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Content
2010
2009
2008
- 08-49 Financial Intermediation, Liquidity and Inflation
by Jonathan Chiu & Césaire Meh
- 08-48 Futures Markets, Oil Prices and the Intertemporal Approach to the Current Account
by Elif Arbatli
- 08-47 How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange
by Ron Alquist
- 08-46 Indebtedness and the Household Financial Health: An Examination of the Canadian Debt Service Ratio Distribution
by Umar Faruqui
- 08-45 Firm Size and Productivity
by Danny Leung & Césaire Meh & Yaz Terajima
- 08-44 The Role of Foreign Exchange Dealers in Providing Overnight Liquidity
by Chris D'Souza
- 08-43 McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates
by Antonio Diez de los Rios
- 08-42 Which Bank is the "Central" Bank? An Application of Markov Theory to the Canadian Large Value Transfer System
by Morten Bech & James Chapman & Rod Garratt
- 08-41 Are There Canada-U.S. Differences in SME Financing?
by Danny Leung & Césaire Meh & Yaz Terajima
- 08-40 Price Level Targeting in a Small Open Economy with Financial Frictions: Welfare Analysis
by Ali Dib & Caterina Mendicino & Yahong Zhang
- 08-39 Import Price Dynamics in Major Advanced Economies and Heterogeneity in Exchange Rate Pass-Through
by Stephane Dees & Matthias Burgert & Nicolas Parent
- 08-38 A Model of Costly Capital Reallocation and Aggregate Productivity
by Shutao Cao
- 08-37 Adopting Price-Level Targeting under Imperfect Credibility: An Update
by Oleksiy Kryvtsov & Malik Shukayev & Alexander Ueberfeldt
- 08-36 The Role of Bank Capital in the Propagation of Shocks
by Césaire Meh & Kevin Moran
- 08-35 Globalization and Inflation: The Role of China
by Denise Côté & Carlos De Resende
- 08-34 Combining Canadian Interest-Rate Forecasts
by David Bolder & Yuliya Romanyuk
- 08-33 Human Capital Risk and the Firmsize Wage Premium
by Danny Leung & Alexander Ueberfeldt
- 08-32 Market Structure and the Diffusion of E-Commerce: Evidence from the Retail Banking Industry
by Jason Allen & Robert Clark & Jean-François Houde
- 08-31 Aggregate and Welfare Effects of Redistribution of Wealth Under Inflation and Price-Level Targeting
by Césaire Meh & José-Víctor Ríos-Rull & Yaz Terajima
- 08-30 Non-Linearities, Model Uncertainty, and Macro Stress Testing
by Miroslav Misina & David Tessier
- 08-29 Macroeconomic Determinants of the Term Structure of Corporate Spreads
by Jun Yang
- 08-28 The Welfare Implications of Fiscal Dominance
by Carlos De Resende & Nooman Rebei
- 08-27 Are Bygones not Bygones? Modeling Price Level Targeting with an Escape Clause and Lessons from the Gold Standard
by Paul Masson & Malik Shukayev
- 08-26 Price-Level versus Inflation Targeting with Financial Market Imperfections
by Francisco Covas & Yahong Zhang
- 08-25 Good Policies or Good Fortune: What Drives the Compression in Emerging Market Spreads?
by Philipp Maier & Garima Vasishtha
- 08-24 Do Central Banks Respond to Exchange Rate Movements? Some New Evidence from Structural Estimation
by Wei Dong
- 08-23 On the Amplification Role of Collateral Constraints
by Caterina Mendicino
- 08-22 Information Shocks, Jumps, and Price Discovery -- Evidence from the U.S. Treasury Market
by George Jiang & Ingrid Lo & Adrien Verdelhan
- 08-21 The Cost of Equity in Canada: An International Comparison
by Jonathan Witmer
- 08-20 The Effect of the Sarbanes-Oxley Act on CEO Pay for Luck
by Teodora Paligorova
- 08-19 Inflation, Nominal Portfolios, and Wealth Redistribution in Canada
by Césaire Meh & Yaz Terajima
- 08-18 Empirical Likelihood Block Bootstrapping
by Jason Allen & Allan Gregory & Katsumi Shimotsu
- 08-17 Policy Coordination in an International Payment System
by James Chapman
- 08-16 On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk
by Fousseni Chabi-Yo & Eric Ghysels & Eric Renault
- 08-15 Price Level versus Inflation Targeting under Model Uncertainty
by Gino Cateau
- 08-14 Driving Forces of the Canadian Economy: An Accounting Exercise
by Simona Cociuba & Alexander Ueberfeldt
- 08-13 Uncertainty, Inflation, and Welfare
by Jonathan Chiu & Miguel Molico
- 08-12 A Model of Tiered Settlement Networks
by James Chapman & Jonathan Chiu & Miguel Molico
- 08-11 An Examination of Canadian Firms Delisting from U.S. Exchanges
by Jonathan Witmer
- 08-10 Credit, Asset Prices, and Financial Stress in Canada
by Miroslav Misina & Greg Tkacz
- 08-9 A Model of Housing Boom and Bust in a Small Open Economy
by Hajime Tomura
- 08-8 Welfare Effects of Commodity Price and Exchange Rate Volatilities in a Multi-Sector Small Open Economy Model
by Ali Dib
- 08-7 Markups in Canada: Have They Changed and Why?
by Danny Leung
- 08-6 Inflation Targeting and Price-Level-Path Targeting in the GEM: Some Open Economy Considerations
by Donald Coletti & René Lalonde & Dirk Muir
- 08-5 Unsecured Debt, Consumer Bankruptcy, and Small Business
by Césaire Meh & Yaz Terajima
- 08-4 What Affects MFP in the Long-Run? Evidence from Canadian Industries
by Danny Leung & Yi Zheng
- 08-3 Adopting Price-Level Targeting under Imperfect Credibility
by Oleksiy Kryvtsov & Malik Shukayev & Alexander Ueberfeldt
- 08-2 A Wave of Protectionism? An Analysis of Economic and Political Considerations
by Philipp Maier
- 08-1 Default Dependence: The Equity Default Relationship
by Stuart Turnbull & Jun Yang
2007
2006
- 06-49 Canadian City Housing Prices and Urban Market Segmentation
by Jason Allen & Robert Amano & David Byrne & Allan Gregory
- 06-48 Modelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective
by David Bolder
- 06-47 Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector
by Miroslav Misina & David Tessier & Shubhasis Dey
- 06-46 Survey-Based Estimates of the Term Structure of Expected U.S. Inflation
by Sharon Kozicki & P. A. Tinsley
- 06-45 The Role of Debt and Equity Finance over the Business Cycle
by Francisco Covas & Wouter den Haan
- 06-44 The Long-Term Effects of Cross-Listing Investor Recognition, and Ownership Structure on Valuation
by Michael R. King & Dan Segal
- 06-43 Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets
by Alexander Melnikov & Yuliya Romanyuk
- 06-42 Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model
by Céline Gauthier & Fuchun Li
- 06-41 An Optimized Monetary Policy Rule for ToTEM
by Jean-Philippe Cayen & Amy Corbett & Patrick Perrier
- 06-40 Education and Self-Employment: Changes in Earnings and Wealth Inequality
by Yaz Terajima
- 06-39 Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices
by Jean-Marie Dufour & David Tessier
- 06-38 Conditioning Information and Variance Bounds on Pricing Kernels with Higher-Order Moments: Theory and Evidence
by Fousseni Chabi-Yo
- 06-37 Endogenous Borrowing Constraints and Consumption Volatility in a Small Open Economy
by Carlos De Resende
- 06-36 Credit in a Tiered Payments System
by Alexandra Lai & Nikil Chande & Sean O'Connor
- 06-35 Survey of Price-Setting Behaviour of Canadian Companies
by David Amirault & Carolyn Kwan & Gordon Wilkinson
- 06-34 The Macroeconomic Effects of Non-Zero Trend Inflation
by Robert Amano & Steve Ambler & Nooman Rebei
- 06-33 Are Canadian Banks Efficient? A Canada--U.S. Comparison
by Jason Allen & Walter Engert & Ying Liu
- 06-32 Governance and the IMF: Does the Fund Follow Corporate Best Practice?
by Eric Santor
- 06-31 Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns
by Antonio Diez de los Rios & René Garcia
- 06-30 Multinationals and Exchange Rate Pass-Through
by Alexandra Lai & Oana Secrieru
- 06-29 The Turning Black Tide: Energy Prices and the Canadian Dollar
by Ramzi Issa & Robert Lafrance & John Murray
- 06-28 Estimation of the Default Risk of Publicly Traded Canadian Companies
by Georges Dionne & Sadok Laajimi & Sofiane Mejri & Madalina Petrescu
- 06-27 Can Affine Term Structure Models Help Us Predict Exchange Rates?
by Antonio Diez de los Rios
- 06-26 Using Monthly Indicators to Predict Quarterly GDP
by Yi Zheng & James Rossiter
- 06-25 Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices
by Greg Tkacz & Carolyn A. Wilkins
- 06-24 Are Average Growth Rate and Volatility Related?
by Partha Chatterjee & Malik Shukayev
- 06-23 Convergence in a Stochastic Dynamic Heckscher-Ohlin Model
by Partha Chatterjee & Malik Shukayev
- 06-22 Launching the NEUQ: The New European Union Quarterly Model, A Small Model of the Euro Area and U.K. Economies
by Anna Piretti & Charles St-Arnaud
- 06-21 The International Monetary Fund's Balance-Sheet and Credit Risk
by Ryan Felushko & Eric Santor
- 06-20 Examining the Trade-Off between Settlement Delay and Intraday Liquidity in Canada's LVTS: A Simulation Approach
by Neville Arjani
- 06-19 Institutional Quality, Trade, and the Changing Distribution of World Income
by Brigitte Desroches & Michael Francis
- 06-18 Working Time over the 20th Century
by Alexander Ueberfeldt
- 06-17 Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events
by Alejandro García & Ramazan Gençay
- 06-16 Benchmark Index of Risk Appetite
by Miroslav Misina
- 06-15 LVTS, the Overnight Market, and Monetary Policy
by Nadja Kamhi
- 06-14 Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion
by Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon
- 06-13 Guarding Against Large Policy Errors under Model Uncertainty
by Gino Cateau
- 06-12 The Welfare Implications of Inflation versus Price-Level Targeting in a Two-Sector, Small Open Economy
by Eva Ortega & Nooman Rebei
- 06-11 The Federal Reserve's Dual Mandate: A Time-Varying Monetary Policy Priority Index for the United States
by René Lalonde & Nicolas Parent
- 06-10 An Evaluation of Core Inflation Measures
by Jamie Armour
- 06-9 Monetary Policy in an Estimated DSGE Model with a Financial Accelerator
by Ian Christensen & Ali Dib
- 06-8 A Structural Error-Correction Model of Best Prices and Depths in the Foreign Exchange Limit Order Market
by Ingrid Lo & Stephen Sapp
- 06-7 Ownership Concentration and Competition in Banking Markets
by Alexandra Lai & Raphael Solomon
- 06-6 Regime Shifts in the Indicator Properties of Narrow Money in Canada
by Tracy Chan & Ramdane Djoudad & Jackson Loi
- 06-5 Are Currency Crises Low-State Equilibria? An Empirical, Three-Interest-Rate Model
by Christopher Cornell & Raphael Solomon
- 06-4 Forecasting Canadian Time Series with the New Keynesian Model
by Ali Dib & Mohamed Gammoudi & Kevin Moran
- 06-3 Money and Credit Factors
by Paul Gilbert & Erik Meijer
- 06-2 Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada
by Lynda Khalaf & Maral Kichian
- 06-1 The Institutional and Political Determinants of Fiscal Adjustment
by Robert Lavigne
2005
Printed from https://ideas.repec.org/s/bca/bocawp5.html
