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Staff Working Papers

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234 Wellington Street, Ottawa, Ontario, K1A 0G9, Canada.
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06-17: Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events Downloads
Alejandro Garcia and Ramazan Gencay
06-16: Benchmark Index of Risk Appetite Downloads
Miroslav Misina
06-15: LVTS, the Overnight Market, and Monetary Policy Downloads
Nadja Kamhi
06-14: Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion Downloads
Jean-Thomas Bernard, Lynda Khalaf, Maral Kichian and Sebastien McMahon
06-13: Guarding Against Large Policy Errors under Model Uncertainty Downloads
Gino Cateau
06-12: The Welfare Implications of Inflation versus Price-Level Targeting in a Two-Sector, Small Open Economy Downloads
Eva Ortega and Nooman Rebei
06-11: The Federal Reserve's Dual Mandate: A Time-Varying Monetary Policy Priority Index for the United States Downloads
René Lalonde and Nicolas Parent
06-10: An Evaluation of Core Inflation Measures Downloads
Jamie Armour
06-9: Monetary Policy in an Estimated DSGE Model with a Financial Accelerator Downloads
Ian Christensen and Ali Dib
06-8: A Structural Error-Correction Model of Best Prices and Depths in the Foreign Exchange Limit Order Market Downloads
Ingrid Lo and Stephen Sapp
06-7: Ownership Concentration and Competition in Banking Markets Downloads
Alexandra Lai and Raphael Solomon
06-6: Regime Shifts in the Indicator Properties of Narrow Money in Canada Downloads
Tracy Chan, Ramdane Djoudad and Jackson Loi
06-5: Are Currency Crises Low-State Equilibria? An Empirical, Three-Interest-Rate Model Downloads
Christopher Cornell and Raphael Solomon
06-4: Forecasting Canadian Time Series with the New Keynesian Model Downloads
Ali Dib, Mohamed Gammoudi and Kevin Moran
06-3: Money and Credit Factors Downloads
Paul Gilbert and Erik Meijer
06-2: Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada Downloads
Lynda Khalaf and Maral Kichian
06-1: The Institutional and Political Determinants of Fiscal Adjustment Downloads
Robert Lavigne
05-45: An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate Downloads
Ingrid Lo
05-44: Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components? Downloads
Frederick Demers and Annie de Champlain
05-43: The 1975-78 Anti-Inflation Program in Retrospect Downloads
John Sargent
05-42: Order Submission: The Choice between Limit and Market Orders Downloads
Ingrid Lo and Stephen Sapp
05-41: Modelling and Forecasting Housing Investment: The Case of Canada Downloads
Frederick Demers
05-40: Subordinated Debt and Market Discipline in Canada Downloads
Greg Caldwell
05-39: Measurement Bias in the Canadian Consumer Price Index Downloads
James Rossiter
05-38: An Empirical Analysis of Foreign Exchange Reserves in Emerging Asia Downloads
Marc-André Gosselin and Nicolas Parent
05-37: Quantity, Quality, and Relevance: Central Bank Research, 1990-2003 Downloads
Pierre St-Amant, Greg Tkacz, Annie Guérard-Langlois and Louis Morel
05-36: The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach Downloads
René Garcia and Richard Luger
05-35: Testing the Parametric Specification of the Diffusion Function in a Diffusion Process Downloads
Fuchun Li
05-34: The Exchange Rate and Canadian Inflation Targeting Downloads
Christopher Ragan
05-33: Does Financial Structure Matter for the Information Content of Financial Indicators? Downloads
Ramdane Djoudad, Jack Selody and Carolyn Wilkins
05-32: Degree of Internationalization and Performance: An Analysis of Canadian Banks Downloads
Walid Hejazi and Eric Santor
05-31: Forecasting Canadian GDP: Region-Specific versus Countrywide Information Downloads
Frederick Demers and David Dupuis
05-30: Intertemporal Substitution in Macroeconomics: Evidence from a Two-Dimensional Labour Supply Model with Money Downloads
Ali Dib and Louis Phaneuf
05-29: Has Exchange Rate Pass-Through Really Declined in Canada? Downloads
Hafedh Bouakez and Nooman Rebei
05-28: Inflation and Relative Price Dispersion in Canada: An Empirical Assessment Downloads
André Binette and Sylvain Martel
05-27: Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis Downloads
Jean-Marie Dufour, Lynda Khalaf and Maral Kichian
05-26: Uninsured Idiosyncratic Production Risk with Borrowing Constraints Downloads
Francisco Covas
05-25: The Impact of Unanticipated Defaults in Canada's Large Value Transfer System Downloads
Darcey McVanel
05-24: A Search Model of Venture Capital, Entrepreneurship, and Unemployment Downloads
Robin Boadway, Oana Secrieru and Marianne Vigneault
05-23: Pocket Banks and Out-of-Pocket Losses: Links between Corruption and Contagion Downloads
Raphael Solomon
05-22: The Effects of the Exchange Rate on Investment: Evidence from Canadian Manufacturing Industries Downloads
Tarek Harchaoui, Faouzi Tarkhani and Terence Yuen
05-21: The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar Downloads
Michael King and Rasmus Fatum
05-20: La fonction de production et les données canadiennes Downloads
Patrick Perrier
05-19: Bank Failures and Bank Fundamentals: A Comparative Analysis of Latin America and East Asia during the Nineties using Bank-Level Data Downloads
Marco Arena
05-18: Lines of Credit and Consumption Smoothing: The Choice between Credit Cards and Home Equity Lines of Credit Downloads
Shubhasis Dey
05-17: Risk Perceptions and Attitudes Downloads
Miroslav Misina
05-16: Endogenous Central Bank Credibility in a Small Forward-Looking Model of the U.S. Economy Downloads
René Lalonde
05-15: Learning-by-Doing or Habit Formation? Downloads
Hafedh Bouakez and Takashi Kano
05-14: Labour Market Adjustments to Exchange Rate Fluctuations: Evidence from Canadian Manufacturing Industries Downloads
Danny Leung and Terence Yuen
05-13: Efficiency and Economies of Scale of Large Canadian Banks Downloads
Jason Allen and Ying Liu
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