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