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Staff Working Papers

From Bank of Canada
234 Wellington Street, Ottawa, Ontario, K1A 0G9, Canada.
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03-35: Real Exchange Rate Persistence in Dynamic General-Equilibrium Sticky-Price Models: An Analytical Characterization Downloads
Hafedh Bouakez
03-34: Governance and Financial Fragility: Evidence from a Cross-Section of Countries Downloads
Michael Francis
03-33: Do Peer Group Members Outperform Individual Borrowers? A Test of Peer Group Lending Using Canadian Micro-Credit Data Downloads
Rafael Gomez and Eric Santor
03-32: The Canadian Phillips Curve and Regime Shifting Downloads
Frederick Demers
03-31: A Simple Test of Simple Rules: Can They Improve How Monetary Policy is Implemented with Inflation Targets? Downloads
Nicholas Rowe and David Tulk
03-30: Are Wealth Effects Important for Canada? Downloads
Lise Pichette and Dominique Tremblay
03-29: Nominal Rigidities and Exchange Rate Pass-Through in a Structural Model of a Small Open Economy Downloads
Steven Ambler, Ali Dib and Nooman Rebei
03-28: An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds Downloads
Chris D'Souza, Charles Gaa and Jing Yang
03-27: Monetary Policy in Estimated Models of Small Open and Closed Economies Downloads
Ali Dib
03-26: Measuring Interest Rate Expectations in Canada Downloads
Grahame Johnson
03-25: Income Trusts--Understanding the Issues Downloads
Michael King
03-24: Forecasting and Analyzing World Commodity Prices Downloads
René Lalonde, Zhenhua Zhu and Frederick Demers
03-23: What Does the Risk-Appetite Index Measure? Downloads
Miroslav Misina
03-22: The Construction of Continuity-Adjusted Monetary Aggregate Components Downloads
Jeannie Kottaras
03-21: Dynamic Factor Analysis for Measuring Money Downloads
Paul Gilbert and Lise Pichette
03-20: The U.S. Stock Market and Fundamentals: A Historical Decomposition Downloads
David Dupuis and David Tessier
03-19: A Small Dynamic Hybrid Model for the Euro Area Downloads
Ramdane Djoudad and Céline Gauthier
03-18: Technological Change and the Education Premium in Canada: Sectoral Evidence Downloads
Jean Farès and Terence Yuen
03-17: Explaining and Forecasting Inflation in Emerging Markets: The Case of Mexico Downloads
Jeannine Bailliu, Daniel Garcés, Mark Kruger and Miguel Messmacher
03-16: Some Notes on Monetary Policy Rules with Uncertainty Downloads
Gabriel Srour
03-15: The Syndicated Loan Market: Developments in the North American Context Downloads
Jim Armstrong
03-14: An Index of Financial Stress for Canada Downloads
Mark Illing and Ying Liu
03-13: Un modèle « PAC » d'analyse et de prévision des dépense des ménages américains Downloads
Marc-André Gosselin and René Lalonde
03-12: The Macroeconomic Effects of Military Buildups in a New Neoclassical Synthesis Framework Downloads
Alain Paquet, Louis Phaneuf and Nooman Rebei
03-11: Collateral and Credit Supply Downloads
Joseph Atta-Mensah
03-10: A Stochastic Simulation Framework for the Government of Canada's Debt Strategy Downloads
David Bolder
03-9: Bank Lending, Credit Shocks, and the Transmission of Canadian Monetary Policy Downloads
Joseph Atta-Mensah and Ali Dib
03-8: Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach Downloads
Andrew Rennison
03-7: Testing the Stability of the Canadian Phillips Curve Using Exact Methods Downloads
Lynda Khalaf and Maral Kichian
03-6: Valuation of Canadian- vs. U.S.-Listed Equity: Is There a Discount? Downloads
Michael King and Dan Segal
03-5: Shift Contagion in Asset Markets Downloads
Toni Gravelle, Maral Kichian and James Morley
03-4: Are Distorted Beliefs Too Good to be True? Downloads
Miroslav Misina
03-3: Modélisation et prévision du taux de change réel effectif américain Downloads
René Lalonde and Patrick Sabourin
03-2: Managing Operational Risk in Payment, Clearing, and Settlement Systems Downloads
Kim McPhail
03-1: Banking Crises and Contagion: Empirical Evidence Downloads
Eric Santor
02-42: Salaire réel, chocs technologiques et fluctuations économiques Downloads
Dominique Tremblay
02-41: Estimating Settlement Risk and the Potential for Contagion in Canada's Automated Clearing Settlement System Downloads
Carol Ann Northcott
02-40: Inflation Changes, Yield Spreads, and Threshold Effects Downloads
Greg Tkacz
02-39: An Empirical Analysis of Dynamic Interrelationships Among Inflation, Inflation Uncertainty, Relative Price Dispersion, and Output Growth Downloads
Francis Vitek
02-38: Oil-Price Shocks and Retail Energy Prices in Canada Downloads
Marwan Chacra
02-37: Alternative Public Spending Rules and Output Volatility Downloads
Jean-Paul Lam and William Scarth
02-36: Une approche éclectique d'estimation du PIB potentiel américain Downloads
Marc-André Gosselin and René Lalonde
02-35: The Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area Downloads
Liliane Giardino-Karlinger
02-34: How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk? Downloads
Chris D'Souza
02-33: Alternative Trading Systems: Does One Shoe Fit All? Downloads
Nicolas Audet, Toni Gravelle and Jing Yang
02-32: Labour Markets, Liquidity, and Monetary Policy Regimes Downloads
David Andolfatto, Scott Hendry and Kevin Moran
02-31: Supply Shocks and Real Exchange Rate Dynamics: Canadian Evidence Downloads
Céline Gauthier and David Tessier
02-30: Inflation Expectations and Learning about Monetary Policy Downloads
David Andolfatto, Scott Hendry and Kevin Moran
02-29: Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada Downloads
David Bolder and Scott Gusba
02-28: Filtering for Current Analysis Downloads
Simon van Norden
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