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Scott Hendry

Personal Details

First Name:Scott
Middle Name:
Last Name:Hendry
Suffix:
RePEc Short-ID:phe12
Terminal Degree:1993 Department of Economics; University of Western Ontario (from RePEc Genealogy)

Affiliation

Bank of Canada

Ottawa, Canada
http://www.bank-banque-canada.ca/

: (613) 782-8111
(613) 782-7713
234 Wellington Ave W, Ottawa, ON, K1A 0H9
RePEc:edi:bocgvca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Scott Hendry, 2012. "Central Bank Communication or the Media’s Interpretation: What Moves Markets?," Staff Working Papers 12-9, Bank of Canada.
  2. Scott Hendry & Alison Madeley, 2010. "Text Mining and the Information Content of Bank of Canada Communications," Staff Working Papers 10-31, Bank of Canada.
  3. Christopher Chung & Bryan Campbell & Scott Hendry, 2007. "Price Discovery in Canadian Government Bond Futures and Spot Markets," Staff Working Papers 07-4, Bank of Canada.
  4. Bryan Campbell & Scott Hendry, 2007. "Price Discovery in Canadian and U.S. 10-Year Government Bond Markets," Staff Working Papers 07-43, Bank of Canada.
  5. Scott Hendry & Nadja Kamhi, 2007. "Uncollateralized Overnight Loans Settled in LVTS," Staff Working Papers 07-11, Bank of Canada.
  6. David Andolfatto & Scott Hendry & Kevin Moran, 2005. "Are Inflation Expectations Rational?," Macroeconomics 0501002, EconWPA.
  7. Scott Hendry & Michael R. King, 2004. "The Efficiency of Canadian Capital Markets: Some Bank of Canada Research," Finance 0409010, EconWPA.
  8. Scott Hendry & Kevin Moran, 2004. "Search in Financial Markets, and Monetary Policy," Computing in Economics and Finance 2004 126, Society for Computational Economics.
  9. Scott Hendry & Wai-Ming Ho & Kevin Moran, 2003. "Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model," Staff Working Papers 03-38, Bank of Canada.
  10. Andolfatto, David & Scott Hendry & Kevin Moran, 2002. "Inflation Expectations and Learning about Monetary Policy," Staff Working Papers 02-30, Bank of Canada.
  11. David Andolfatto & Scott Hendry & Kevin Moran, 2002. "Labour Markets, Liquidity, and Monetary Policy Regimes," Staff Working Papers 02-32, Bank of Canada.
  12. David Andolfatto & Scott Hendry & Kevin Moran & Guang-Jia Zhang, 1999. "Persistent Liquidity Effects Following a Change in Monetary Policy Regime," Working Papers 00001, University of Waterloo, Department of Economics, revised Jan 2000.
  13. Hendry, S. & Zhang, G., 1998. "Liquidity Effects and Market Frictions," Staff Working Papers 98-11, Bank of Canada.
  14. Engert, Walter & Hendry, Scott, 1998. "Forecasting Inflation with the M1-VECM: Part Two," Staff Working Papers 98-6, Bank of Canada.
  15. Armour, J. & Atta-Mensah, J. & Engert, W. & Hendry, S., 1996. "A Distant-Early-Warning Model of Inflation Based on M1 Disequilibria," Staff Working Papers 96-5, Bank of Canada.
  16. Scott Hendry, 1995. "Long-Run Demand for M1," Macroeconomics 9511001, EconWPA.
  17. 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.

Articles

  1. Scott Hendry, 2011. "Conference Summary: Financial Globalization and Financial Instability," Bank of Canada Review, Bank of Canada, vol. 2010(Winter), pages 29-35.
  2. Scott Hendry & Nadja Kamhi, 2009. "Uncollateralized overnight lending in Canada," Applied Financial Economics, Taylor & Francis Journals, vol. 19(11), pages 869-880.
  3. Andolfatto, David & Hendry, Scott & Moran, Kevin, 2008. "Are inflation expectations rational?," Journal of Monetary Economics, Elsevier, vol. 55(2), pages 406-422, March.
  4. 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. 2006(Winter), pages 27-36.
  5. 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.
  6. 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. 2004(Summer), pages 5-17.
  7. Scott Hendry & Charleen Adam, 2001. "El modelo de correción de error del vector M1: algunas extensiones y aplicaciones," Monetaria, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 97-129, abril-jun.
  8. Scott Hendry & Charleen Adam, 2001. "The M1 Vector-Error-Correction Model: some Extensions and Applications," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 145-175, July-Dece.
  9. Hendry, Scott & Zhang, Guang-Jia, 2001. "Liquidity Effects and Market Frictions," Journal of Macroeconomics, Elsevier, vol. 23(2), pages 153-176, April.

Chapters

  1. Robert Amano & Scott Hendry, 2003. "Inflation persistence and costly market share adjustment: a preliminary analysis," BIS Papers chapters,in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 134-146 Bank for International Settlements.

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. Scott Hendry, 2012. "Central Bank Communication or the Media’s Interpretation: What Moves Markets?," Staff Working Papers 12-9, Bank of Canada.

    Cited by:

    1. Stephen Hansen & Michael McMahon, 2016. "Shocking Language: Understanding the Macroeconomic Effects of Central Bank Communication," NBER Chapters,in: NBER International Seminar on Macroeconomics 2015 National Bureau of Economic Research, Inc.
    2. Michael Ehrmann & Jonathan Talmi, 2016. "Starting from a Blank Page? Semantic Similarity in Central Bank Communication and Market Volatility," Staff Working Papers 16-37, Bank of Canada.
    3. Kohei Kawamura & Yohei Kobashi & Masato Shizume & Kozo Ueda, 2016. "Strategic Central Bank Communication: Discourse and Game-Theoretic Analyses of the Bank of Japan's Monthly Report," UTokyo Price Project Working Paper Series 062, University of Tokyo, Graduate School of Economics.
    4. Hayo, Bernd & Neuenkirch, Matthias, 2015. "Self-monitoring or reliance on media reporting: How do financial market participants process central bank news?," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 27-37.

  2. Scott Hendry & Alison Madeley, 2010. "Text Mining and the Information Content of Bank of Canada Communications," Staff Working Papers 10-31, Bank of Canada.

    Cited by:

    1. David Bholat & Stephen Hans & Pedro Santos & Cheryl Schonhardt-Bailey, 2015. "Text mining for central banks," Handbooks, Centre for Central Banking Studies, Bank of England, edition 1, number 33.
    2. Giuseppe Bruno, 2017. "Central Bank Communications: information extraction and semantic analysis," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Big Data, volume 44 Bank for International Settlements.
    3. Stephen Hansen & Michael McMahon, 2016. "Shocking Language: Understanding the Macroeconomic Effects of Central Bank Communication," NBER Chapters,in: NBER International Seminar on Macroeconomics 2015 National Bureau of Economic Research, Inc.
    4. Scott Hendry, 2012. "Central Bank Communication or the Media’s Interpretation: What Moves Markets?," Staff Working Papers 12-9, Bank of Canada.
    5. Luis E. Arango & Javier Pantoja & Carlos Velásquez, 2017. "Effects of the central bank’s communications in Colombia. A content analysis," Borradores de Economia 1024, Banco de la Republica de Colombia.
    6. Kohei Kawamura & Yohei Kobashi & Masato Shizume & Kozo Ueda, 2016. "Strategic Central Bank Communication: Discourse and Game-Theoretic Analyses of the Bank of Japan's Monthly Report," UTokyo Price Project Working Paper Series 062, University of Tokyo, Graduate School of Economics.
    7. Irving Fisher Committee, 2017. "Big Data," IFC Bulletins, Bank for International Settlements, number 44.
    8. Catenaro, Marco & Vidal, Jean-Pierre & Wolswijk, Guido & Allard, Julien, 2012. "Central bank communication on fiscal policy," Working Paper Series 1477, European Central Bank.
    9. Acosta, Miguel, 2015. "FOMC Responses to Calls for Transparency," Finance and Economics Discussion Series 2015-60, Board of Governors of the Federal Reserve System (U.S.).

  3. Christopher Chung & Bryan Campbell & Scott Hendry, 2007. "Price Discovery in Canadian Government Bond Futures and Spot Markets," Staff Working Papers 07-4, Bank of Canada.

    Cited by:

    1. Caporale, Guglielmo Maria & Girardi, Alessandro, 2013. "Price discovery and trade fragmentation in a multi-market environment: Evidence from the MTS system," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 227-240.
    2. Park, Cyn-Young & Mercado, Rogelio & Choi, Jaehun & Lim, Hosung, 2015. "Price Discovery and Foreign Participation in the Republic of Korea’s Government Bond Cash and Futures Markets," ADB Economics Working Paper Series 427, Asian Development Bank.
    3. Alessandro Girardi, 2008. "The Informational Content of Trades on the EuroMTS Platform," ISAE Working Papers 97, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).

  4. Bryan Campbell & Scott Hendry, 2007. "Price Discovery in Canadian and U.S. 10-Year Government Bond Markets," Staff Working Papers 07-43, Bank of Canada.

    Cited by:

    1. Park, Cyn-Young & Mercado, Rogelio & Choi, Jaehun & Lim, Hosung, 2015. "Price Discovery and Foreign Participation in the Republic of Korea’s Government Bond Cash and Futures Markets," ADB Economics Working Paper Series 427, Asian Development Bank.
    2. Fricke, Christoph & Menkhoff, Lukas, 2010. "Does the "Bund" dominate price discovery in Euro bond futures? Examining information shares," Hannover Economic Papers (HEP) dp-449, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    3. Coluzzi, Chiara & Ginebri, Sergio & Turco, Manuel, 2008. "Measuring and Analyzing the Liquidity of the Italian Treasury Security Wholesale Secondary Market," Economics & Statistics Discussion Papers esdp08044, University of Molise, Dept. EGSeI.

  5. Scott Hendry & Nadja Kamhi, 2007. "Uncollateralized Overnight Loans Settled in LVTS," Staff Working Papers 07-11, Bank of Canada.

    Cited by:

    1. Luca Arciero & Ronald Heijmans & Richard Heuver & Marco Massarenti & Cristina Picillo & Francesco Vacirca, 2013. "How to measure the unsecured money market? The Eurosystem's implementation and validation using TARGET2 data," DNB Working Papers 369, Netherlands Central Bank, Research Department.
    2. Nellie Zhang, 2015. "Changes in Payment Timing in Canada’s Large Value Transfer System," Staff Working Papers 15-20, Bank of Canada.
    3. Leon Rincon, C.E. & Cely, Jorge & Cadena, Carlos, 2015. "Identifying Interbank Loans, Rates, and Claims Networks from Transactional Data," Discussion Paper 2015-029, Tilburg University, Center for Economic Research.
    4. Olivier Armantier & Adam Copeland, 2012. "Assessing the quality of “Furfine-based” algorithms," Staff Reports 575, Federal Reserve Bank of New York.
    5. Bartolini, Leonardo & Hilton, Spence & McAndrews, James J., 2010. "Settlement delays in the money market," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 934-945, May.
    6. Alejandra Anastasi & Pedro Elosegui & Máximo Sangiácomo, 2010. "Call Money Interest Rate Determinants in Argentina," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(57-58), pages 95-126, January -.
    7. Armantier, Olivier & Copeland, Adam, 2015. "Challenges in identifying interbank loans," Economic Policy Review, Federal Reserve Bank of New York, issue 21-1, pages 1-17.
    8. Luca Arciero & Ronald Heijmans & Richard Heuver & Marco Massarenti & Cristina Picillo & Francesco Vacirca, 2014. "How to measure the unsecured money market? The Eurosystem�s implementation and validation using TARGET2 data," Questioni di Economia e Finanza (Occasional Papers) 215, Bank of Italy, Economic Research and International Relations Area.
    9. Anna Kovner & David R. Skeie, 2013. "Evaluating the quality of fed funds lending estimates produced from Fedwire payments data," Staff Reports 629, Federal Reserve Bank of New York.
    10. Edoardo Rainone & Francesco Vacirca, 2016. "Estimating the money market microstructure with negative and zero interest rates," Temi di discussione (Economic working papers) 1059, Bank of Italy, Economic Research and International Relations Area.

  6. David Andolfatto & Scott Hendry & Kevin Moran, 2005. "Are Inflation Expectations Rational?," Macroeconomics 0501002, EconWPA.

    Cited by:

    1. Castelnuovo, Efrem, 2010. "Tracking U.S. inflation expectations with domestic and global indicators," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1340-1356, November.
    2. Christopher J. Neely & David E. Rapach, 2008. "Real interest rate persistence: evidence and implications," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 609-642.
    3. Martin Melecky & Diego Rodríguez Palenzuela & Ulf Söderström, 2008. "Inflation Target Transparency and the Macroeconomy," Working Papers Central Bank of Chile 490, Central Bank of Chile.
    4. Camille Cornand & Cheick Kader M'Baye, 2016. "Band or Point Inflation Targeting? An Experimental Approach," Working Papers halshs-01313095, HAL.
    5. Olivier Coibion & Yuriy Gorodnichenko, 2012. "Information Rigidity and the Expectations Formation Process; A Simple Framework and New Facts," IMF Working Papers 12/296, International Monetary Fund.
    6. Brissimis, Sophocles & Migiakis, Petros, 2010. "Inflation persistence and the rationality of inflation expectations," MPRA Paper 29052, University Library of Munich, Germany.
    7. Rozsypal, Filip & Schlafmann, Kathrin, 2017. "Overpersistence Bias in Individual Income Expectations and its Aggregate Implications," CEPR Discussion Papers 12028, C.E.P.R. Discussion Papers.
    8. Lafuente Luengo, Juan Ángel & Ruiz, Jesús & Pérez, Rafaela, 2011. "Estimating US persistent and transitory monetary shocks: implications for monetary policy," DEE - Working Papers. Business Economics. WB wb113108, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    9. Elena Andreou & Snezana Eminidou & Marios Zachariadis, 2017. "Inflation expectations and monetary policy surprises," University of Cyprus Working Papers in Economics 01-2017, University of Cyprus Department of Economics.
    10. Hatcher, Michael & Minford, Patrick, 2014. "Stabilization policy, rational expectations and price-level versus infl‡ation targeting: a survey," CEPR Discussion Papers 9820, C.E.P.R. Discussion Papers.
    11. Anna Loleyt & Ilya Gurov, 2011. "The process of formation of inflation expectations in an information economy," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 104-127 Bank for International Settlements.
    12. Hernando Vargas-Herrera, 2016. "Inflation Expectations and a Model-Based Core Inflation Measure in Colombia," BORRADORES DE ECONOMIA 014264, BANCO DE LA REPÚBLICA.
    13. Ricardo Nunes, 2009. "On the Epidemiological Microfoundations of Sticky Information," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(5), pages 643-657, October.
    14. Scott Davis, 2012. "The Effect of Commodity Price Shocks on Underlying Inflation: The Role of Central Bank Credibility," Working Papers 272012, Hong Kong Institute for Monetary Research.
    15. Del Negro, Marco & Eusepi, Stefano, 2011. "Fitting observed inflation expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2105-2131.
    16. Martin Cerisola & Gaston Gelos, 2009. "What drives inflation expectations in Brazil? An empirical analysis," Applied Economics, Taylor & Francis Journals, vol. 41(10), pages 1215-1227.
    17. Dovern, Jonas & Weisser, Johannes, 2011. "Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7," International Journal of Forecasting, Elsevier, vol. 27(2), pages 452-465, April.
    18. El-Shagi, Makram, 2011. "Inflation expectations: Does the market beat econometric forecasts?," The North American Journal of Economics and Finance, Elsevier, vol. 22(3), pages 298-319.
    19. Lance Kent, 2015. "Relaxing Rational Expectations," Working Papers 159, Department of Economics, College of William and Mary.
    20. Hatcher, Michael C. & Minford, Patrick, 2013. "Stabilization policy, rational expectations and price-level versus inflation targeting: a survey," Cardiff Economics Working Papers E2013/14, Cardiff University, Cardiff Business School, Economics Section.
    21. Sonali Das & Rangan Gupta & Patrick Kanda & Monique Reid & Christian Tipoy & Mulatu Zerihun, 2014. "Real interest rate persistence in South Africa: evidence and implications," Economic Change and Restructuring, Springer, vol. 47(1), pages 41-62, February.
    22. Francesca Pancotto & Giuseppe Pignataro & Davide Raggi, 2015. "Social Learning and Higher Order Beliefs: A Structural Model of Exchange Rates Dynamics," LEM Papers Series 2015/24, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    23. Andreou, Elena & Eminidou, Snezana & Zachariadis, Marios, 2016. "Inflation expectations and monetary policy in Europe," CEPR Discussion Papers 11306, C.E.P.R. Discussion Papers.
    24. Deversi, Marvin, 2014. "Do Macroeconomic Shocks Affect Intuitive Inflation Forecasting? An Experimental Investigation," Ruhr Economic Papers 528, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
    25. Dovern, Jonas & Weisser, Johannes, 2008. "Are they really rational? Assessing professional macro-economic forecasts from the G7-countries," Kiel Working Papers 1447, Kiel Institute for the World Economy (IfW).
    26. Lafuente Luengo, Juan Ángel & Ruiz, Jesús & Pérez, Rafaela, 2012. "Monetary policy regimes and the forward bias for foreign exchange," DEE - Working Papers. Business Economics. WB 12960, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    27. Lafuente, Juan A. & Pérez, Rafaela & Ruiz, Jesús, 2014. "Time-varying inflation targeting after the nineties," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 400-408.
    28. Steffen Henzel, 2008. "Learning Trend Inflation – Can Signal Extraction Explain Survey Forecasts?," ifo Working Paper Series 55, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
    29. Henzel, Steffen R., 2013. "Fitting survey expectations and uncertainty about trend inflation," Journal of Macroeconomics, Elsevier, vol. 35(C), pages 172-185.
    30. El-Shagi, Makram, 2009. "Inflation Expectations: Does the Market Beat Professional Forecasts?," IWH Discussion Papers 16/2009, Halle Institute for Economic Research (IWH).
    31. Davis, J. Scott, 2012. "Central bank credibility and the persistence of inflation and inflation expectations," Globalization and Monetary Policy Institute Working Paper 117, Federal Reserve Bank of Dallas, revised 01 Apr 2014.
    32. Kim, Insu & Kim, Minsoo, 2009. "Irrational Bias in Inflation Forecasts," MPRA Paper 16447, University Library of Munich, Germany.
    33. Santos, Francisco Luna & Garcia, Márcio Gomes Pinto & Medeiros, Marcelo Cunha, 2016. "The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 36(2), November.
    34. Lafuente Luengo, Juan Ángel & Serrano Jiménez, Pedro José & Petit, Nuria, 2017. "Dissecting interbank risk," DEE - Working Papers. Business Economics. WB 24553, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    35. Moore, Bartholomew, 2014. "Monetary policy regimes and inflation in the new-Keynesian model," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 323-337.

  7. Scott Hendry & Kevin Moran, 2004. "Search in Financial Markets, and Monetary Policy," Computing in Economics and Finance 2004 126, Society for Computational Economics.

    Cited by:

    1. Victor E. Li, 2012. "Monetary Transmission and the Search for Liquidity," Villanova School of Business Department of Economics and Statistics Working Paper Series 19, Villanova School of Business Department of Economics and Statistics.

  8. Scott Hendry & Wai-Ming Ho & Kevin Moran, 2003. "Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model," Staff Working Papers 03-38, Bank of Canada.

    Cited by:

    1. Karamé, Frédéric & Patureau, Lise & Sopraseuth, Thepthida, 2008. "Limited participation and exchange rate dynamics: Does theory meet the data?," Journal of Economic Dynamics and Control, Elsevier, vol. 32(4), pages 1041-1087, April.
    2. G. C. Lim & Paul D. McNelis, 2008. "Cyclical Government Spending, Income Inequality and Welfare in Small Open Economies," Melbourne Institute Working Paper Series wp2008n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    3. Seok-Kyun Hur, 2005. "Money Growth and Interest Rates," NBER Working Papers 11102, National Bureau of Economic Research, Inc.
    4. Marcela Meirelles Aurelio, 2005. "Do we really know how inflation targeters set interest rates?," Research Working Paper RWP 05-02, Federal Reserve Bank of Kansas City.
    5. Lim, G.C. & McNelis, Paul D., 2008. "Computational Macroeconomics for the Open Economy," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262123061, January.
    6. 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.

  9. Andolfatto, David & Scott Hendry & Kevin Moran, 2002. "Inflation Expectations and Learning about Monetary Policy," Staff Working Papers 02-30, Bank of Canada.

    Cited by:

    1. 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.
    2. Richhild Moessner, 2006. "Optimal discretionary policy in rational expectations models with regime switching," Bank of England working papers 299, Bank of England.
    3. Schaling, E., 2003. "Learning, Inflation Reduction and Optimal Monetary Policy," Discussion Paper 2003-74, Tilburg University, Center for Economic Research.
    4. Dossche, Maarten & Everaert, Gerdie, 2005. "Measuring inflation persistence: a structural time series approach," Working Paper Series 495, European Central Bank.
    5. Heinemann, Friedrich & Ullrich, Katrin, 2004. "The Impact of EMU on Inflation Expectations," ZEW Discussion Papers 04-01, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
    6. Frank Schorfheide, 2003. "Learning and monetary policy shifts," FRB Atlanta Working Paper 2003-23, Federal Reserve Bank of Atlanta.
    7. Svatopluk Kapounek & Lubor Lacina, 2011. "Inflation Perceptions and Anticipations in the Old Eurozone Member States," Prague Economic Papers, University of Economics, Prague, vol. 2011(2), pages 120-139.
    8. Schaling, Eric, 2003. "Learning, inflation expectations and optimal monetary policy," Research Discussion Papers 20/2003, Bank of Finland.
    9. Steffen Henzel, 2008. "Learning Trend Inflation – Can Signal Extraction Explain Survey Forecasts?," ifo Working Paper Series 55, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.

  10. David Andolfatto & Scott Hendry & Kevin Moran, 2002. "Labour Markets, Liquidity, and Monetary Policy Regimes," Staff Working Papers 02-32, Bank of Canada.

    Cited by:

    1. Aleksander Berentsen & Guido Menzio & Randall Wright, 2009. "Inflation and unemployment in the long run," IEW - Working Papers 442, Institute for Empirical Research in Economics - University of Zurich.
    2. David Andolfatto & Scott Hendry & Kevin Moran, 2007. "Are Inflation Expectations Rational?," Working Paper series 27_07, Rimini Centre for Economic Analysis.
    3. Sylvain Dessy & Safa Ragued, 2013. "Whither the Progressive Tax?," Cahiers de recherche 1340, CIRPEE.
    4. Lafuente Luengo, Juan Ángel & Ruiz, Jesús & Pérez, Rafaela, 2012. "Monetary policy regimes and the forward bias for foreign exchange," DEE - Working Papers. Business Economics. WB 12960, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    5. Robert Amano & Scott Hendry, 2003. "Inflation persistence and costly market share adjustment: a preliminary analysis," BIS Papers chapters,in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 134-146 Bank for International Settlements.

  11. David Andolfatto & Scott Hendry & Kevin Moran & Guang-Jia Zhang, 1999. "Persistent Liquidity Effects Following a Change in Monetary Policy Regime," Working Papers 00001, University of Waterloo, Department of Economics, revised Jan 2000.

    Cited by:

    1. Pedro Pablo Alvarez Lois, 2000. "Endogenous capacity utilization and the asymmetric effects of monetary policy," UFAE and IAE Working Papers 469.00, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).

  12. Hendry, S. & Zhang, G., 1998. "Liquidity Effects and Market Frictions," Staff Working Papers 98-11, Bank of Canada.

    Cited by:

    1. Vladimir Turetsky & Valery Y. Glizer, 2005. "Continuous Feedback Control Strategy With Maximal Capture Zone In A Class Of Pursuit Games," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 7(01), pages 1-24.
    2. Peter Ireland & Niki Papadopoulou, 2004. "Sticky Prices vs. Limited Participation: What Do We Learn From the Data?," Money Macro and Finance (MMF) Research Group Conference 2004 79, Money Macro and Finance Research Group.
    3. Karamé, Frédéric & Patureau, Lise & Sopraseuth, Thepthida, 2008. "Limited participation and exchange rate dynamics: Does theory meet the data?," Journal of Economic Dynamics and Control, Elsevier, vol. 32(4), pages 1041-1087, April.
    4. Dib, Ali, 2006. "Nominal rigidities and monetary policy in Canada," Journal of Macroeconomics, Elsevier, vol. 28(2), pages 303-325, June.
    5. 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.
    6. Laidler, David, 1999. "The Quantity of Money and Monetary Policy," Staff Working Papers 99-5, Bank of Canada.
    7. Patureau, Lise, 2007. "Pricing-to-market, limited participation and exchange rate dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 31(10), pages 3281-3320, October.
    8. Stracca, Livio, 2001. "Does liquidity matter? Properties of a synthetic divisia monetary aggregate in the euro area," Working Paper Series 0079, European Central Bank.
    9. Shamik Dhar & Stephen P Millard, 2000. "A limited participation model of the monetary transmission mechanism in the United Kingdom," Bank of England working papers 117, Bank of England.
    10. Hendry, Scott & Zhang, Guang-Jia, 2001. "Liquidity Effects and Market Frictions," Journal of Macroeconomics, Elsevier, vol. 23(2), pages 153-176, April.
    11. Niki Papadopoulou, 2004. "Sticky Prices, Limited Participation or Both?," Working Papers 2004_3, Business School - Economics, University of Glasgow.
    12. Anders Richtnér & Pär Åhlström, 2006. "Influences On Organisational Slack In New Product Development Projects," International Journal of Innovation Management (ijim), World Scientific Publishing Co. Pte. Ltd., vol. 10(04), pages 375-406.
    13. Lishun Zeng & Shinji Mizuno, 2013. "On The Generalized Mirrored Scheme For Double Round Robin Tournaments In Sports Scheduling," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 30(03), pages 1-16.
    14. Niki Papadopoulou, 2006. "Sticky Prices vs. Limited Participation:What Do We Learn From the Data?," Computing in Economics and Finance 2006 418, Society for Computational Economics.
    15. Chung, Kyuil, 2009. "Does the liquidity effect guarantee a positive term premium?," Economic Modelling, Elsevier, vol. 26(5), pages 893-903, September.
    16. Shamik Dhar & Stephen P Millard, 2000. "How well does a limited participation model of the monetary transmission mechanism match UK data?," Bank of England working papers 118, Bank of England.
    17. Auray, Stéphane, 2009. "Consommation, effet de substitution intertemporelle et formation des habitudes," L'Actualité Economique, Société Canadienne de Science Economique, vol. 85(4), pages 437-473, décembre.

  13. Engert, Walter & Hendry, Scott, 1998. "Forecasting Inflation with the M1-VECM: Part Two," Staff Working Papers 98-6, Bank of Canada.

    Cited by:

    1. Engert, Walter & Selody, Jack, 1998. "Uncertainty and Multiple Paradigms of the Transmission Mechanism," Staff Working Papers 98-7, Bank of Canada.
    2. Martha Misas A. & Enrique López & Luis Fernando Melo, 1999. "La Inflación Desde Una Perspectiva Monetaria: Un Modelo P* Para Colombia," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, issue 35, pages 5-53, May.
    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. Marc-André Gosselin & Greg Tkacz, 2001. "Evaluating Factor Models: An Application to Forecasting Inflation in Canada," Staff Working Papers 01-18, Bank of Canada.
    6. Ilker Domac, 2003. "Explaining and Forecasting Inflation in Turkey," Working Papers 0306, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    7. 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.

  14. Armour, J. & Atta-Mensah, J. & Engert, W. & Hendry, S., 1996. "A Distant-Early-Warning Model of Inflation Based on M1 Disequilibria," Staff Working Papers 96-5, Bank of Canada.

    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. Bohl, Martin & Mayes, David G. & Siklos, Pierre L., 2009. "The quality of monetary policy and inflation performance: globalization and its aftermath," Research Discussion Papers 31/2009, Bank of Finland.
    5. Hogan, Seamus & Marianne Johnson & Thérèse Laflèche, 2001. "Core Inflation," Technical Reports 89, Bank of Canada.
    6. Ilker Domac, 2003. "Explaining and Forecasting Inflation in Turkey," Working Papers 0306, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    7. Atta-Mensah, J, 1996. "A Modified P*-Model of Inflation Based on M1," Staff Working Papers 96-15, Bank of Canada.
    8. Engert, Walter & Hendry, Scott, 1998. "Forecasting Inflation with the M1-VECM: Part Two," Staff Working Papers 98-6, Bank of Canada.
    9. 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.
    10. 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.
    11. 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.

  15. Scott Hendry, 1995. "Long-Run Demand for M1," Macroeconomics 9511001, EconWPA.

    Cited by:

    1. Philip Arestis & Malcolm Sawyer, 2002. "Does The Stock of Money Have Any Causal Significance," Economics Working Paper Archive wp_363, Levy Economics Institute.
    2. 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.
    3. Ivars Tillers, 2004. "Money Demand in Latvia," Working Papers 2004/03, Latvijas Banka.
    4. Engert, Walter & Selody, Jack, 1998. "Uncertainty and Multiple Paradigms of the Transmission Mechanism," Staff Working Papers 98-7, Bank of Canada.
    5. Martha Misas A. & Enrique López & Luis Fernando Melo, 1999. "La Inflación Desde Una Perspectiva Monetaria: Un Modelo P* Para Colombia," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE, issue 35, pages 5-53, May.
    6. Amir Kia, 2006. "Economic policies and demand for money: evidence from Canada," Applied Economics, Taylor & Francis Journals, vol. 38(12), pages 1389-1407.
    7. Georgopoulos, George J., 2006. "Estimating the demand for money in Canada: Does including an own rate of return matter?," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(4), pages 513-529, September.
    8. Marie-Josée Godbout & Simon van Norden, 1997. "Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples," Staff Working Papers 97-1, Bank of Canada.
    9. 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.
    10. 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.
    11. Laidler, David, 1999. "The Quantity of Money and Monetary Policy," Staff Working Papers 99-5, Bank of Canada.
    12. Armour, J. & Atta-Mensah, J. & Engert, W. & Hendry, S., 1996. "A Distant-Early-Warning Model of Inflation Based on M1 Disequilibria," Staff Working Papers 96-5, Bank of Canada.
    13. 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.
    14. Lubo Komrek & Martin Meleck, 2004. "Money Demand in an Open Transition Economy," Eastern European Economics, Taylor & Francis Journals, vol. 42(5), pages 73-73, September.
    15. Amir Kia, 2002. "Demand for Money, Economic Policies, and Stability," Emory Economics 0211, Department of Economics, Emory University (Atlanta).
    16. Jim Day & Ron Lange, 1997. "The Structure of Interest Rates in Canada: Information Content about Medium-Term Inflation," Staff Working Papers 97-10, Bank of Canada.
    17. Ilker Domac, 2003. "Explaining and Forecasting Inflation in Turkey," Working Papers 0306, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    18. Atta-Mensah, J, 1996. "A Modified P*-Model of Inflation Based on M1," Staff Working Papers 96-15, Bank of Canada.
    19. Engert, Walter & Hendry, Scott, 1998. "Forecasting Inflation with the M1-VECM: Part Two," Staff Working Papers 98-6, Bank of Canada.
    20. Godbout, M.J. & Van Norden, S., 1996. "Unit-Root Test and Excess Returns," Staff Working Papers 96-10, Bank of Canada.
    21. Steven Morling, 2002. "Output Adjustment in Developing Countries: a Structural Var Approach," Discussion Papers Series 307, School of Economics, University of Queensland, Australia.
    22. 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.
    23. Kasumovick, M., 1996. "Interpreting Money-Spply and Interest-Rate Sgocks as Monetary-Policy Shocks," Staff Working Papers 96-8, Bank of Canada.
    24. 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.
    25. Paul D. Gilbert & Lise Pichette, 2003. "Dynamic Factor Analysis for Measuring Money," Staff Working Papers 03-21, Bank of Canada.

  16. 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.

    Cited by:

    1. Edward J. Green & Ruilin Zhou, 2000. "Dynamic monetary equilibrium in a random-matching economy," Working Paper Series WP-00-1, Federal Reserve Bank of Chicago.

Articles

  1. Scott Hendry & Nadja Kamhi, 2009. "Uncollateralized overnight lending in Canada," Applied Financial Economics, Taylor & Francis Journals, vol. 19(11), pages 869-880.

    Cited by:

    1. Mark Rempel, 2016. "Improving Overnight Loan Identification in Payments Systems," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(2-3), pages 549-564, March.
    2. Clemens Bonner & Sylvester C. W. Eijffinger, 2016. "The Impact of Liquidity Regulation on Bank Intermediation," Review of Finance, European Finance Association, vol. 20(5), pages 1945-1979.
    3. Jason Allen & James Chapman & Federico Echenique & Matthew Shum, 2016. "Efficiency And Bargaining Power In The Interbank Loan Market," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57, pages 691-716, May.
    4. Clemens Bonner & Sylvester Eijffinger, 2012. "The Impact of the LCR on the Interbank Money Market," DNB Working Papers 364, Netherlands Central Bank, Research Department.

  2. Andolfatto, David & Hendry, Scott & Moran, Kevin, 2008. "Are inflation expectations rational?," Journal of Monetary Economics, Elsevier, vol. 55(2), pages 406-422, March.
    See citations under working paper version above.
  3. 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.
    See citations under working paper version above.
  4. Scott Hendry & Charleen Adam, 2001. "The M1 Vector-Error-Correction Model: some Extensions and Applications," Money Affairs, Centro de Estudios Monetarios Latinoamericanos, vol. 0(2), pages 145-175, July-Dece.

    Cited by:

    1. Maral Kichian, 2012. "Financial Conditions and the Money-Output Relationship in Canada," Staff Working Papers 12-33, Bank of Canada.
    2. Pierre L. Siklos & Diana N. Weymark, 2006. "Measuring the Impact of Intervention on Exchange Market Pressure," Vanderbilt University Department of Economics Working Papers 0604, Vanderbilt University Department of Economics.
    3. Georgopoulos, George J., 2006. "Estimating the demand for money in Canada: Does including an own rate of return matter?," The Quarterly Review of Economics and Finance, Elsevier, vol. 46(4), pages 513-529, September.
    4. Pierre Siklos, 2010. "Taking Monetary Aggregates Seriously," e-briefs 94, C.D. Howe Institute.
    5. 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.

  5. Hendry, Scott & Zhang, Guang-Jia, 2001. "Liquidity Effects and Market Frictions," Journal of Macroeconomics, Elsevier, vol. 23(2), pages 153-176, April.
    See citations under working paper version above.

Chapters

  1. Robert Amano & Scott Hendry, 2003. "Inflation persistence and costly market share adjustment: a preliminary analysis," BIS Papers chapters,in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 134-146 Bank for International Settlements.

    Cited by:

    1. Kleshchelski, Isaac & Vincent, Nicolas, 2009. "Market share and price rigidity," Journal of Monetary Economics, Elsevier, vol. 56(3), pages 344-352, April.
    2. Oana Secrieru, 2004. "The Economic Theory of Retail Pricing: A Survey," Staff Working Papers 04-8, Bank of Canada.
    3. Claudio E. V. Borio & Wiliam English & Andrew Filardo, 2003. "A tale of two perspectives: old or new challenges for monetary policy?," BIS Working Papers 127, Bank for International Settlements.

More information

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Statistics

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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 11 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-MON: Monetary Economics (6) 2002-10-27 2003-12-07 2004-07-26 2005-01-09 2007-03-10 2010-12-04. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (5) 2002-11-04 2002-11-18 2003-12-07 2004-07-26 2005-01-09. Author is listed
  3. NEP-CBA: Central Banking (4) 2002-11-04 2003-12-07 2007-03-10 2010-12-04
  4. NEP-MAC: Macroeconomics (4) 2004-07-26 2005-01-09 2007-03-03 2007-03-10
  5. NEP-MST: Market Microstructure (2) 2007-02-17 2007-08-27
  6. NEP-FIN: Finance (1) 2004-09-12
  7. NEP-FMK: Financial Markets (1) 2007-08-27
  8. NEP-IFN: International Finance (1) 2003-12-07
  9. NEP-PUB: Public Finance (1) 2002-11-04

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