dib, and Maral Kichian | 2010-09
(Mar 2010) | Abstract
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Price Level Targeting: What Is the Right Price? | by Malik Shukayev and Alexander Ueberfeldt | 2010-08
(Feb 2010) | Abstract
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Time Variation in Okun's Law: A Canada and U.S. Comparison | by Kimberly Beaton | 2010-07
(Feb 2010) | Abstract
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Assembling a Real-Financial Micro-Dataset for Canadian Households | by Umar Faruqui | 2010-06
(Feb 2010) | Abstract
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What Drives Exchange Rates? New Evidence from a Panel of U.S. Dollar Bilateral Exchange Rates | by Jean-Philippe Cayen, Donald Coletti, René Lalonde, and Philipp Maier | 2010-05
(Feb 2010) | Abstract
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Macroprudential Regulation and Systemic Capital Requirements | by Céline Gauthier, Alfred Lehar, and Moez Souissi | 2010-04
(Jan 2010) | Abstract
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Corporate Risk Taking and Ownership Structure | by Teodora Paligorova | 2010-03
(Jan 2010) | Abstract
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Labour Reallocation, Relative Prices and Productivity | by Shutao Cao and Danny Leung | 2010-02
(Jan 2010) | Abstract
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Search Frictions and Asset Price Volatility | by B. Ravikumar and Enchuan Shao | 2010-01
(Jan 2010) | Abstract
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2009 |
Real and Nominal Frictions within the Firm: How Lumpy Investment Matters for Price Adjustment (JEL E12, E22, E31) | by Michael K. Johnston | 2009-36
(Dec 2009) | Abstract
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Estimating DSGE-Model-Consistent Trends for Use in Forecasting (JEL C32, E3, E52) | by Jean-Philippe Cayen, Marc-André Gosselin, and Sharon Kozicki | 2009-35
(Dec 2009) | Abstract
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A Consistent Test for Multivariate Conditional Distributions (JEL C12, C22) | by Fuchun Li and Greg Tkacz | 2009-34
(Dec 2009) | Abstract
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How Changes in Oil Prices Affect the Macroeconomy | by Brian DePratto, Carlos de Resende, and Philipp Maier | 2009-33
(Dec 2009) | Abstract
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Optimal Monetary Policy during Endogenous Housing-Market Boom-Bust Cycles | by Hajime Tomura | 2009-32
(Nov 2009) | Abstract
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Real Time Detection of Structural Breaks in GARCH Models | by Zhongfang He and John M. Maheu | 2009-31
(Nov 2009) | Abstract
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Cross-border Mergers and Hollowing-out (JEL D43, G34, L13, L41) | by Oana Secrieru and Marianne Vigneault | 2009-30
(Oct 2009) | Abstract
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Exchange Rate Pass-through and Monetary Policy: How Strong is the Link? (JEL E52, F31, F41) | by Stephen Murchison | 2009-29
(Oct 2009) | Abstract
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Bond Liquidity Premia (JEL E43, H12) | by Jean-Sébastien Fontaine and René Garcia | 2009-28
(Oct 2009) | Abstract
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Risk Premium Shocks and the Zero Bound on Nominal Interest Rates (JEL E32, E52) | by Robert Amano and Malik Shukayev | 2009-27
(Oct 2009) | Abstract
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Consumption, Housing Collateral, and the Canadian Business Cycle (JEL E21, E32, E44, E52, R21) | by Ian Christensen, Paul Corrigan, Caterina Mendicino, and Shin-Ichi Nishiyama | 2009-26
(Oct 2009) | Abstract
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Credit Constraints and Consumer Spending (JEL E21, E27, E44, E51, E58) | by Kimberly Beaton | 2009-25
(Sep 2009) | Abstract
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Resurrecting the Role of Real Money Balance Effects | by José Dorich | 2009-24
(Sep 2009) | Abstract
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Short Changed? The Market's Reaction to the Short Sale Ban of 2008 (JEL F30, G01, G18, G20) | by Louis Gagnon and Jonathan Witmer | 2009-23
(Aug 2009) | Abstract
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Productivity, the Terms of Trade, and the Real Exchange Rate: The Balassa-Samuelson Hypothesis Revisited (JEL F31, F41) | by Ehsan U. Choudhri and Lawrence L. Schembri | 2009-22
(Aug 2009) | Abstract
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Structural Inflation Models with Real Wage Rigidities: The Case of Canada (JEL C13, C52, E31) | by Jean-Marie Dufour, Lynda Khalaf, and Maral Kichian | 2009-21
(Jul 2009) | Abstract
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The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness (JEL G12, G13) | by Bruno Feunou, Jean-Sébastien Fontaine, and Roméo Tedongap | 2009-20
(Jun 2009) | Abstract
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Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit (JEL C52, C53, E37) | by Jean-Marie Dufour, Lynda Khalaf, and Maral Kichian | 2009-19
(Jun 2009) | Abstract
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Simulations du ratio du service de la dette des consommateurs en utilisant des données micro (JEL C15, C31, D14, E51) | by Ramdane Djoudad | 2009-18
(Jun 2009) | Abstract
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Adopting Price-Level Targeting under Imperfect Credibility in ToTEM (JEL E31, E52) | by Gino Cateau, Oleksiy Kryvtsov, Malik Shukayev, and Alexander Ueberfeldt | 2009-17
(May 2009) | Abstract
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Real Effects of Price Stability with Endogenous Nominal Indexation (JEL E21, E31, E44, E52) | by Césaire Meh, Vincenzo Quadrini, and Yaz Terajima | 2009-16
(May 2009) | Abstract
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Heterogeneous Beliefs and Housing-Market Boom-Bust Cycles in a Small Open Economy | by Hajime Tomura | 2009-15
(May 2009) | Abstract
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Testing for Financial Contagion with Applications to the Canadian Banking System (JEL C12, G01, G15) | by Fuchun Li | 2009-14
(May 2009) | Abstract
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Price Movements in the Canadian Residential Mortgage Market (JEL D4, G2) | by Jason Allen and Darcey McVanel | 2009-13
(Apr 2009) | Abstract
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Complex Ownership and Capital Structure (JEL G31, G32) | by Teodora Paligorova and Zhaoxia Xu | 2009-12
(Apr 2009) | Abstract
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Information Flows and Aggregate Persistence (JEL D83, E31, E32) | by Oleksiy Kryvtsov | 2009-11
(Apr 2009) | Abstract
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Computing the Accuracy of Complex Non-Random Sampling Methods: The Case of the Bank of Canada's (JEL C42, C81, C90) | by Daniel de Munnik, David Dupuis, and Mark Illing | 2009-10
(Mar 2009) | Abstract
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Inventories and Real Rigidities in New Keynesian Business Cycle Models (JEL E31, F12) | by Oleksiy Kryvtsov and Virgiliu Midrigan | 2009-09
(Feb 2009) | Abstract
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Optimal Policy under Commitment and Price Level Stationarity (JEL E52, E58) | by Gino Cateau | 2009-08
(Feb 2009) | Abstract
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Assessing Indexation-Based Calvo Inflation Models (JEL C13, C52, E31) | by Jean-Marie Dufour, Lynda Khalaf, and Maral Kichian | 2009-07
(Feb 2009) | Abstract
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Inventories, Markups, and Real Rigidities in Menu Cost Models (JEL E31, F12) | by Oleksiy Kryvtsov and Virgiliu Midrigan | 2009-06
(Jan 2009) | Abstract
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Comparison of Auction Formats in Canadian Government Auctions (JEL D44, D63, G28) | by Olivier Armantier and Nourredine Lafhel | 2009-05
(Jan 2009) | Abstract
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What Accounts for the U.S.-Canada Education-Premium Difference? (JEL E24, E25, J24, J31) | by Oleksiy Kryvtsov and Alexander Ueberfeldt | 2009-04
(Jan 2009) | Abstract
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Uninsurable Investment Risks and Capital Income Taxation (JEL E21, E22, E62, G32, H24, H25) | by Césaire A. Meh and Yaz Terajima | 2009-03
(Jan 2009) | Abstract
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Monetary Policy Lag, Zero Lower Bound, and Inflation Targeting (JEL C63, E52, E58) | by Shin-Ichi Nishiyama | 2009-02
(Jan 2009) | Abstract
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The Impact of Market Timing on Canadian and U.S. Firms' Capital Structure (JEL G32) | by Zhaoxia Xu | 2009-01
(Jan 2009) | Abstract
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2008 |
Financial Intermediation, Liquidity and Inflation | by Jonathan Chiu and Cesaire Meh | 2008-49
(Dec 2008) | Abstract
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Futures Markets, Oil Prices and the Intertemporal Approach to the Current Account | by Elif C. Arbatli | 2008-48
(Dec 2008) | Abstract
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How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange (JEL F21, F34, F36, G12, G15) | by Ron Alquist | 2008-47
(Dec 2008) | Abstract
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Indebtedness and the Household Financial Health: An Examination of the Canadian Debt Service Ratio Distribution | by Umar Faruqui | 2008-46
(Dec 2008) | Abstract
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Firm Size and Productivity (JEL L11, L25, O47) | by Danny Leung, Césaire Meh, and Yaz Terajima | 2008-45
(Nov 2008) | Abstract
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The Role of Foreign Exchange Dealers in Providing Overnight Liquidity (JEL D82, F31, G21) | by Chris S'Souza | 2008-44
(Nov 2008) | Abstract
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McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates (JEL E43, F31, G12, G15) | by Antonio Diez de los Rios | 2008-43
(Oct 2008) | Abstract
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Which Bank is the "Central" Bank? An Application of Markov Theory to the Canadian Large Value Transfer System (JEL C11, E50, G20) | by Morten Bech, James T. E. Chapman, and Rod Garratt | 2008-42
(Oct 2008) | Abstract
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Are There Canada-U.S. Differences in SME Financing? (JEL C21, G21) | by Danny Leung, Césaire Meh, and Yaz Terajima | 2008-41
(Oct 2008) | Abstract
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Price Level Targeting in a Small Open Economy with Financial Frictions: Welfare Analysis (JEL E31, E32, E52) | by Ali Dib, Caterina Mendicino, and Yahong Zhang | 2008-40
(Oct 2008) | Abstract
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Import Price Dynamics in Major Advanced Economies and Heterogeneity in Exchange Rate Pass-Through (JEL E31, F3, F41) | by Stephane Dees, Matthias Burgert, and Nicolas Parent | 2008-39
(Oct 2008) | Abstract
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A Model of Costly Capital Reallocation and Aggregate Productivity (JEL E22, L16) | by Shutao Cao | 2008-38
(Oct 2008) | Abstract
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Adopting Price-Level Targeting under Imperfect Credibility: An Update (JEL E31, E52) | by Oleksiy Kryvtsov, Malik Shukayev, and Alexander Ueberfeldt | 2008-37
(Oct 2008) | Abstract
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The Role of Bank Capital in the Propagation of Shocks (JEL E44, E52, G21) | by Césaire Meh and Kevin Moran | 2008-36
(Oct 2008) | Abstract
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Globalization and Inflation: The Role of China (JEL E22, E32, E44) | by Denise Côté and Carlos de Resende | 2008-35
(Oct 2008) | Abstract
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Combining Canadian Interest-Rate Forecasts | by David Jamieson Bolder and Yuliya Romanyuk | 2008-34
(Sep 2008) | Abstract
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Human Capital Risk and the Firmsize Wage Premium | by Danny Leung and Alexander Ueberfeldt | 2008-33
(Sep 2008) | Abstract
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Market Structure and the Diffusion of E-Commerce: Evidence from the Retail Banking Industry (JEL D14, D4, G21, L1) | by Jason Allen, Robert Clark, and Jean-François Houde | 2008-32
(Sep 2008) | Abstract
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Aggregate and Welfare Effects of Redistribution of Wealth Under Inflation and Price-Level Targeting (JEL D31, E21, E31, E44, E52, E63) | by Césaire A. Meh, José-Víctor Ríos-Rull, and Yaz Terajima | 2008-31
(Sep 2008) | Abstract
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Non-Linearities, Model Uncertainty, and Macro Stress Testing (JEL C15, G21, G33) | by Miroslav Misina and David Tessier | 2008-30
(Sep 2008) | Abstract
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Macroeconomic Determinants of the Term Structure of Corporate Spreads (JEL E43, E44, G12) | by Jun Yang | 2008-29
(Sep 2008) | Abstract
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The Welfare Implications of Fiscal Dominance (JEL E31, E42, E50, E63) | by Carlos De Resende and Nooman Rebei | 2008-28
(Sep 2008) | Abstract
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Are Bygones not Bygones? Modeling Price Level Targeting with an Escape Clause and Lessons from the Gold Standard (JEL E31, E52) | by Paul R. Masson and Malik D. Shukayev | 2008-27
(Aug 2008) | Abstract
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Price-Level versus Inflation Targeting with Financial Market Imperfections (JEL E40, E50) | by Francisco Covas and Yahong Zhang | 2008-26
(Aug 2008) | Abstract
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Good Policies or Good Fortune: What Drives the Compression in Emerging Market Spreads? (JEL E43, F34, G12, G15) | by Philipp Maier and Garima Vasishtha | 2008-25
(Aug 2008) | Abstract
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Do Central Banks Respond to Exchange Rate Movements? Some New Evidence from Structural Estimation (JEL F3, F4) | by Wei Dong | 2008-24
(Aug 2008) | Abstract
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On the Amplification Role of Collateral Constraints (JEL E20, E3, E32) | by Caterina Mendicino | 2008-23
(Jul 2008) | Abstract
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Information Shocks, Jumps, and Price Discovery - Evidence from the U.S. Treasury Market (JEL G12, G14) | by George J. Jiang, Ingrid Lo, and Adrien Verdelhan | 2008-22
(Jul 2008) | Abstract
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The Cost of Equity in Canada: An International Comparison (JEL G30, G38) | by Jonathan Witmer | 2008-21
(Jul 2008) | Abstract
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The Effect of the Sarbanes-Oxley Act on CEO Pay for Luck | by Teodora Paligorova | 2008-20
(Jun 2008) | Abstract
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Inflation, Nominal Portfolios, and Wealth Redistribution in Canada (JEL D31, D58, E31, E50) | by Césaire A. Meh and Yaz Terajima | 2008-19
(Jun 2008) | Abstract
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Empirical Likelihood Block Bootstrapping (JEL C14, C22) | by Jason Allen, Allan W. Gregory, and Katsumi Shimotsu | 2008-18
(Jun 2008) | Abstract
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Policy Coordination in an International Payment System (JEL E42, E58, F31, F33) | by James T. E. Chapman | 2008-17
(May 2008) | Abstract
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On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk (JEL C52, D58, G11, G12) | by Fousseni Chabi-Yo, Eric Ghysels, and Eric Renault | 2008-16
(May 2008) | Abstract
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Price Level versus Inflation Targeting under Model Uncertainty (JEL D8, D81, E5, E58) | by Gino Cateau | 2008-15
(May 2008) | Abstract
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Driving Forces of the Canadian Economy: An Accounting Exercise (JEL E24, E65) | by Simona E. Cociuba and Alexander Ueberfeldt | 2008-14
(May 2008) | Abstract
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Uncertainty, Inflation, and Welfare (JEL E40, E50) | by Jonathan Chiu and Miguel Molico | 2008-13
(May 2008) | Abstract
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A Model of Tiered Settlement Networks (JEL E42, E58, G21) | by James Chapman, Jonathan Chiu, and Miguel Molico | 2008-12
(May 2008) | Abstract
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An Examination of Canadian Firms Delisting from U.S. Exchanges (JEL G30, G38) | by Jonathan Witmer | 2008-11
(Apr 2008) | Abstract
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Credit, Asset Prices, and Financial Stress in Canada (JEL E5, G10) | by Miroslav Misina and Greg Tkacz | 2008-10
(Apr 2008) | Abstract
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A Model of Housing Boom and Bust in a Small Open Economy (JEL E44, F41) | by Hajime Tomura | 2008-09
(Apr 2008) | Abstract
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Welfare Effects of Commodity Price and Exchange Rate Volatilities in a Multi-Sector Small Open Economy Model (JEL E4, E52, F3, F4) | by Ali Dib | 2008-08
(Mar 2008) | Abstract
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Markups in Canada: Have They Changed and Why? (JEL E31, F41, L11) | by Danny Leung | 2008-07
(Mar 2008) | Abstract
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Inflation Targeting and Price-Level-Path Targeting in the GEM: Some Open Economy Considerations (JEL C51, C52, E17, E31, E52) | by Donald Coletti, René Lalonde, and Dirk Muir | 2008-06
(Mar 2008) | Abstract
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Unsecured Debt, Consumer Bankruptcy, and Small Business (JEL D31, E21, J23) | by Césaire A. Meh and Yaz Terajima | 2008-05
(Feb 2008) | Abstract
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What Affects MFP in the Long-Run? Evidence from Canadian Industries (JEL C23, D24, O30) | by Danny Leung and Yi Zheng | 2008-04
(Feb 2008) | Abstract
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Adopting Price-Level Targeting under Imperfect Credibility (JEL E31, E52) | by Oleksiy Kryvtsov, Malik Shukayev, and Alexander Ueberfeldt | 2008-03
(Feb 2008) | Abstract
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A Wave of Protectionism? An Analysis of Economic and Political Considerations (JEL E66, F32, F47) | by Philipp Maier | 2008-02
(Jan 2008) | Abstract
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Default Dependence: The Equity Default Relationship (JEL G12, G13) | by Stuart M. Turnbull and Jun Yang | 2008-01
(Jan 2008) | Abstract
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2007 |
Electronic Transactions as High-Frequency Indicators of Economic Activity (JEL E17, E27, E66) | by John W. Galbraith and Greg Tkacz | 2007-58
(Dec 2007) | Abstract
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Uncertainty and the Specificity of Human Capital (JEL D92, J24, J41, J62) | by Martin Gervais, Igor Livshits, and Césaire Meh | 2007-57
(Dec 2007) | Abstract
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Estimation and Inference by the Method of Projection Minimum Distance (JEL C32, C53, E47) | by Òscar Jordà and Sharon Kozicki | 2007-56
(Dec 2007) | Abstract
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The Impact of Emerging Asia on Commodity Prices (JEL E3, F4, O19, Q11) | by Calista Cheung and Sylvie Morin | 2007-55
(Dec 2007) | Abstract
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Expenditure-Switching Effect and the Choice of Exchange Rate Regime (JEL F3, F4) | by Wei Dong | 2007-54
(Nov 2007) | Abstract
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Testing Uncovered Interest Parity: A Continuous-Time Approach (JEL F31, G15) | by Antonio Diez de los Rios and Enrique Sentana | 2007-53
(Nov 2007) | Abstract
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Where Does Price Discovery Occur in FX Markets? (JEL F31, G15) | by Chris D'Souza | 2007-52
(Nov 2007) | Abstract
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Rediscounting Under Aggregate Risk with Moral Hazard (JEL E58, G20) | by James T. E. Chapman and Antoine Martin | 2007-51
(Oct 2007) | Abstract
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Do Firms Adjust Toward a Target Leverage Level? (JEL G32) | by Zhaoxia Xu | 2007-50
(Oct 2007) | Abstract
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Examining Simple Joint Macroeconomic and Term-Structure Models: A Practitioner's Perspective (JEL C0, C6, E4, G1) | by David Jamieson Bolder and Shudan Liu | 2007-49
(Oct 2007) | Abstract
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Estimating and Comparing the Implied Cost of Equity for Canadian and U.S. Firms (JEL G30, G38) | by Jonathan Witmer and Lorie Zorn | 2007-48
(Sep 2007) | Abstract
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Implications of Asymmetry Risk for Portfolio Analysis and Asset Pricing (JEL C52, D58, G11, G12) | by Fousseni Chabi-Yo, Dietmar Leisen, and Eric Renault | 2007-47
(Aug 2007) | Abstract
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Endogenously Segmented Asset Market in an Inventory Theoretic Model of Money Demand (JEL E31, E41, E50) | by Jonathan Chiu | 2007-46
(Aug 2007) | Abstract
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Canada's Pioneering Experience with a Flexible Exchange Rate in the 1950s: (Hard) Lessons Learned for Monetary Policy in a Small Open Economy (JEL E32, E37, F31, F32, N1) | by Michael Bordo, Ali Dib, and Lawrence Schembri | 2007-45
(Aug 2007) | Abstract
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Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms (JEL E32, G32) | by Francisco Covas and Wouter J. Den Haan | 2007-44
(Aug 2007) | Abstract
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Price Discovery in Canadian and U.S. 10-Year Government Bond Markets (JEL G12, G13, G14) | by Bryan Campbell and Scott Hendry | 2007-43
(Aug 2007) | Abstract
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Trend Inflation, Wage and Price Rigidities, and Welfare (JEL E0, E5) | by Robert Amano, Kevin Moran, Stephen Murchison, and Andrew Rennison | 2007-42
(Aug 2007) | Abstract
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Multilateral Adjustment and Exchange Rate Dynamics: The Case of Three Commodity Currencies (JEL C11, C22, F31, F32) | by Jeannine Bailliu, Ali Dib, Takashi Kano, and Lawrence Schembri | 2007-41
(Jul 2007) | Abstract
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Family Values: Ownership Structure, Performance and Capital Structure of Canadian Firms (JEL G12, G15) | by Michael R. King and Eric Santor | 2007-40
(Jul 2007) | Abstract
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Liquidity, Redistribution, and the Welfare Cost of Inflation (JEL E40, E50) | by Jonathan Chiu and Miguel Molico | 2007-39
(Jul 2007) | Abstract
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The Canadian Business Cycle: A Comparison of Models (JEL C32, E37) | by Frédérick Demers and Ryan Macdonald | 2007-38
(Jul 2007) | Abstract
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A Vision for IMF Surveillance (JEL F33) | by Robert Lavigne, Philipp Maier, and Eric Santor | 2007-37
(Jun 2007) | Abstract
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Cross-Country Estimates of the Degree of Fiscal Dominance and Central Bank Independence (JEL E31, E42, E50, E63) | by Carlos de Resende | 2007-36
(Jun 2007) | Abstract
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Gold Prices and Inflation (JEL E31, E44) | by Greg Tkacz | 2007-35
(Jun 2007) | Abstract
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Oil Price Movements and the Global Economy: A Model-Based Assessment | by Selim Elekdag, René Lalonde, Douglas Laxton, Dirk Muir, and Paolo Pesenti | 2007-34
(May 2007) | Abstract
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Domestic versus External Borrowing and Fiscal Policy in Emerging Markets (JEL F30, H21, H63) | by Garima Vasishtha | 2007-33
(May 2007) | Abstract
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Computing Optimal Policy in a Timeless-Perspective: An Application to a Small-Open Economy (JEL C6, E5, E6) | by Michel Juillard and Florian Pelgrin | 2007-32
(May 2007) | Abstract
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Micro Foundations of Price-Setting Behaviour: Evidence from Canadian Firms (JEL D40, E30, L11) | by Daniel de Munnik and Kuan Xu | 2007-31
(May 2007) | Abstract
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Term Structure Transmission of Monetary Policy (JEL E3, E5, N1) | by Sharon Kozicki and P.A. Tinsley | 2007-30
(Apr 2007) | Abstract
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Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets (JEL F30, F33, G15) | by Antonio Diez de los Rios | 2007-29
(Apr 2007) | Abstract
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Modelling Payments Systems: A Review of the Literature (JEL E42, E58, G21) | by Jonathan Chiu and Alexandra Lai | 2007-28
(Apr 2007) | Abstract
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Price Formation and Liquidity Provision in Short-Term Fixed Income Markets | by Chris D'Souza, Ingrid Lo, and Stephen Sapp | 2007-27
(Apr 2007) | Abstract
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Optimal Monetary Policy and Price Stability Over the Long-Run (JEL E5) | by Oleksiy Kryvtsov, Malik Shukayev, and Alexander Ueberfeldt | 2007-26
(Apr 2007) | Abstract
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Managing Adverse Dependence for Portfolios of Collateral in Financial Infrastructures (JEL C10, G00, G10) | by Alejandro García and Ramazan Gençay | 2007-25
(Apr 2007) | Abstract
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Corporate Balance Sheets in Developed Economies: Implications for Investment (JEL E22, E32, E44) | by Denise Côté and Christopher Graham | 2007-24
(Mar 2007) | Abstract
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Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market? (JEL G14) | by Ingrid Lo and Stephen G. Sapp | 2007-23
(Mar 2007) | Abstract
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IMF-Supported Adjustment Programs: Welfare Implications and the Catalytic Effect (JEL F32, F33, F34, F41) | by Carlos de Resende | 2007-22
(Mar 2007) | Abstract
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A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate (JEL E12, E43, F41, G12, G15) | by Fousseni Chabi-Yo and Jun Yang | 2007-21
(Mar 2007) | Abstract
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Multivariate Realized Stock Market Volatility (JEL C32, C53, G14) | by Gregory H. Bauer and Keith Vorkink | 2007-20
(Mar 2007) | Abstract
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Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation (JEL E3, E5, N1) | by Sharon Kozicki and P.A. Tinsley | 2007-19
(Mar 2007) | Abstract
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Central Bank Performance under Inflation Targeting (JEL E31, E52, E58) | by Marc-André Gosselin | 2007-18
(Mar 2007) | Abstract
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Firms Dynamics, Bankruptcy Laws and Total Factor Productivity | by Hajime Tomura | 2007-17
(Mar 2007) | Abstract
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World Real Interest Rates: A Global Savings and Investment Perspective | by Brigitte Desroches and Michael Francis | 2007-16
(Mar 2007) | Abstract
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Does Indexation Bias the Estimated Frequency of Price Adjustment? (JEL E31, E37) | by Maral Kichian and Oleksiy Kryvtsov | 2007-15
(Mar 2007) | Abstract
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Exporting and FDI with Endogenous Productivity (JEL F22, F23) | by Oana Secrieru and Marianne Vigneault | 2007-14
(Mar 2007) | Abstract
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Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis (JEL C0, C14, C15, C51, C52, C61, C65, E6, G1, H63) | by David Jamieson Bolder and Tiago Rubin | 2007-13
(Feb 2007) | Abstract
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Do We Need the IMF to Resolve a Crisis? Lessons from Past Episodes of Debt Restructuring (JEL E5, F3, N1, N2) | by Philipp Maier | 2007-10
(Feb 2007) | Abstract
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Schooling, Inequality and Government Policy | by Oleksiy Kryvtsov and Alexander Ueberfeldt | 2007-12
(Feb 2007) | Abstract
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Uncollateralized Overnight Loans Settled in LVTS | by Scott Hendry and Nadja Kamhi | 2007-11
(Feb 2007) | Abstract
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Best Instruments for Market Discipline in Banking | by Greg Caldwell | 2007-09
(Feb 2007) | Abstract
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Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation (JEL C32, E37) | by Calista Cheung and Frédérick Demers | 2007-08
(Feb 2007) | Abstract
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Technology Shocks and Business Cycles: The Role of Processing Stages and Nominal Rigidities (JEL E32) | by Louis Phaneuf and Nooman Rebei | 2007-07
(Feb 2007) | Abstract
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Monetary Policy Committees in Action: Is There Room for Improvement? (JEL C92, D70, E58) | by Philipp Maier | 2007-06
(Feb 2007) | Abstract
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Impact of Electronic Trading Platforms on the Brokered Interdealer Market for Government of Canada Benchmark Bonds (JEL G10, G14) | by Natasha Khan | 2007-05
(Feb 2007) | Abstract
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Price Discovery in Canadian Government Bond Futures and Spot Markets (JEL G12, G13, G14) | by Christopher Chung, Bryan Campbell, and Scott Hendry | 2007-04
(Feb 2007) | Abstract
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Time-Consistent Control in Non-Linear Models (JEL C63, E61, E62) | by Steve Ambler and Florian Pelgrin | 2007-03
(Feb 2007) | Abstract
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Housing Market Cycles and Duration Dependence in the United States and Canada (JEL C41, E32, R21) | by Rose Cunningham and Ilan Kolet | 2007-02
(Feb 2007) | Abstract
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How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables (JEL C53) | by John W. Galbraith and Greg Tkacz | 2007-01
(Feb 2007) | Abstract
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2006 |
Canadian City Housing Prices and Urban Market Segmentation (JEL C22, C32, R2) | by Jason Allen, Robert Amano, David P. Byrne, and Allan W. Gregory | 2006-49
(Dec 2006) | Abstract
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Modelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective (JEL C0, C6, E4, G1) | by David Jamieson Bolder | 2006-48
(Dec 2006) | Abstract
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Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector (JEL C15, G21, G33) | by Miroslav Misina, David Tessier, and Shubhasis Dey | 2006-47
(Dec 2006) | Abstract
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Survey-Based Estimates of the Term Structure of Expected U.S. Inflation (JEL E3, E5) | by Sharon Kozicki and P.A. Tinsley | 2006-46
(Dec 2006) | Abstract
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The Role of Debt and Equity Finance over the Business Cycle (JEL E3, G1, G3) | by Francisco Covas and Wouter J. den Haan | 2006-45
(Dec 2006) | Abstract
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The Long-Term Effects of Cross-Listing, Investor Recognition, and Ownership Structure on Valuation (JEL G12, G15) | by Michael R. King and Dan Segal | 2006-44
(Dec 2006) | Abstract
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Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets (JEL D81, G10, G12) | by Alexander Melnikov and Yuliya Romanyuk | 2006-43
(Nov 2006) | Abstract
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Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model (JEL C5, E4) | by Céline Gauthier and Fu Chun Li | 2006-42
(Nov 2006) | Abstract
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An Optimized Monetary Policy Rule for ToTEM (JEL E5, E52) | by Jean-Philippe Cayen, Amy Corbett, and Patrick Perrier | 2006-41
(Nov 2006) | Abstract
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Education and Self-Employment: Changes in Earnings and Wealth Inequality (JEL D31, I21, J23) | by Yaz Terajima | 2006-40
(Nov 2006) | Abstract
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Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices (JEL C1, C12, C15, C32, C51, C53, E52) | by Jean-Marie Dufour and David Tessier | 2006-39
(Oct 2006) | Abstract
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Conditioning Information and Variance Bounds on Pricing Kernels with Higher-Order Moments: Theory and Evidence (JEL C61, G12, G13) | by Fousseni Chabi-Yo | 2006-38
(Oct 2006) | Abstract
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Endogenous Borrowing Constraints and Consumption Volatility in a Small Open Economy (JEL F32, F34, F41) | by Carlos de Resende | 2006-37
(Oct 2006) | Abstract
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Credit in a Tiered Payments System (JEL G21, L12, L13, L22) | by Alexandra Lai, Nikil Chande, and Sean O'Connor | 2006-36
(Oct 2006) | Abstract
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Survey of Price-Setting Behaviour of Canadian Companies (JEL D40, E30, L11) | by David Amirault, Carolyn Kwan, and Gordon Wilkinson | 2006-35
(Sep 2006) | Abstract
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The Macroeconomic Effects of Non-Zero Trend Inflation (JEL E24, E32) | by Robert Amano, Steve Ambler, and Nooman Rebei | 2006-34
(Sep 2006) | Abstract
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Are Canadian Banks Efficient? A Canada-U.S. Comparison (JEL C33, D24, G21) | by Jason Allen, Walter Engert, and Ying Liu | 2006-33
(Sep 2006) | Abstract
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Governance and the IMF: Does the Fund Follow Corporate Best Practice? (JEL F3) | by Eric Santor | 2006-32
(Sep 2006) | Abstract
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Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns (JEL C1, C5, G1) | by Antonio Diez de los Rios and René Garcia | 2006-31
(Sep 2006) | Abstract
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Multinationals and Exchange Rate Pass-Through (JEL F23, L16) | by Alexandra Lai and Oana Secrieru | 2006-30
(Aug 2006) | Abstract
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The Turning Black Tide: Energy Prices and the Canadian Dollar (JEL F31) | by Ramzi Issa, Robert Lafrance, and John Murray | 2006-29
(Aug 2006) | Abstract
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Estimation of the Default Risk of Publicly Traded Canadian Companies (JEL G21, G24, G28, G33) | by Georges Dionne, Sadok Laajimi, Sofiane Mejri, and Madalina Petrescu | 2006-28
(Aug 2006) | Abstract
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Can Affine Term Structure Models Help Us Predict Exchange Rates? (JEL E43, F31, G12, G15) | by Antonio Diez de los Rios | 2006-27
(Aug 2006) | Abstract
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Using Monthly Indicators to Predict Quarterly GDP (JEL C22, C53) | by Isabel Yi Zheng and James Rossiter | 2006-26
(Aug 2006) | Abstract
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Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices (JEL C53, E4) | by Greg Tkacz and Carolyn Wilkins | 2006-25
(Jul 2006) | Abstract
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Are Average Growth Rate and Volatility Related? (JEL E32) | by Partha Chatterjee and Malik Shukayev | 2006-24
(Jul 2006) | Abstract
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Convergence in a Stochastic Dynamic Heckscher-Ohlin Model (JEL F43, O41) | by Partha Chatterjee and Malik Shukayev | 2006-23
(Jul 2006) | Abstract
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Launching the NEUQ: The New European Union Quarterly Model, A Small Model of the Euro Area and U.K. Economies (JEL C53, E17, E37) | by Anna Piretti and Charles St-Arnaud | 2006-22
(Jun 2006) | Abstract
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The International Monetary Fund's Balance-Sheet and Credit Risk (JEL F3) | by Ryan Felushko and Eric Santor | 2006-21
(Jun 2006) | Abstract
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Examining the Trade-Off between Settlement Delay and Intraday Liquidity in Canada's LVTS: A Simulation Approach (JEL E47, G21) | by Neville Arjani | 2006-20
(Jun 2006) | Abstract
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Institutional Quality, Trade, and the Changing Distribution of World Income (JEL F11, F15, O11, P48) | by Brigitte Desroches and Michael Francis | 2006-19
(May 2006) | Abstract
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Working Time over the 20th Century (JEL E13, E24, O11) | by Alexander Ueberfeldt | 2006-18
(May 2006) | Abstract
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Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events (JEL C1, G0, G1) | by Alejandro García and Ramazan Gençay | 2006-17
(May 2006) | Abstract
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Benchmark Index of Risk Appetite (JEL G12) | by Miroslav Misina | 2006-16
(May 2006) | Abstract
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LVTS, the Overnight Market, and Monetary Policy (JEL E5) | by Nadja Kamhi | 2006-15
(May 2006) | Abstract
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Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion (JEL C52, C53, E37) | by Jean-Thomas Bernard, Lynda Khalaf, Maral Kichian, and Sebastien McMahon | 2006-14
(Apr 2006) | Abstract
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Guarding Against Large Policy Errors under Model Uncertainty (JEL D8, D81, E5, E58) | by Gino Cateau | 2006-13
(Apr 2006) | Abstract
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The Welfare Implications of Inflation versus Price-Level Targeting in a Two-Sector, Small Open Economy (JEL E31, E32, E52) | by Eva Ortega and Nooman Rebei | 2006-12
(Apr 2006) | Abstract
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The Federal Reserve's Dual Mandate: A Time-Varying Monetary Policy Priority Index for the United States (JEL C22, C52, E52) | by René Lalonde and Nicolas Parent | 2006-11
(Apr 2006) | Abstract
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An Evaluation of Core Inflation Measures (JEL E31) | by Jamie Armour | 2006-10
(Mar 2006) | Abstract
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Monetary Policy in an Estimated DSGE Model with a Financial Accelerator (JEL E32, E37, E44) | by Ian Christensen and Ali Dib | 2006-09
(Mar 2006) | Abstract
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A Structural Error-Correction Model of Best Prices and Depths in the Foreign Exchange Limit Order Market (JEL C3, D8, F31) | by Ingrid Lo and Stephen G. Sapp | 2006-08
(Mar 2006) | Abstract
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Ownership Concentration and Competition in Banking Markets (JEL G21, G28, G32, L10) | by Alexandra Lai and Raphael Solomon | 2006-07
(Mar 2006) | Abstract
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Regime Shifts in the Indicator Properties of Narrow Money in Canada (JEL E40, E42, E50) | by Tracy Chan, Ramdane Djoudad, and Jackson Loi | 2006-06
(Mar 2006) | Abstract
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Are Currency Crises Low-State Equilibria? An Empirical, Three-Interest-Rate Model (JEL C62, E59, F41) | by Christopher M. Cornell and Raphael H. Solomon | 2006-05
(Mar 2006) | Abstract
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Forecasting Canadian Time Series with the New Keynesian Model (JEL C12, E32, E37) | by Ali Dib, Mohamed Gammoudi, and Kevin Moran | 2006-04
(Mar 2006) | Abstract
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Money and Credit Factors (JEL C43, C82, E51) | by Paul D. Gilbert and Erik Meijer | 2006-03
(Mar 2006) | Abstract
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Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada (JEL C52, E31, F31, F40) | by Lynda Khalaf and Maral Kichian | 2006-02
(Feb 2006) | Abstract
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The Institutional and Political Determinants of Fiscal Adjustment (JEL E62, O17, O19) | by Robert Lavigne | 2006-01
(Feb 2006) | Abstract
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2005 |
An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate (JEL C1, E4) | by Ingrid Lo | 2005-45
(Dec 2005) | Abstract
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Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components? (JEL C5, E37) | by Frédérick Demers and Annie De Champlain | 2005-44
(Dec 2005) | Abstract
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The 1975-78 Anti-Inflation Program in Retrospect (JEL E31, E52, E63, E64, E65) | by John Sargent | 2005-43
(Dec 2005) | Abstract
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Order Submission: The Choice between Limit and Market Orders (JEL D4, G1) | by Ingrid Lo and Stephen G. Sapp | 2005-42
(Dec 2005) | Abstract
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Modelling and Forecasting Housing Investment: The Case of Canada (JEL E27, R21) | by Frédérick Demers | 2005-41
(Dec 2005) | Abstract
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Subordinated Debt and Market Discipline in Canada (JEL G21, G28) | by Greg Caldwell | 2005-40
(Dec 2005) | Abstract
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Measurement Bias in the Canadian Consumer Price Index (JEL E31, E52) | by James Rossiter | 2005-39
(Dec 2005) | Abstract
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An Empirical Analysis of Foreign Exchange Reserves in Emerging Asia (JEL C23, F31, G15) | by Marc-André Gosselin and Nicolas Parent | 2005-38
(Dec 2005) | Abstract
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Quantity, Quality, and Relevance: Central Bank Research, 1990-2003 (JEL E59) | by Pierre St-Amant, Greg Tkacz, Annie Guérard-Langlois, and Louis Morel | 2005-37
(Dec 2005) | Abstract
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The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach (JEL E43, E44, E47, E52) | by René Garcia and Richard Luger | 2005-36
(Nov 2005) | Abstract
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Testing the Parametric Specification of the Diffusion Function in a Diffusion Process (JEL C12, C14) | by Fuchun Li | 2005-35
(Nov 2005) | Abstract
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The Exchange Rate and Canadian Inflation Targeting (JEL E50, E52, F41) | by Christopher Ragan | 2005-34
(Nov 2005) | Abstract
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Does Financial Structure Matter for the Information Content of Financial Indicators? (JEL E31, E32) | by Ramdane Djoudad, Jack Selody, and Carolyn Wilkins | 2005-33
(Nov 2005) | Abstract
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Degree of Internationalization and Performance: An Analysis of Canadian Banks (JEL F23, G21) | by Walid Hejazi and Eric Santor | 2005-32
(Nov 2005) | Abstract
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Forecasting Canadian GDP: Region-Specific versus Countrywide Information (JEL C32, C53, E17) | by Frédérick Demers and David Dupuis | 2005-31
(Nov 2005) | Abstract
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Intertemporal Substitution in Macroeconomics: Evidence from a Two-Dimensional Labour Supply Model with Money (JEL C52, E24, E32, J22) | by Ali Dib and Louis Phaneuf | 2005-30
(Oct 2005) | Abstract
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Has Exchange Rate Pass-Through Really Declined in Canada? (JEL F3, F4) | by Hafedh Bouakez and Nooman Rebei | 2005-29
(Oct 2005) | Abstract
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Inflation and Relative Price Dispersion in Canada: An Empirical Assessment (JEL C32, E31) | by André Binette and Sylvain Martel | 2005-28
(Oct 2005) | Abstract
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Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis (JEL C13, C52, E31) | by Jean-Marie Dufour, Lynda Khalaf, and Maral Kichian | 2005-27
(Oct 2005) | Abstract
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Uninsured Idiosyncratic Production Risk with Borrowing Constraints (JEL E22, G11, M13) | by Francisco Covas | 2005-26
(Oct 2005) | Abstract
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The Impact of Unanticipated Defaults in Canada's Large Value Transfer System (JEL E44, E47, G21) | by Darcey McVanel | 2005-25
(Sep 2005) | Abstract
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A Search Model of Venture Capital, Entrepreneurship, and Unemployment (JEL D82, G18, G24, H21, J64) | by Robin Boadway, Oana Secrieru, and Marianne Vigneault | 2005-24
(Sep 2005) | Abstract
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Pocket Banks and Out-of-Pocket Losses: Links between Corruption and Contagion (JEL D82, G19, G21) | by Raphael H. Solomon | 2005-23
(Sep 2005) | Abstract
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The Effects of the Exchange Rate on Investment: Evidence from Canadian Manufacturing Industries (JEL D24, F4) | by Tarek Harchaoui, Faouzi Tarkhani, and Terence Yuen | 2005-22
(Aug 2005) | Abstract
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The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar (JEL E58, F31, G14, G15) | by Rasmus Fatum and Michael R. King | 2005-21
(Jul 2005) | Abstract
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La fonction de production et les données canadiennes (JEL D24, E23, O40) | by Patrick Perrier | 2005-20
(Jul 2005) | Abstract
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Bank Failures and Bank Fundamentals: A Comparative Analysis of Latin America and East Asia during the Nineties using Bank-Level Data (JEL G2, N2) | by Marco Arena | 2005-19
(Jul 2005) | Abstract
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Lines of Credit and Consumption Smoothing: The Choice between Credit Cards and Home Equity Lines of Credit (JEL D1, D81) | by Shubhasis Dey | 2005-18
(Jun 2005) | Abstract
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Risk Perceptions and Attitudes (JEL D81, D84, G12) | by Miroslav Misina | 2005-17
(Jun 2005) | Abstract
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Endogenous Central Bank Credibility in a Small Forward-Looking Model of the U.S. Economy (JEL C32, E52) | by René Lalonde | 2005-16
(Jun 2005) | Abstract
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Learning-by-Doing or Habit Formation? | by Hafedh Bouakez and Takashi Kano | 2005-15
(May 2005) | Abstract
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Labour Market Adjustments to Exchange Rate Fluctuations: Evidence from Canadian Manufacturing Industries | by Danny Leung and Terence Yuen | 2005-14
(May 2005) | Abstract
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Efficiency and Economies of Scale of Large Canadian Banks | by Jason Allen and Ying Liu | 2005-13
(May 2005) | Abstract
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Do Exchange Rates Affect the Capital-Labour Ratio? Panel Evidence from Canadian Manufacturing Industries | by Danny Leung and Terence Yuen | 2005-12
(Apr 2005) | Abstract
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An Analysis of Closure Policy under Alternative Regulatory Structures | by Greg Caldwell | 2005-11
(Apr 2005) | Abstract
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Educational Spillovers: Does One Size Fit All? | by Robert Baumann and Raphael Solomon | 2005-10
(Apr 2005) | Abstract
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State Dependence in Fundamentals and Preferences Explains Risk-Aversion Puzzle | by Fousseni Chabi-Yo, René Garcia, and Eric Renault | 2005-09
(Apr 2005) | Abstract
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Recent Developments in Self-Employment in Canada | by Nadja Kamhi and Danny Leung | 2005-08
(Mar 2005) | Abstract
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Determinants of Borrowing Limits on Credit Cards | by Shubhasis Dey and Gene Mumy | 2005-07
(Mar 2005) | Abstract
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Monetary Policy under Model and Data-Parameter Uncertainty | by Gino Cateau | 2005-06
(Mar 2005) | Abstract
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State-Dependent or Time-Dependent Pricing: Does It Matter for Recent U.S. Inflation? | by Peter J. Klenow and Oleksiy Kryvtsov | 2005-04
(Feb 2005) | Abstract
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Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem? | by Michael R. King and Maksym Padalko | 2005-03
(Feb 2005) | Abstract
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The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-Order Moments | by Fousseni Chabi-Yo, René Garcia, and Eric Renault | 2005-02
(Feb 2005) | Abstract
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Self-Enforcing Labour Contracts and the Dynamics Puzzle | by Christian Calmès | 2005-01
(Jan 2005) | Abstract
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2004 |
Trade Credit and Credit Rationing in Canadian Firms | by Rose Cunningham | 2004-49
(Dec 2004) | Abstract
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An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates | by David J. Bolder, Grahame Johnson, and Adam Metzler | 2004-48
(Dec 2004) | Abstract
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The Monetary Origins of Asymmetric Information in International Equity Markets | by Gregory H. Bauer and Clara Vega | 2004-47
(Dec 2004) | Abstract
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Modelling the Evolution of Credit Spreads in the United States | by Stuart M. Turnbull and Jun Yang | 2004-45
(Dec 2004) | Abstract
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The Transmission of World Shocks to Emerging-Market Countries: An Empirical Analysis | by Brigitte Desroches | 2004-44
(Nov 2004) | Abstract
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Real Return Bonds, Inflation Expectations, and the Break-Even Inflation Rate | by Ian Christensen, Frédéric Dion, and Christopher Reid | 2004-43
(Nov 2004) | Abstract
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International Equity Flows and Returns: A Quantitative Equilibrium Approach | by Rui Albuquerque, Gregory H. Bauer, and Martin Schneider | 2004-42
(Nov 2004) | Abstract
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Characterization of the Dynamic Effects of Fiscal Shocks in a Small Open Economy | by Nooman Rebei | 2004-41
(Nov 2004) | Abstract
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A Forecasting Model for Inventory Investments in Canada | by Marwan Chacra and Maral Kichian | 2004-39
(Oct 2004) | Abstract
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Finance Constraints and Inventory Investment: Empirical Tests with Panel Data | by Rose Cunningham | 2004-38
(Oct 2004) | Abstract
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The Implications of Transmission and Information Lags for the Stabilization Bias and Optimal Delegation | by Jean-Paul Lam and Florian Pelgrin | 2004-37
(Sep 2004) | Abstract
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Optimal Taylor Rules in an Estimated Model of a Small Open Economy | by Steve Ambler, Ali Dib, and Nooman Rebei | 2004-36
(Sep 2004) | Abstract
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The U.S. New Keynesian Phillips Curve: An Empirical Assessment | by Alain Guay and Florian Pelgrin | 2004-35
(Sep 2004) | Abstract
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Market Valuation and Risk Assessment of Canadian Banks | by Ying Liu, Eli Papakirykos, and Mingwei Yuan | 2004-34
(Sep 2004) | Abstract
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Counterfeiting: A Canadian Perspective | by John Chant | 2004-33
(Sep 2004) | Abstract
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Investment, Private Information, and Social Learning: A Case Study of the Semiconductor Industry | by Rose Cunningham | 2004-32
(Sep 2004) | Abstract
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The New Keynesian Hybrid Phillips Curve: An Assessment of Competing Specifications for the United States | by David Dupuis | 2004-31
(Aug 2004) | Abstract
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The New Basel Capital Accord and the Cyclical Behaviour of Bank Capital | by Mark Illing and Graydon Paulin | 2004-30
(Aug 2004) | Abstract
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Uninsurable Investment Risks | by Césaire A. Meh and Vincenzo Quadrini | 2004-29
(Aug 2004) | Abstract
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Monetary and Fiscal Policies in Canada: Some Interesting Principles for EMU? | by Virginie Traclet | 2004-28
(Aug 2004) | Abstract
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Financial Market Imperfection, Overinvestment,and Speculative Precaution | by Christian Calmès | 2004-27
(Jul 2004) | Abstract
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Regulatory Changes and Financial Structure: The Case of Canada | by Christian Calmès | 2004-26
(Jul 2004) | Abstract
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Money Demand and Economic Uncertainty | by Joseph Atta-Mensah | 2004-25
(Jul 2004) | Abstract
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Competition in Banking: A Review of the Literature | by Carol Ann Northcott | 2004-24
(Jun 2004) | Abstract
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Convergence of Government Bond Yields in the Euro Zone: The Role of Policy Harmonization | by Denise Côté and Christopher Graham | 2004-23
(Jun 2004) | Abstract
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Financial Conditions Indexes for Canada | by Céline Gauthier, Christopher Graham, and Ying Liu | 2004-22
(Jun 2004) | Abstract
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Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation | by Jeannine Bailliu and Eiji Fujii | 2004-21
(Jun 2004) | Abstract
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Commodity-Linked Bonds: A Potential Means for Less-Developed Countries to Raise Foreign Capital | by Joseph Atta-Mensah | 2004-20
(Jun 2004) | Abstract
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When Bad Things Happen to Good Banks: Contagious Bank Runs and Currency Crises | by Raphael H. Solomon | 2004-18
(May 2004) | Abstract
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International Cross-Listing and the Bonding Hypothesis | by Michael R.King and Dan Segal | 2004-17
(May 2004) | Abstract
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The Effects of Economic News on Bond Market Liquidity | by Chris D'Souza and Charles Gaa | 2004-16
(May 2004) | Abstract
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The Bank of Canada's Business Outlook Survey: An Assessment | by Monica Martin and Cristiano Papile | 2004-15
(Apr 2004) | Abstract
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National Saving-Investment Dynamics and International Capital Mobility | by Florian Pelgrin and Sebastian Schich | 2004-14
(Apr 2004) | Abstract
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Estimating New Keynesian Phillips Curves Using Exact Methods | by Lynda Khalaf and Maral Kichian | 2004-11
(Apr 2004) | Abstract
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Public Venture Capital and Entrepreneurship | by Oana Secrieru and Marianne Vigneault | 2004-10
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Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework | by Jean-Paul Lam and Greg Tkacz | 2004-9
(Mar 2004) | Abstract
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The Economic Theory of Retail Pricing: A Survey | by Oana Secrieru | 2004-8
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The Demand for Money in a Stochastic Environment | by Joseph Atta-Mensah | 2004-7
(Mar 2004) | Abstract
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Bank Capital, Agency Costs, and Monetary Policy | by Césaire Meh and Kevin Moran | 2004-6
(Feb 2004) | Abstract
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Structural Change and Forecasting Long-Run Energy Prices | by Jean-Thomas Bernard, Lynda Khalaf, and Maral Kichian | 2004-5
(Feb 2004) | Abstract
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A Structural Small Open-Economy Model for Canada | by Stephen Murchison, Andrew Rennison, and Zhenhua Zhu | 2004-4
(Feb 2004) | Abstract
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Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates | by Richard Luger | 2004-2
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The Effect of Adjustment Costs and Organizational Change on Productivity in Canada: Evidence from Aggregate Data | by Danny Leung | 2004-1
(Jan 2004) | Abstract
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2003 |
Common Trends and Common Cycles in Canadian Sectoral Output | by Francisco Barillas and Christoph Schleicher | 2003-44
(Dec 2003) | Abstract
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Why Does Private Consumption Rise After a Government Spending Shock? | by Hafedh Bouakez and Nooman Rebei | 2003-43
(Dec 2003) | Abstract
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A Structural VAR Approach to the Intertemporal Model of the Current Account | by Takashi Kano | 2003-42
(Dec 2003) | Abstract
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Anatomy of a Twin Crisis | by Raphael H. Solomon | 2003-41
(Dec 2003) | Abstract
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Alternative Targeting Regimes, Transmission Lags, and the Exchange Rate Channel | by Jean-Paul Lam | 2003-39
(Dec 2003) | Abstract
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Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model | by Scott Hendry, Wai-Ming Ho, and Kevin Moran | 2003-38
(Dec 2003) | Abstract
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Financial Constraints and Investment: Assessing the Impact of a World Bank Loan Program on Small and Medium-Sized Enterprises in Sri Lanka | by Varouj Aivazian, Dipak Mazumdar, and Eric Santor | 2003-37
(Dec 2003) | Abstract
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Excess Collateral in the LVTS: How Much is Too Much? | by McPhail, Kim and Anastasia Vakos | 2003-36
(Nov 2003) | Abstract
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Real Exchange Rate Persistence in Dynamic General-Equilibrium Sticky-Price Models: An Analytical Characterization | by Bouakez, Hafedh | 2003-35
(Nov 2003) | Abstract
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Governance and Financial Fragility: Evidence from a Cross-Section of Countries | by Francis, Michael | 2003-34
(Oct 2003) | Abstract
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Do Peer Group Members Outperform Individual Borrowers? A Test of Peer Group Lending Using Canadian Micro-Credit Data | by Gomez, Rafael and Eric Santor | 2003-33
(Oct 2003) | Abstract
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The Canadian Phillips Curve and Regime Shifting | by Demers, Frédérick | 2003-32
(Oct 2003) | Abstract
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A Simple Test of Simple Rules: Can They Improve How Monetary Policy is Implemented with Inflation Targets? | by Rowe, Nicholas and David Tulk | 2003-31
(Oct 2003) | Abstract
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Are Wealth Effects Important for Canada? | by Pichette, Lise and Dominique Tremblay | 2003-30
(Oct 2003) | Abstract
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Nominal Rigidities and Exchange Rate Pass-Through in a Structural Model of a Small Open Economy | by Ambler, Steve, Ali Dib, and Nooman Rebei | 2003-29
(Sep 2003) | Abstract
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An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds | by D'Souza, Chris, Charles Gaa, and Jing Yang | 2003-28
(Sep 2003) | Abstract
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Monetary Policy in Estimated Models of Small Open and Closed Economies | by Dib, Ali | 2003-27
(Sep 2003) | Abstract
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Measuring Interest Rate Expectations in Canada | by Johnson, Grahame | 2003-26
(Sep 2003) | Abstract
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Income Trusts—Understanding the Issues | by King, Michael R. | 2003-25
(Sep 2003) | Abstract
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Forecasting and Analyzing World Commodity Prices | by Lalonde, René, Zhenhua Zhu, and Frédérick Demers | 2003-24
(Aug 2003) | Abstract
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What Does the Risk-Appetite Index Measure? | by Misina, Miroslav | 2003-23
(Aug 2003) | Abstract
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The Construction of Continuity-Adjusted Monetary Aggregate Components | by Kottaras, Jeannie | 2003-22
(Aug 2003) | Abstract
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Dynamic Factor Analysis for Measuring Money | by Gilbert, Paul D. and Lise Pichette | 2003-21
(Jul 2003) | Abstract
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The U.S. Stock Market and Fundamentals: A Historical Decomposition | by Dupuis, David and David Tessier | 2003-20
(Jul 2003) | Abstract
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A Small Dynamic Hybrid Model for the Euro Area | by Djoudad, Ramdane and Céline Gauthier | 2003-19
(Jul 2003) | Abstract
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Technological Change and the Education Premium in Canada: Sectoral Evidence | by Farès, Jean and Terence Yuen | 2003-18
(Jul 2003) | Abstract
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Explaining and Forecasting Inflation in Emerging Markets: The Case of Mexico | by Bailliu, Jeannine, Daniel Garcés, Mark Kruger, and Miguel Messmacher | 2003-17
(Jun 2003) | Abstract
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Some Notes on Monetary Policy Rules with Uncertainty | by Srour, Gabriel | 2003-16
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The Syndicated Loan Market: Developments in the North American Context | by Armstrong, Jim | 2003-15
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An Index of Financial Stress for Canada | by Illing, Mark and Ying Liu | 2003-14
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The Macroeconomic Effects of Military Buildups in a New Neoclassical Synthesis Framework | by Paquet, Alain, Louis Phaneuf, and Nooman Rebei | 2003-12
(Apr 2003) | Abstract
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Collateral and Credit Supply | by Atta-Mensah, Joseph | 2003-11
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A Stochastic Simulation Framework for the Government of Canada's Debt Strategy | by Bolder, David Jamieson | 2003-10
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Bank Lending, Credit Shocks, and the Transmission of Canadian Monetary Policy | by Atta-Mensah, Joseph and Ali Dib | 2003-9
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Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach | by Rennison, Andrew | 2003-8
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Testing the Stability of the Canadian Phillips Curve Using Exact Methods | by Khalaf, Lynda and Maral Kichian | 2003-7
(Mar 2003) | Abstract
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Valuation of Canadian- vs. U.S.-Listed Equity: Is There a Discount? | by King, Michael R. and Dan Segal | 2003-6
(Mar 2003) | Abstract
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Modélisation et prévision du taux de change réel effectif américain | by Lalonde, René et Patrick Sabourin | 2003-3
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Shift Contagion in Asset Markets | by Gravelle, Toni, Maral Kichian, and James Morley | 2003-5
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Are Distorted Beliefs Too Good to be True? | by Misina, Miroslav | 2003-4
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Managing Operational Risk in Payment, Clearing, and Settlement Systems | by McPhail, Kim | 2003-2
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Banking Crises and Contagion: Empirical Evidence | by Santor, Eric | 2003-1
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2002 |
Estimating Settlement Risk and the Potential for Contagion in Canada's Automated Clearing Settlement System | by Northcott, Carol Ann | 2002-41
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Inflation Changes, Yield Spreads, and Threshold Effects | by Tkacz, Greg | 2002-40
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An Empirical Analysis of Dynamic Interrelationships Among Inflation, Inflation Uncertainty, Relative Price Dispersion, and Output Growth | by Vitek, Francis | 2002-39
(Dec 2002) | Abstract
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Oil-Price Shocks and Retail Energy Prices in Canada | by Chacra, Marwan | 2002-38
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Alternative Public Spending Rules and Output Volatility | by Lam, Jean-Paul and William Scarth | 2002-37
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The Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area | by Karlinger, Liliane | 2002-35
(Nov 2002) | Abstract
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How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk? | by D'Souza, Chris | 2002-34
(Nov 2002) | Abstract
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Alternative Trading Systems: Does One Shoe Fit All? | by Audet, Nicolas, Toni Gravelle, and Jing Yang | 2002-33
(Nov 2002) | Abstract
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Labour Markets, Liquidity, and Monetary Policy Regimes | by Andolfatto, David, Scott Hendry, and Kevin Moran | 2002-32
(Nov 2002) | Abstract
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Supply Shocks and Real Exchange Rate Dynamics: Canadian Evidence | by Gauthier, Céline and David Tessier | 2002-31
(Nov 2002) | Abstract
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Inflation Expectations and Learning about Monetary Policy | by Andolfatto, David, Scott Hendry, and Kevin Moran | 2002-30
(Oct 2002) | Abstract
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Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada | by Bolder, David Jamieson and Scott Gusba | 2002-29
(Oct 2002) | Abstract
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Filtering for Current Analysis | by van Norden, Simon | 2002-28
(Oct 2002) | Abstract
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Habit Formation and the Persistence of Monetary Shocks | by Bouakez, Hafedh, Emanuela Cardia, and Francisco J. Ruge-Murcia | 2002-27
(Oct 2002) | Abstract
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Nominal Rigidity, Desired Markup Variations, and Real Exchange Rate Persistence | by Bouakez, Hafedh | 2002-26
(Sep 2002) | Abstract
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Nominal Rigidities and Monetary Policy in Canada Since 1981 | by Dib, Ali | 2002-25
(Sep 2002) | Abstract
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Financial Structure and Economic Growth: A Non-Technical Survey | by Dolar, Veronika and Césaire Meh | 2002-24
(Sep 2002) | Abstract
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How to Improve Inflation Targeting at the Bank of Canada | by Rowe, Nicholas | 2002-23
(Sep 2002) | Abstract
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The Usefulness of Consumer Confidence Indexes in the United States | by Desroches, Brigitte and Marc-André Gosselin | 2002-22
(Aug 2002) | Abstract
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Entrepreneurial Risk, Credit Constraints, and the Corporate Income Tax: A Quantitative Exploration | by Meh, Césaire Assah | 2002-21
(Aug 2002) | Abstract
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Evaluating the Quarterly Projection Model: A Preliminary Investigation | by Amano, Robert, Kim McPhail, Hope Pioro, and Andrew Rennison | 2002-20
(Aug 2002) | Abstract
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Estimates of the Sticky-Information Phillips Curve for the United States, Canada, and the United Kingdom | by Khan, Hashmat and Zhenhua Zhu | 2002-19
(Jul 2002) | Abstract
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Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data | by Moran, Kevin and Veronika Dolar | 2002-18
(Jul 2002) | Abstract
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Does Exchange Rate Policy Matter for Growth? | by Bailliu, Jeannine, Robert Lafrance, and Jean-François Perrault | 2002-17
(Jun 2002) | Abstract
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A Market Microstructure Analysis of Foreign Exchange Intervention in Canada | by D'Souza, Chris | 2002-16
(Jun 2002) | Abstract
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Corporate Bond Spreads and the Business Cycle | by Zhang, Zhiwei | 2002-15
(Jun 2002) | Abstract
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Entrepreneurship, Inequality, and Taxation | by Meh, Césaire Assah | 2002-14
(May 2002) | Abstract
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Towards a More Complete Debt Strategy Simulation Framework | by Bolder, David Jamieson | 2002-13
(May 2002) | Abstract
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Modelling Financial Instability: A Survey of the Literature | by Lai, Alexandra | 2002-12
(May 2002) | Abstract
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Risk, Entropy, and the Transformation of Distributions | by Reesor, R. Mark and Don L. McLeish | 2002-11
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The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ | by Gravelle, Toni | 2002-9
(Apr 2002) | Abstract |
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Restructuring in the Canadian Economy: A Survey of Firms | by Kwan, Carolyn C. | 2002-8
(Apr 2002) | Abstract |
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Contribution of ICT Use to Output and Labour-Productivity Growth in Canada | by Khan, Hashmat and Marjorie Santos | 2002-7
(Mar 2002) | Abstract |
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Currency Fluctuations, Liability Dollarization, and the Choice of Exchange Rate Regimes in Emerging Markets | by Osakwe, Patrick N. | 2002-6
(Feb 2002) | Abstract |
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The Effects of Bank Consolidation on Risk Capital Allocation and Market Liquidity | by D'Souza, Chris and Alexandra Lai | 2002-5
(Feb 2002) | Abstract |
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Does Micro Evidence Support the Wage Phillips Curve in Canada? | by Farès, Jean | 2002-4
(Feb 2002) | Abstract |
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An Introduction to Wavelets for Economists | by Schleicher, Christoph | 2002-3
(Jan 2002) | Abstract |
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Asset Allocation Using Extreme Value Theory | by Bensalah, Younes | 2002-2
(Jan 2002) | Abstract |
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Taylor Rules in the Quarterly Projection Model | by Armour, Jamie, Ben Fung, and Dinah Maclean | 2002-1
(Jan 2002) | Abstract |
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2001 |
The Monetary Transmission Mechanism at the Sectoral Level | by Farès, Jean and Gabriel Srour | 2001-27
(Dec 2001) | Abstract
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An Estimated Canadian DSGE Model with Nominal and Real Rigidities | by Dib, Ali | 2001-26
(Dec 2001) | Abstract
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New Phillips Curve with Alternative Marginal Cost Measures for Canada, the United States, and the Euro Area | by Gagnon, Edith and Hashmat Khan | 2001-25
(Dec 2001) | Abstract
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Price-Level versus Inflation Targeting in a Small Open Economy | by Srour, Gabriel | 2001-24
(Dec 2001) | Abstract
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Modelling Mortgage Rate Changes with a Smooth Transition Error-Correction Model | by Liu, Ying | 2001-23
(Dec 2001) | Abstract
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On Inflation and the Persistence of Shocks to Output | by Maral Kichian and Richard Luger | 2001-22
(Dec 2001) | Abstract
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A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data | by Li, Fuchun and Greg Tkacz | 2001-21
(Dec 2001) | Abstract
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The Resolution of International Financial Crises: Private Finance and Public Funds | by Haldane, Andy and Mark Kruger | 2001-20
(Nov 2001) | Abstract
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Employment Effects of Restructuring in the Public Sector in North America | by Fenton, Paul, Irene Ip, and Geoff Wright | 2001-19
(Nov 2001) | Abstract
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Evaluating Factor Models: An Application to Forecasting Inflation in Canada | by Gosselin, Marc-André and Greg Tkacz | 2001-18
(Nov 2001) | Abstract
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Why do Central Banks Smooth Interest Rates? | by Srour, Gabriel | 2001-17
(Oct 2001) | Abstract
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Implications of Uncertainty about Long-Run Inflation and the Price Level | by Stuber, Gerald | 2001-16
(Oct 2001) | Abstract
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Affine Term-Structure Models: Theory and Implementation | by Bolder, David Jamieson | 2001-15
(Oct 2001) | Abstract
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Predetermined Prices and the Persistent Effects of Money on Output | by Devereux, Michael B. and James Yetman | 2001-13
(Aug 2001) | Abstract
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Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods | by Li, Fuchun and Greg Tkacz | 2001-12
(Jul 2001) | Abstract
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Gaining Credibility for Inflation Targets | by Yetman, James | 2001-11
(Jul 2001) | Abstract
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The Future Prospects for National Financial Markets and Trading Centres | by Gaa, Charles, Stephen Lumpkin, Robert Ogrodnik, and Peter Thurlow | 2001-10
(Jun 2001) | Abstract
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Testing for a Structural Break in the Volatility of Real GDP Growth in Canada | by Debs, Alexandre | 2001-9
(Jun 2001) | Abstract
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How Rigid Are Nominal-Wage Rates? | by Crawford, Allan | 2001-8
(May 2001) | Abstract
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Downward Nominal-Wage Rigidity: Micro Evidence from Tobit Models | by Crawford, Allan and Geoff Wright | 2001-7
(May 2001) | Abstract
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The Zero Bound on Nominal Interest Rates: How Important Is It? | by Amirault, David and Brian O'Reilly | 2001-6
(Apr 2001) | Abstract
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Reactions of Canadian Interest Rates to Macroeconomic Announcements: Implications for Monetary Policy Transparency | by Gravelle, Toni and Richhild Moessner | 2001-5
(Apr 2001) | Abstract
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On the Nature and the Stability of the Canadian Phillips Curve | by Kichian, Maral | 2001-4
(Apr 2001) | Abstract
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On Commodity-Sensitive Currencies and Inflation Targeting | by Clinton, Kevin | 2001-3
(Mar 2001) | Abstract
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Exact Non-Parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity | by Luger, Richard | 2001-2
(Feb 2001) | Abstract
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The Elements of the Global Network for Large-Value Funds Transfers | by Dingle, James F. | 2001-1
(Feb 2001) | Abstract
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