Staff Working Papers
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- 07-22: IMF-Supported Adjustment Programs: Welfare Implications and the Catalytic Effect

- Carlos de Resende
- 07-21: A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate

- Fousseni Chabi-Yo and Jun Yang
- 07-20: Multivariate Realized Stock Market Volatility

- Gregory Bauer and Keith Vorkink
- 07-19: Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation

- Sharon Kozicki and Peter Tinsley
- 07-18: Central Bank Performance under Inflation Targeting

- Marc-André Gosselin
- 07-17: Firms Dynamics, Bankruptcy Laws and Total Factor Productivity

- Hajime Tomura
- 07-16: World Real Interest Rates: A Global Savings and Investment Perspective

- Brigitte Desroches and Michael Francis
- 07-15: Does Indexation Bias the Estimated Frequency of Price Adjustment?

- Maral Kichian and Oleksiy Kryvtsov
- 07-14: Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis

- David Bolder and Tiago Rubin
- 07-13: Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis

- David Bolder and Tiago Rubin
- 07-12: Schooling, Inequality and Government Policy

- Oleksiy Kryvtsov and Alexander Ueberfeldt
- 07-11: Uncollateralized Overnight Loans Settled in LVTS

- Scott Hendry and Nadja Kamhi
- 07-10: Do We Need the IMF to Resolve a Crisis? Lessons from Past Episodes of Debt Restructuring

- Philipp Maier
- 07-9: Best Instruments for Market Discipline in Banking

- Greg Caldwell
- 07-8: Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation

- Calista Cheung and Frederick Demers
- 07-7: Technology Shocks and Business Cycles: The Role of Processing Stages and Nominal Rigidities

- Louis Phaneuf and Nooman Rebei
- 07-6: Monetary Policy Committees in Action: Is There Room for Improvement?

- Philipp Maier
- 07-5: Impact of Electronic Trading Platforms on the Brokered Interdealer Market for Government of Canada Benchmark Bonds

- Natasha Khan
- 07-4: Price Discovery in Canadian Government Bond Futures and Spot Markets

- Christopher Chung, Bryan Campbell and Scott Hendry
- 07-3: Time-Consistent Control in Non-Linear Models

- Steven Ambler and Florian Pelgrin
- 07-2: Housing Market Cycles and Duration Dependence in the United States and Canada

- Rose Cunningham and Ilan Kolet
- 07-1: How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables

- John Galbraith and Greg Tkacz
- 06-49: Canadian City Housing Prices and Urban Market Segmentation

- Jason Allen, Robert Amano, David Byrne and Allan Gregory
- 06-48: Modelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective

- David Bolder
- 06-47: Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector

- Miroslav Misina, David Tessier and Shubhasis Dey
- 06-46: Survey-Based Estimates of the Term Structure of Expected U.S. Inflation

- Sharon Kozicki and Peter Tinsley
- 06-45: The Role of Debt and Equity Finance over the Business Cycle

- Francisco Covas and Wouter den Haan
- 06-44: The Long-Term Effects of Cross-Listing Investor Recognition, and Ownership Structure on Valuation

- Michael King and Dan Segal
- 06-43: Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets

- Alexander Melnikov and Yuliya Romanyuk
- 06-42: Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model

- Céline Gauthier and Fuchun Li
- 06-41: An Optimized Monetary Policy Rule for ToTEM

- Jean-Philippe Cayen, Amy Corbett and Patrick Perrier
- 06-40: Education and Self-Employment: Changes in Earnings and Wealth Inequality

- Yaz Terajima
- 06-39: Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices

- Jean-Marie Dufour and David Tessier
- 06-38: Conditioning Information and Variance Bounds on Pricing Kernels with Higher-Order Moments: Theory and Evidence

- Fousseni Chabi-Yo
- 06-37: Endogenous Borrowing Constraints and Consumption Volatility in a Small Open Economy

- Carlos de Resende
- 06-36: Credit in a Tiered Payments System

- Alexandra Lai, Nikil Chande and Sean O'Connor
- 06-35: Survey of Price-Setting Behaviour of Canadian Companies

- David Amirault, Carolyn Kwan and Gordon Wilkinson
- 06-34: The Macroeconomic Effects of Non-Zero Trend Inflation

- Robert Amano, Steven Ambler and Nooman Rebei
- 06-33: Are Canadian Banks Efficient? A Canada--U.S. Comparison

- Jason Allen, Walter Engert and Ying Liu
- 06-32: Governance and the IMF: Does the Fund Follow Corporate Best Practice?

- Eric Santor
- 06-31: Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns

- Antonio Diez de los Rios and René Garcia
- 06-30: Multinationals and Exchange Rate Pass-Through

- Alexandra Lai and Oana Secrieru
- 06-29: The Turning Black Tide: Energy Prices and the Canadian Dollar

- Ramzi Issa, Robert Lafrance and John Murray
- 06-28: Estimation of the Default Risk of Publicly Traded Canadian Companies

- Georges Dionne, Sadok Laajimi, Sofiane Mejri and Madalina Petrescu
- 06-27: Can Affine Term Structure Models Help Us Predict Exchange Rates?

- Antonio Diez de los Rios
- 06-26: Using Monthly Indicators to Predict Quarterly GDP

- Yi Zheng and James Rossiter
- 06-25: Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices

- Greg Tkacz and Carolyn Wilkins
- 06-24: Are Average Growth Rate and Volatility Related?

- Partha Chatterjee and Malik Shukayev
- 06-23: Convergence in a Stochastic Dynamic Heckscher-Ohlin Model

- 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

- Anna Piretti and Charles St-Arnaud