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Joseph Atta-Mensah

Personal Details

First Name:Joseph
Middle Name:
Last Name:Atta-Mensah
Suffix:
RePEc Short-ID:pat13
[This author has chosen not to make the email address public]
23 Belvedere Crescent Ottawa Ontario Canada K1M OE5
16132132449
Twitter: @jattamensah
Terminal Degree:1992 (from RePEc Genealogy)

Affiliation

Economic Commission for Africa
United Nations

Addis Ababa, Ethiopia
http://www.uneca.org/
RePEc:edi:unecaet (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Joseph Atta-Mensah, 2004. "Money Demand and Economic Uncertainty," Staff Working Papers 04-25, Bank of Canada.
  2. Joseph Atta-Mensah, 2004. "The Demand for Money in a Stochastic Environment," Staff Working Papers 04-7, Bank of Canada.
  3. Joseph Atta-Mensah, 2004. "Commodity-Linked Bonds: A Potential Means for Less-Developed Countries to Raise Foreign Capital," Staff Working Papers 04-20, Bank of Canada.
  4. Joseph Atta-Mensah & Ali Dib, 2003. "Bank Lending, Credit Shocks, and the Transmission of Canadian Monetary Policy," Staff Working Papers 03-9, Bank of Canada.
  5. Joseph Atta-Mensah, 2003. "Collateral and Credit Supply," Staff Working Papers 03-11, Bank of Canada.
  6. Joseph Atta-Mensah & Greg Tkacz, 1998. "Predicting Canadian Recessions Using Financial Variables: A Probit Approach," Staff Working Papers 98-5, Bank of Canada.
  7. Joseph Atta-Mensah, 1996. "The Empirical Performance of Alternative Monetary and Liquidity Aggregates," Macroeconomics 9601001, University Library of Munich, Germany.
  8. Jamie Armour & Joseph Atta-Mensah & Walter Engert & Scott Hendry, 1996. "A Distant-Early-Warning Model of Inflation Based on M1 Disequilibria," Staff Working Papers 96-5, Bank of Canada.
  9. Joseph Atta-Mensah, 1996. "A Modified P*-Model of Inflation Based on M1," Staff Working Papers 96-15, Bank of Canada.
  10. David Longworth & Joseph Atta-Mensah, 1995. "The Canadian Experience with Weighted Monetary Aggregates," Econometrics 9511001, University Library of Munich, Germany.
  11. Atta-Mensah, J., 1991. "The Demand for Money in a Stochastic Inflationary Environment," Discussion Papers dp91-15, Department of Economics, Simon Fraser University.

Articles

  1. Joseph Atta-Mensah & Sawuya Nakijoba, 2019. "Estimating the Potential Output and Output Gap of Ghana," Applied Economics and Finance, Redfame publishing, vol. 6(3), pages 58-70, May.
  2. 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.
  3. Joseph Atta-Mensah & Loretta Nott, 1999. "Recent developments in the monetary aggregates and their implications," Bank of Canada Review, Bank of Canada, vol. 1999(Spring), pages 5-19.

Citations

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

Working papers

  1. Joseph Atta-Mensah, 2004. "Money Demand and Economic Uncertainty," Staff Working Papers 04-25, Bank of Canada.

    Cited by:

    1. Mierzejewski, Fernando, 2007. "An actuarial approach to short-run monetary equilibrium," MPRA Paper 2424, University Library of Munich, Germany.
    2. Cronin, David & Kennedy, Bernard, 2007. "Does Uncertainty Impact Money Growth? A Multivariate GARCH Analysis," Research Technical Papers 6/RT/07, Central Bank of Ireland.
    3. Imen Dakhlaoui & Chaker Aloui, 2016. "The Interactive Relationship Between the US Economic Policy Uncertainty and BRIC Stock Markets," International Economics, CEPII research center, issue 146, pages 141-157.
    4. Pei-Tha Gan, 2014. "The Optimal Economic Uncertainty Index: A Grid Search Application," Computational Economics, Springer;Society for Computational Economics, vol. 43(2), pages 159-182, February.
    5. Browne, Frank & Kelly, Robert, 2009. "Money and uncertainty in democratised financial markets," Research Technical Papers 16/RT/09, Central Bank of Ireland.
    6. Ingrid Groessl & Artur Tarassow, 2018. "A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence," Macroeconomics and Finance Series 201802, University of Hamburg, Department of Socioeconomics.
    7. Ismail Senturk & Fiaz Ahmad Sulehri & Syeda Mehak Ali, 2022. "Financial Development and Innovation Led-Growth: A Case of Selected Developing Countries," Journal of Policy Research (JPR), Research Foundation for Humanity (RFH), vol. 8(3), pages 81-97, September.
    8. Dawood Ashraf & Mohsin Khawaja & M. Ishaq Bhatti, 2022. "Raising capital amid economic policy uncertainty: an empirical investigation," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-32, December.
    9. Wei Liao & Mr. Sampawende J Tapsoba, 2014. "China’s Monetary Policy and Interest Rate Liberalization: Lessons from International Experiences," IMF Working Papers 2014/075, International Monetary Fund.
    10. Franz Seitz & Julian von Landesberger, 2014. "Household Money Holdings in the Euro Area: An Explorative Investigation," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(2), pages 83-115, November.
    11. Franz Seitz & Julian von Landesberger, 2012. "Household Money Demand: The Euro Area Case," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 148(III), pages 409-438, September.
    12. Ilona Skibińska-Fabrowska & Małgorzata Czuchryta & Adrian Żak, 2023. "The relationship between payment inclusion and the demand for cash," Bank i Kredyt, Narodowy Bank Polski, vol. 54(4), pages 365-388.
    13. Fassil Fanta, 2012. "Macroeconomic uncertainty, excess liquidity and stability of money demand (M3) in Australia," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 5(4), pages 325-344.
    14. K. Azim Özdemir & Mesut Saygılı, 2013. "Economic uncertainty and money demand stability in Turkey," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 40(3), pages 314-333, July.
    15. Shehu El-Rasheed & Hussin Abdullah & Jauhari Dahalan, 2017. "Monetary Uncertainty and Demand for Money Stability in Nigeria: An Autoregressive Distributed Lag Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 601-607.
    16. Havvanur Feyza Erdem & George Tawadros, 2020. "Estimating An Optimal Macroeconomic Uncertainty Index For Australia," Working Papers 2020-02, DePauw University, School of Business and Leadership and Department of Economics and Management.
    17. Mierzejewski, Fernando, 2006. "Liquidity preference as rational behaviour under uncertainty," MPRA Paper 2771, University Library of Munich, Germany.
    18. Hyunjoo Ryou & Cristina Terra, 2015. "Exchange Rate Dynamics under Financial Market Frictions," THEMA Working Papers 2015-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    19. Helmut Herwartz & Jordi Sardà & Bernd Theilen, 2016. "Money demand and the shadow economy: empirical evidence from OECD countries," Empirical Economics, Springer, vol. 50(4), pages 1627-1645, June.
    20. Pereira, Rodrigo Mendes, 2008. "Investment and Uncertainty in Machinery and Real Estate," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 62(3), November.
    21. David Cronin & Robert Kelly & Bernard Kennedy, 2011. "Money growth, uncertainty and macroeconomic activity: a multivariate GARCH analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 38(2), pages 155-167, May.

  2. Joseph Atta-Mensah, 2004. "The Demand for Money in a Stochastic Environment," Staff Working Papers 04-7, Bank of Canada.

    Cited by:

    1. Franz Seitz & Julian von Landesberger, 2014. "Household Money Holdings in the Euro Area: An Explorative Investigation," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 2(2), pages 83-115, November.
    2. Joseph Atta-Mensah, 2004. "Money Demand and Economic Uncertainty," Staff Working Papers 04-25, Bank of Canada.

  3. Joseph Atta-Mensah, 2004. "Commodity-Linked Bonds: A Potential Means for Less-Developed Countries to Raise Foreign Capital," Staff Working Papers 04-20, Bank of Canada.

    Cited by:

    1. Lopez-Martin, Bernabe & Leal, Julio & Martinez Fritscher, Andre, 2019. "Commodity price risk management and fiscal policy in a sovereign default model," Journal of International Money and Finance, Elsevier, vol. 96(C), pages 304-323.
    2. Lu, Yinqiu & Neftci, Salih, 2008. "Financial instruments to hedge commodity price risk for developing countries," Journal of Financial Transformation, Capco Institute, vol. 24, pages 137-143.
    3. Jane Mpapalika, 2020. "Alternative Financing Instruments for African Economies," 2020 Papers pmp2, Job Market Papers.
    4. Samuel Malone, 2005. "Managing Default Risk for Commodity Dependent Countries: Price Hedging in an Optimizing Model," Economics Series Working Papers 246, University of Oxford, Department of Economics.
    5. United Nations Development Programme UNDP, 2015. "Can GDP-Linked Official Lending to Emerging Economies and Developing Countries Enhance Risk Management and Resilience?," Working Papers id:7147, eSocialSciences.
    6. Matthias Bruckner, 2013. "Effectively addressing the vulnerabilities and development needs of small island developing States," CDP Background Papers 017, United Nations, Department of Economics and Social Affairs.
    7. Anubha Dhasmana, 2008. "Welfare Gains of Aid Indexation in Small Open Economies," IMF Working Papers 2008/101, International Monetary Fund.
    8. Turvey, Calum G. & Chantarat, Sommarat, 2006. "Weather-Linked Bonds," 2006 Agricultural and Rural Finance Markets in Transition, October 2-3, 2006, Washington, DC 133091, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
    9. C. Bora Durdu, 2006. "Are Indexed Bonds a Remedy for Sudden Stops?," Computing in Economics and Finance 2006 11, Society for Computational Economics.

  4. Joseph Atta-Mensah & Ali Dib, 2003. "Bank Lending, Credit Shocks, and the Transmission of Canadian Monetary Policy," Staff Working Papers 03-9, Bank of Canada.

    Cited by:

    1. Luigi MARATTIN & Massimiliano MARZO & Paolo ZAGAGLIA, 2010. "Distortionary Tax Instruments and Implementable Monetary Policy," EcoMod2010 259600110, EcoMod.
    2. Chahnez Boudaya, 2005. "The effects of technological innovations on employment: a new explanation," Cahiers de la Maison des Sciences Economiques v05013, Université Panthéon-Sorbonne (Paris 1).
    3. Kevin x.d. Huang & J. scott Davis, 2013. "Credit Risks and Monetary Policy Trade-Offs," Vanderbilt University Department of Economics Working Papers 13-00004, Vanderbilt University Department of Economics.
    4. Serhat Yuksel & Mustafa Ozsari, 2016. "Impact of Consumer Loans on Inflation and Current Account Deficit: A Toda Yamamoto Causality Test for Turkey," World Journal of Applied Economics, WERI-World Economic Research Institute, vol. 2(2), pages 3-14, December.
    5. Bratsiotis, George J. & Robinson, Wayne A., 2016. "Unit Total Costs: An Alternative Marginal Cost Proxy For Inflation Dynamics," Macroeconomic Dynamics, Cambridge University Press, vol. 20(7), pages 1826-1849, October.
    6. Gregor Bäurle & Rolf Scheufele, 2019. "Credit cycles and real activity: the Swiss case," Empirical Economics, Springer, vol. 56(6), pages 1939-1966, June.
    7. Pierre-Richard Agenor & Koray Alper, 2009. "Monetary Shocks and Central Bank Liquidity with Credit Market Imperfections," Working Papers 0906, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    8. Jefferson Martínez & Gabriel Rodríguez, 2020. "Macroeconomic Effects of Loan Supply Shocks: Empirical Evidence for Peru," Documentos de Trabajo / Working Papers 2020-483, Departamento de Economía - Pontificia Universidad Católica del Perú.
    9. Nathan Bedock & Dalibor Stevanović, 2017. "An empirical study of credit shock transmission in a small open economy," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(2), pages 541-570, May.
    10. Carrera, Cesar, 2010. "The Bank Lending Channel in Peru: evidence and transmission mechanism," Working Papers 2010-021, Banco Central de Reserva del Perú.
    11. Luz Adriana Flórez & Carlos Esteban Posda & José Fernando Escobar, 2004. "El crédito y sus factores determinantes: el caso colombiano (1990 -2004)," Borradores de Economia 311, Banco de la Republica de Colombia.
    12. Barnett, Alina & Thomas, Ryland, 2013. "Has weak lending and activity in the United Kingdom been driven by credit supply shocks?," Bank of England working papers 482, Bank of England.
    13. Ian Christensen & Paul Corrigan & Caterina Mendicino & Shin‐Ichi Nishiyama, 2016. "Consumption, housing collateral and the Canadian business cycle," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 49(1), pages 207-236, February.
    14. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
    15. 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.
    16. Kebalo, Léleng, 2017. "Incidence de l'ouverture économique et de la libéralisation financière des pays de la Communauté Économique des États de l'Afrique de l'Ouest sur leurs activités économiques [Impact of economic ope," MPRA Paper 79442, University Library of Munich, Germany.
    17. Mohseni, Hadiseh & Shahikitash, Nabi & Pahlavani, Mosayeb & Mirjalili, Seyed Hossein, 2023. "Effect of Credit Easing Policy on Recovery of Iran’s Economy: Stochastic Dynamic General Equilibrium Model Approach," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 11(44), pages 9-37.
    18. Romain Houssa & Jolan Mohimont & Christopher Otrok, 2015. "Sources of Business Cycles in a Low Income Country," Pacific Economic Review, Wiley Blackwell, vol. 20(1), pages 125-148, February.
    19. Pierre-Richard Agénor & Koray Alper & Luiz Pereira da Silva, 2009. "Capital Requirements and Business Cycles with Credit Market Imperfections," Centre for Growth and Business Cycle Research Discussion Paper Series 124, Economics, The University of Manchester.
    20. Aysun, Uluc & Brady, Ryan & Honig, Adam, 2013. "Financial frictions and the strength of monetary transmission," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 1097-1119.
    21. Francesco Corsello & Valerio Nispi Landi, 2020. "Labor Market and Financial Shocks: A Time‐Varying Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(4), pages 777-801, June.
    22. Yen, Ju-Fang & Chen, Yan-Shing & Shen, Chung-Hua & Lin, Chih-Yung, 2014. "Why do firms allow their CEOs to join trade associations? An embeddedness view," International Review of Economics & Finance, Elsevier, vol. 32(C), pages 47-61.
    23. Helder Ferreira de Mendonça & Vitor R. C. Britto, 2017. "Interest rate and credit channel for households and firms: Evidence from a large emerging economy," Economics Bulletin, AccessEcon, vol. 37(1), pages 586-604.
    24. Takeshi Yagihashi, 2020. "DSGE Models Used by Policymakers: A Survey," Discussion papers ron333, Policy Research Institute, Ministry of Finance Japan.
    25. Khan, Habib Hussain & Ahmad, Rubi Binti & Gee, Chan Sok, 2016. "Bank competition and monetary policy transmission through the bank lending channel: Evidence from ASEAN," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 19-39.
    26. Guevara, Carlos & Rodríguez, Gabriel, 2020. "The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    27. Khoshnevis , Maryam & Ahmadyan , Azam, 2017. "Modeling Basel Regulatory in DSGE with Emphasis on Adequacy Regulatory," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 12(4), pages 379-407, October.
    28. Eickmeier, Sandra & Ng, Tim, 2011. "How Do Credit Supply Shocks Propagate Internationally? A GVAR approach," CEPR Discussion Papers 8720, C.E.P.R. Discussion Papers.
    29. Florina-Cristina Badarau & Florence Huart & Ibrahima Sangaré, 2013. "Indebtedness and macroeconomic imbalances in a monetary-union DSGE model," Working Papers hal-00996622, HAL.
    30. Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2012. "Loan supply shocks during the financial crisis: Evidence for the Euro area," Journal of International Money and Finance, Elsevier, vol. 31(3), pages 569-592.
    31. Alina Barnett & Ryland Thomas, 2014. "Has Weak Lending and Activity in the UK been Driven by Credit Supply Shocks?," Manchester School, University of Manchester, vol. 82(S1), pages 60-89, September.
    32. Uluc Aysun & Ryan Brady & Adam Honig, 2009. "Financial Frictions and Monetary Transmission Strength: A Cross-Country Analysis," Working papers 2009-24, University of Connecticut, Department of Economics, revised Jun 2010.
    33. Uluc Aysun & Ryan Brady & Adam Honig, 2011. "Financial Frictions and the Credit Channel of Monetary Transmission," Working Papers 2011-03, University of Central Florida, Department of Economics.
    34. Halvorsen, Jørn I. & Jacobsen, Dag Henning, 2014. "How important can bank lending shocks be for economic fluctuations?," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 104-123.
    35. Cristina Badarau & Florence Huart & Ibrahima Sangaré, 2014. "Sovereign Risk Premium and Divergent Fiscal Policies in a Monetary Union," Revue d'économie politique, Dalloz, vol. 124(6), pages 867-898.
    36. Caterina Mendicino & Yahong Zhang, 2016. "Risk Shocks in a Small Open Economy," Working Papers 1602, University of Windsor, Department of Economics.
    37. J. Scott Davis, 2010. "The adverse feedback loop and the effects of risk in both the real and financial sectors," Globalization Institute Working Papers 66, Federal Reserve Bank of Dallas.
    38. Airaudo, Marco & Cardani, Roberta & Lansing, Kevin J., 2013. "Monetary policy and asset prices with belief-driven fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1453-1478.
    39. J. Scott Davis & Kevin X. D. Huang, 2011. "Optimal monetary policy under financial sector risk," Globalization Institute Working Papers 85, Federal Reserve Bank of Dallas.
    40. Mendicino, Caterina & Zhang, Yahong, 2018. "Risk shocks in a small open economy: Business cycle dynamics in Canada," Economic Modelling, Elsevier, vol. 72(C), pages 391-409.
    41. Gabriel Rodríguez & Carlos Guevara, 2018. "The Role of Loan Supply Shocks in Pacific Alliance Countries: A TVP-VAR-SV Approach," Documentos de Trabajo / Working Papers 2018-467, Departamento de Economía - Pontificia Universidad Católica del Perú.
    42. Luz Adriana Flórez & Carlos Esteban Posada & José Fernando Escobar, 2005. "Crédito y depósitos bancarios en Colombia (1990-2004): una relación de largo plazo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 23(48), pages 12-63, June.
    43. Surach Tanboon, 2008. "The Bank of Thailand Structural Model for Policy Analysis," Working Papers 2008-06, Monetary Policy Group, Bank of Thailand.
    44. Zhang, Hongru, 2011. "Financial Sector Shocks, External Finance Premium and Business Cycle ," Cardiff Economics Working Papers E2011/7, Cardiff University, Cardiff Business School, Economics Section.
    45. Chu, Shiou-Yen, 2013. "Credit frictions and consumption dynamics in an open economy," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 250-260.
    46. Milcheva, Stanimira, 2013. "A bank lending channel or a credit supply shock?," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 314-332.
    47. Romain Houssa & Jolan Mohimont & Chris Otrok, 2013. "Credit Shocks and Macroeconomic Fluctuations in Emerging Markets," CESifo Working Paper Series 4281, CESifo.

  5. Joseph Atta-Mensah, 2003. "Collateral and Credit Supply," Staff Working Papers 03-11, Bank of Canada.

    Cited by:

    1. Orrillo, Jaime, 2005. "Collateral once again," Economics Letters, Elsevier, vol. 87(1), pages 27-33, April.

  6. Joseph Atta-Mensah & Greg Tkacz, 1998. "Predicting Canadian Recessions Using Financial Variables: A Probit Approach," Staff Working Papers 98-5, Bank of Canada.

    Cited by:

    1. Esther Fernández Galar & Javier Gómez Biscarri, 2003. "Revisiting the Ability of Interest Rate Spreads to Predict Recessions: Evidence for a," Faculty Working Papers 04/03, School of Economics and Business Administration, University of Navarra.
    2. Switzer, Lorne N., 2010. "The behaviour of small cap vs. large cap stocks in recessions and recoveries: Empirical evidence for the United States and Canada," The North American Journal of Economics and Finance, Elsevier, vol. 21(3), pages 332-346, December.
    3. Hamilton, James Douglas & Kim, Dong Heon, 2000. "A Re-examination of the Predictability of Economic Activity Using the Yield Spread," University of California at San Diego, Economics Working Paper Series qt69v8p1m9, Department of Economics, UC San Diego.
    4. Viktor Kotlán, 2001. "Monetary policy and the term structure of interest rates in a small open economy - a model framework approach," Macroeconomics 0110003, University Library of Munich, Germany.
    5. Mili, Mehdi & Sahut, Jean-Michel & Teulon, Frédéric, 2012. "Non linear and asymmetric linkages between real growth in the Euro area and global financial market conditions: New evidence," Economic Modelling, Elsevier, vol. 29(3), pages 734-741.
    6. Jean-michel Sahut & Medhi Mili & Frédéric Teulon, 2012. "What is the linkage between real growth in the Euro area and global financial market conditions?," Economics Bulletin, AccessEcon, vol. 32(3), pages 2464-2480.
    7. Döpke, Jörg, 1999. "Predicting Germany's recessions with leading indicators: Evidence from probit models," Kiel Working Papers 944, Kiel Institute for the World Economy (IfW Kiel).
    8. Christis Hassapis, 2003. "Financial variables and real activity in Canada," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 36(2), pages 421-442, May.
    9. Melvin Muzi Khomo & Meshach Jesse Aziakpono, 2007. "Forecasting Recession In South Africa: A Comparison Of The Yield Curve And Other Economic Indicators," South African Journal of Economics, Economic Society of South Africa, vol. 75(2), pages 194-212, June.
    10. Viktor Kotlán, 2000. "The Term Structure of Interest Rates and Future Inflation," Macroeconomics 0004014, University Library of Munich, Germany.
    11. Lili Hao & Eric C.Y. Ng, 2011. "Predicting Canadian recessions using dynamic probit modelling approaches," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 44(4), pages 1297-1330, November.
    12. Souki, Kaouthar, 2008. "Assessing the effects of U.S. shocks on the Canadian economy using alternative identification methods," The North American Journal of Economics and Finance, Elsevier, vol. 19(2), pages 193-213, August.
    13. Patrick De lamirande & Jason Stevens, 2016. "Predicting events with an unidentified time horizon," Economics Bulletin, AccessEcon, vol. 36(2), pages 729-735.
    14. Milda Maria Burzala, 2012. "The Probability of Recession in Poland Based on the Hamilton Switching Model and the Logit Model," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 12, pages 73-88.
    15. Peter Sephton, 2001. "Forecasting recessions: can we do better on MARS?," Review, Federal Reserve Bank of St. Louis, vol. 83(Mar), pages 39-49.
    16. Viktor Kotlan, 2002. "Monetary Policy and the Term Spread in a Macro Model of a Small Open Economy," Working Papers 2002/01, Czech National Bank.
    17. Sylvain Martel, 2005. "Y a-t-il eu surinvestissement au Canada durant la seconde moitié des années 1990?," Staff Working Papers 05-5, Bank of Canada.
    18. Javier Gómez, 2007. "Changes in the Informational Content of the Spread: Is Monetary Policy Becoming Less Effective?," Faculty Working Papers 05/07, School of Economics and Business Administration, University of Navarra.

  7. Joseph Atta-Mensah, 1996. "The Empirical Performance of Alternative Monetary and Liquidity Aggregates," Macroeconomics 9601001, University Library of Munich, Germany.

    Cited by:

    1. Luis Fernando Melo & Martha Misas A., 2004. "Modelos Estructurales de Inflación en Colombia: Estimación a Través de Mínimos Cuadrados Flexibles," Borradores de Economia 283, Banco de la Republica de Colombia.
    2. Luis Fernando Melo Velandia & Martha Alicia Misas Arango, 2004. "Modelos Estructurales de Inflación en Colombia: Estimación a través de Mínimos Cuadrados Flexibles," Borradores de Economia 3244, Banco de la Republica.
    3. David Laidler, 1999. "The Quantity of Money and Monetary Policy," Staff Working Papers 99-5, Bank of Canada.
    4. 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, University Library of Munich, Germany.
    5. Jean-François Fillion, 1996. "L'endettement du Canada et ses effets sur les taux d'interet reels de long term," Staff Working Papers 96-14, Bank of Canada.
    6. Joseph Atta-Mensah, 1996. "A Modified P*-Model of Inflation Based on M1," Staff Working Papers 96-15, Bank of Canada.
    7. Simon van Norden & Robert Vigfusson, 1996. "Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures," Econometrics 9603004, University Library of Munich, Germany.
    8. Martha Misas Arango & Enrique López Enciso & Luis Fernando Melo velandia, 1999. "La Inflación Desde Una Perspectiva Monetaria : Un Modelo P* Para Colombia," Borradores de Economia 3028, Banco de la Republica.
    9. Manamani SAHOO, 2017. "Financial conditions index (FCI), inflation and growth: Some evidence," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(3(612), A), pages 147-172, Autumn.

  8. Jamie Armour & Joseph Atta-Mensah & Walter Engert & Scott Hendry, 1996. "A Distant-Early-Warning Model of Inflation Based on M1 Disequilibria," Staff Working Papers 96-5, Bank of Canada.

    Cited by:

    1. Martin Melecky, 2001. "Stabilita dlouhodobe poptavky po siroce definovanych penezich v otevrene ekonomice: pripad CR 1994-2000," Archive of Monetary Policy Division Working Papers 2001/38, Czech National Bank.
    2. Hongyi Chen & Pierre Siklos, 2022. "Central bank digital currency: A review and some macro-financial implications," CAMA Working Papers 2022-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    3. Mahdi Barakchian, S., 2015. "Transmission of US monetary policy into the Canadian economy: A structural cointegration analysis," Economic Modelling, Elsevier, vol. 46(C), pages 11-26.
    4. David Longworth & Brian O´Reilly, 2002. "The Monetary Policy Transmission Mechanism and Policy Rules in Canada," Central Banking, Analysis, and Economic Policies Book Series, in: Norman Loayza & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy: Rules and Transmission Mechanisms, edition 1, volume 4, chapter 13, pages 357-392, Central Bank of Chile.
    5. Seamus Hogan & Marianne Johnson & Thérèse Laflèche, 2001. "Core Inflation," Technical Reports 89, Bank of Canada.
    6. Ian Christensen & Paul Corrigan & Caterina Mendicino & Shin‐Ichi Nishiyama, 2016. "Consumption, housing collateral and the Canadian business cycle," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 49(1), pages 207-236, February.
    7. Joseph Atta-Mensah, 1996. "A Modified P*-Model of Inflation Based on M1," Staff Working Papers 96-15, Bank of Canada.
    8. Mujeri, Mustafa Kamal & Shahiduzzaman , Md & Islam, Md Ezazul, 2009. "Application of the P?Star Model for Measuring Inflationary Pressure in Bangladesh," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 32(1), pages 1-22, March.
    9. Pierre L. Siklos & Andrew G. Barton, 2001. "Monetary aggregates as indicators of economic activity in Canada: empirical evidence," Canadian Journal of Economics, Canadian Economics Association, vol. 34(1), pages 1-17, February.
    10. Musoni J. Rutayisire, 2010. "Economic Liberalization, Monetary Policy and Money Demand in Rwanda: 1980–2005," Working Papers 193, African Economic Research Consortium, Research Department.
    11. Mrtin Melecký, 2002. "Poptávka po penìzích v Èeské republice (M1)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 52(3), pages 76-89, March.
    12. Ilker Domac, 2003. "Explaining and Forecasting Inflation in Turkey," Working Papers 0306, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    13. Walter Engert & Scott Hendry, 1998. "Forecasting Inflation with the M1-VECM: Part Two," Staff Working Papers 98-6, Bank of Canada.
    14. Jeannine Bailliu & Daniel Garcés & Mark Kruger & Miguel Messmacher, 2003. "Explaining and Forecasting Inflation in Emerging Markets: The Case of Mexico," Staff Working Papers 03-17, Bank of Canada.
    15. Bohl, Martin & Mayes, David G. & Siklos, Pierre L., 2009. "The quality of monetary policy and inflation performance: globalization and its aftermath," Bank of Finland Research Discussion Papers 31/2009, Bank of Finland.
    16. Charles Freedman, 1996. "What operating procedures should be adopted to maintain price stability? practical issues," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 241-285.

  9. Joseph Atta-Mensah, 1996. "A Modified P*-Model of Inflation Based on M1," Staff Working Papers 96-15, Bank of Canada.

    Cited by:

    1. Martin Melecky, 2001. "Stabilita dlouhodobe poptavky po siroce definovanych penezich v otevrene ekonomice: pripad CR 1994-2000," Archive of Monetary Policy Division Working Papers 2001/38, Czech National Bank.
    2. Seamus Hogan & Marianne Johnson & Thérèse Laflèche, 2001. "Core Inflation," Technical Reports 89, Bank of Canada.
    3. Mujeri, Mustafa Kamal & Shahiduzzaman , Md & Islam, Md Ezazul, 2009. "Application of the P?Star Model for Measuring Inflationary Pressure in Bangladesh," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 32(1), pages 1-22, March.
    4. Martha Misas Arango & Enrique López Enciso & Luis Fernando Melo velandia, 1999. "La Inflación Desde Una Perspectiva Monetaria : Un Modelo P* Para Colombia," Borradores de Economia 3028, Banco de la Republica.
    5. Ahmad Tashkini, 2006. "The P-star Model in Iran (1960-2005)," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 11(1), pages 115-122, winter.
    6. Mrtin Melecký, 2002. "Poptávka po penìzích v Èeské republice (M1)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 52(3), pages 76-89, March.
    7. Tödter, Karl-Heinz, 2002. "Monetary indicators and policy rules in the P-star model," Discussion Paper Series 1: Economic Studies 2002,18, Deutsche Bundesbank.

  10. David Longworth & Joseph Atta-Mensah, 1995. "The Canadian Experience with Weighted Monetary Aggregates," Econometrics 9511001, University Library of Munich, Germany.

    Cited by:

    1. David Longworth, 2003. "Money in the Bank (of Canada)," Technical Reports 93, Bank of Canada.
    2. Yu, Qiao & Tsui, Albert K., 2000. "Monetary services and money demand in China," China Economic Review, Elsevier, vol. 11(2), pages 134-148, December.
    3. Richard G. Anderson & Barry E. Jones & Travis D. Nesmith, 1997. "Special report: The monetary services index project of the Federal Reserve Bank of St. Louis: introduction to the St. Louis monetary services index project," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 25-30.
    4. Pierre L. Siklos & Andrew G. Barton, 2001. "Monetary aggregates as indicators of economic activity in Canada: empirical evidence," Canadian Journal of Economics, Canadian Economics Association, vol. 34(1), pages 1-17, February.
    5. Tracy Chan & Ramdane Djoudad & Jackson Loi, 2006. "Regime Shifts in the Indicator Properties of Narrow Money in Canada," Staff Working Papers 06-6, Bank of Canada.
    6. Paul Gilbert & Lise Pichette, 2003. "Dynamic Factor Analysis for Measuring Money," Staff Working Papers 03-21, Bank of Canada.

Articles

  1. 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. See citations under working paper version above.
  2. Joseph Atta-Mensah & Loretta Nott, 1999. "Recent developments in the monetary aggregates and their implications," Bank of Canada Review, Bank of Canada, vol. 1999(Spring), pages 5-19.

    Cited by:

    1. Erika Arraño G., 2006. "Agregados Monetarios: Nuevas Definiciones," Economic Statistics Series 53, Central Bank of Chile.
    2. Serletis, Apostolos & Rangel-Ruiz, Ricardo, 2005. "Microeconometrics and measurement matters: Some results from monetary economics for Canada," Journal of Macroeconomics, Elsevier, vol. 27(2), pages 307-330, June.
    3. Pierre L. Siklos & Andrew G. Barton, 2001. "Monetary aggregates as indicators of economic activity in Canada: empirical evidence," Canadian Journal of Economics, Canadian Economics Association, vol. 34(1), pages 1-17, February.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (3) 2003-04-21 2004-03-07 2004-08-23
  2. NEP-MFD: Microfinance (3) 2003-04-21 2003-05-08 2004-08-23
  3. NEP-MON: Monetary Economics (3) 2003-04-21 2004-03-07 2004-08-23
  4. NEP-CBA: Central Banking (2) 2003-04-21 2004-08-23
  5. NEP-FIN: Finance (2) 2003-05-08 2004-08-23
  6. NEP-RMG: Risk Management (2) 2003-04-21 2003-05-08
  7. NEP-CFN: Corporate Finance (1) 2003-05-08
  8. NEP-DEV: Development (1) 2004-08-23
  9. NEP-DGE: Dynamic General Equilibrium (1) 2003-04-21
  10. NEP-FMK: Financial Markets (1) 2004-08-23

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