Details about Scott Hendry

Access statistics for papers by Scott Hendry.

Last updated 2013-04-16. Update your information in the RePEc Author Service.

Short-id: phe12

Working Papers

2012

1. Central Bank Communication or the Media’s Interpretation: What Moves Markets?
   Working Papers, Bank of Canada

2010

2. Text Mining and the Information Content of Bank of Canada Communications
   Working Papers, Bank of Canada View citations (2)

2007

3. Are Inflation Expectations Rational?
   Working Paper Series, The Rimini Centre for Economic Analysis
   Also in Macroeconomics, EconWPA (2005) View citations (6)
   See also Journal Article in Journal of Monetary Economics (2008)
4. Price Discovery in Canadian Government Bond Futures and Spot Markets
   Working Papers, Bank of Canada View citations (3)
5. Price Discovery in Canadian and U.S. 10-Year Government Bond Markets
   Working Papers, Bank of Canada View citations (2)
6. Uncollateralized Overnight Loans Settled in LVTS
   Working Papers, Bank of Canada View citations (5)

2004

7. Inflation Expectations and Learning about Monetary Policy
   DNB Staff Reports (discontinued), Netherlands Central Bank
   Also in Working Papers, Bank of Canada (2002) View citations (15)
8. Search in Financial Markets, and Monetary Policy
   Computing in Economics and Finance 2004, Society for Computational Economics View citations (1)
9. The Efficiency of Canadian Capital Markets: Some Bank of Canada Research
   Finance, EconWPA
   See also Journal Article in Bank of Canada Review (2004)

2003

10. Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model
    Working Papers, Bank of Canada View citations (6)

2002

11. Labour Markets, Liquidity, and Monetary Policy Regimes
    Working Papers, Bank of Canada
    See also Journal Article in Canadian Journal of Economics (2004)

2000

12. Persistent Liquidity Effects Following a Change in Monetary Policy Regime
    Working Papers, University of Waterloo, Department of Economics View citations (1)

1999

13. Liquidity Effects and Market Frictions
    DNB Staff Reports (discontinued), Netherlands Central Bank View citations (1)
    Also in Working Papers, Bank of Canada (1998) View citations (6)
    See also Journal Article in Journal of Macroeconomics (2001)

1998

14. Forecasting Inflation with the M1-VECM: Part Two
    Working Papers, Bank of Canada View citations (5)

1996

15. A Distant-Early-Warning Model of Inflation Based on M1 Disequilibria
    Working Papers, Bank of Canada View citations (9)

1995

16. Long-Run Demand for M1
    Macroeconomics, EconWPA View citations (22)

1993

17. Endogenous Money and Goods Production in a Search Model
    UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics View citations (1)

Journal Articles

2011

1. Conference Summary: Financial Globalization and Financial Instability
   Bank of Canada Review, 2011, 2010-2011, (Winter), 29-35

2009

2. Uncollateralized overnight lending in Canada
   Applied Financial Economics, 2009, 19, (11), 869-880 View citations (3)

2008

3. Are inflation expectations rational?
   Journal of Monetary Economics, 2008, 55, (2), 406-422 View citations (17)
   See also Working Paper (2007)

2006

4. A Summary of the Bank of Canada Conference on Fixed-Income Markets, 3-4 May 2006
   Bank of Canada Review, 2006, 2006-2007, (Winter), 27-36

2004

5. Labour markets, liquidity, and monetary policy regimes
   Canadian Journal of Economics, 2004, 37, (2), 392-420 View citations (4)
   See also Working Paper (2002)
6. The Efficiency of Canadian Capital Markets: Some Bank of Canada Research
   Bank of Canada Review, 2004, 2004, (Summer), 5-17
   See also Working Paper (2004)

2001

7. El modelo de correción de error del vector M1: algunas extensiones y aplicaciones
   Monetaria, 2001, XXIV, (2), 97-129
8. Liquidity Effects and Market Frictions
   Journal of Macroeconomics, 2001, 23, (2), 153-176 View citations (7)
   See also Working Paper (1999)
9. The M1 Vector-Error-Correction Model: some Extensions and Applications
   Money Affairs, 2001, XIV, (2), 145-175

Chapters

2003

1. Inflation persistence and costly market share adjustment: a preliminary analysis
   A chapter in Monetary policy in a changing environment, 2003, vol. 19, pp 134-146 View citations (3)