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Staff Working Papers

From Bank of Canada
234 Wellington Street, Ottawa, Ontario, K1A 0G9, Canada.
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01-4: On the Nature and the Stability of the Canadian Phillips Curve Downloads
Maral Kichian
01-3: On Commodity-Sensitive Currencies and Inflation Targeting Downloads
Kevin Clinton
01-2: Exact Non-Parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity Downloads
Richard Luger
01-1: The Elements of the Global Network for Large-Value Funds Transfers Downloads
James Dingle
00-23: The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables Downloads
Nikola Gradojevic and Jing Yang
00-22: Une analyse empirique du lien entre la productivité et le taux de change réel Canada-É-U Downloads
David Dupuis and David Tessier
00-21: Les effets réels du cours des actions sur la consommation Downloads
Lise Pichette
00-20: Steps in Applying Extreme Value Theory to Finance: A Review Downloads
Younes Bensalah
00-19: Le modèle USM d'analyse et de projection de l'économie américaine Downloads
René Lalonde
00-18: Inflation and the Tax System in Canada: An Exploratory Partial-Equilibrium Analysis Downloads
Brian O'Reilly and Mylène Levac
00-17: A Practical Guide to Swap Curve Construction Downloads
Uri Ron
00-16: Private Capital Flows, Financial Development, and Economic Growth in Developing Countries Downloads
Jeannine Bailliu
00-15: Private Capital Flows, Financial Development, and Economic Growth in Developing Countries Downloads
Jeannine Bailliu
00-14: Employment Effects Of Nominal-Wage Rigidity: An Examination Using Wage-Settlements Data Downloads
Umar Faruqui
00-13: Price Stickiness, Inflation, and Output Dynamics: A Cross-Country Analysis Downloads
Hashmat Khan
00-12: Fractional Cointegration and the Demand for M1 Downloads
Greg Tkacz
00-11: Identifying Policy-makers' Objectives: An Application to the Bank of Canada Downloads
Nicholas Rowe and James Yetman
00-10: Probing Potential Output: Monetary Policy, Credibility, and Optimal Learning under Uncertainty Downloads
James Yetman
00-9: Modelling Risk Premiums in Equity and Foreign Exchange Markets Downloads
René Garcia and Maral Kichian
00-8: Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry Downloads
Lynda Khalaf and Maral Kichian
00-7: Non-Parametric and Neural Network Models of Inflation Changes Downloads
Greg Tkacz
00-6: Some Explorations, Using Canadian Data, of the S-Variable in Akerlof, Dickens, and Perry (1996) Downloads
Seamus Hogan and Lise Pichette
00-5: Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator Downloads
Greg Tkacz
00-4: Quelques résultats empiriques relatifs à l'évolution du taux de change Canada/États-Unis Downloads
Ramdane Djoudad and David Tessier
00-3: Long-Term Determinants of the Personal Savings Rate: Literature Review and Some Empirical Results for Canada Downloads
Gilles Bérubé and Denise Côté
00-2: GAUSS™ Programs for the Estimation of State-Space Models with ARCH Errors: A User's Guide Downloads
Maral Kichian
00-1: The Employment Costs of Downward Nominal-Wage Rigidity Downloads
Jean Farès and Seamus Hogan
99-20: The Expectations Hypothesis for the Longer End of the Term Structure: Some Evidence for Canada Downloads
Ron Lange
99-19: Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model Downloads
John Knight, Fuchun Li and Mingwei Yuan
99-18: Estimating One-Factor Models of Short-Term Interest Rates Downloads
Des Mc Manus and David Watt
99-17: Canada’s Exchange Rate Regime and North American Economic Integration: The Role of Risk-Sharing Mechanisms Downloads
Zahir Antia, Ramdane Djoudad and Pierre St-Amant
99-16: Optimal Currency Areas: A Review of the Recent Literature Downloads
Robert Lafrance and Pierre St-Amant
99-15: The Information Content of Interest Rate Futures Options Downloads
René Lalonde
99-14: The U.S. Capacity Utilization Rate: A New Estimation Approach Downloads
René Lalonde
99-13: Indicator Models of Core Inflation for Canada Downloads
Richard Dion
99-12: Why Canada Needs a Flexible Exchange Rate Downloads
John Murray
99-11: Liquidity of the Government of Canada Securities Market: Stylized Facts and Some Market Microstructure Comparisons to the United States Treasury Market Downloads
Toni Gravelle
99-10: Real Effects of Collapsing Exchange Rate Regimes: An Application to Mexico Downloads
Patrick Osakwe and Lawrence Schembri
99-9: Measuring Potential Output within a State-Space Framework Downloads
Maral Kichian
99-8: Monetary Rules When Economic Behaviour Changes Downloads
Robert Amano, Donald Coletti and Tiff Macklem
99-7: The Exchange Rate Regime and Canada's Monetary Order Downloads
David Laidler
99-6: Uncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets Downloads
Ben Fung, Scott Mitnick and Eli Remolona
99-5: The Quantity of Money and Monetary Policy Downloads
David Laidler
99-4: An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention Downloads
Neil Beattie and Jean-François Fillion
99-3: Forecasting GDP Growth Using Artificial Neural Networks Downloads
Greg Tkacz and Sarah Hu
99-2: Capital Gains and Inflation Taxes in a Life-cycle Model Downloads
Charles Leung and Guang-Jia Zhang
99-1: Dynamic Employment and Hours Effects of Government Spending Shocks Downloads
Mingwei Yuan and Wenli Li
98-23: Résultats empiriques multi-pays relatifs à l'impact des cibles d'inflation sur la crédibilité de la politique monétaire Downloads
Pierre St-Amant and David Tessier
98-22: A Non-Paradoxical Interpretation of the Gibson Paradox Downloads
Serge Coulombe
98-21: Une nouvelle méthode d'estimation de l'écart de production et son application aux États-Unis, au Canada et à l'Allemagne Downloads
René Lalonde, Jennifer Page and Pierre St-Amant
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