Staff Working Papers

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06-3: Money and Credit Factors

Paul Gilbert and Erik Meijer

06-2: Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada

Lynda Khalaf and Maral Kichian

06-1: The Institutional and Political Determinants of Fiscal Adjustment

Robert Lavigne

05-45: An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate

Ingrid Lo

05-44: Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?

Frederick Demers and Annie de Champlain

05-43: The 1975-78 Anti-Inflation Program in Retrospect

John Sargent

05-42: Order Submission: The Choice between Limit and Market Orders

Ingrid Lo and Stephen Sapp

05-41: Modelling and Forecasting Housing Investment: The Case of Canada

Frederick Demers

05-40: Subordinated Debt and Market Discipline in Canada

Greg Caldwell

05-39: Measurement Bias in the Canadian Consumer Price Index

James Rossiter

05-38: An Empirical Analysis of Foreign Exchange Reserves in Emerging Asia

Marc-André Gosselin and Nicolas Parent

05-37: Quantity, Quality, and Relevance: Central Bank Research, 1990-2003

Pierre St-Amant, Greg Tkacz, Annie Guérard-Langlois and Louis Morel

05-36: The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach

René Garcia and Richard Luger

05-35: Testing the Parametric Specification of the Diffusion Function in a Diffusion Process

Fuchun Li

05-34: The Exchange Rate and Canadian Inflation Targeting

Christopher Ragan

05-33: Does Financial Structure Matter for the Information Content of Financial Indicators?

Ramdane Djoudad, Jack Selody and Carolyn Wilkins

05-32: Degree of Internationalization and Performance: An Analysis of Canadian Banks

Walid Hejazi and Eric Santor

05-31: Forecasting Canadian GDP: Region-Specific versus Countrywide Information

Frederick Demers and David Dupuis

05-30: Intertemporal Substitution in Macroeconomics: Evidence from a Two-Dimensional Labour Supply Model with Money

Ali Dib and Louis Phaneuf

05-29: Has Exchange Rate Pass-Through Really Declined in Canada?

Hafedh Bouakez and Nooman Rebei

05-28: Inflation and Relative Price Dispersion in Canada: An Empirical Assessment

André Binette and Sylvain Martel

05-27: Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis

Jean-Marie Dufour, Lynda Khalaf and Maral Kichian

05-26: Uninsured Idiosyncratic Production Risk with Borrowing Constraints

Francisco Covas

05-25: The Impact of Unanticipated Defaults in Canada's Large Value Transfer System

Darcey McVanel

05-24: A Search Model of Venture Capital, Entrepreneurship, and Unemployment

Robin Boadway, Oana Secrieru and Marianne Vigneault

05-23: Pocket Banks and Out-of-Pocket Losses: Links between Corruption and Contagion

Raphael Solomon

05-22: The Effects of the Exchange Rate on Investment: Evidence from Canadian Manufacturing Industries

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

Michael King and Rasmus Fatum

05-20: La fonction de production et les données canadiennes

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

Marco Arena

05-18: Lines of Credit and Consumption Smoothing: The Choice between Credit Cards and Home Equity Lines of Credit

Shubhasis Dey

05-17: Risk Perceptions and Attitudes

Miroslav Misina

05-16: Endogenous Central Bank Credibility in a Small Forward-Looking Model of the U.S. Economy

René Lalonde

05-15: Learning-by-Doing or Habit Formation?

Hafedh Bouakez and Takashi Kano

05-14: Labour Market Adjustments to Exchange Rate Fluctuations: Evidence from Canadian Manufacturing Industries

Danny Leung and Terence Yuen

05-13: Efficiency and Economies of Scale of Large Canadian Banks

Jason Allen and Ying Liu

05-12: Do Exchange Rates Affect the Capital-Labour Ratio? Panel Evidence from Canadian Manufacturing Industries

Danny Leung and Terence Yuen

05-11: An Analysis of Closure Policy under Alternative Regulatory Structures

Greg Caldwell

05-10: Educational Spillovers: Does One Size Fit All?

Robert Baumann and Raphael Solomon

05-9: State Dependence in Fundamentals and Preferences Explains Risk-Aversion Puzzle

Fousseni Chabi-Yo, René Garcia and Eric Renault

05-8: Recent Developments in Self-Employment in Canada

Nadja Kamhi and Danny Leung

05-7: Determinants of Borrowing Limits on Credit Cards

Shubhasis Dey and Gene Mumy

05-6: Monetary Policy under Model and Data-Parameter Uncertainty

Gino Cateau

05-5: Y a-t-il eu surinvestissement au Canada durant la seconde moitié des années 1990?

Sylvain Martel

05-4: State-Dependent or Time-Dependent Pricing: Does It Matter for Recent U.S. Inflation?

Pete Klenow and Oleksiy Kryvtsov

05-3: Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem?

Michael King and Maksym Padalko

05-2: The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-Order Moments

Fousseni Chabi-Yo, René Garcia and Eric Renault

05-1: Self-Enforcing Labour Contracts and the Dynamics Puzzle

Christian Calmès

04-49: Trade Credit and Credit Rationing in Canadian Firms

Rose Cunningham

04-48: An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates

David Bolder, Grahame Johnson and Adam Metzler