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Staff Working Papers

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10-8: Price Level Targeting: What Is the Right Price? Downloads
Malik Shukayev and Alexander Ueberfeldt
10-7: Time Variation in Okun's Law: A Canada and U.S. Comparison Downloads
Kimberly Beaton
10-6: Assembling a Real-Financial Micro-Dataset for Canadian Households Downloads
Umar Faruqui
10-5: What Drives Exchange Rates? New Evidence from a Panel of U.S. Dollar Bilateral Exchange Rates Downloads
Jean-Philippe Cayen, Donald Coletti, René Lalonde and Philipp Maier
10-4: Macroprudential Regulation and Systemic Capital Requirements Downloads
Céline Gauthier, Alfred Lehar and Moez Souissi
10-3: Corporate Risk Taking and Ownership Structure Downloads
Teodora Paligorova
10-2: Labour Reallocation, Relative Prices and Productivity Downloads
Shutao Cao and Danny Leung
10-1: Search Frictions and Asset Price Volatility Downloads
B Ravikumar and Enchuan Shao
09-36: Real and Nominal Frictions within the Firm: How Lumpy Investment Matters for Price Adjustment Downloads
Michael Johnston
09-35: Estimating DSGE-Model-Consistent Trends for Use in Forecasting Downloads
Jean-Philippe Cayen, Marc-André Gosselin and Sharon Kozicki
09-34: A Consistent Test for Multivariate Conditional Distributions Downloads
Fuchun Li and Greg Tkacz
09-33: How Changes in Oil Prices Affect the Macroeconomy Downloads
Brian DePratto, Carlos de Resende and Philipp Maier
09-32: Optimal Monetary Policy during Endogenous Housing-Market Boom-Bust Cycles Downloads
Hajime Tomura
09-31: Real Time Detection of Structural Breaks in GARCH Models Downloads
Zhongfang He and John Maheu
09-30: Cross-border Mergers and Hollowing-out Downloads
Oana Secrieru and Marianne Vigneault
09-29: Exchange Rate Pass-through and Monetary Policy: How Strong is the Link? Downloads
Stephen Murchison
09-28: Bond Liquidity Premia Downloads
Jean-Sebastien Fontaine and René Garcia
09-27: Risk Premium Shocks and the Zero Bound on Nominal Interest Rates Downloads
Robert Amano and Malik Shukayev
09-26: Consumption, Housing Collateral, and the Canadian Business Cycle Downloads
Ian Christensen, Paul Corrigan, Caterina Mendicino and Shin-Ichi Nishiyama
09-25: Credit Constraints and Consumer Spending Downloads
Kimberly Beaton
09-24: Resurrecting the Role of Real Money Balance Effects Downloads
José Dorich
09-23: Short Changed? The Market's Reaction to the Short Sale Ban of 2008 Downloads
Louis Gagnon and Jonathan Witmer
09-22: Productivity, the Terms of Trade, and the Real Exchange Rate: The Balassa-Samuelson Hypothesis Revisited Downloads
Ehsan Choudhri and Lawrence Schembri
09-21: Structural Inflation Models with Real Wage Rigidities: The Case of Canada Downloads
Jean-Marie Dufour, Lynda Khalaf and Maral Kichian
09-20: Structural The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness Downloads
Bruno Feunou, Jean-Sebastien Fontaine and Roméo Tedongap
09-19: Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit Downloads
Jean-Marie Dufour, Lynda Khalaf and Maral Kichian
09-18: Simulations du ratio du service de la dette des consommateurs en utilisant des données micro Downloads
Ramdane Djoudad
09-17: Adopting Price-Level Targeting under Imperfect Credibility in ToTEM Downloads
Gino Cateau, Oleksiy Kryvtsov, Malik Shukayev and Alexander Ueberfeldt
09-16: Real Effects of Price Stability with Endogenous Nominal Indexation Downloads
Cesaire Meh, Vincenzo Quadrini and Yaz Terajima
09-15: Heterogeneous Beliefs and Housing-Market Boom-Bust Cycles in a Small Open Economy Downloads
Hajime Tomura
09-14: Testing for Financial Contagion with Applications to the Canadian Banking System Downloads
Fuchun Li
09-13: Price Movements in the Canadian Residential Mortgage Market Downloads
Jason Allen and Darcey McVanel
09-12: Complex Ownership and Capital Structure Downloads
Teodora Paligorova and Zhaoxia Xu
09-11: Information Flows and Aggregate Persistence Downloads
Oleksiy Kryvtsov
09-10: Computing the Accuracy of Complex Non-Random Sampling Methods: The Case of the Bank of Canada's Business Outlook Survey Downloads
Daniel de Munnik, David Dupuis and Mark Illing
09-9: Inventories and Real Rigidities in New Keynesian Business Cycle Models Downloads
Oleksiy Kryvtsov and Virgiliu Midrigan
09-8: Optimal Policy under Commitment and Price Level Stationarity Downloads
Gino Cateau
09-7: Assessing Indexation-Based Calvo Inflation Models Downloads
Jean-Marie Dufour, Lynda Khalaf and Maral Kichian
09-6: Inventories, Markups, and Real Rigidities in Menu Cost Models Downloads
Oleksiy Kryvtsov and Virgiliu Midrigan
09-5: Comparison of Auction Formats in Canadian Government Auctions Downloads
Olivier Armantier and Nourredine Lafhel
09-4: What Accounts for the U.S.-Canada Education-Premium Difference? Downloads
Oleksiy Kryvtsov and Alexander Ueberfeldt
09-3: Uninsurable Investment Risks and Capital Income Taxation Downloads
Cesaire Meh and Yaz Terajima
09-2: Monetary Policy Lag, Zero Lower Bound, and Inflation Targeting Downloads
Shin-Ichi Nishiyama
09-1: The Impact of Market Timing on Canadian and U.S. Firms' Capital Structure Downloads
Zhaoxia Xu
08-49: Financial Intermediation, Liquidity and Inflation Downloads
Jonathan Chiu and Cesaire Meh
08-48: Futures Markets, Oil Prices and the Intertemporal Approach to the Current Account Downloads
Elif Arbatli
08-47: How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange Downloads
Ron Alquist
08-46: Indebtedness and the Household Financial Health: An Examination of the Canadian Debt Service Ratio Distribution Downloads
Umar Faruqui
08-45: Firm Size and Productivity Downloads
Danny Leung, Cesaire Meh and Yaz Terajima
08-44: The Role of Foreign Exchange Dealers in Providing Overnight Liquidity Downloads
Chris D'Souza
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