EconPapers    
Economics at your fingertips  
 

Staff Working Papers

From Bank of Canada
234 Wellington Street, Ottawa, Ontario, K1A 0G9, Canada.
Contact information at EDIRC.

Bibliographic data for series maintained by ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


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
07-1: How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables Downloads
John Galbraith and Greg Tkacz
06-49: Canadian City Housing Prices and Urban Market Segmentation Downloads
Jason Allen, Robert Amano, David Byrne and Allan Gregory
06-48: Modelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective Downloads
David Bolder
06-47: Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector Downloads
Miroslav Misina, David Tessier and Shubhasis Dey
06-46: Survey-Based Estimates of the Term Structure of Expected U.S. Inflation Downloads
Sharon Kozicki and Peter Tinsley
06-45: The Role of Debt and Equity Finance over the Business Cycle Downloads
Francisco Covas and Wouter den Haan
06-44: The Long-Term Effects of Cross-Listing Investor Recognition, and Ownership Structure on Valuation Downloads
Michael King and Dan Segal
06-43: Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets Downloads
Alexander Melnikov and Yuliya Romanyuk
06-42: Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model Downloads
Céline Gauthier and Fuchun Li
06-41: An Optimized Monetary Policy Rule for ToTEM Downloads
Jean-Philippe Cayen, Amy Corbett and Patrick Perrier
06-40: Education and Self-Employment: Changes in Earnings and Wealth Inequality Downloads
Yaz Terajima
06-39: Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices Downloads
Jean-Marie Dufour and David Tessier
06-38: Conditioning Information and Variance Bounds on Pricing Kernels with Higher-Order Moments: Theory and Evidence Downloads
Fousseni Chabi-Yo
06-37: Endogenous Borrowing Constraints and Consumption Volatility in a Small Open Economy Downloads
Carlos de Resende
06-36: Credit in a Tiered Payments System Downloads
Alexandra Lai, Nikil Chande and Sean O'Connor
06-35: Survey of Price-Setting Behaviour of Canadian Companies Downloads
David Amirault, Carolyn Kwan and Gordon Wilkinson
06-34: The Macroeconomic Effects of Non-Zero Trend Inflation Downloads
Robert Amano, Steven Ambler and Nooman Rebei
06-33: Are Canadian Banks Efficient? A Canada--U.S. Comparison Downloads
Jason Allen, Walter Engert and Ying Liu
06-32: Governance and the IMF: Does the Fund Follow Corporate Best Practice? Downloads
Eric Santor
06-31: Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns Downloads
Antonio Diez de los Rios and René Garcia
06-30: Multinationals and Exchange Rate Pass-Through Downloads
Alexandra Lai and Oana Secrieru
06-29: The Turning Black Tide: Energy Prices and the Canadian Dollar Downloads
Ramzi Issa, Robert Lafrance and John Murray
06-28: Estimation of the Default Risk of Publicly Traded Canadian Companies Downloads
Georges Dionne, Sadok Laajimi, Sofiane Mejri and Madalina Petrescu
06-27: Can Affine Term Structure Models Help Us Predict Exchange Rates? Downloads
Antonio Diez de los Rios
06-26: Using Monthly Indicators to Predict Quarterly GDP Downloads
Yi Zheng and James Rossiter
06-25: Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices Downloads
Greg Tkacz and Carolyn Wilkins
06-24: Are Average Growth Rate and Volatility Related? Downloads
Partha Chatterjee and Malik Shukayev
06-23: Convergence in a Stochastic Dynamic Heckscher-Ohlin Model Downloads
Partha Chatterjee and Malik Shukayev
06-22: Launching the NEUQ: The New European Union Quarterly Model, A Small Model of the Euro Area and U.K. Economies Downloads
Anna Piretti and Charles St-Arnaud
06-21: The International Monetary Fund's Balance-Sheet and Credit Risk Downloads
Ryan Felushko and Eric Santor
06-20: Examining the Trade-Off between Settlement Delay and Intraday Liquidity in Canada's LVTS: A Simulation Approach Downloads
Neville Arjani
06-19: Institutional Quality, Trade, and the Changing Distribution of World Income Downloads
Brigitte Desroches and Michael Francis
Page updated 2021-12-04
Sorted by handle, 2/4d-year, number last