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Staff Working Papers

From Bank of Canada
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07-51: Rediscounting Under Aggregate Risk with Moral Hazard Downloads
James Chapman and Antoine Martin
07-50: Do Firms Adjust Toward a Target Leverage Level? Downloads
Zhaoxia Xu
07-49: Examining Simple Joint Macroeconomic and Term-Structure Models: A Practitioner's Perspective Downloads
David Bolder and Shudan Liu
07-48: Estimating and Comparing the Implied Cost of Equity for Canadian and U.S. Firms Downloads
Jonathan Witmer and Lorie Zorn
07-47: Implications of Asymmetry Risk for Portfolio Analysis and Asset Pricing Downloads
Fousseni Chabi-Yo, Dietmar Leisen and Eric Renault
07-46: Endogenously Segmented Asset Market in an Inventory Theoretic Model of Money Demand Downloads
Jonathan Chiu
07-45: Canada's Pioneering Experience with a Flexible Exchange Rate in the 1950s: (Hard) Lessons Learned for Monetary Policy in a Small Open Economy Downloads
Michael Bordo, Ali Dib and Lawrence Schembri
07-44: Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms Downloads
Francisco Covas and Wouter den Haan
07-43: Price Discovery in Canadian and U.S. 10-Year Government Bond Markets Downloads
Bryan Campbell and Scott Hendry
07-42: Trend Inflation, Wage and Price Rigidities, and Welfare Downloads
Robert Amano, Kevin Moran, Stephen Murchison and Andrew Rennison
07-41: Multilateral Adjustment and Exchange Rate Dynamics: The Case of Three Commodity Currencies Downloads
Jeannine Bailliu, Ali Dib, Takashi Kano and Lawrence Schembri
07-40: Family Values: Ownership Structure, Performance and Capital Structure of Canadian Firms Downloads
Michael King and Eric Santor
07-39: Liquidity, Redistribution, and the Welfare Cost of Inflation Downloads
Jonathan Chiu and Miguel Molico
07-38: The Canadian Business Cycle: A Comparison of Models Downloads
Frederick Demers and Ryan Macdonald
07-37: A Vision for IMF Surveillance Downloads
Robert Lavigne, Philipp Maier and Eric Santor
07-36: Cross-Country Estimates of the Degree of Fiscal Dominance and Central Bank Independence Downloads
Carlos de Resende
07-35: Gold Prices and Inflation Downloads
Greg Tkacz
07-34: Oil Price Movements and the Global Economy: A Model-Based Assessment Downloads
Selim Elekdag, René Lalonde, Douglas Laxton, Dirk Muir and Paolo Pesenti
07-33: Domestic versus External Borrowing and Fiscal Policy in Emerging Markets Downloads
Garima Vasishtha
07-32: Computing Optimal Policy in a Timeless-Perspective: An Application to a Small-Open Economy Downloads
Michel Juillard and Florian Pelgrin
07-31: Micro Foundations of Price-Setting Behaviour: Evidence from Canadian Firms Downloads
Daniel de Munnik and Kuan Xu
07-30: Term Structure Transmission of Monetary Policy Downloads
Sharon Kozicki and Peter Tinsley
07-29: Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets Downloads
Antonio Diez de los Rios
07-28: Modelling Payments Systems: A Review of the Literature Downloads
Jonathan Chiu and Alexandra Lai
07-27: Price Formation and Liquidity Provision in Short-Term Fixed Income Markets Downloads
Chris D'Souza, Ingrid Lo and Stephen Sapp
07-26: Optimal Monetary Policy and Price Stability Over the Long-Run Downloads
Oleksiy Kryvtsov, Malik Shukayev and Alexander Ueberfeldt
07-25: Managing Adverse Dependence for Portfolios of Collateral in Financial Infrastructures Downloads
Alejandro Garcia and Ramazan Gencay
07-24: Corporate Balance Sheets in Developed Economies: Implications for Investment Downloads
Denise Côté and Christopher Graham
07-23: Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market? Downloads
Ingrid Lo and Stephen Sapp
07-22: IMF-Supported Adjustment Programs: Welfare Implications and the Catalytic Effect Downloads
Carlos de Resende
07-21: A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate Downloads
Fousseni Chabi-Yo and Jun Yang
07-20: Multivariate Realized Stock Market Volatility Downloads
Gregory Bauer and Keith Vorkink
07-19: Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation Downloads
Sharon Kozicki and Peter Tinsley
07-18: Central Bank Performance under Inflation Targeting Downloads
Marc-André Gosselin
07-17: Firms Dynamics, Bankruptcy Laws and Total Factor Productivity Downloads
Hajime Tomura
07-16: World Real Interest Rates: A Global Savings and Investment Perspective Downloads
Brigitte Desroches and Michael Francis
07-15: Does Indexation Bias the Estimated Frequency of Price Adjustment? Downloads
Maral Kichian and Oleksiy Kryvtsov
07-14: Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis Downloads
David Bolder and Tiago Rubin
07-13: Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis Downloads
David Bolder and Tiago Rubin
07-12: Schooling, Inequality and Government Policy Downloads
Oleksiy Kryvtsov and Alexander Ueberfeldt
07-11: Uncollateralized Overnight Loans Settled in LVTS Downloads
Scott Hendry and Nadja Kamhi
07-10: Do We Need the IMF to Resolve a Crisis? Lessons from Past Episodes of Debt Restructuring Downloads
Philipp Maier
07-9: Best Instruments for Market Discipline in Banking Downloads
Greg Caldwell
07-8: Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation Downloads
Calista Cheung and Frederick Demers
07-7: Technology Shocks and Business Cycles: The Role of Processing Stages and Nominal Rigidities Downloads
Louis Phaneuf and Nooman Rebei
07-6: Monetary Policy Committees in Action: Is There Room for Improvement? Downloads
Philipp Maier
07-5: Impact of Electronic Trading Platforms on the Brokered Interdealer Market for Government of Canada Benchmark Bonds Downloads
Natasha Khan
07-4: Price Discovery in Canadian Government Bond Futures and Spot Markets Downloads
Christopher Chung, Bryan Campbell and Scott Hendry
07-3: Time-Consistent Control in Non-Linear Models Downloads
Steven Ambler and Florian Pelgrin
07-2: Housing Market Cycles and Duration Dependence in the United States and Canada Downloads
Rose Cunningham and Ilan Kolet
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