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Staff Working Papers

From Bank of Canada
234 Wellington Street, Ottawa, Ontario, K1A 0G9, Canada.
Contact information at EDIRC.

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01-25: New Phillips Curve with Alternative Marginal Cost Measures forCanada, the United States, and the Euro Area Downloads
Edith Gagnon and Hashmat Khan
01-24: Price-Level versus Inflation Targeting in a Small Open Economy Downloads
Gabriel Srour
01-23: Modelling Mortgage Rate Changes with a Smooth Transition Error-Correction Model Downloads
Ying Liu
01-22: On Inflation and the Persistence of Shocks to Output Downloads
Richard Luger and Maral Kichian
01-21: A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data Downloads
Fuchun Li and Greg Tkacz
01-20: The Resolution of International Financial Crises: Private Finance and Public Funds Downloads
Andrew Haldane and Mark Kruger
01-19: Employment Effects of Restructuring in the Public Sector in North America Downloads
Paul Fenton, Irene Ip and Geoff Wright
01-18: Evaluating Factor Models: An Application to Forecasting Inflation in Canada Downloads
Marc-André Gosselin and Greg Tkacz
01-17: Why Do Central Banks Smooth Interest Rates? Downloads
Gabriel Srour
01-16: Implications of Uncertainty about Long-Run Inflation and the Price Level Downloads
Gerald Stuber
01-15: Affine Term-Structure Models: Theory and Implementation Downloads
David Bolder
01-14: L'effet de la richesse sur la consommation aux États-Unis Downloads
Yanick Desnoyers
01-13: Predetermined Prices and the Persistent Effects of Money on Output Downloads
Michael Devereux and James Yetman
01-12: Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods Downloads
Fuchun Li and Greg Tkacz
01-11: Gaining Credibility for Inflation Targets Downloads
James Yetman
01-10: The Future Prospects for National Financial Markets and Trading Centres Downloads
Charles Gaa, Stephen Lumpkin, Robert Ogrodnick and Peter Thurlow
01-9: Testing for a Structural Break in the Volatility of Real GDP Growth in Canada Downloads
Alexandre Debs
01-8: How Rigid Are Nominal-Wage Rates? Downloads
Allan Crawford
01-7: Downward Nominal-Wage Rigidity: Micro Evidence from Tobit Models Downloads
David Amirault and Brian O'Reilly
01-6: The Zero Bound on Nominal Interest Rates: How Important Is It? Downloads
David Amirault and Brian O'Reilly
01-5: Reactions of Canadian Interest Rates to Macroeconomic Announcements: Implications for Monetary Policy Transparency Downloads
Toni Gravelle and Richhild Moessner
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
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