Staff Working Papers

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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

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