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Content
2001
- 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 - 01-9 Testing for a Structural Break in the Volatility of Real GDP Growth in Canada
by Alexandre Debs - 01-8 How Rigid Are Nominal-Wage Rates?
by Allan Crawford - 01-7 Downward Nominal-Wage Rigidity: Micro Evidence from Tobit Models
by David Amirault & Brian O'Reilly - 01-6 The Zero Bound on Nominal Interest Rates: How Important Is It?
by David Amirault & Brian O'Reilly - 01-5 Reactions of Canadian Interest Rates to Macroeconomic Announcements: Implications for Monetary Policy Transparency
by Toni Gravelle & Richhild Moessner - 01-4 On the Nature and the Stability of the Canadian Phillips Curve
by Maral Kichian - 01-3 On Commodity-Sensitive Currencies and Inflation Targeting
by Kevin Clinton - 01-2 Exact Non-Parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity
by Richard Luger - 01-1 The Elements of the Global Network for Large-Value Funds Transfers
by James Dingle
2000
- 00-23 The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables
by Nikola Gradojevic & Jing Yang - 00-22 Une analyse empirique du lien entre la productivité et le taux de change réel Canada-É-U
by David Dupuis & David Tessier - 00-21 Les effets réels du cours des actions sur la consommation
by Lise Pichette - 00-20 Steps in Applying Extreme Value Theory to Finance: A Review
by Younes Bensalah - 00-19 Le modèle USM d'analyse et de projection de l'économie américaine
by René Lalonde - 00-18 Inflation and the Tax System in Canada: An Exploratory Partial-Equilibrium Analysis
by Brian O'Reilly & Mylène Levac - 00-17 A Practical Guide to Swap Curve Construction
by Uri Ron - 00-16 Private Capital Flows, Financial Development, and Economic Growth in Developing Countries
by Jeannine Bailliu - 00-15 Private Capital Flows, Financial Development, and Economic Growth in Developing Countries
by Jeannine Bailliu - 00-14 Employment Effects Of Nominal-Wage Rigidity: An Examination Using Wage-Settlements Data
by Umar Faruqui - 00-13 Price Stickiness, Inflation, and Output Dynamics: A Cross-Country Analysis
by Hashmat Khan - 00-12 Fractional Cointegration and the Demand for M1
by Greg Tkacz - 00-11 Identifying Policy-makers' Objectives: An Application to the Bank of Canada
by Nicholas Rowe & James Yetman - 00-10 Probing Potential Output: Monetary Policy, Credibility, and Optimal Learning under Uncertainty
by James Yetman - 00-9 Modelling Risk Premiums in Equity and Foreign Exchange Markets
by René Garcia & Maral Kichian - 00-8 Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry
by Lynda Khalaf & Maral Kichian - 00-7 Non-Parametric and Neural Network Models of Inflation Changes
by Greg Tkacz - 00-6 Some Explorations, Using Canadian Data, of the S-Variable in Akerlof, Dickens, and Perry (1996)
by Seamus Hogan & Lise Pichette - 00-5 Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator
by Greg Tkacz - 00-4 Quelques résultats empiriques relatifs à l'évolution du taux de change Canada/États-Unis
by Ramdane Djoudad & David Tessier - 00-3 Long-Term Determinants of the Personal Savings Rate: Literature Review and Some Empirical Results for Canada
by Gilles Bérubé & Denise Côté - 00-2 GAUSS™ Programs for the Estimation of State-Space Models with ARCH Errors: A User's Guide
by Maral Kichian - 00-1 The Employment Costs of Downward Nominal-Wage Rigidity
by Jean Farès & Seamus Hogan
1999
- 99-20 The Expectations Hypothesis for the Longer End of the Term Structure: Some Evidence for Canada
by Ron Lange - 99-19 Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model
by John Knight & Fuchun Li & Mingwei Yuan - 99-18 Estimating One-Factor Models of Short-Term Interest Rates
by Des Mc Manus & David Watt - 99-17 Canada’s Exchange Rate Regime and North American Economic Integration: The Role of Risk-Sharing Mechanisms
by Zahir Antia & Ramdane Djoudad & Pierre St-Amant - 99-16 Optimal Currency Areas: A Review of the Recent Literature
by Robert Lafrance & Pierre St-Amant - 99-15 The Information Content of Interest Rate Futures Options
by René Lalonde - 99-14 The U.S. Capacity Utilization Rate: A New Estimation Approach
by René Lalonde - 99-13 Indicator Models of Core Inflation for Canada
by Richard Dion - 99-12 Why Canada Needs a Flexible Exchange Rate
by John Murray - 99-11 Liquidity of the Government of Canada Securities Market: Stylized Facts and Some Market Microstructure Comparisons to the United States Treasury Market
by Toni Gravelle - 99-10 Real Effects of Collapsing Exchange Rate Regimes: An Application to Mexico
by Patrick Osakwe & Lawrence L. Schembri - 99-9 Measuring Potential Output within a State-Space Framework
by Maral Kichian - 99-8 Monetary Rules When Economic Behaviour Changes
by Robert Amano & Donald Coletti & Tiff Macklem - 99-7 The Exchange Rate Regime and Canada's Monetary Order
by David Laidler - 99-6 Uncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets
by Ben Fung & Scott Mitnick & Eli Remolona - 99-5 The Quantity of Money and Monetary Policy
by David Laidler - 99-4 An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention
by Neil Beattie & Jean-François Fillion - 99-3 Forecasting GDP Growth Using Artificial Neural Networks
by Greg Tkacz & Sarah Hu - 99-2 Capital Gains and Inflation Taxes in a Life-cycle Model
by Charles Leung & Guang-Jia Zhang - 99-1 Dynamic Employment and Hours Effects of Government Spending Shocks
by Mingwei Yuan & Wenli Li
1998
- 98-23 Résultats empiriques multi-pays relatifs à l'impact des cibles d'inflation sur la crédibilité de la politique monétaire
by Pierre St-Amant & David Tessier - 98-22 A Non-Paradoxical Interpretation of the Gibson Paradox
by Serge Coulombe - 98-21 Une nouvelle méthode d'estimation de l'écart de production et son application aux États-Unis, au Canada et à l'Allemagne
by René Lalonde & Jennifer Page & Pierre St-Amant - 98-20 Evaluating Alternative Measures of the Real Effective Exchange Rate
by Robert Lafrance & Patrick Osakwe & Pierre St-Amant - 98-19 Can a Matching Model Explain the Long-Run Increase in Canada's Unemployment Rate?
by Andreas Hornstein & Mingwei Yuan - 98-18 The Sale of Durable Goods by a Monopolist in a Stochastic Environment
by Gabriel Srour - 98-17 La politique monétaire a-t-elle des effets asymétriques sur l'emploi?
by Lise Pichette - 98-16 Consumer Attitudes, Uncertainty, and Consumer Spending
by Denise Côté & Marianne Johnson - 98-15 On the Believable Benefits of Low Inflation
by Christopher Ragan - 98-14 Non-Linearities in the Output-Inflation Relationship: Some Empirical Results for Canada
by Chantal Dupasquier & Nicholas Ricketts - 98-13 Le PIB potentiel des États-Unis et ses déterminants : la productivité de la main-d'oeuvre et le taux d'activité
by René Lalonde - 98-12 Un examen de la crédibilité de la politique monétaire au Canada
by Patrick Perrier - 98-11 Liquidity Effects and Market Frictions
by Scott Hendry & Guang-Jia Zhang - 98-10 Fundamentals, Contagion and Currency Crises: An Empirical Analysis
by Mark Kruger & Patrick Osakwe & Jennifer Page - 98-9 Buying Back Government Bonds: Mechanics and Other Considerations
by Toni Gravelle - 98-8 Easing Restrictions on the Stripping and Reconstitution of Government of Canada Bonds
by David Bolder & Serge Boisvert - 98-7 Uncertainty and Multiple Paradigms of the Transmission Mechanism
by Walter Engert & Jack Selody - 98-6 Forecasting Inflation with the M1-VECM: Part Two
by Walter Engert & Scott Hendry - 98-5 Predicting Canadian Recessions Using Financial Variables: A Probit Approach
by Joseph Atta-Mensah & Greg Tkacz - 98-4 A Discussion of the Reliability of Results Obtained with Long-Run Identifying Restrictions
by Pierre St-Amant & David Tessier - 98-3 Tendance des dépenses publiques et de l'inflation et évolution comparative du taux de chômage au Canada et aux États-Unis
by Pierre St-Amant & David Tessier - 98-2 International Borrowing, Specialization and Unemployment in a Small, Open Economy
by Patrick Osakwe - 98-1 Food Aid Delivery, Food Security and Aggregate Welfare in a Small Open Economy: Theory and Evidence
by Patrick Osakwe
1997
- 97-20 A Measure of Underlying Inflation in the United States
by Iris Claus - 97-19 Modelling the behaviour of U.S. Inventories: A Cointegration-Euler Approach
by Iris Claus - 97-18 Canadian Short-Term Interest Rates and the BAX Futures Markets: An Analysis of the Impact of Volatility on Hedging Activity and the Correlation of Returns Between Markets
by David Watt - 97-17 Les marchés du travail régionaux : une comparaison entre le Canada et les États-Unis
by Mario Lefebvre - 97-16 Canadian Policy Analysis Model: CPAM
by Richard Black & David Rose - 97-15 The Effects of Budget Rules on Fiscal Performance and Macroeconomic Stabilization
by Jonathan Millar - 97-14 Menu Costs, Relative Prices, and Inflation: Evidence for Canada
by Robert Amano & Tiff Macklem - 97-13 What Does Downward Nominal-Wage Rigidity Imply for Monetary Policy?
by Seamus Hogan - 97-12 A Micro Approach to the Issue of Hysteresis in Unemployment: Evidence from the 19881990 Labour Market Activity Survey
by Gordon Wilkinson - 97-11 A Band-Aid Solution to Inflation Targeting
by Robert Amano & Richard Black & Marcel Kasumovich - 97-10 The Structure of Interest Rates in Canada: Information Content about Medium-Term Inflation
by Jim Day & Ron Lange - 97-9 Mesures du taux d'inflation tendanciel
by Thérèse Laflèche - 97-8 Implementation of Monetary Policy in a Regime with Zero Reserve Requirements
by Kevin Clinton - 97-7 Monetary Shocks in the G-6 Countries: Is There a Puzzle?
by Ben Fung & Marcel Kasumovich - 97-6 Lagging Productivity Growth in the Service Sector: Mismeasurement, Mismanagement or Misinformation?
by Dinah Maclean - 97-5 A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap
by Chantal Dupasquier & Alain Guay & Pierre St-Amant - 97-4 The Liquidity Trap: Evidence from Japan
by Isabelle Weberpals - 97-3 La courbe de Phillips au Canada : un examen de quelques hypothèses
by Jean-François Fillion & André Léonard - 97-2 Fads or Bubbles?
by Huntley Schaller & Simon van Norden - 97-1 Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples
by Marie-Josée Godbout & Simon van Norden
1996
- 96-15 A Modified P*-Model of Inflation Based on M1
by Joseph Atta-Mensah - 96-14 L'endettement du Canada et ses effets sur les taux d'interet reels de long term
by Jean-François Fillion - 96-13 Speculative Behaviour, Regime-Switching and Stock Market Crashes
by Simon van Norden & Huntley Schaller - 96-12 The Commodity-Price Cycle and Regional Economic Performance in Canada
by Mario Lefebvre & Stephen S. Poloz - 96-11 Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?
by Robert Vigfusson & Simon van Norden - 96-10 Unit-Root Test and Excess Returns
by Marie-Josée Godbout & Simon van Norden - 96-09 Does Inflation Uncertainty Vary with the Level of Inflation?
by Allan Crawford & Marcel Kasumovich - 96-8 Interpreting Money-Spply and Interest-Rate Sgocks as Monetary-Policy Shocks
by Marcel Kasumovich - 96-7 An Econometric Examination of the Trend Unemployment Rate in Canada
by Denise Côté & Doug Hostland - 96-6 Provincial Credit Rating in Canada: An Ordered Probit Analysis
by Stella Cheung - 96-5 A Distant-Early-Warning Model of Inflation Based on M1 Disequilibria
by Jamie Armour & Joseph Atta-Mensah & Walter Engert & Scott Hendry - 96-4 Overnight Rate Innovations as a measure of monetary Policy Shocks in Vector Autoregressions
by Jamie Armour & Walter Engert & Ben Fung - 96-3 Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures
by Simon van Norden & Robert Vigfusson - 96-2 Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest rates Using Structural VAR Methodology
by Pierre St-Amant - 96-1 Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach
by Robert Vigfusson
Undated
- 94-12 Searching for the Liquidity Effect in Canada
by Ben Fung & Rohit Gupta - 94-11 The Causes of Unemployment in Canada: A Review of the Evidence
by Stephen S. Poloz - 94-10 Les provinces canadiennes et la convergence : une evaluation empirique
by Mario Lefebvre - 95-7 Analytical Derivatives for Markov Switching Models
by Jeff Gable & Simon van Norden & Robert Vigfusson - 95-6 Inflation, Learning And Monetary Policy Regimes In The G-7 Economies
by Nicholas Ricketts & David Rose - 95-5 CHANGES IN THE INFLATION PROCESS IN CANADA: Evidence and Implications
by Doug Hostland - 95-4 GOVERNMENT DEBT AND DEFICITS IN CANADA: A Macro Simulation Analysis
by Tiff Macklem & David Rose & Robert Tetlow - 95-3 Empirical Evidence on the Cost of Adjustment and Dynamic Labour Demand
by Robert Amano - 95-2 Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy
by Alain DeSerres & Alain Guay & Pierre St-Amant - 95-1 Deriving Agents' Inflation Forecasts from the Term Structure of Interest Rates
by Christopher Ragan - 94-9 Symetrie des chocs touchant les regions canadiennes et choix d'un regime de change
by Alain DeSerres & René Lalonde - 94-8 An Empirical Investigation into Government Spending and Private Sector Behaviour
by Robert Amano & Tony S. Wirjanto - 94-7 L'endettement du secteur prive au Canada: un examen macroeconomique
by Jean-François Fillion - 94-6 The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation
by Robert Amano & Tony S. Wirjanto - 94-5 Exchange Rate Volatility and Trade: A Survey
by Agathe Côté - 94-4 An Up-to-Date and Improved BVAR Model of the Canadian Economy
by Daniel Racette & Jacques Raynauld & Christian Sigouin - 94-3 The Term Structure and Real Activity in Canada
by Barry Cozier & Greg Tkacz - 94-2 A Further Analysis of Exchange Rate Targeting in Canada
by Robert Amano & Tony S. Wirjanto - 94-1 Optimum Currency Areas and Shock Asymmetry: A Comparison of Europe and the United States
by Nick Chamie & Alain DeSerres & René Lalonde