Staff Working Papers

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06-21: The International Monetary Fund's Balance-Sheet and Credit Risk

Ryan Felushko and Eric Santor

06-20: Examining the Trade-Off between Settlement Delay and Intraday Liquidity in Canada's LVTS: A Simulation Approach

Neville Arjani

06-19: Institutional Quality, Trade, and the Changing Distribution of World Income

Brigitte Desroches and Michael Francis

06-18: Working Time over the 20th Century

Alexander Ueberfeldt

06-17: Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events

Alejandro Garcia and Ramazan Gencay

06-16: Benchmark Index of Risk Appetite

Miroslav Misina

06-15: LVTS, the Overnight Market, and Monetary Policy

Nadja Kamhi

06-14: Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion

Jean-Thomas Bernard, Lynda Khalaf, Maral Kichian and Sebastien McMahon

06-13: Guarding Against Large Policy Errors under Model Uncertainty

Gino Cateau

06-12: The Welfare Implications of Inflation versus Price-Level Targeting in a Two-Sector, Small Open Economy

Eva Ortega and Nooman Rebei

06-11: The Federal Reserve's Dual Mandate: A Time-Varying Monetary Policy Priority Index for the United States

René Lalonde and Nicolas Parent

06-10: An Evaluation of Core Inflation Measures

Jamie Armour

06-9: Monetary Policy in an Estimated DSGE Model with a Financial Accelerator

Ian Christensen and Ali Dib

06-8: A Structural Error-Correction Model of Best Prices and Depths in the Foreign Exchange Limit Order Market

Ingrid Lo and Stephen Sapp

06-7: Ownership Concentration and Competition in Banking Markets

Alexandra Lai and Raphael Solomon

06-6: Regime Shifts in the Indicator Properties of Narrow Money in Canada

Tracy Chan, Ramdane Djoudad and Jackson Loi

06-5: Are Currency Crises Low-State Equilibria? An Empirical, Three-Interest-Rate Model

Christopher Cornell and Raphael Solomon

06-4: Forecasting Canadian Time Series with the New Keynesian Model

Ali Dib, Mohamed Gammoudi and Kevin Moran

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