Discussion Papers

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15-1: Measuring Potential Output at the Bank of Canada: The Extended Multivariate Filter and the Integrated Framework

Lise Pichette, Pierre St-Amant, Ben Tomlin and Karine Anoma

14-7: Why Do Canadian Firms Invest and Operate Abroad? Implications for Canadian Exports

Martin Coiteux, Patrick Rizzetto, Lena Suchanek and Jane Voll

14-6: Integrating Uncertainty and Monetary Policy-Making: A Practitioner’s Perspective

Stephen Poloz

14-5: The Neutral Rate of Interest in Canada

Rhys Mendes

14-4: Removal of the Unwinding Provisions in the Automated Clearing Settlement System: A Risk Assessment

Nicholas Labelle and Varya Taylor

14-3: Forecasting Short-Term Real GDP Growth in the Euro Area and Japan Using Unrestricted MIDAS Regressions

Maxime Leboeuf and Louis Morel

14-2: Electronic Money and Payments: Recent Developments and Issues

Ben Fung, Miguel Molico and Gerald Stuber

14-1: Canadian Non-Energy Exports: Past Performance and Future Prospects

André Binette, Daniel de Munnik and Émilien Gouin-Bonenfant

13-4: Lessons from the Financial Crisis: Bank Performance and Regulatory Reform

Neville Arjani and Graydon Paulin

13-3: Sovereign Default and State-Contingent Debt

Martin Brooke, Rhys Mendes, Alex Pienkowski and Eric Santor

13-2: Méthodologie de construction de séries de taux de défaut pour l’industrie canadienne

Ramdane Djoudad and Étienne Bordeleau

13-1: Asking About Wages: Results from the Bank of Canada’s Wage Setting Survey of Canadian Companies

David Amirault, Paul Fenton and Thérèse Laflèche

12-9: How Important Are Liquidity Constraints for Canadian Households? Evidence from Micro-Data

Umar Faruqui and Samah Torchani

12-8: Extracting Information from the Business Outlook Survey Using Statistical Approaches

Lise Pichette

12-7: Canadian Bank Balance-Sheet Management: Breakdown by Types of Canadian Financial Institutions

David Chen, Evren Damar, Hani Soubra and Yaz Terajima

12-6: The Bank of Canada’s 2009 Methods-of-Payment Survey: Methodology and Key Results

Carlos Alberto Arango and Angelika Welte

12-5: The U.S.-Dollar Supranational Zero-Coupon Curve

Francisco Rivadeneyra

12-4: A Note on Central Counterparties in Repo Markets

Hajime Tomura

12-3: A Framework to Assess Vulnerabilities Arising from Household Indebtedness Using Microdata

Ramdane Djoudad

12-2: Why Is Cash (Still) So Entrenched? Insights from the Bank of Canada’s 2009 Methods-of-Payment Survey

Carlos Alberto Arango, Dylan Hogg and Alyssa Lee

12-1: A Foreign Activity Measure for Predicting Canadian Exports

Louis Morel

11-11: A Model of the EFA Liabilities

Francisco Rivadeneyra and Oumar Dissou

11-10: Financial Frictions, Financial Shocks and Labour Market Fluctuations in Canada

Yahong Zhang

11-9: What Matters in Determining Capital Surcharges for Systemically Important Financial Institutions?

Céline Gauthier, Toni Gravelle, Xuezhi Liu and Moez Souissi

11-8: Exchange Rates and Individual Good’s Price Misalignment: Some Preliminary Evidence of Long-Horizon Predictability

Wei Dong and Deokwoo Nam

11-7: The Impact of Operational Events on the Network Structure of the LVTS

Tom Roberts

11-6: The Role of Financial Speculation in Driving the Price of Crude Oil

Ron Alquist and Olivier Gervais

11-5: External Stability, Real Exchange Rate Adjustment and the Exchange Rate Regime in Emerging-Market Economies

Olivier Gervais, Lawrence Schembri and Lena Suchanek

11-4: Lessons from International Central Counterparties: Benchmarking and Analysis

Alexandre Lazarow

11-3: The Canadian Debt-Strategy Model: An Overview of the Principal Elements

David Bolder and Simon Deeley

11-2: The Behaviour of Consumer Prices Across Provinces

Gordon Wilkinson

11-1: Financial Spillovers Across Countries: The Case of Canada and the United States

Kimberly Beaton and Brigitte Desroches

10-16: The Macroeconomic Implications of Changes in Bank Capital and Liquidity Requirements in Canada: Insights from the BoC-GEM-FIN

Carlos de Resende, Ali Dib and Nikita Perevalov

10-15: Has the Inclusion of Forward-Looking Statements in Monetary Policy Communications Made the Bank of Canada More Transparent?

Christine Fay and Toni Gravelle

10-14: Losses from Simulated Defaults in Canada's Large Value Transfer System

Yinan Nellie Zhang and Tom Hossfeld

10-13: Liquidity, Risk, and Return: Specifying an Objective Function for the Management of Foreign Reserves

Yuliya Romanyuk

10-12: Nowcasting the Global Economy

James Rossiter

10-11: Evaluating the Effect of the Bank of Canada's Conditional Commitment Policy

Zhongfang He

10-10: Asset-Liability Management: An Overview

Yuliya Romanyuk

10-9: Inventories in ToTEM

Oleksiy Kryvtsov and Yang Zhang

10-8: Inventories, Stockouts, and ToTEM

Oleksiy Kryvtsov and Yang Zhang

10-7: Statistical Confidence Intervals for the Bank of Canada's Business Outlook Survey

Daniel de Munnik

10-6: The Fisher BCPI: The Bank of Canada’s New Commodity Price Index

Ilan Kolet and Ryan Macdonald

10-5: Relative Price Movements and Labour Productivity in Canada: A VAR Analysis

Michael Dolega, David Dupuis and Lise Pichette

10-4: Prospects for Global Current Account Rebalancing

Kimberly Beaton, Carlos de Resende, René Lalonde and Stephen Snudden

10-3: Le pouvoir de prévision des indices PMI

Claudia Godbout and Jocelyn Jacob

10-2: Market Expectations and Option Prices: Evidence for the Can$/US$ Exchange Rate

Alejandro Garcia and Andrei Prokopiw

10-1: The Power of Many: Assessing the Economic Impact of the Global Fiscal Stimulus

Carlos de Resende, René Lalonde and Stephen Snudden

09-15: Regulatory Constraints on Bank Leverage: Issues and Lessons from the Canadian Experience

Étienne Bordeleau, Allan Crawford and Christopher Graham

09-14: Market Timing of Long-Term Debt Issuance

Jonathan Witmer