Printed from https://ideas.repec.org/s/bca/bocawp6.html
Content
2005
- 05-45 An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate
by Ingrid Lo - 05-44 Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?
by Frédérick Demers & Annie De Champlain - 05-43 The 1975-78 Anti-Inflation Program in Retrospect
by John Sargent - 05-42 Order Submission: The Choice between Limit and Market Orders
by Ingrid Lo & Stephen Sapp - 05-41 Modelling and Forecasting Housing Investment: The Case of Canada
by Frédérick Demers - 05-40 Subordinated Debt and Market Discipline in Canada
by Greg Caldwell - 05-39 Measurement Bias in the Canadian Consumer Price Index
by James Rossiter - 05-38 An Empirical Analysis of Foreign Exchange Reserves in Emerging Asia
by Marc-André Gosselin & Nicolas Parent - 05-37 Quantity, Quality, and Relevance: Central Bank Research, 1990-2003
by Pierre St-Amant & Greg Tkacz & Annie Guérard-Langlois & Louis Morel - 05-36 The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach
by René Garcia & Richard Luger - 05-35 Testing the Parametric Specification of the Diffusion Function in a Diffusion Process
by Fuchun Li - 05-34 The Exchange Rate and Canadian Inflation Targeting
by Christopher Ragan - 05-33 Does Financial Structure Matter for the Information Content of Financial Indicators?
by Ramdane Djoudad & Jack Selody & Carolyn A. Wilkins - 05-32 Degree of Internationalization and Performance: An Analysis of Canadian Banks
by Walid Hejazi & Eric Santor - 05-31 Forecasting Canadian GDP: Region-Specific versus Countrywide Information
by Frédérick Demers & David Dupuis - 05-30 Intertemporal Substitution in Macroeconomics: Evidence from a Two-Dimensional Labour Supply Model with Money
by Ali Dib & Louis Phaneuf - 05-29 Has Exchange Rate Pass-Through Really Declined in Canada?
by Hafedh Bouakez & Nooman Rebei - 05-28 Inflation and Relative Price Dispersion in Canada: An Empirical Assessment
by André Binette & Sylvain Martel - 05-27 Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis
by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian - 05-26 Uninsured Idiosyncratic Production Risk with Borrowing Constraints
by Francisco Covas - 05-25 The Impact of Unanticipated Defaults in Canada's Large Value Transfer System
by Darcey McVanel - 05-24 A Search Model of Venture Capital, Entrepreneurship, and Unemployment
by Robin Boadway & Oana Secrieru & Marianne Vigneault - 05-23 Pocket Banks and Out-of-Pocket Losses: Links between Corruption and Contagion
by Raphael Solomon - 05-22 The Effects of the Exchange Rate on Investment: Evidence from Canadian Manufacturing Industries
by Tarek Harchaoui & Faouzi Tarkhani & Terence Yuen - 05-21 The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar
by Michael R. King & Rasmus Fatum - 05-20 La fonction de production et les données canadiennes
by Patrick Perrier - 05-19 Bank Failures and Bank Fundamentals: A Comparative Analysis of Latin America and East Asia during the Nineties using Bank-Level Data
by Marco Arena - 05-18 Lines of Credit and Consumption Smoothing: The Choice between Credit Cards and Home Equity Lines of Credit
by Shubhasis Dey - 05-17 Risk Perceptions and Attitudes
by Miroslav Misina - 05-16 Endogenous Central Bank Credibility in a Small Forward-Looking Model of the U.S. Economy
by René Lalonde - 05-15 Learning-by-Doing or Habit Formation?
by Hafedh Bouakez & Takashi Kano - 05-14 Labour Market Adjustments to Exchange Rate Fluctuations: Evidence from Canadian Manufacturing Industries
by Danny Leung & Terence Yuen - 05-13 Efficiency and Economies of Scale of Large Canadian Banks
by Jason Allen & Ying Liu - 05-12 Do Exchange Rates Affect the Capital-Labour Ratio? Panel Evidence from Canadian Manufacturing Industries
by Danny Leung & Terence Yuen - 05-11 An Analysis of Closure Policy under Alternative Regulatory Structures
by Greg Caldwell - 05-10 Educational Spillovers: Does One Size Fit All?
by Robert Baumann & Raphael Solomon - 05-9 State Dependence in Fundamentals and Preferences Explains Risk-Aversion Puzzle
by Fousseni Chabi-Yo & René Garcia & Eric Renault - 05-8 Recent Developments in Self-Employment in Canada
by Nadja Kamhi & Danny Leung - 05-7 Determinants of Borrowing Limits on Credit Cards
by Shubhasis Dey & Gene Mumy - 05-6 Monetary Policy under Model and Data-Parameter Uncertainty
by Gino Cateau - 05-5 Y a-t-il eu surinvestissement au Canada durant la seconde moitié des années 1990?
by Sylvain Martel - 05-4 State-Dependent or Time-Dependent Pricing: Does It Matter for Recent U.S. Inflation?
by Peter J. Klenow & Oleksiy Kryvtsov - 05-3 Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem?
by Michael R. King & Maksym Padalko - 05-2 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 & Eric Renault - 05-1 Self-Enforcing Labour Contracts and the Dynamics Puzzle
by Christian Calmès
2004
- 04-49 Trade Credit and Credit Rationing in Canadian Firms
by Rose Cunningham - 04-48 An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates
by David Bolder & Grahame Johnson & Adam Metzler - 04-47 The Monetary Origins of Asymmetric Information in International Equity Markets
by Gregory Bauer & Clara Vega - 04-46 Une approche éclectique d'estimation du PIB potentiel pour le Royaume-Uni
by Charles St-Arnaud - 04-45 Modelling the Evolution of Credit Spreads in the United States
by Stuart Turnbull & Jun Yang - 04-44 The Transmission of World Shocks to Emerging-Market Countries: An Empirical Analysis
by Brigitte Desroches - 04-43 Real Return Bonds, Inflation Expectations, and the Break-Even Inflation Rate
by Ian Christensen & Frédéric Dion & Christopher Reid - 04-42 International Equity Flows and Returns: A Quantitative Equilibrium Approach
by Rui Albuquerque & Gregory Bauer & Martin Schneider - 04-41 Characterization of the Dynamic Effects of Fiscal Shocks in a Small Open Economy
by Nooman Rebei - 04-40 Prévision et analyse de la production manufacturière au Canada : comparaison de modèles linéaires et non linéaires
by Frédérick Demers - 04-39 A Forecasting Model for Inventory Investments in Canada
by Marwan Chacra & Maral Kichian - 04-38 Finance Constraints and Inventory Investment: Empirical Tests with Panel Data
by Rose Cunningham - 04-37 The Implications of Transmission and Information Lags for the Stabilization Bias and Optimal Delegation
by Jean-Paul Lam & Florian Pelgrin - 04-36 Optimal Taylor Rules in an Estimated Model of a Small Open Economy
by Steve Ambler & Ali Dib & Nooman Rebei - 04-35 The U.S. New Keynesian Phillips Curve: An Empirical Assessment
by Alain Guay & Florian Pelgrin - 04-34 Market Valuation and Risk Assessment of Canadian Banks
by Ying Liu & Eli Papakirykos & Mingwei Yuan - 04-33 Counterfeiting: A Canadian Perspective
by John Chant - 04-32 Investment, Private Information, and Social Learning: A Case Study of the Semiconductor Industry
by Rose Cunningham - 04-31 The New Keynesian Hybrid Phillips Curve: An Assessment of Competing Specifications for the United States
by David Dupuis - 04-30 The New Basel Capital Accord and the Cyclical Behaviour of Bank Capital
by Mark Illing & Graydon Paulin - 04-29 Uninsurable Investment Risks
by Césaire Meh & Vincenzo Quadrini - 04-28 Monetary and Fiscal Policies in Canada: Some Interesting Principles for EMU?
by Virginie Traclet - 04-27 Financial Market Imperfection, Overinvestment,and Speculative Precaution
by Christian Calmès - 04-26 Regulatory Changes and Financial Structure: The Case of Canada
by Christian Calmès - 04-25 Money Demand and Economic Uncertainty
by Joseph Atta-Mensah - 04-24 Competition in Banking: A Review of the Literature
by Carol Ann Northcott - 04-23 Convergence of Government Bond Yields in the Euro Zone: The Role of Policy Harmonization
by Denise Côté & Christopher Graham - 04-22 Financial Conditions Indexes for Canada
by Céline Gauthier & Christopher Graham & Ying Liu - 04-21 Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation
by Jeannine Bailliu & Eiji Fujii - 04-20 Commodity-Linked Bonds: A Potential Means for Less-Developed Countries to Raise Foreign Capital
by Joseph Atta-Mensah - 04-19 Translog ou Cobb-Douglas? Le rôle des durées d'utilisation des facteurs
by Eric Heyer & Florian Pelgrin & Arnaud Sylvain - 04-18 When Bad Things Happen to Good Banks: Contagious Bank Runs and Currency Crises
by Raphael Solomon - 04-17 International Cross-Listing and the Bonding Hypothesis
by Michael R. King & Dan Segal - 04-16 The Effects of Economic News on Bond Market Liquidity
by Chris D'Souza & Charles Gaa - 04-15 The Bank of Canada's Business Outlook Survey: An Assessment
by Monica Martin & Cristiano Papile - 04-14 National Saving-Investment Dynamics and International Capital Mobility
by Florian Pelgrin & Sebastian Schich - 04-13 Contraintes de liquidité et capital humain dans une petite économie ouverte
by Florian Pelgrin - 04-12 Durées d’utilisation des facteurs et fonction de production : une estimation par la méthode des moments généralisés en système
by Eric Heyer & Florian Pelgrin & Arnaud Sylvain - 04-11 Estimating New Keynesian Phillips Curves Using Exact Methods
by Lynda Khalaf & Maral Kichian - 04-10 Public Venture Capital and Entrepreneurship
by Oana Secrieru & Marianne Vigneault - 04-9 Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework
by Jean-Paul Lam - 04-8 The Economic Theory of Retail Pricing: A Survey
by Oana Secrieru - 04-7 The Demand for Money in a Stochastic Environment
by Joseph Atta-Mensah - 04-6 Bank Capital, Agency Costs, and Monetary Policy
by Césaire Meh & Kevin Moran - 04-5 Structural Change and Forecasting Long-Run Energy Prices
by Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian - 04-4 A Structural Small Open-Economy Model for Canada
by Stephen Murchison & Andrew Rennison & Zhenhua Zhu - 04-3 Modélisation « PAC » du secteur extérieur de l'économie américaine
by Marc-André Gosselin & René Lalonde - 04-2 Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates
by Richard Luger - 04-1 The Effect of Adjustment Costs and Organizational Change on Productivity in Canada: Evidence from Aggregate Data
by Danny Leung
2003
- 03-44 Common Trends and Common Cycles in Canadian Sectoral Output
by Francisco Barillas & Christoph Schleicher - 03-43 Why Does Private Consumption Rise After a Government Spending Shock?
by Hafedh Bouakez & Nooman Rebei - 03-42 A Structural VAR Approach to the Intertemporal Model of the Current Account
by Takashi Kano - 03-41 Anatomy of a Twin Crisis
by Raphael Solomon - 03-40 Poignée de main invisible et persistance des cycles économiques : une revue de la littérature
by Christian Calmès - 03-39 Alternative Targeting Regimes, Transmission Lags, and the Exchange Rate Channel
by Jean-Paul Lam - 03-38 Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model
by Scott Hendry & Wai-Ming Ho & Kevin Moran - 03-37 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 & Eric Santor - 03-36 Excess Collateral in the LVTS: How Much is Too Much?
by Kim McPhail & Anastasia Vakos - 03-35 Real Exchange Rate Persistence in Dynamic General-Equilibrium Sticky-Price Models: An Analytical Characterization
by Hafedh Bouakez - 03-34 Governance and Financial Fragility: Evidence from a Cross-Section of Countries
by Michael Francis - 03-33 Do Peer Group Members Outperform Individual Borrowers? A Test of Peer Group Lending Using Canadian Micro-Credit Data
by Rafael Gomez & Eric Santor - 03-32 The Canadian Phillips Curve and Regime Shifting
by Frédérick Demers - 03-31 A Simple Test of Simple Rules: Can They Improve How Monetary Policy is Implemented with Inflation Targets?
by Nicholas Rowe & David Tulk - 03-30 Are Wealth Effects Important for Canada?
by Lise Pichette & Dominique Tremblay - 03-29 Nominal Rigidities and Exchange Rate Pass-Through in a Structural Model of a Small Open Economy
by Steve Ambler & Ali Dib & Nooman Rebei - 03-28 An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds
by Chris D'Souza & Charles Gaa & Jing Yang - 03-27 Monetary Policy in Estimated Models of Small Open and Closed Economies
by Ali Dib - 03-26 Measuring Interest Rate Expectations in Canada
by Grahame Johnson - 03-25 Income Trusts--Understanding the Issues
by Michael R. King - 03-24 Forecasting and Analyzing World Commodity Prices
by René Lalonde & Zhenhua Zhu & Frédérick Demers - 03-23 What Does the Risk-Appetite Index Measure?
by Miroslav Misina - 03-22 The Construction of Continuity-Adjusted Monetary Aggregate Components
by Jeannie Kottaras - 03-21 Dynamic Factor Analysis for Measuring Money
by Paul Gilbert & Lise Pichette - 03-20 The U.S. Stock Market and Fundamentals: A Historical Decomposition
by David Dupuis & David Tessier - 03-19 A Small Dynamic Hybrid Model for the Euro Area
by Ramdane Djoudad & Céline Gauthier - 03-18 Technological Change and the Education Premium in Canada: Sectoral Evidence
by Jean Farès & Terence Yuen - 03-17 Explaining and Forecasting Inflation in Emerging Markets: The Case of Mexico
by Jeannine Bailliu & Daniel Garcés & Mark Kruger & Miguel Messmacher - 03-16 Some Notes on Monetary Policy Rules with Uncertainty
by Gabriel Srour - 03-15 The Syndicated Loan Market: Developments in the North American Context
by Jim Armstrong - 03-14 An Index of Financial Stress for Canada
by Mark Illing & Ying Liu - 03-13 Un modèle « PAC » d'analyse et de prévision des dépense des ménages américains
by Marc-André Gosselin & René Lalonde - 03-12 The Macroeconomic Effects of Military Buildups in a New Neoclassical Synthesis Framework
by Alain Paquet & Louis Phaneuf & Nooman Rebei - 03-11 Collateral and Credit Supply
by Joseph Atta-Mensah - 03-10 A Stochastic Simulation Framework for the Government of Canada's Debt Strategy
by David Bolder - 03-9 Bank Lending, Credit Shocks, and the Transmission of Canadian Monetary Policy
by Joseph Atta-Mensah & Ali Dib - 03-8 Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach
by Andrew Rennison - 03-7 Testing the Stability of the Canadian Phillips Curve Using Exact Methods
by Lynda Khalaf & Maral Kichian - 03-6 Valuation of Canadian- vs. U.S.-Listed Equity: Is There a Discount?
by Michael R. King & Dan Segal - 03-5 Shift Contagion in Asset Markets
by Toni Gravelle & Maral Kichian & James Morley - 03-4 Are Distorted Beliefs Too Good to be True?
by Miroslav Misina - 03-3 Modélisation et prévision du taux de change réel effectif américain
by René Lalonde & Patrick Sabourin - 03-2 Managing Operational Risk in Payment, Clearing, and Settlement Systems
by Kim McPhail - 03-1 Banking Crises and Contagion: Empirical Evidence
by Eric Santor
2002
- 02-42 Salaire réel, chocs technologiques et fluctuations économiques
by Dominique Tremblay - 02-41 Estimating Settlement Risk and the Potential for Contagion in Canada's Automated Clearing Settlement System
by Carol Ann Northcott - 02-40 Inflation Changes, Yield Spreads, and Threshold Effects
by Greg Tkacz - 02-39 An Empirical Analysis of Dynamic Interrelationships Among Inflation, Inflation Uncertainty, Relative Price Dispersion, and Output Growth
by Francis Vitek - 02-38 Oil-Price Shocks and Retail Energy Prices in Canada
by Marwan Chacra - 02-37 Alternative Public Spending Rules and Output Volatility
by Jean-Paul Lam & William Scarth - 02-36 Une approche éclectique d'estimation du PIB potentiel américain
by Marc-André Gosselin & René Lalonde - 02-35 The Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area
by Liliane Karlinger - 02-34 How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?
by Chris D'Souza - 02-33 Alternative Trading Systems: Does One Shoe Fit All?
by Nicolas Audet & Toni Gravelle & Jing Yang - 02-32 Labour Markets, Liquidity, and Monetary Policy Regimes
by David Andolfatto & Scott Hendry & Kevin Moran - 02-31 Supply Shocks and Real Exchange Rate Dynamics: Canadian Evidence
by Céline Gauthier & David Tessier - 02-30 Inflation Expectations and Learning about Monetary Policy
by David Andolfatto & Scott Hendry & Kevin Moran - 02-29 Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada
by David Bolder & Scott Gusba - 02-28 Filtering for Current Analysis
by Simon van Norden - 02-27 Habit Formation and the Persistence of Monetary Shocks
by Hafedh Bouakez & Emanuela Cardia & Francisco Ruge-Murcia - 02-26 Nominal Rigidity, Desired Markup Variations, and Real Exchange Rate Persistence
by Hafedh Bouakez - 02-25 Nominal Rigidities and Monetary Policy in Canada Since 1981
by Ali Dib - 02-24 Financial Structure and Economic Growth: A Non-Technical Survey
by Veronika Dolar & Césaire Meh - 02-23 How to Improve Inflation Targeting at the Bank of Canada
by Nicholas Rowe - 02-22 The Usefulness of Consumer Confidence Indexes in the United States
by Brigitte Desroches & Marc-André Gosselin - 02-21 Entrepreneurial Risk, Credit Constraints, and the Corporate Income Tax: A Quantitative Exploration
by Césaire Meh - 02-20 Evaluating the Quarterly Projection Model: A Preliminary Investigation
by Robert Amano & Kim McPhail & Hope Pioro & Andrew Rennison - 02-19 Estimates of the Sticky-Information Phillips Curve for the United States, Canada, and the United Kingdom
by Hashmat Khan & Zhenhua Zhu - 02-18 Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data
by Kevin Moran & Veronika Dolar - 02-17 Does Exchange Rate Policy Matter for Growth?
by Jeannine Bailliu & Robert Lafrance & Jean-François Perrault - 02-16 A Market Microstructure Analysis of Foreign Exchange Intervention in Canada
by Chris D'Souza - 02-15 Corporate Bond Spreads and the Business Cycle
by Zhiwei Zhang - 02-14 Entrepreneurship, Inequality, and Taxation
by Césaire Meh - 02-13 Towards a More Complete Debt Strategy Simulation Framework
by David Bolder - 02-12 Modelling Financial Instability: A Survey of the Literature
by Alexandra Lai - 02-11 Risk, Entropy, and the Transformation of Distributions
by Mark Reesor & Don McLeish - 02-10 La fiabilité des estimations de l'écart de production au Canada
by Jean-Philippe Cayen & Simon van Norden - 02-9 The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ
by Toni Gravelle - 02-8 Restructuring in the Canadian Economy: A Survey of Firms
by Carolyn Kwan - 02-7 Contribution of ICT Use to Output and Labour-Productivity Growth in Canada
by Hashmat Khan & Marjorie Santos - 02-6 Currency Fluctuations, Liability Dollarization, and the Choice of Exchange Rate Regimes in Emerging Markets
by Patrick Osakwe - 02-5 The Effects of Bank Consolidation on Risk Capital Allocation and Market Liquidity
by Chris D'Souza & Alexandra Lai - 02-4 Does Micro Evidence Support the Wage Phillips Curve in Canada?
by Jean Farès - 02-3 An Introduction to Wavelets for Economists
by Christoph Schleicher - 02-2 Asset Allocation Using Extreme Value Theory
by Younes Bensalah - 02-1 Taylor Rules in the Quarterly Projection Model
by Jamie Armour & Ben Fung & Dinah Maclean
2001
- 01-27 The Monetary Transmission Mechanism at the Sectoral Level
by Jean Farès & Gabriel Srour - 01-26 An Estimated Canadian DSGE Model with Nominal and Real Rigidities
by Ali Dib - 01-25 New Phillips Curve with Alternative Marginal Cost Measures forCanada, the United States, and the Euro Area
by Edith Gagnon & Hashmat Khan - 01-24 Price-Level versus Inflation Targeting in a Small Open Economy
by Gabriel Srour - 01-23 Modelling Mortgage Rate Changes with a Smooth Transition Error-Correction Model
by Ying Liu - 01-22 On Inflation and the Persistence of Shocks to Output
by Richard Luger & Maral Kichian - 01-21 A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data
by Fuchun Li & Greg Tkacz - 01-20 The Resolution of International Financial Crises: Private Finance and Public Funds
by Andy Haldane & Mark Kruger - 01-19 Employment Effects of Restructuring in the Public Sector in North America
by Paul Fenton & Irene Ip & Geoff Wright - 01-18 Evaluating Factor Models: An Application to Forecasting Inflation in Canada
by Marc-André Gosselin & Greg Tkacz - 01-17 Why Do Central Banks Smooth Interest Rates?
by Gabriel Srour - 01-16 Implications of Uncertainty about Long-Run Inflation and the Price Level
by Gerald Stuber - 01-15 Affine Term-Structure Models: Theory and Implementation
by David Bolder - 01-14 L'effet de la richesse sur la consommation aux États-Unis
by Yanick Desnoyers - 01-13 Predetermined Prices and the Persistent Effects of Money on Output
by Michael Devereux & James Yetman - 01-12 Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods
by Fuchun Li & Greg Tkacz - 01-11 Gaining Credibility for Inflation Targets
by James Yetman - 01-10 The Future Prospects for National Financial Markets and Trading Centres
by Charles Gaa & Stephen Lumpkin & Robert Ogrodnick & Peter Thurlow