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Publications
by members of
Bank of Canada
Ottawa, Canada
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters | Software components |Working papers
Undated material is listed at the end2008
- Philipp Maier, 2008.
"A Wave of Protectionism? An Analysis of Economic and Political Considerations,"
Working Papers
08-2, Bank of Canada.
[Downloadable!]
- Philipp Maier & Eirc Santor, 2008.
"Reforming the IMF: Lessons from Modern Central Banking,"
Discussion Papers
08-6, Bank of Canada.
[Downloadable!]
- James Chapman & Jonathan Chiu & Miguel Molico, 2008.
"A Model of Tiered Settlement Networks,"
Working Papers
08-12, Bank of Canada.
[Downloadable!]
- James T. E. Chapman, 2008.
"Policy Coordination in an International Payment System,"
Working Papers
08-17, Bank of Canada.
[Downloadable!]
- Jason Allen & Allan W. Gregory & Katsumi Shimotsu, 2008.
"Empirical Likelihood Block Bootstrapping,"
Working Papers
1156, Queen's University, Department of Economics.
[Downloadable!]
- Jason Allen & Allan W. Gregory & Katsumi Shimotsu, 2008.
"Empirical Likelihood Block Bootstrapping,"
Working Papers
08-18, Bank of Canada.
[Downloadable!]
- Miroslav Misina & Greg Tkacz, 2008.
"Credit, Asset Prices, and Financial Stress in Canada,"
Working Papers
08-10, Bank of Canada.
[Downloadable!]
- Oleksiy Kryvtsov & Malik Shukayev & Alexander Ueberfeldt, 2008.
"Adopting Price-Level Targeting under Imperfect Credibility,"
Working Papers
08-3, Bank of Canada.
[Downloadable!]
- Jonathan Chiu & Miguel Molico, 2008.
"Uncertainty, Inflation, and Welfare,"
Working Papers
08-13, Bank of Canada.
[Downloadable!]
- Elekdag, Selim & Lalonde, Rene & Laxton, Doug & Muir, Dirk & Pesenti, Paolo, 2008.
"Oil Price Movements and the Global Economy: A Model-Based Assessment,"
CEPR Discussion Papers
6700, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Donald Coletti & René Lalonde & Dirk Muir, 2008.
"Inflation Targeting and Price-Level-Path Targeting in the GEM: Some Open Economy Considerations,"
Working Papers
08-6, Bank of Canada.
[Downloadable!]
- Selim Elekdag & Rene Lalonde & Douglas Laxton & Dirk Muir & Paolo Pesenti, 2008.
"Oil Price Movements and the Global Economy: A Model-Based Assessment,"
NBER Working Papers
13792, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
2007
- Gregory H. Bauer & Keith Vorkink, 2007.
"Multivariate Realized Stock Market Volatility
,"
Working Papers
07-20, Bank of Canada.
[Downloadable!] - Christopher Chung & Bryan Campbell & Scott Hendry, 2007.
"Price Discovery in Canadian Government Bond Futures and Spot Markets,"
Working Papers
07-4, Bank of Canada.
[Downloadable!]
- Scott Hendry & Nadja Kamhi, 2007.
"Uncollateralized Overnight Loans Settled in LVTS,"
Working Papers
07-11, Bank of Canada.
[Downloadable!]
- Bryan Campbell & Scott Hendry, 2007.
"Price Discovery in Canadian and U.S. 10-Year Government Bond Markets,"
Working Papers
07-43, Bank of Canada.
[Downloadable!]
- David Andolfatto & Scott Hendry & Kevin Moran, 2007.
"What Are In‡ation Expectations Rational?,"
Working Paper Series
27-07, Rimini Centre for Economic Analysis, revised Jul 2007.
[Downloadable!]
- Robert Amano & Kevin Moran & Stephen Murchison & Andrew Rennison, 2007.
"Trend Inflation, Wage and Price Rigidities, and Welfare,"
Cahiers de recherche
0720, CIRPEE.
[Downloadable!]
- Robert Amano & Kevin Moran & Stephen Murchison & Andrew Rennison, 2007.
"Trend Inflation, Wage and Price Rigidities, and Welfare,"
Working Papers
07-42, Bank of Canada.
[Downloadable!]
- Jeannine Bailliu & Ali Dib & Takashi Kano & Lawrence Schembri, 2007.
"Multilateral Adjustment and Exchange Rate Dynamics: The Case of Three Commodity Currencies,"
Working Papers
07-41, Bank of Canada.
[Downloadable!]
- Michael Bordo & Ali Dib & Lawrence Schembri, 2007.
"Canada's Pioneering Experience with a Flexible Exchange Rate in the 1950s: (Hard) Lessons Learned for Monetary Policy in a Small Open Economy,"
Working Papers
07-45, Bank of Canada.
[Downloadable!]
- Michael D. Bordo & Ali Dib & Lawrence Schembri, 2007.
"Canada's Pioneering Experience with a Flexible Exchange Rate in the 1950s:(Hard) Lessons Learned for Monetary Policy in a Small Open Economy,"
NBER Working Papers
13605, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Robert Lavigne & Philipp Maier & Eric Santor, 2007.
"A Vision for IMF Surveillance,"
Working Papers
07-37, Bank of Canada.
[Downloadable!]
- Michael R. King & Eric Santor, 2007.
"Family Values: Ownership Structure, Performance and Capital Structure of Canadian Firms,"
Working Papers
07-40, Bank of Canada.
[Downloadable!]
- Alexandra Lai & Nikil Chande & Sean O'Conner, 2007.
"Credit in a Tiered Payments System,"
DNB Working Papers
126, Netherlands Central Bank, Research Department.
[Downloadable!]
- Jonathan Chiu & Alexandra Lai, 2007.
"Modelling Payments Systems: A Review of the Literature,"
Working Papers
07-28, Bank of Canada.
[Downloadable!]
- John W. Galbraith & Greg Tkacz, 2007.
"How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables,"
Working Papers
07-1, Bank of Canada.
[Downloadable!]
- John W. Galbraith & Greg Tkacz, 2007.
"Forecast Content And Content Horizons For Some Important Macroeconomic Time Series,"
Departmental Working Papers
2007-01, McGill University, Department of Economics.
[Downloadable!]
- Greg Tkacz, 2007.
"Gold Prices and Inflation,"
Working Papers
07-35, Bank of Canada.
[Downloadable!]
- John W. Galbraith & Greg Tkacz, 2007.
"Electronic Transactions as High-Frequency Indicators of Economic Activity,"
Working Papers
07-58, Bank of Canada.
[Downloadable!]
- Philipp Maier, 2007.
"Monetary Policy Committees in Action: Is There Room for Improvement?,"
Working Papers
07-6, Bank of Canada.
[Downloadable!]
- Philipp Maier, 2007.
"Do We Need the IMF to Resolve a Crisis? Lessons from Past Episodes of Debt Restructuring,"
Working Papers
07-10, Bank of Canada.
[Downloadable!]
- Michael R. King & Philipp Maier, 2007.
"Hedge Funds and Financial Stability: The State of the Debate,"
Discussion Papers
07-9, Bank of Canada.
[Downloadable!]
- James T. E. Chapman & Antoine Martin, 2007.
"Rediscounting under aggregate risk with moral hazard,"
Staff Reports
296, Federal Reserve Bank of New York.
[Downloadable!]
- James T. E. Chapman & Antoine Martin, 2007.
"Rediscounting Under Aggregate Risk with Moral Hazard,"
Working Papers
07-51, Bank of Canada.
[Downloadable!]
- Jason Allen & Ying Liu, 2007.
"A Note on Contestability in the Canadian Banking Industry,"
Discussion Papers
07-7, Bank of Canada.
[Downloadable!]
- Alejandro García & Ramazan Gençay, 2007.
"Managing Adverse Dependence for Portfolios of Collateral in Financial Infrastructures,"
Working Papers
07-25, Bank of Canada.
[Downloadable!]
- Diez de los Rios, Antonio & Sentana, Enrique, 2007.
"Testing Uncovered Interest Parity: A Continuous-Time Approach,"
CEPR Discussion Papers
6516, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Antonio Diez de los Rios & Enrique Sentana, 2007.
"Testing Uncovered Interest Parity: A Continuous-Time Approach,"
Working Papers
07-53, Bank of Canada.
[Downloadable!]
- Antonio Diez de los Rios, 2007.
"Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets,"
Working Papers
07-29, Bank of Canada.
[Downloadable!]
- Meenakshi Basant Roi & Rhys R. Mendes, 2007.
"Should Central Banks Adjust Their Target Horizons in Response to House-Price Bubbles?,"
Discussion Papers
07-4, Bank of Canada.
[Downloadable!]
- Louis Phaneuf & Nooman Rebei, 2007.
"Technology Shocks and Business Cycles: The Role of Processing Stages and Nominal Rigidities,"
Working Papers
07-7, Bank of Canada.
[Downloadable!]
- Oleksiy Kryvtsov & Alexander Ueberfeldt, 2007.
"Schooling, Inequality and Government Policy,"
Working Papers
07-12, Bank of Canada.
[Downloadable!]
- Maral Kichian & Oleksiy Kryvtsov, 2007.
"Does Indexation Bias the Estimated Frequency of Price Adjustment?,"
Working Papers
07-15, Bank of Canada.
[Downloadable!]
- Oleksiy Kryvtsov & Malik Shukayev & Alexander Ueberfeldt, 2007.
"Optimal Monetary Policy and Price Stability Over the Long-Run,"
Working Papers
07-26, Bank of Canada.
[Downloadable!]
- Jonathan Chiu & Miguel Molico, 2007.
"Liquidity, Redistribution, and the Welfare Cost of Inflation,"
Working Papers
07-39, Bank of Canada.
[Downloadable!]
- Jonathan Chiu, 2007.
"Endogenously Segmented Asset Market in an Inventory Theoretic Model of Money Demand,"
Working Papers
07-46, Bank of Canada.
[Downloadable!]
- David Jamieson Bolder & Tiago Rubin, 2007.
"Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis,"
Working Papers
07-13, Bank of Canada.
[Downloadable!]
- Garima Vasishtha, 2007.
"Domestic versus External Borrowing and Fiscal Policy in Emerging Markets,"
Working Papers
07-33, Bank of Canada.
[Downloadable!]
- Sharon Kozicki & P.A. Tinsley, 2007.
"Term Structure Transmission of Monetary Policy,"
Working Papers
07-30, Bank of Canada.
[Downloadable!]
- Sharon Kozicki & P.A. Tinsley, 2007.
"Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation,"
Working Papers
07-19, Bank of Canada.
[Downloadable!]
- Òscar Jordà & Sharon Kozicki, 2007.
"Estimation and Inference by the Method of Projection Minimum Distance,"
Working Papers
07-56, Bank of Canada.
[Downloadable!]
- Chris D'Souza & Ingrid Lo & Stephen Sapp, 2007.
"Price Formation and Liquidity Provision in Short-Term Fixed Income Markets,"
Working Papers
07-27, Bank of Canada.
[Downloadable!]
- Chris D'Souza, 2007.
"Where Does Price Discovery Occur in FX Markets?,"
Working Papers
07-52, Bank of Canada.
[Downloadable!]
- Caterina Mendicino, 2007.
"Credit market and macroeconomic volatility,"
Working Paper Series
743, European Central Bank.
[Downloadable!]
- Rene Lalonde & Dirk Muir, 2007.
"The Bank of Canada's Version of the Global Economy Model (BoC-GEM),"
Technical Reports
98, Bank of Canada.
[Downloadable!]
- Selim Elekdag & René Lalonde & Douglas Laxton & Dirk Muir & Paolo Pesenti, 2007.
"Oil Price Movements and the Global Economy: A Model-Based Assessment,"
Working Papers
07-34, Bank of Canada.
[Downloadable!]
2006
- Gregory H. Bauer & Clara Vega, 2006.
"The monetary origins of asymmetric information in international equity markets,"
International Finance Discussion Papers
872, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Robert Amano & Steve Ambler & Nooman Rebei, 2006.
"The Macroeconomic Effects of Non-Zero Trend Inflation,"
Working Papers
06-34, Bank of Canada.
[Downloadable!]
- Jason Allen & Robert Amano & David P. Byrne & Allen W. Gregory, 2006.
"Canadian City Housing Prices and Urban Market Segmentation,"
Working Papers
06-49, Bank of Canada.
[Downloadable!]
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006.
"Forecasting Canadian Time Series with the New Keynesian Model,"
Working Papers
06-4, Bank of Canada.
[Downloadable!]
- Ian Christensen & Ali Dib, 2006.
"Monetary Policy in an Estimated DSGE Model with a Financial Accelerator,"
Working Papers
06-9, Bank of Canada.
[Downloadable!]
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2006.
"Forecasting Canadian Time Series With the New-Keynesian Model,"
Working Papers Central Bank of Chile
382, Central Bank of Chile.
[Downloadable!]
- Ryan Felushko & Eric Santor, 2006.
"The International Monetary Fund's Balance-Sheet and Credit Risk,"
Working Papers
06-21, Bank of Canada.
[Downloadable!]
- Eric Santor, 2006.
"Governance and the IMF: Does the Fund Follow Corporate Best Practice?,"
Working Papers
06-32, Bank of Canada.
[Downloadable!]
- Alexandra Lai & Nikil Chande & Sean O'Connor, 2006.
"Credit in a Tiered Payments System,"
Working Papers
06-36, Bank of Canada.
[Downloadable!]
- Alexandra Lai & Raphael Solomon, 2006.
"Ownership Concentration and Competition in Banking Markets,"
Working Papers
06-7, Bank of Canada.
[Downloadable!]
- Alexandra Lai & Oana Secrieru, 2006.
"Multinationals and Exchange Rate Pass-Through,"
Working Papers
06-30, Bank of Canada.
[Downloadable!]
- Greg Tkacz & Carolyn Wilkins, 2006.
"Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices,"
Working Papers
06-25, Bank of Canada.
[Downloadable!]
- John G. Galbraith & Greg Tkacz, 2006.
"How Far Can We Forecast? Forecast Content Horizons For Some Important Macroeconomic Time Series,"
Departmental Working Papers
2006-13, McGill University, Department of Economics.
[Downloadable!]
- Jason Allen & Walter Engert & Ying Liu, 2006.
"Are Canadian Banks Efficient? A Canada--U.S. Comparison,"
Working Papers
06-33, Bank of Canada.
[Downloadable!]
- Alejandro García & Ramazan Gençay, 2006.
"Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events,"
Working Papers
06-17, Bank of Canada.
[Downloadable!]
- Antonio Diez de los Rios & René Garcia, 2006.
"Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns,"
Working Papers
06-31, Bank of Canada.
[Downloadable!]
- Antonio Diez de los Rios, 2006.
"Can Affine Term Structure Models Help Us Predict Exchange Rates?,"
Working Papers
06-27, Bank of Canada.
[Downloadable!]
- Miroslav Misina, 2006.
"Benchmark Index of Risk Appetite,"
Working Papers
06-16, Bank of Canada.
[Downloadable!]
- Miroslav Misina & David Tessier & Shubhasis Dey, 2006.
"Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector,"
Working Papers
06-47, Bank of Canada.
[Downloadable!]
- Eva Ortega & Nooman Rebei, 2006.
"The Welfare Implications of Inflation versus Price-Level Targeting in a Two-Sector, Small Open Economy,"
Working Papers
06-12, Bank of Canada.
[Downloadable!]
- Stephen Murchison & Andrew Rennison, 2006.
"ToTEM: The Bank of Canada's New Quarterly Projection Model,"
Technical Reports
97, Bank of Canada.
[Downloadable!]
- Jonathan Chiu & Miguel Molico, 2006.
"Endogenously Segmented Market in a Search-Theoretic Model of Monetary Exchange,"
2006 Meeting Papers
441, Society for Economic Dynamics.
[Downloadable!]
- David Jamieson Bolder, 2006.
"Modelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective,"
Working Papers
06-48, Bank of Canada.
[Downloadable!]
- Garima Vasishtha & Taimur Baig & Manmohan S. Kumar & Edda Zoli, 2006.
"Fiscal and Monetary Nexus in Emerging Market Economies: How Does Debt Matter?,"
IMF Working Papers
06/184, International Monetary Fund.
[Downloadable!]
- Yaz Terajima & Danny Leung & Cesaire Meh, 2006.
"The Firm Size Distribution and Productivity Growth,"
Computing in Economics and Finance 2006
167, Society for Computational Economics.
- Yaz Terajima, 2006.
"Education and Self-Employment: Changes in Earnings and Wealth Inequality,"
Working Papers
06-40, Bank of Canada.
[Downloadable!]
- Sharon Kozicki & P.A. Tinsley, 2006.
"Survey-Based Estimates of the Term Structure of Expected U.S. Inflation,"
Working Papers
06-46, Bank of Canada.
[Downloadable!]
- Malik Shukayev & Partha Chatterjee, 2006.
"Democracy and Growth Volatility: exploring the links,"
Computing in Economics and Finance 2006
231, Society for Computational Economics.
- Partha Chatterjee & Malik Shukayev, 2006.
"Are Average Growth Rate and Volatility Related?,"
Working Papers
06-24, Bank of Canada.
[Downloadable!]
- Partha Chatterjee & Malik Shukayev, 2006.
"Convergence in a Stochastic Dynamic Heckscher-Ohlin Model,"
Working Papers
06-23, Bank of Canada.
[Downloadable!]
- Partha Chatterjee & Malik Shukayev, 2006.
"Democracy and Growth Volatility: Exploring the Links,"
2006 Meeting Papers
515, Society for Economic Dynamics.
- Miguel Molico & Yahong Zhang, 2006.
"Monetary Policy and the Distribution of Money and Capital,"
Computing in Economics and Finance 2006
136, Society for Computational Economics.
[Downloadable!]
- Caterina Mendicino, 2006.
"Credit Market and Macroeconomic Volatility,"
2006 Meeting Papers
317, Society for Economic Dynamics.
[Downloadable!]
- Hamid Faruqee & Douglas Laxton & Dirk Muir & Paolo Pesenti, 2006.
"Would protectionism defuse global imbalances and spur economic activity?: a scenario analysis,"
Staff Reports
268, Federal Reserve Bank of New York.
[Downloadable!]
- Faruqee, Hamid & Laxton, Doug & Muir, Dirk & Pesenti, Paolo, 2006.
"Would Protectionism Defuse Global Imbalances and Spur Economic Activity? A Scenario Analysis,"
CEPR Discussion Papers
5993, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Hamid Faruqee & Douglas Laxton & Dirk Muir & Paolo Pesenti, 2006.
"Would Protectionism Defuse Global Imbalances and Spur Economic Activity? A Scenario Analysis,"
NBER Working Papers
12704, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Dennis P. J. Botman & Dirk Muir & Andrei Romanov & Douglas Laxton, 2006.
"A New-Open-Economy Macro Model for Fiscal Policy Evaluation,"
IMF Working Papers
06/45, International Monetary Fund.
[Downloadable!]
- Alexander Melnikov & Yuliya Romanyuk, 2006.
"Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets,"
Working Papers
06-43, Bank of Canada.
[Downloadable!]
2005
- Albuquerque, Rui & Bauer, Gregory & Schneider, Martin, 2005.
"International Equity Flows and Returns: A Quantitative Equilibrium Approach,"
CEPR Discussion Papers
5159, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2005.
"International equity flows and returns: a quantitative equilibrium approach,"
International Finance
0508006, EconWPA.
[Downloadable!]
- Pierre St-Amant & Greg Tkacz & Annie Guérard-Langlois & Louis Morel, 2005.
"Quantity, Quality, and Relevance: Central Bank Research, 1990-2003,"
Working Papers
05-37, Bank of Canada.
[Downloadable!]
- David Andolfatto & Scott Hendry & Kevin Moran, 2005.
"Are Inflation Expectations Rational?,"
Macroeconomics
0501002, EconWPA.
[Downloadable!]
- Ali Dib & Louis Phaneuf, 2005.
"Intertemporal Substitution in Macroeconomics: Evidence from a Two-Dimensional Labour Supply Model with Money,"
Working Papers
05-30, Bank of Canada.
[Downloadable!]
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2005.
"Forecasting Canadian Time Series with the New-Keynesian Model,"
Cahiers de recherche
0527, CIRPEE.
[Downloadable!]
- Ali Dib & Kevin Moran, 2005.
"Forecasting with the New-Keynesian Model: An Experiment with Canadian Data,"
Computing in Economics and Finance 2005
235, Society for Computational Economics.
[Downloadable!]
- Ali Dib & Ian Christensen, 2005.
"Monetary Policy in an Estimated DSGE Model with a Financial Accelerator,"
Computing in Economics and Finance 2005
314, Society for Computational Economics.
[Downloadable!]
- Walid Hejazi & Eric Santor, 2005.
"Degree of Internationalization and Performance: An Analysis of Canadian Banks,"
Working Papers
05-32, Bank of Canada.
[Downloadable!]
- Philipp Maier, 2005.
"A `Global Village' without borders? International price differentials at eBay,"
DNB Working Papers
044, Netherlands Central Bank, Research Department.
[Downloadable!]
- Jason Allen & Ying Liu, 2005.
"Efficiency and Economies of Scale of Large Canadian Banks,"
Working Papers
05-13, Bank of Canada.
[Downloadable!]
- Jason Allen, 2005.
"Size Matters: Covariance Matrix Estimation Under the Alternative,"
Working Papers
1091, Queen's University, Department of Economics.
[Downloadable!]
- Kevin Moran, 2005.
"Learning and the Welfare Implications of Changing Inflation Targets,"
Cahiers de recherche
0511, CIRPEE.
[Downloadable!]
- Miroslav Misina, 2005.
"Risk Perceptions and Attitudes,"
Working Papers
05-17, Bank of Canada.
[Downloadable!]
- Hafedh Bouakez & Nooman Rebei, 2005.
"Has Exchange Rate Pass-Through Really Declined in Canada?,"
Working Papers
05-29, Bank of Canada.
[Downloadable!]
- Nooman Rebei & Eva Ortega, 2005.
"A Two Sector Small Open Economy Model. Which Inflation to Target?,"
Computing in Economics and Finance 2005
298, Society for Computational Economics.
- Peter J. Klenow & Oleksiy Kryvtsov, 2005.
"State-Dependent or Time-Dependent Pricing: Does it Matter for Recent U.S. Inflation?,"
NBER Working Papers
11043, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Peter J. Klenow & Oleksiy Kryvtsov, 2005.
"State-Dependent or Time-Dependent Pricing: Does It Matter for Recent U.S. Inflation?,"
Working Papers
05-4, Bank of Canada.
[Downloadable!]
- Robin Boadway & Oana Secrieru & Marianne Vigneault, 2005.
"A Search Model of Venture Capital, Entrepreneurship, and Unemployment,"
Working Papers
05-24, Bank of Canada.
[Downloadable!]
- Jonathan Chiu, 2005.
"Endogenously Segmented Asset Market in an Inventory Theoretic Model of Money Demand,"
2005 Meeting Papers
108, Society for Economic Dynamics.
[Downloadable!]
- Yaz Terajima & Cesaire Meh, 2005.
"Housing, Personal Bankruptcy, Entrepreneurship,"
Computing in Economics and Finance 2005
415, Society for Computational Economics.
- Ramdane Djoudad & Jack Selody & Carolyn Wilkins, 2005.
"Does Financial Structure Matter for the Information Content of Financial Indicators?,"
Working Papers
05-33, Bank of Canada.
[Downloadable!]
- Shubhasis Dey & Gene Mumy, 2005.
"Determinants of Borrowing Limits on Credit Cards,"
Working Papers
05-7, Bank of Canada.
[Downloadable!]
- Shubhasis Dey, 2005.
"Lines of Credit and Consumption Smoothing: The Choice between Credit Cards and Home Equity Lines of Credit,"
Working Papers
05-18, Bank of Canada.
[Downloadable!]
- Peter Tinsley & Sharon Kozicki, 2005.
"Central Bank Estimates of the Unemployment Natural Rate,"
Computing in Economics and Finance 2005
138, Society for Computational Economics.
- Sharon Kozicki & Peter Tinsley, 2005.
"Minding the gap : central bank estimates of the unemployment natural rate,"
Research Working Paper
RWP 05-03, Federal Reserve Bank of Kansas City.
[Downloadable!]
- Sharon Kozicki & Peter Tinsley, 2005.
"Term structure transmission of monetary policy,"
Research Working Paper
RWP 05-06, Federal Reserve Bank of Kansas City.
[Downloadable!]
- Sharon Kozicki & P.A. Tinsley, 2005.
"Perhaps the FOMC did what it said it did : an alternative interpretation of the Great Inflation,"
Research Working Paper
RWP 05-04, Federal Reserve Bank of Kansas City.
[Downloadable!]
- Toni Gravelle & Jorge A. Chan-Lau, 2005.
"The END: A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability,"
IMF Working Papers
05/231, International Monetary Fund.
[Downloadable!]
- Andrea Pescatori & Caterino Mendicino, 2005.
"Credit Frictions, Housing Prices and Optimal Monetary Policy Rules,"
Money Macro and Finance (MMF) Research Group Conference 2005
67, Money Macro and Finance Research Group.
[Downloadable!]
- Alessandra Bonfiglioli & Caterina Mendicino, 2005.
"Financial Liberalization, Bank Crises and Growth: Assessing the links,"
Departmental Working Papers of Economics - University 'Roma Tre'
0044, Department of Economics - University Roma Tre.
- Hamid Faruqee & Douglas Laxton & Dirk Muir & Paolo Pesenti, 2005.
"Smooth Landing or Crash? Model-Based Scenarios of Global Current Account Rebalancing,"
NBER Working Papers
11583, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
2004
- Gregory H. Bauer & Clara Vega, 2004.
"The Monetary Origins of Asymmetric Information in International Equity Markets,"
Working Papers
04-47, Bank of Canada.
[Downloadable!]
- Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2004.
"International Equity Flows and Returns: A Quantitative Equilibrium Approach,"
Working Papers
04-42, Bank of Canada.
[Downloadable!]
- Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004.
"International Equity Flows and Returns: A Quantitative Equilibrium Approach,"
International Finance
0405006, EconWPA.
[Downloadable!]
- Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2004.
"International equity flows and returns: A quantitative equilibrium approach,"
Working Paper Series
310, European Central Bank.
[Downloadable!]
- Rui Albuquerque & Gregory Bauer & Martin Schneider, 2004.
"Characterizing Asymmetric Information in International Equity Markets,"
International Finance
0405005, EconWPA.
[Downloadable!]
- Scott Hendry & Kevin Moran, 2004.
"Search in Financial Markets, and Monetary Policy,"
Computing in Economics and Finance 2004
126, Society for Computational Economics.
[Downloadable!]
- Scott Hendry & Michael R. King, 2004.
"The Efficiency of Canadian Capital Markets: Some Bank of Canada Research,"
Finance
0409010, EconWPA.
[Downloadable!]
- David Andolfatto & Scott Hendry & Kevin Moran, 2004.
"Inflation Expectations and Learning about Monetary Policy,"
DNB Staff Reports (discontinued)
121, Netherlands Central Bank.
[Downloadable!]
- Steve Ambler & Ali Dib & Nooman Rebei, 2004.
"Optimal Taylor Rules in an Estimated Model of a Small Open Economy,"
Working Papers
04-36, Bank of Canada.
[Downloadable!]
- Nooman Rebei & Steve Ambler & Ali Dib, 2004.
"Optimal Taylor Rules in an Estimated Model of a Small Open Economy,"
Computing in Economics and Finance 2004
125, Society for Computational Economics.
[Downloadable!]
- Nooman Rebei & Steven Ambler & Ali Dib, 2004.
"Taylor Rules in an Estimated Model of a Small Open Economy,"
2004 Meeting Papers
378, Society for Economic Dynamics.
- Nooman Rebei & Steven Ambler & Ali Dib, 2004.
"Optimal Taylor Rules in an Estimated Model of a Small Open Economy,"
Econometric Society 2004 North American Summer Meetings
627, Econometric Society.
[Downloadable!]
- Sonia Laszlo & Eric Santor, 2004.
"Internal Migration and Borrowing Constraints: Evidence from Peru,"
Development and Comp Systems
0411022, EconWPA.
[Downloadable!]
- Jean-Paul Lam, 2004.
"Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework,"
Working Papers
04-9, Bank of Canada.
[Downloadable!]
- Philipp Maier, 2004.
"EMU enlargement, inflation and adjustment of tradable goods prices: What to expect?,"
DNB Working Papers
010, Netherlands Central Bank, Research Department.
[Downloadable!]
- Antonio Diez de los Rios, 2004.
"Exchange Rate Regimes, Globalisation And The Cost Of Capital In Emerging Markets,"
Working Papers
wp2004_02, CEMFI.
[Downloadable!]
- Alicia Garcia Herrero & Antonio Diez de los Rios, 2004.
"Contagion And Portfolio Shift In Emerging Countries´ Sovereign Bonds,"
International Finance
0403002, EconWPA.
[Downloadable!]
- Césaire Meh & Kevin Moran, 2004.
"Bank Capital, Agency Costs, and Monetary Policy,"
Working Papers
04-6, Bank of Canada.
[Downloadable!]
- Cesaire Meh & Martin Gervais & Igor Livshits, 2004.
"Uncertainty and Long Term Labor Contracts,"
2004 Meeting Papers
677, Society for Economic Dynamics.
- Césaire A. Meh & Vincenzo Quadrini, 2004.
"Uninsurable Investment Risks,"
Working Papers
04-29, Bank of Canada.
[Downloadable!]
- Cesaire Meh (co-author Vincenzo Quadrini), 2004.
"Uninsurable Investment Risk,"
Computing in Economics and Finance 2004
60, Society for Computational Economics.
- Meh, Césaire A. & Quadrini, Vincenzo, 2004.
"Endogenous Market Incompleteness with Investment Risks,"
CEPR Discussion Papers
4807, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Kevin Moran & Cesaire Meh, 2004.
"Bank Capital, Agency Costs, and Monetary Policy,"
2004 Meeting Papers
318, Society for Economic Dynamics.
- Stephen Murchison & Andrew Rennison & Zhenhua Zhu, 2004.
"A Structural Small Open-Economy Model for Canada,"
Working Papers
04-4, Bank of Canada.
[Downloadable!]
- Nooman Rebei & Hafedh Bouakez, 2004.
"Why Does Private Consumption Rise After a Government Spending Shock?,"
Econometric Society 2004 North American Summer Meetings
417, Econometric Society.
- Nooman Rebei & Hafedh Bouakez, 2004.
"Why Does Private Consumption Rise After a Government Spending Shock?,"
Computing in Economics and Finance 2004
20, Society for Computational Economics.
- Nooman Rebei, 2004.
"Characterization of the Dynamic Effects of Fiscal Shocks in a Small Open Economy,"
Working Papers
04-41, Bank of Canada.
[Downloadable!]
- Rose Cunningham, 2004.
"Investment, Private Information and Social Learning: A Case Study of the Semiconductor Industry,"
Macroeconomics
0409021, EconWPA.
[Downloadable!]
- Rose Cunningham, 2004.
"Finance Constraints and Inventory Investment: Empirical Tests with Panel Data,"
Macroeconomics
0411015, EconWPA.
[Downloadable!]
- Rose Cunningham, 2004.
"Trade Credit and Credit Rationing in Canadian Firms,"
Working Papers
04-49, Bank of Canada.
[Downloadable!]
- Stephen Murchison, 2004.
"Exchange Rate Pass-Through in a Structural Small Open Economy Model: How Important is the Conduct of Monetary Policy,"
Computing in Economics and Finance 2004
207, Society for Computational Economics.
- Oana Secrieru & Marianne Vigneault, 2004.
"Public Venture Capital and Entrepreneurship,"
Working Papers
04-10, Bank of Canada.
[Downloadable!]
- Oana Secrieru, 2004.
"The Economic Theory of Retail Pricing: A Survey,"
Working Papers
04-8, Bank of Canada.
[Downloadable!]
- David J. Bolder & Grahame Johnson & Adam Metzler, 2004.
"An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates,"
Working Papers
04-48, Bank of Canada.
[Downloadable!]
- Nirvikar Singh & Garima Vasishtha, 2004.
"Some Patterns in Center-State Fiscal Transfers in India: An Illustrative Analysis,"
Public Economics
0412005, EconWPA.
[Downloadable!]
- Nirvikar Singh & Garima Vasishtha, 2004.
"Some Patterns in Center-State Fiscal Transfers in India: An Illustrative Analysis,"
Santa Cruz Department of Economics, Working Paper Series
1000, Department of Economics, UC Santa Cruz.
[Downloadable!]
- Nirvikar Singh & Garima Vasishtha, 2004.
"Some Patterns in Center-State Fiscal Transfers in India: An Illustrative Analysis,"
Santa Cruz Center for International Economics, Working Paper Series
1042, Center for International Economics, UC Santa Cruz.
[Downloadable!]
- Carol Ann Northcott, 2004.
"Competition in Banking: A Review of the Literature,"
Working Papers
04-24, Bank of Canada.
[Downloadable!]
- Eiji Fuji & Jeannine Bailliu, 2004.
"Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation,"
Computing in Economics and Finance 2004
135, Society for Computational Economics.
- Jeannine Bailliu & Eiji Fujii, 2004.
"Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation,"
Working Papers
04-21, Bank of Canada.
[Downloadable!]
- Mark Illing & Graydon Paulin, 2004.
"The New Basel Capital Accord and the Cyclical Behaviour of Bank Capital,"
Working Papers
04-30, Bank of Canada.
[Downloadable!]
- P.A. Tinsley & Sharon Kozicki, 2004.
"Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information,"
Computing in Economics and Finance 2004
146, Society for Computational Economics.
[Downloadable!]
- Todd E. Clark & Sharon Kozicki, 2004.
"Estimating equilibrium real interest rates in real time,"
Research Working Paper
RWP 04-08, Federal Reserve Bank of Kansas City.
[Downloadable!]
- Clark, Todd E. & Kozicki, Sharon, 2004.
"Estimating equilibrium real interest rates in real-time,"
Discussion Paper Series 1: Economic Studies
2004,32, Deutsche Bundesbank, Research Centre.
[Downloadable!]
- Chris D'Souza & Charles Gaa, 2004.
"The Effects of Economic News on Bond Market Liquidity,"
Working Papers
04-16, Bank of Canada.
[Downloadable!]
- Caterina Mendicino & Andrea Pescatori, 2004.
"Credit Frictions, housing prices and optimal monetary policy Rules,"
Departmental Working Papers of Economics - University 'Roma Tre'
0042, Department of Economics - University Roma Tre.
- Alessandra Bonfiglioli & Caterina Mendicino, 2004.
"Financial Liberalization, Bank Crises and Growth: Assessing the Links,"
Economics Working Papers
946, Department of Economics and Business, Universitat Pompeu Fabra.
[Downloadable!]
- Bonfiglioli, Alessandra & Mendicino, Caterina, 2004.
"Financial Liberalization, Banking Crises and Growth: Assessing the Links,"
Working Paper Series in Economics and Finance
567, Stockholm School of Economics.
[Downloadable!]
2003
- David Longworth, 2003.
"Money in the Bank (of Canada),"
Technical Reports
93, Bank of Canada.
[Downloadable!]
- Denise Côté & John Kuszczak & Jean-Paul Lam & Ying Liu & Pierre St-Amant, 2003.
"A Comparison of Twelve Macroeconomic Models of the Canadian Economy,"
Technical Reports
94, Bank of Canada.
[Downloadable!]
- Scott Hendry & Wai-Ming Ho & Kevin Moran, 2003.
"Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model,"
Working Papers
03-38, Bank of Canada.
[Downloadable!]
- Ali Dib, 2003.
"Monetary Policy in Estimated Models of Small Open and Closed Economies,"
Working Papers
03-27, Bank of Canada.
[Downloadable!]
- Steve Ambler & Ali Dib & Nooman Rebei, 2003.
"Nominal Rigidities and Exchange Rate Pass-Through in a Structural Model of a Small Open Economy,"
Working Papers
03-29, Bank of Canada.
[Downloadable!]
- Joseph Atta-Mensah & Ali Dib, 2003.
"Bank Lending, Credit Shocks, and the Transmission of Canadian Monetary Policy,"
Working Papers
03-9, Bank of Canada.
[Downloadable!]
- Eric Santor, 2003.
"Banking Crises and Contagion: Empirical Evidence,"
Working Papers
03-1, Bank of Canada.
[Downloadable!]
- Rafael Gomez & Eric Santor, 2003.
"Do Peer Group Members Outperform Individual Borrowers? A Test of Peer Group Lending Using Canadian Micro-Credit Data,"
Working Papers
03-33, Bank of Canada.
[Downloadable!]
- Varouj Aivazian & Dipak Mazumdar & Eric Santor, 2003.
"Financial Constraints and Investment: Assessing the Impact of a World Bank Loan Program on Small and Medium-Sized Enterprises in Sri Lanka,"
Working Papers
03-37, Bank of Canada.
[Downloadable!]
- Gobert, Karine & González, Patrick & Lai, Alexandra & Poitevin, Michel, 2003.
"Endogenous Value and Financial Fragility,"
Cahiers de recherche
0306, Université Laval - Département d'économique.
[Downloadable!]
- Gobert, Karine & González, Patrick & Lai, Alexandra & Poitevin, Michel, 2003.
"Endogenous Value and Financial Fragility,"
Cahiers de recherche
0306, GREEN.
[Downloadable!]
- John Chant & Alexandra Lai & Mark Illing & Fred Daniel, 2003.
"Essays on Financial Stability,"
Technical Reports
95, Bank of Canada.
[Downloadable!]
- Philipp Maier & Paul Cavelaars, 2003.
"EMU enlargement and convergence of pricelevels: Lessons from the German reunification,"
MEB Series (discontinued)
2003-06, Netherlands Central Bank, Monetary and Economic Policy Department.
[Downloadable!]
- Philipp Maier & Beata Bierut & Robert-Paul Berben, 2003.
"The role of regional information in the optimal composition of a committee,"
MEB Series (discontinued)
2003-08, Netherlands Central Bank, Monetary and Economic Policy Department.
[Downloadable!]
- Philipp Maier & Paul Cavelaars, 2003.
"EMU enlargement and convergence of price levels: Lessons from the German reunification,"
Macroeconomics
0306016, EconWPA.
[Downloadable!]
- Philipp Maier & Beata K. Bierut & Robert-Paul Berben, 2003.
"The role of regional information in the optimal composition of a committee,"
Macroeconomics
0309014, EconWPA.
[Downloadable!]
- Antonio Díez de los Ríos, 2003.
"Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets,"
Economic Working Papers at Centro de Estudios Andaluces
E2003/51, Centro de Estudios Andaluces.
[Downloadable!]
- Paul D. Gilbert & Lise Pichette, 2003.
"Dynamic Factor Analysis for Measuring Money,"
Working Papers
03-21, Bank of Canada.
[Downloadable!]
- Lise Pichette & Dominique Tremblay, 2003.
"Are Wealth Effects Important for Canada?,"
Working Papers
03-30, Bank of Canada.
[Downloadable!]
- René Lalonde & Zhenhua Zhu & Frédérick Demers, 2003.
"Forecasting and Analyzing World Commodity Prices,"
Working Papers
03-24, Bank of Canada.
[Downloadable!]
- Miroslav Misina, 2003.
"What Does the Risk-Appetite Index Measure?,"
Working Papers
03-23, Bank of Canada.
[Downloadable!]
- Miroslav Misina, 2003.
"Are Distorted Beliefs Too Good to be True?,"
Working Papers
03-4, Bank of Canada.
[Downloadable!]
- Alain Paquet & Louis Phaneuf & Nooman Rebei, 2003.
"The Macroeconomic Effects of Military Buildups in a New Neoclassical Synthesis Framework,"
Working Papers
03-12, Bank of Canada.
[Downloadable!]
- Hafedh Bouakez & Nooman Rebei, 2003.
"Why Does Private Consumption Rise After a Government Spending Shock?,"
Working Papers
03-43, Bank of Canada.
[Downloadable!]
- David Jamieson Bolder, 2003.
"A Stochastic Simulation Framework for the Government of Canada's Debt Strategy,"
Working Papers
03-10, Bank of Canada.
[Downloadable!]
- Jeannine Bailliu & Daniel Garcés & Mark Kruger & Miguel Messmacher, 2003.
"Explaining and Forecasting Inflation in Emerging Markets: The Case of Mexico,"
Working Papers
03-17, Bank of Canada.
[Downloadable!]
- Mark Illing & Ying Liu, 2003.
"An Index of Financial Stress for Canada,"
Working Papers
03-14, Bank of Canada.
[Downloadable!]
- Ramdane Djoudad & Céline Gauthier, 2003.
"A Small Dynamic Hybrid Model for the Euro Area,"
Working Papers
03-19, Bank of Canada.
[Downloadable!]
- Sharon Kozicki & P.A. Tinsley, 2003.
"Permanent and transitory policy shocks in an empirical macro model with asymmetric information,"
Research Working Paper
RWP 03-09, Federal Reserve Bank of Kansas City.
[Downloadable!]
- Sharon Kozicki & P.A. Tinsley, 2003.
"Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information,"
CFS Working Paper Series
2003/41, Center for Financial Studies.
[Downloadable!]
- Peter Tinsley & Sharon Kozicki, 2003.
"Alternative Sources of the Lag Dynamics of Inflation,"
Computing in Economics and Finance 2003
92, Society for Computational Economics.
[Downloadable!]
- Chris D'Souza & Charles Gaa & Jing Yang, 2003.
"An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds,"
Working Papers
03-28, Bank of Canada.
[Downloadable!]
- Toni Gravelle & Maral Kichian & James Morley, 2003.
"Shift Contagion in Asset Markets,"
Working Papers
03-5, Bank of Canada.
[Downloadable!]
2002
- Denise Côté & John Kuszczak & Jean-Paul Lam & Ying Liu & Pierre St-Amant, 2002.
"The Performance and Robustness of Simple Monetary Policy Rules in Models of the Canadian Economy,"
Technical Reports
92, Bank of Canada.
[Downloadable!]
- Andolfatto, David & Scott Hendry & Kevin Moran, 2002.
"Inflation Expectations and Learning about Monetary Policy,"
Working Papers
02-30, Bank of Canada.
[Downloadable!]
- David Andolfatto & Scott Hendry & Kevin Moran, 2002.
"Labour Markets, Liquidity, and Monetary Policy Regimes,"
Working Papers
02-32, Bank of Canada.
[Downloadable!]
- Ali Dib, 2002.
"Nominal Rigidities and Monetary Policy in Canada Since 1981,"
Working Papers
02-25, Bank of Canada.
[Downloadable!]
- Alexandra Lai, 2002.
"Modelling Financial Instability: A Survey of the Literature,"
Working Papers
02-12, Bank of Canada.
[Downloadable!]
- Chris D'Souza & Alexandra Lai, 2002.
"The Effects of Bank Consolidation on Risk Capital Allocation and Market Liquidity,"
Working Papers
02-5, Bank of Canada.
[Downloadable!]
- Karine Gobert & Patrick González & Michel Poitevin & Alexandra Lai, 2002.
"Bank Value and Financial Fragility,"
CIRANO Project Reports
2002rp-07, CIRANO.
[Downloadable!]
- Greg Tkacz, 2002.
"Inflation Changes, Yield Spreads, and Threshold Effects,"
Working Papers
02-40, Bank of Canada.
[Downloadable!]
- Nout Wellink & Bryan Chapple & Philipp Maier, 2002.
"The role of national central banks within the European System of Central Banks: The example of De Nederlandsche Bank,"
MEB Series (discontinued)
2002-13, Netherlands Central Bank, Monetary and Economic Policy Department.
[Downloadable!]
- Philipp Maier & Saskia Bezoen, 2002.
"Central bank bashing: The case of the European Central Bank,"
MEB Series (discontinued)
2002-18, Netherlands Central Bank, Monetary and Economic Policy Department.
[Downloadable!]
- Philipp Maier & Maarten Hendrikx, 2002.
"Implications of EMU Enlargement for European Monetary Policy: A Political Economy View,"
MEB Series (discontinued)
2002-4, Netherlands Central Bank, Monetary and Economic Policy Department.
[Downloadable!]
- Nout Wellink & Bryan Chapple & Philipp Maier, 2002.
"The role of national central banks within the European System of Central Banks: The example of De Nederlandsche Bank,"
Macroeconomics
0207006, EconWPA.
[Downloadable!]
- Philipp Maier & Maarten Hendrikx, 2002.
"Implications of EMU enlargement for European monetary policy: A political economy view,"
Macroeconomics
0207007, EconWPA.
[Downloadable!]
- Philipp Maier & Saskia Bezoen, 2002.
"Central bank bashing: The case of the European Central Bank,"
Macroeconomics
0209001, EconWPA.
[Downloadable!]
- Césaire Assah Meh, 2002.
"Entrepreneurship, Inequality, and Taxation,"
Working Papers
02-14, Bank of Canada.
[Downloadable!]
- Césaire Assah Meh, 2002.
"Entrepreneurial Risk, Credit Constraints, and the Corporate Income Tax: A Quantitative Exploration,"
Working Papers
02-21, Bank of Canada.
[Downloadable!]
- Veronika Dolar & Césaire Meh, 2002.
"Financial Structure and Economic Growth: A Non-Technical Survey,"
Working Papers
02-24, Bank of Canada.
[Downloadable!]
- Kevin Moran & Veronika Dolar, 2002.
"Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data,"
Working Papers
02-18, Bank of Canada.
[Downloadable!]
- Hashmat Khan & Zhenhua Zhu, 2002.
"Estimates of the Sticky-Information Phillips Curve for the United States, Canada, and the United Kingdom,"
Working Papers
02-19, Bank of Canada.
[Downloadable!]
- David Jamieson Bolder & Scott Gusba, 2002.
"Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada,"
Working Papers
02-29, Bank of Canada.
[Downloadable!]
- David Jamieson Bolder, 2002.
"Towards a More Complete Debt Strategy Simulation Framework,"
Working Papers
02-13, Bank of Canada.
[Downloadable!]
- Carol Ann Northcott, 2002.
"Estimating Settlement Risk and the Potential for Contagion in Canada's Automated Clearing Settlement System,"
Working Papers
02-41, Bank of Canada.
[Downloadable!]
- Jeannine Bailliu & Robert Lafrance & Jean-François Perrault, 2002.
"Does Exchange Rate Policy Matter for Growth?,"
Working Papers
02-17, Bank of Canada.
[Downloadable!]
- Sharon Kozicki & P.A. Tinsley, 2002.
"Term premia : endogenous constraints on monetary policy,"
Research Working Paper
RWP 02-07, Federal Reserve Bank of Kansas City.
[Downloadable!]
- Sharon Kozicki & P.A. Tinsley, 2002.
"Monetary Policy Transmission through Term Premiums,"
Computing in Economics and Finance 2002
250, Society for Computational Economics.
- Sharon Kozicki & P.A. Tinsley, 2002.
"Alternative sources of the lag dynamics of inflation,"
Research Working Paper
RWP 02-12, Federal Reserve Bank of Kansas City.
[Downloadable!]
- Chris D'Souza, 2002.
"How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?,"
Working Papers
02-34, Bank of Canada.
[Downloadable!]
- Chris D'Souza, 2002.
"A Market Microstructure Analysis of Foreign Exchange Intervention in Canada,"
Working Papers
02-16, Bank of Canada.
[Downloadable!]
- Toni Gravelle & Maral Kichian & James Morley, 2002.
"Detecting shift-contagion in currency and bond markets,"
Computing in Economics and Finance 2002
58, Society for Computational Economics.
- Nicolas Audet & Toni Gravelle & Jing Yang, 2002.
"Alternative Trading Systems: Does One Shoe Fit All?,"
Working Papers
02-33, Bank of Canada.
[Downloadable!]
- Toni Gravelle, 2002.
"The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ,"
Working Papers
02-9, Bank of Canada.
[Downloadable!]
2001
- Ali Dib, 2001.
"An Estimated Canadian DSGE Model with Nominal and Real Rigidities,"
Working Papers
01-26, Bank of Canada.
[Downloadable!]
- Ali Dib & Louis Phaneuf, 2001.
"An Econometric U.S. Business Cycle Model with Nominal and Real Rigidities,"
Cahiers de recherche CREFE / CREFE Working Papers
137, CREFE, Université du Québec à Montréal.
[Downloadable!]
- Fuchun Li & Greg Tkacz, 2001.
"Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods,"
Working Papers
01-12, Bank of Canada.
[Downloadable!]
- Marc-André Gosselin & Greg Tkacz, 2001.
"Evaluating Factor Models: An Application to Forecasting Inflation in Canada,"
Working Papers
01-18, Bank of Canada.
[Downloadable!]
- Fuchun Li & Greg Tkacz, 2001.
"A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data,"
Working Papers
01-21, Bank of Canada.
[Downloadable!]
- Maier, Philipp & Knaap, Thijs, 2001.
"Who supported the Deutsche Bundesbank? : an empirical investigation,"
CCSO Working Papers
200108, University of Groningen, CCSO Centre for Economic Research.
[Downloadable!]
- Oana Secrieru (Machidon), 2001.
"Tax Competition and Tax Harmonisation in an Urban Context,"
Working Papers
999, Queen's University, Department of Economics.
[Downloadable!]
- David Jamieson Bolder, 2001.
"Affine Term-Structure Models: Theory and Implementation,"
Working Papers
01-15, Bank of Canada.
[Downloadable!]
- Sharon Kozicki, 2001.
"Implications of real-time data for forecasting and modeling expectations,"
Research Working Paper
RWP 01-12, Federal Reserve Bank of Kansas City.
[Downloadable!]
- Sharon Kozicki & P.A. Tinsley, 2001.
"Dynamic specifications in optimizing trend-deviation macro models,"
Research Working Paper
RWP 01-03, Federal Reserve Bank of Kansas City.
[Downloadable!]
- Sharon Kozicki & P.A.Tinsley, 2001.
"What do you expect? : imperfect policy credibility and tests of the expectations hypothesis?,"
Research Working Paper
RWP 01-02, Federal Reserve Bank of Kansas City.
[Downloadable!]
- Gwen Eudey & Miguel Molico, 2001.
"Production synergies, technology adoption, unemployment, and wages,"
Finance and Economics Discussion Series
2001-29, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Toni Gravelle & Richhild Moessner, 2001.
"Reactions of Canadian Interest Rates to Macroeconomic Announcements: Implications for Monetary Policy Transparency,"
Working Papers
01-5, Bank of Canada.
[Downloadable!]
2000
- David Longworth & Brian O’Reilly, 2000.
"The Monetary Policy Transmission Mechanism and Policy Rules in Canada,"
Working Papers Central Bank of Chile
72, Central Bank of Chile.
[Downloadable!]
- Amano, Robert & Coletti , Don & Murchison , Stephen, 2000.
"Empirical Estimation and the Quarterly Projection Model: An Example Focusing on the External Sector,"
Working Paper Series
104, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
- Tkacz, Greg, 2000.
"Fractional Cointegration and the Demand for M1,"
Working Papers
00-12, Bank of Canada.
[Downloadable!]
- Tkacz, Greg, 2000.
"Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator,"
Working Papers
00-5, Bank of Canada.
[Downloadable!]
- Tkacz, Greg, 2000.
"Non-Parametric and Neural Network Models of Inflation Changes,"
Working Papers
00-7, Bank of Canada.
[Downloadable!]
- Lise Pichette, 2000.
"Les effets réels du cours des actions sur la consommation,"
Working Papers
00-21, Bank of Canada.
[Downloadable!]
- Seamus, Hogan & Pichette, Lise, 2000.
"Some Explorations, Using Canadian Data, of the S-Variable in Akerlof, Dickens, and Perry (1996),"
Working Papers
00-6, Bank of Canada.
[Downloadable!]
- Bérubé, Gilles & Côté, Denise, 2000.
"Long-Term Determinants of the Personal Savings Rate: Literature Review and Some Empirical Results for Canada,"
Working Papers
00-3, Bank of Canada.
[Downloadable!]
- Rajaraman, Indira & Vasishtha, Garima, 2000.
"Impact of grants on tax effort of local government,"
Working Papers
200006, National Institute of Public Finance and Policy.
[Downloadable!]
- Bailliu, Jeannine N., 2000.
"Private Capital Flows, Financial Development, and Economic Growth in Developing Countries,"
Working Papers
00-15, Bank of Canada.
[Downloadable!]
- Jeannine N. Bailliu, 2000.
"Private Capital Flows, Financial Development, and Economic Growth in Developing Countries,"
Working Papers
00-16, Bank of Canada.
[Downloadable!]
- Sharon Kozicki, P.A. Tinsley, 2000.
"The Term Structure Of Expected Inflation,"
Computing in Economics and Finance 2000
293, Society for Computational Economics.
1999
- Osakwe, Patrick & Schembri, Lawrence, 1999.
"Real Effects of Collapsing Exchange Rate Regimes: An Application to Mexico,"
Working Papers
99-10, Bank of Canada.
[Downloadable!]
- Patrick N. Osakwe & Lawrence L. Schembri, 1999.
"Real Effects of Collapsing Exchange Rate Regimes: An Application to Mexico,"
Carleton Economic Papers
99-07, Carleton University, Department of Economics.
[Downloadable!]
- Lafrance, Robert & St-Amant, Pierre, 1999.
"Optimal Currency Areas: A Review of the Recent Literature,"
Working Papers
99-16, Bank of Canada.
[Downloadable!]
- Zahir, Antia & Djoudad, Ramdane & St-Amant, Pierre, 1999.
"Canada’s Exchange Rate Regime and North American Economic Integration: The Role of Risk-Sharing Mechanisms,"
Working Papers
99-17, Bank of Canada.
[Downloadable!]
- S. Hendry & G-J. Zhang, 1999.
"Liquidity Effects and Market Frictions,"
DNB Staff Reports (discontinued)
29, Netherlands Central Bank.
[Downloadable!]
- Robert A. Amano & Wai-Ming Ho & Tony S. Wirjanto, 1999.
"Intraperiod and Intertemporal Substitution in Import Demand,"
Cahiers de recherche CREFE / CREFE Working Papers
84, CREFE, Université du Québec à Montréal.
[Downloadable!]
- Amano, Robert & Coletti, Don & Macklem, Tiff, 1999.
"Monetary Rules When Economic Behaviour Changes,"
Working Papers
99-8, Bank of Canada.
[Downloadable!]
- Robert Amano & Don Coletti & Tiff Macklem, 1999.
"Monetary Rules When Economic Behaviour Changes,"
Cahiers de recherche CREFE / CREFE Working Papers
81, CREFE, Université du Québec à Montréal.
[Downloadable!]
- Tkacz, Greg & Hu, Sarah, 1999.
"Forecasting GDP Growth Using Artificial Neural Networks,"
Working Papers
99-3, Bank of Canada.
[Downloadable!]
- John W. Galbraith & Greg Tkacz, 1999.
"Testing For Asymmetry In The Link Between The Yield Spread And Output In The G-7 Countries,"
Departmental Working Papers
1999-02, McGill University, Department of Economics.
- Leertouwer, Erik & Maier, Philipp, 1999.
"Who creates poltical business cycles? : (should central banks be blamed?),"
Research Report
99E56, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
[Downloadable!]
- Kakes, Jan & Sturm, Jan-Egbert & Philipp Maier, 1999.
"Monetary transmission and bank lending in Germany,"
CCSO Working Papers
199906, University of Groningen, CCSO Centre for Economic Research.
[Downloadable!]
- Leertouwer, Erik & Maier, Philipp, 1999.
"International and domestic constraints on political business cycles in OECD economies: a comment,"
CCSO Working Papers
199918, University of Groningen, CCSO Centre for Economic Research.
[Downloadable!]
- Bolder, David & Streliski, David, 1999.
"Yield Curve Modelling at the Bank of Canada,"
Technical Reports
84, Bank of Canada.
[Downloadable!]
- Sharon Kozicki & Peter Tinsley, 1999.
"Permanent and Transitory Policy Shocks in a VAR with Asymmetric Information,"
Computing in Economics and Finance 1999
844, Society for Computational Economics.
- Sharon Kozicki & Barak Hoffman, 1999.
"Implications of rounding and rebasing for empirical analysis using consumer price inflation,"
Research Working Paper
99-08, Federal Reserve Bank of Kansas City.
[Downloadable!]
- Gravelle, Toni, 1999.
"Liquidity of the Government of Canada Securities Market: Stylized Facts and Some Market Microstructure Comparisons to the United States Treasury Market,"
Working Papers
99-11, Bank of Canada.
[Downloadable!]
1998
- Ehsan U. Choudhri & Lawrence L. Schembri, 1998.
"Productivity Performance and International Competitiveness: A New Test of an Old Theory,"
Carleton Economic Papers
99-02, Carleton University, Department of Economics, revised Jan 1999.
[Downloadable!]
- Lafrance, Robert & Osakwe, Patrick & St-Amant, Pierre, 1998.
"Evaluating Alternative Measures of the Real Effective Exchange Rate,"
Working Papers
98-20, Bank of Canada.
[Downloadable!]
- Lalonde, René & Page, Jennifer & St-Amant, Pierre, 1998.
"Une nouvelle méthode d'estimation de l'écart de production et son application aux États-Unis, au Canada et à l'Allemagne,"
Working Papers
98-21, Bank of Canada.
[Downloadable!]
- St-Amant, Pierre & Tessier, David, 1998.
"Résultats empiriques multi-pays relatifs à l'impact des cibles d'inflation sur la crédibilité de la politique monétaire,"
Working Papers
98-23, Bank of Canada.
[Downloadable!]
- St-Amant, P. & Tessier, D., 1998.
"Tendance des dépenses publiques et de l'inflation et évolution comparative du taux de chômage au Canada et aux États-Unis,"
Working Papers
98-3, Bank of Canada.
[Downloadable!]
- St-Amant, P. & Tessier, D., 1998.
"A Discussion of the Reliability of Results Obtained with Long-Run Identifying Restrictions,"
Working Papers
98-4, Bank of Canada.
[Downloadable!]
- Hendry, S. & Zhang, G., 1998.
"Liquidity Effects and Market Frictions,"
Working Papers
98-11, Bank of Canada.
[Downloadable!]
- Engert, Walter & Hendry, Scott, 1998.
"Forecasting Inflation with the M1-VECM: Part Two,"
Working Papers
98-6, Bank of Canada.
[Downloadable!]
- Atta-Mensah, Joseph & Tkacz, Greg, 1998.
"Predicting Canadian Recessions Using Financial Variables: A Probit Approach,"
Working Papers
98-5, Bank of Canada.
[Downloadable!]
- Pichette, Lise, 1998.
"La politique monétaire a-t-elle des effets asymétriques sur l'emploi?,"
Working Papers
98-17, Bank of Canada.
[Downloadable!]
- Côté, Denise & Johnson, Marianne, 1998.
"Consumer Attitudes, Uncertainty, and Consumer Spending,"
Working Papers
98-16, Bank of Canada.
[Downloadable!]
- Bolder, David & Boisvert, Serge, 1998.
"Easing Restrictions on the Stripping and Reconstitution of Government of Canada Bonds,"
Working Papers
98-8, Bank of Canada.
[Downloadable!]
- Sharon Kozicki, 1998.
"Predicting inflation with the term structure spread,"
Research Working Paper
98-02, Federal Reserve Bank of Kansas City.
[Downloadable!]
- Sharon Kozicki & P.A. Tinsley, 1998.
"Term structure views of monetary policy,"
Research Working Paper
98-07, Federal Reserve Bank of Kansas City.
[Downloadable!]
- Sharon Kozicki & P.A. Tinsley, 1998.
"Vector rational error correction,"
Research Working Paper
98-03, Federal Reserve Bank of Kansas City.
[Downloadable!]
- Gravelle, Toni, 1998.
"Buying Back Government Bonds: Mechanics and Other Considerations,"
Working Papers
98-9, Bank of Canada.
[Downloadable!]
1997
- St-Amant, P. & van Norden, S., 1997.
"Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada,"
Technical Reports
79, Bank of Canada.
[Downloadable!]
- Chantal Dupasquier & Alain Guay & Pierre St-Amant, 1997.
"A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap,"
Working Papers
97-5, Bank of Canada.
[Downloadable!]
- Alain Guay & Pierre St-Amant, 1997.
"Do the Hodrick-Prescott and Baxter-King Filters Provide a Good Approximation of Business Cycles?,"
Cahiers de recherche CREFE / CREFE Working Papers
53, CREFE, Université du Québec à Montréal.
[Downloadable!]
- Robert A. Amano & R. Tiff Macklem, 1997.
"Menu Costs, Relative Prices, and Inflation: Evidence for Canada,"
Working Papers
97-14, Bank of Canada.
[Downloadable!]
- Robert Amano & Richard Black & Marcel Kasumovich, 1997.
"A Band-Aid Solution to Inflation Targeting,"
Working Papers
97-11, Bank of Canada.
[Downloadable!]
- Jeanine Bailliu & Helmut Reisen, 1997.
"Do Funded Pensions Contribute to Higher Aggregate Savings?: A Cross-Country Analysis,"
OECD Development Centre Working Papers
130, OECD Development Centre.
[Downloadable!]
- Sharon Kozicki & P.A. Tinsley, 1997.
"Shifting endpoints in the term structure of interest rates,"
Research Working Paper
97-08, Federal Reserve Bank of Kansas City.
[Downloadable!]
- Sharon Kozicki & P.A. Tinsley, 1997.
"Moving endpoints and the internal consistency of agents' ex ante forecasts,"
Research Working Paper
97-01, Federal Reserve Bank of Kansas City.
[Downloadable!]
- Sharon Kozicki & Pu Shen, 1997.
"Breathing room for beta,"
Research Working Paper
97-06, Federal Reserve Bank of Kansas City.
[Downloadable!]
1996
- Guay, A & St-Amant, P, 1996.
"Do Mechanical Filters Provide a Good Approximation of Business Cycles?,"
Technical Reports
78, Bank of Canada.
[Downloadable!]
- St-Amant, P., 1996.
"Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest rates Using Structural VAR Methodology,"
Working Papers
96-2, Bank of Canada.
[Downloadable!]
- Pierre St-Amant, 1996.
"Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest Rates Using Structural VAR Methodology,"
Macroeconomics
9602004, EconWPA.
[Downloadable!]
- Guay, A & St-Amant, P, 1996.
"Do Mechanical Filters Provide a Good Approximation of Business Cycles?,"
Working Papers-Department of Finance Canada
1996-2, Department of Finance Canada.
- Armour, J. & Atta-Mensah, J. & Engert, W. & Hendry, S., 1996.
"A Distant-Early-Warning Model of Inflation Based on M1 Disequilibria,"
Working Papers
96-5, Bank of Canada.
[Downloadable!]
- Robert Amano & Paul Fenton & David Tessier & Simon van Norden, 1996.
"The credibility of monetary policy: a survey of the literature with some simple applications to Caanda,"
Meeting papers
9610001, EconWPA.
[Downloadable!]
- Cote, D. & Hostland, D., 1996.
"An Econometric Examination of the Trend Unemployment Rate in Canada,"
Working Papers
96-7, Bank of Canada.
[Downloadable!]
- Sharon Kozicki & P.A. Tinsley, 1996.
"Moving endpoints and the internal consistency of agents' ex ante forecasts,"
Finance and Economics Discussion Series
96-47, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Sharon Kozicki, 1996.
"Multivariate detrending under common trend restrictions: implications for business cycle research,"
Research Working Paper
96-01, Federal Reserve Bank of Kansas City.
[Downloadable!]
1995
- David Longworth & Joseph Atta-Mensah, 1995.
"The Canadian Experience with Weighted Monetary Aggregates,"
Econometrics
9511001, EconWPA.
[Downloadable!]
- Brecher, R.A. & Choudhri, E.U. & Schembri, L.L., 1995.
"Trade Liberalization and Sectoral Productivity Growth: Some Evidence for Canada and the United States,"
Carleton Economic Papers
95-01, Carleton University, Department of Economics.
- Alain DeSerres & Alain Guay & Pierre St-Amant, 1995.
"Estimating and Projecting Potential Output Using Structural VAR Methodology,"
Macroeconomics
9504003, EconWPA.
[Downloadable!]
- Scott Hendry, 1995.
"Long-Run Demand for M1,"
Macroeconomics
9511001, EconWPA.
[Downloadable!]
- Robert A. Amano & Simon van Norden, 1995.
"Exchange Rates and Oil Prices,"
International Finance
9509001, EconWPA.
[Downloadable!]
- Robert A. Amano & Simon van Norden, 1995.
"Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate,"
International Finance
9502001, EconWPA.
[Downloadable!]
- Robert A. Amano, 1995.
"Empirical Evidence on the Cost of Adjustment and Dynamic Labour Demand,"
Macroeconomics
9505001, EconWPA.
[Downloadable!]
- Robert A. Amano & Tony S. Wirjanto, 1995.
"An Empirical Investigation into Government Spending and Private Sector Behaviour,"
Macroeconomics
9502005, EconWPA.
[Downloadable!]
- Robert A. Amano & Simon van Norden, 1995.
"Unit Root Tests and the Burden of Proof,"
Econometrics
9502005, EconWPA.
[Downloadable!]
- Amano, R. & Wirjanto, T.S., 1995.
"Intertemporal Substitution, Imports and Permanent-Income,"
Papers
9508, Waterloo - Department of Economics.
- Ana M. Aizcorbe & Sharon Kozicki, 1995.
"The comovement of output and labor productivity in aggregate data for auto assembly plants,"
Finance and Economics Discussion Series
95-33, Board of Governors of the Federal Reserve System (U.S.).
- Gravelle, T., 1995.
"What is Old id New Again,"
UWO Department of Economics Working Papers
9501, University of Western Ontario, Department of Economics.
1994
- Robert A. Amano & Tony S. Wirjanto, 1994.
"A Further Analysis of Exchange Rate Targeting in Canada,"
Econometrics
9406001, EconWPA, revised 22 Jun 1994.
[Downloadable!]
- Robert A. Amano & Tony S. Wirjanto, 1994.
"The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation,"
Econometrics
9406002, EconWPA.
[Downloadable!]
- Barry Cozier & Greg Tkacz, 1994.
"The Term Structure and Real Activity in Canada,"
Macroeconomics
9406001, EconWPA, revised 23 Jun 1994.
[Downloadable!]
1993
- Hendry, S., 1993.
"Endogenous Money and Goods Production in a Search Model,"
UWO Department of Economics Working Papers
9316, University of Western Ontario, Department of Economics.
- Wirjanto, T.S. & Amano, R.A., 1993.
"The Dynamic Demand for Money in Germany, Japan and the United Kingdom,"
Papers
9314, Waterloo - Department of Economics.
- Wirjanto, T.S. & Amano, R.A., 1993.
"Money Stock Targetting and Money Supply: A Closer Examination of the Data,"
Papers
9318, Waterloo - Department of Economics.
- Sharon Kozicki, 1993.
"Techniques for estimating dynamic comovement with an application to common international output fluctuations,"
Finance and Economics Discussion Series
93-32, Board of Governors of the Federal Reserve System (U.S.).
1990
- Robert F. Engle & Sharon Kozicki, 1990.
"Testing For Common Features,"
NBER Technical Working Papers
0091, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Robert F. Engle & Sharon Kozicki, 1990.
"Testing for Common Featurs,"
University of California at San Diego, Economics Working Paper Series
90-23, Department of Economics, UC San Diego.
1980
- Charles Freedman & David Longworth, 1980.
"Some Aspects of the Canadian Experience with Flexible Exchange Rates in the 1970s,"
NBER Working Papers
0535, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Undated
- Alain DeSerres, & Alain Guay & Pierre St-Amant, .
"Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy,"
Working Papers
95-2, Bank of Canada.
[Downloadable!]
- Robert A. Amano & Tony S. Wirjanto, .
"An Empirical Investigation into Government Spending and Private Sector Behaviour,"
Working Papers
94-8, Bank of Canada.
[Downloadable!]
- Robert A. Amano, .
"Empirical Evidence on the Cost of Adjustment and Dynamic Labour Demand,"
Working Papers
95-3, Bank of Canada.
[Downloadable!]
- Robert A. Amano & Tony S. Wirjanto, .
"A Further Analysis of Exchange Rate Targeting in Canada,"
Working Papers
94-2, Bank of Canada.
[Downloadable!]
- Robert A. Amano & Tony S. Wirjanto, .
"The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation,"
Working Papers
94-6, Bank of Canada.
[Downloadable!]
- Barry Cozier & Greg Tkacz, .
"The Term Structure and Real Activity in Canada,"
Working Papers
94-3, Bank of Canada.
[Downloadable!]
- R. Bosman & P. Maier & V. Sadiraj & F. van Winden, .
"Let Me Vote! An experimental study of vote rotation in committees,"
Experimental Economics Center Working Paper Series
2006-18, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
[Downloadable!]
- Carlos A. Arango A. & Martha Misas A. & Juan Nicolás Hernández, .
"La Demanda de Especies Monetarias en Colombia: Estructura y Pronóstico,"
Borradores de Economia
309, Banco de la Republica de Colombia.
[Downloadable!]
- Carlos A.Arango & Angélica Pachón, .
"Minimum Wages in Colombia: Holding the Middle With a Bite on the Poor,"
Borradores de Economia
280, Banco de la Republica de Colombia.
[Downloadable!]
- Carlos Arango Arango & Angela Milena Rojas, .
"Demanda Laboral en el Sector Manufacturero COlombiano: 1977-1999,"
Borradores de Economia
247, Banco de la Republica de Colombia.
[Downloadable!]
- Carlos Arango A. & Martha Misas & Enrique López, .
"Economía Subterránea en Colombia 1976-2003: Una medición a partir de la Demanda de Efectivo,"
Borradores de Economia
335, Banco de la Republica de Colombia.
[Downloadable!]
- Martha Misas & Enrique López & Carlos Arango & Juan Nicolás Hernández, .
"La Demanda de Efectivo en Colombia: Una Caja Negra a la Luz de las Redes Neuronales,"
Borradores de Economia
268, Banco de la Republica de Colombia.
[Downloadable!]
- Stephen Murchison, .
"NAOMI A New Quarterly Forecasting Model Part II: A Guide to Canadian NAOMI,"
Working Papers-Department of Finance Canada
2001-25, Department of Finance Canada.
[Downloadable!]
- Stephen Murchison, .
"NAOMI A New Quarterly Forecasting Model, Part 1: Proposed Model Selection,"
Working Papers-Department of Finance Canada
2001-19, Department of Finance Canada.
[Downloadable!]
- Stephen Murchison & Janine Robbins, .
"Fiscal Policy and the Business Cycle: A New Approach to Identifying the Interaction,"
Working Papers-Department of Finance Canada
2003-06, Department of Finance Canada.
[Downloadable!]
- Sharon Kozicki & Peter A. Tinsley, .
"Moving Endpoints in Macrofinance,"
Computing in Economics and Finance 1996
_058, Society for Computational Economics.
[Downloadable!]
- Sharon Kozicki & Peter A. Tinsley, .
"Rational Vector Error Correction Models,"
Computing in Economics and Finance 1997
1, Society for Computational Economics.
[Downloadable!]
Journal articles
2008
- Ian Christensen & Ali Dib, 2008.
"The Financial Accelerator in an Estimated New Keynesian Model,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 11(1), pages 155-178, January.
[Downloadable!] (restricted)
- Atta-Mensah, Joseph & Dib, Ali, 2008.
"Bank lending, credit shocks, and the transmission of Canadian monetary policy,"
International Review of Economics & Finance,
Elsevier, vol. 17(1), pages 159-176.
[Downloadable!] (restricted)
- Ali Dib & Mohamed Gammoudi & Kevin Moran, 2008.
"Forecasting Canadian time series with the New Keynesian model,"
Canadian Journal of Economics,
Canadian Economics Association, vol. 41(1), pages 138-165, February.
[Downloadable!] (restricted)
- Varouj A. Aivazian & Eric Santor, 2008.
"Financial constraints and investment: assessing the impact of a World Bank credit program on small and medium enterprises in Sri Lanka,"
Canadian Journal of Economics,
Canadian Economics Association, vol. 41(2), pages 475-500, May.
[Downloadable!] (restricted)
- Greg Tkacz & Carolyn Wilkins, 2008.
"Linear and threshold forecasts of output and inflation using stock and housing prices,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 27(2), pages 131-151.
[Downloadable!]
- Chris D'Souza, 2008.
"Price Discovery Across Geographic Locations in the Foreign Exchange Market,"
Bank of Canada Review,
Bank of Canada, vol. 127(Spring), pages 19-27.
[Downloadable!]
2007
- Rui Albuquerque & Gregory H. Bauer & Martin Schneider, 2007.
"International Equity Flows and Returns: A Quantitative Equilibrium Approach,"
Review of Economic Studies,
Blackwell Publishing, vol. 74(1), pages 1-30, 01.
[Downloadable!] (restricted)
- Amano, Robert, 2007.
"Inflation persistence and monetary policy: A simple result,"
Economics Letters,
Elsevier, vol. 94(1), pages 26-31, January.
[Downloadable!] (restricted)
- Robert Amano & Steve Ambler & Nooman Rebei, 2007.
"The Macroeconomic Effects of Nonzero Trend Inflation,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 39(7), pages 1821-1838, October.
[Downloadable!] (restricted)
- Danielle Lecavalier & Eric Santor, 2007.
"Renewing the International Monetary Fund: A Review of the Issues,"
Bank of Canada Review,
Bank of Canada, vol. 127(Spring), pages 3-13.
[Downloadable!]
- John W. Galbraith & Greg Tkacz, 2007.
"Forecast content and content horizons for some important macroeconomic time series,"
Canadian Journal of Economics,
Canadian Economics Association, vol. 40(3), pages 935-953, August.
[Downloadable!] (restricted)
- James T. E. Chapman & David McAdams & Harry J. Paarsch, 2007.
"Bounding Revenue Comparisons across Multi-Unit Auction Formats under ε-Best Response,"
American Economic Review,
American Economic Association, vol. 97(2), pages 455-458, May.
- Jason Allen & Ying Liu, 2007.
"Efficiency and economies of scale of large Canadian banks,"
Canadian Journal of Economics,
Canadian Economics Association, vol. 40(1), pages 225-244, February.
[Downloadable!] (restricted)
- Jason Allen & Walter Engert, 2007.
"Efficiency and Competition in Canadian Banking,"
Bank of Canada Review,
Bank of Canada, vol. 127(Summer), pages 33-45.
[Downloadable!]
- Jason Allen, 2007.
"Size matters: covariance matrix estimation under the alternative,"
Econometrics Journal,
Royal Economic Society, vol. 10(3), pages 637-644, November.
[Downloadable!] (restricted)
- Hafedh Bouakez & Nooman Rebei, 2007.
"Why does private consumption rise after a government spending shock?,"
Canadian Journal of Economics,
Canadian Economics Association, vol. 40(3), pages 954-979, August.
[Downloadable!] (restricted)
2006
- Gregory H. Bauer & Scott Hendry, 2006.
"A Summary of the Bank of Canada Conference on Fixed-Income Markets, 3-4 May 2006,"
Bank of Canada Review,
Bank of Canada, vol. 127(Winter), pages 27-36.
[Downloadable!]
- Cote, Denise & Kuszczak, John & Lam, Jean-Paul & Liu, Ying & St-Amant, Pierre, 2006.
"A comparison of twelve macroeconomic models of the Canadian economy,"
Journal of Policy Modeling,
Elsevier, vol. 28(5), pages 523-562, July.
[Downloadable!] (restricted)
- Robert Amano & Raphael Solomon, 2006.
"Issues in Inflation Targeting: A Summary of the Bank of Canada Conference Held 28-29 April 2005,"
Bank of Canada Review,
Bank of Canada, vol. 127(Spring), pages 15-23.
[Downloadable!]
- Dib, Ali, 2006.
"Nominal rigidities and monetary policy in Canada,"
Journal of Macroeconomics,
Elsevier, vol. 28(2), pages 303-325, June.
[Downloadable!] (restricted)
- Li, Fuchun & Tkacz, Greg, 2006.
"A consistent bootstrap test for conditional density functions with time-series data,"
Journal of Econometrics,
Elsevier, vol. 127(2), pages 863-886, August.
[Downloadable!] (restricted)
- Misina, Miroslav, 2006.
"Equity premium with distorted beliefs: A puzzle,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 30(8), pages 1431-1440, August.
[Downloadable!] (restricted)
- Paul Fenton & Stephen Murchison, 2006.
"ToTEM: The Bank of Canada's New Projection and Policy-Analysis Model,"
Bank of Canada Review,
Bank of Canada, vol. 127(Autumn), pages 5-18.
[Downloadable!]
- Oana Secrieru, 2006.
"The Economic Theory Of Vertical Restraints,"
Journal of Economic Surveys,
Blackwell Publishing, vol. 20(5), pages 797-822, December.
[Downloadable!] (restricted)
- Illing, Mark & Liu, Ying, 2006.
"Measuring financial stress in a developed country: An application to Canada,"
Journal of Financial Stability,
Elsevier, vol. 2(3), pages 243-265, October.
[Downloadable!] (restricted)
- Sharon Kozicki & P. Tinsley, 2006.
"Minding the Gap: Central Bank Estimates of the Unemployment Natural Rate,"
Computational Economics,
Springer, vol. 27(2), pages 295-327, May.
[Downloadable!] (restricted)
- Miguel Molico, 2006.
"The Distribution Of Money And Prices In Search Equilibrium,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 47(3), pages 701-722, 08.
[Downloadable!] (restricted)
- Gravelle, Toni & Kichian, Maral & Morley, James, 2006.
"Detecting shift-contagion in currency and bond markets,"
Journal of International Economics,
Elsevier, vol. 68(2), pages 409-423, March.
[Downloadable!] (restricted)
- Melnikov, Alexander & Romaniuk, Yulia, 2006.
"Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts,"
Insurance: Mathematics and Economics,
Elsevier, vol. 39(3), pages 310-329, December.
[Downloadable!] (restricted)
2005
- Cesaire Meh, 2005.
"Entrepreneurship, Wealth Inequality, and Taxation,"
Review of Economic Dynamics,
Elsevier for the Society for Economic Dynamics, vol. 8(3), pages 688-719, July.
[Downloadable!] (restricted)
- Jeannine Bailliu & Michael R. King, 2005.
"What Drives Movements in Exchange Rates?,"
Bank of Canada Review,
Bank of Canada, vol. 127(Autumn), pages 27-39.
[Downloadable!]
- Mark Illing & Graydon Paulin, 2005.
"Basel II and the Cyclicality of Bank Capital,"
Canadian Public Policy,
University of Toronto Press, vol. 31(2), pages 161-180, June.
[Downloadable!] (restricted)
- Tracy Chan & Ramdane Djoudad & Jackson Loi, 2005.
"Changes in the Indicator Properties of Narrow Monetary Aggregates,"
Bank of Canada Review,
Bank of Canada, vol. 127(Summer), pages 3-10.
[Downloadable!]
- Kozicki, Sharon & Tinsley, P.A., 2005.
"Permanent and transitory policy shocks in an empirical macro model with asymmetric information,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 29(11), pages 1985-2015, November.
[Downloadable!] (restricted)
- Kozicki, Sharon & Tinsley, P.A., 2005.
"What do you expect? Imperfect policy credibility and tests of the expectations hypothesis,"
Journal of Monetary Economics,
Elsevier, vol. 52(2), pages 421-447, March.
[Downloadable!] (restricted)
- Clark, Todd E. & Kozicki, Sharon, 2005.
"Estimating equilibrium real interest rates in real time,"
The North American Journal of Economics and Finance,
Elsevier, vol. 16(3), pages 395-413, December.
[Downloadable!] (restricted)
- Sharon Kozicki & Gordon Sellon, 2005.
"Longer-term perspectives on the yield curve and monetary policy,"
Economic Review,
Federal Reserve Bank of Kansas City, issue Q IV, pages 5-33.
[Downloadable!]
- Sharon Kozicki, 2005.
"Estimating forward-looking Euler equations - discussion,"
Proceedings,
Board of Governors of the Federal Reserve System (U.S.), pages 115-125.
- Toni Gravelle & James C. Morley, 2005.
"A Kalman filter approach to characterizing the Canadian term structure of interest rates,"
Applied Financial Economics,
Taylor and Francis Journals, vol. 15(10), pages 691-705, June.
[Downloadable!] (restricted)
2004
- Pierre St-Amant & Carolyn Wilkins, 2004.
"The Evolving Financial System and Public Policy: Conference Highlights and Lessons,"
Bank of Canada Review,
Bank of Canada, vol. 127(Autumn), pages 27-31.
[Downloadable!]
- Denise Côté & John Kuszczak & Jean-Paul Lam & Ying Liu & Pierre St-Amant, 2004.
"The performance and robustness of simple monetary policy rules in models of the Canadian economy,"
Canadian Journal of Economics,
Canadian Economics Association, vol. 37(4), pages 978-998, November.
[Downloadable!] (restricted)
- Dave Andolfatto & Scott Hendry & Kevin Moran, 2004.
"Labour markets, liquidity, and monetary policy regimes,"
Canadian Journal of Economics,
Canadian Economics Association, vol. 37(2), pages 392-420, May.
[Downloadable!] (restricted)
- Scott Hendry & Michael R. King, 2004.
"The Efficiency of Canadian Capital Markets: Some Bank of Canada Research,"
Bank of Canada Review,
Bank of Canada, vol. 127(Summer), pages 5-17.
[Downloadable!]
- Tkacz, Greg, 2004.
"Inflation changes, yield spreads, and threshold effects,"
International Review of Economics & Finance,
Elsevier, vol. 13(2), pages 187-199.
[Downloadable!] (restricted)
- Fuchun Li & Greg Tkacz, 2004.
"Combining Forecasts with Nonparametric Kernel Regressions,"
Studies in Nonlinear Dynamics & Econometrics,
Berkeley Electronic Press, vol. 8(4), pages 1129-1129.
[Downloadable!] (restricted)
- Jean-Paul Lam & Greg Tkacz, 2004.
"Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General Equilibrium Framework,"
Swiss Journal of Economics and Statistics (SJES),
Swiss Society of Economics and Statistics (SSES), vol. 127(I), pages 89-126, March.
[Downloadable!]
- Maier, Philipp & Cavelaars, Paul, 2004.
"Convergence of price levels: lessons from the German reunification,"
Journal of Comparative Economics,
Elsevier, vol. 32(3), pages 467-481, September.
[Downloadable!] (restricted)
- Maier, Philipp & Bezoen, Saskia, 2004.
"Bashing and supporting central banks: the Bundesbank and the European Central Bank,"
European Journal of Political Economy,
Elsevier, vol. 20(4), pages 923-939, November.
[Downloadable!] (restricted)
- Lise Pichette, 2004.
"Are Wealth Effects Important for Canada,"
Bank of Canada Review,
Bank of Canada, vol. 127(Spring), pages 29-35.
[Downloadable!]
- Oana Secrieru & Marianne Vigneault, 2004.
"Public Venture Capital, Occupational Choice, and Entrepreneurship,"
Topics in Economic Analysis & Policy,
Berkeley Electronic Press, vol. 4(1), pages 1346-1346.
[Downloadable!] (restricted)
- Jeannine Bailliu & Hafedh Bouakez, 2004.
"Exchange Rate Pass-Through in Industrialized Countries,"
Bank of Canada Review,
Bank of Canada, vol. 127(Spring), pages 19-28.
[Downloadable!]
- Sharon Kozicki & Peter Tinsley, 2004.
"Permanent and transitory policy shocks in an empirical macro model with asymmetric information,"
Proceedings,
Federal Reserve Bank of San Francisco, issue Mar.
[Downloadable!]
- Sharon Kozicki, 2004.
"How do data revisions affect the evaluation and conduct of monetary policy?,"
Economic Review,
Federal Reserve Bank of Kansas City, issue Q I, pages 5-38.
[Downloadable!]
- Kozicki, Sharon & Hoffman, Barak, 2004.
"Rounding Error: A Distorting Influence on Index Data,"
Journal of Money, Credit and Banking,
Blackwell Publishing, vol. 36(3), pages 319-38, June.
- Éric Chouinard & Chris D'Souza, 2004.
"The Rationale for Cross-Border Listings,"
Bank of Canada Review,
Bank of Canada, vol. 127(Winter), pages 23-30.
[Downloadable!]
2003
- David Longworth, 2003.
"Inflation Targeting and Medium-Term Planning: Some Simple Rules of Thumb,"
Bank of Canada Review,
Bank of Canada, vol. 127(Spring), pages 15-23.
[Downloadable!]
- David Longworth, 2003.
"Implications of a changing economic structure for the strategy of monetary policy : commentary,"
Proceedings,
Federal Reserve Bank of Kansas City, pages 349-360.
[Downloadable!]
- Murray, John & Schembri, Lawrence & St-Amant, Pierre, 2003.
"Revisiting the case for flexible exchange rates in North America,"
The North American Journal of Economics and Finance,
Elsevier, vol. 14(2), pages 207-240, August.
[Downloadable!] (restricted)
- Robert Amano & Don Coletti, 2003.
"Conference Summary: Price Adjustment and Monetary Policy,"
Bank of Canada Review,
Bank of Canada, vol. 127(Spring), pages 25-30.
[Downloadable!]
- Ali Dib, 2003.
"An estimated Canadian DSGE model with nominal and real rigidities,"
Canadian Journal of Economics,
Canadian Economics Association, vol. 36(4), pages 949-972, November.
[Downloadable!] (restricted)
- Leertouwer, Erik & Maier, Philipp, 2003.
"International and Domestic Constraints on Political Business Cycles in OECD Economies: A Comment,"
International Organization,
Cambridge University Press, vol. 56(01), pages 209-221, July.
[Downloadable!]
- Mark Bils & Peter J. Klenow & Oleksiy Kryvtsov, 2003.
"Sticky prices and monetary policy shocks,"
Quarterly Review,
Federal Reserve Bank of Minneapolis, issue Win, pages 2-9.
[Downloadable!]
- Bailliu, Jeannine & Lafrance, Robert & Perrault, Jean-Francois, 2003.
"Does Exchange Rate Policy Matter for Growth?,"
International Finance,
Blackwell Publishing, vol. 6(3), pages 381-414, Winter.
[Downloadable!] (restricted)
- Jeannine Bailliu & John Murray, 2003.
"Exchange Rate Regimes in Emerging Markets,"
Bank of Canada Review,
Bank of Canada, vol. 127(Winter), pages 17-27.
[Downloadable!]
2002
- David Longworth, 2002.
"Inflation and the Macroeconomy: Changes from the 1980s to the 1990s,"
Bank of Canada Review,
Bank of Canada, vol. 127(Spring), pages 3-18.
[Downloadable!]
- Paul Jenkins & David Longworth, 2002.
"Monetary Policy and Uncertainty,"
Bank of Canada Review,
Bank of Canada, vol. 127(Summer), pages 3-10.
[Downloadable!]
- Robert Lafrance & Lawrence Schembri, 2002.
"Purchasing-Power Parity: Definition, Measurement, and Interpretation,"
Bank of Canada Review,
Bank of Canada, vol. 127(Autumn), pages 27-33.
[Downloadable!]
- Denise Côté & Jean-Paul Lam & Ying Liu & Pierre St-Amant, 2002.
"The Role of Simple Rules in the Conduct of Canadian Monetary Policy,"
Bank of Canada Review,
Bank of Canada, vol. 127(Spring), pages 27-35.
[Downloadable!]
- Erik Leertouwer & Philipp Maier, 2002.
"International and Domestic Constraints on Political Business Cycles in OECD Economies: A Comment,"
International Organization,
MIT Press, vol. 56(1), pages 209-221, February.
[Downloadable!] (restricted)
- Maier, Philipp, 2002.
" Rhetoric and Action: What Are Central Banks Doing before Elections?,"
Public Choice,
Springer, vol. 112(3-4), pages 235-58, September.
[Downloadable!] (restricted)
- Maier, Philipp & Knaap, Thijs, 2002.
"Who supported the Deutsche Bundesbank?: An empirical investigation,"