Staff Working Papers

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04-47: The Monetary Origins of Asymmetric Information in International Equity Markets

Gregory Bauer and Clara Vega

04-46: Une approche éclectique d'estimation du PIB potentiel pour le Royaume-Uni

Charles St-Arnaud

04-45: Modelling the Evolution of Credit Spreads in the United States

Stuart Turnbull and Jun Yang

04-44: The Transmission of World Shocks to Emerging-Market Countries: An Empirical Analysis

Brigitte Desroches

04-43: Real Return Bonds, Inflation Expectations, and the Break-Even Inflation Rate

Ian Christensen, Frédéric Dion and Christopher Reid

04-42: International Equity Flows and Returns: A Quantitative Equilibrium Approach

Rui Albuquerque, Gregory Bauer and Martin Schneider

04-41: Characterization of the Dynamic Effects of Fiscal Shocks in a Small Open Economy

Nooman Rebei

04-40: Prévision et analyse de la production manufacturière au Canada: comparaison de modèles linéaires et non linéaires

Frederick Demers

04-39: A Forecasting Model for Inventory Investments in Canada

Marwan Chacra and Maral Kichian

04-38: Finance Constraints and Inventory Investment: Empirical Tests with Panel Data

Rose Cunningham

04-37: The Implications of Transmission and Information Lags for the Stabilization Bias and Optimal Delegation

Jean-Paul Lam and Florian Pelgrin

04-36: Optimal Taylor Rules in an Estimated Model of a Small Open Economy

Steven Ambler, Ali Dib and Nooman Rebei

04-35: The U.S. New Keynesian Phillips Curve: An Empirical Assessment

Alain Guay and Florian Pelgrin

04-34: Market Valuation and Risk Assessment of Canadian Banks

Ying Liu, Eli Papakirykos and Mingwei Yuan

04-33: Counterfeiting: A Canadian Perspective

John Chant

04-32: Investment, Private Information, and Social Learning: A Case Study of the Semiconductor Industry

Rose Cunningham

04-31: The New Keynesian Hybrid Phillips Curve: An Assessment of Competing Specifications for the United States

David Dupuis

04-30: The New Basel Capital Accord and the Cyclical Behaviour of Bank Capital

Mark Illing and Graydon Paulin

04-29: Uninsurable Investment Risks

Cesaire Meh and Vincenzo Quadrini

04-28: Monetary and Fiscal Policies in Canada: Some Interesting Principles for EMU?

Virginie Traclet

04-27: Financial Market Imperfection, Overinvestment,and Speculative Precaution

Christian Calmès

04-26: Regulatory Changes and Financial Structure: The Case of Canada

Christian Calmès

04-25: Money Demand and Economic Uncertainty

Joseph Atta-Mensah

04-24: Competition in Banking: A Review of the Literature

Carol Ann Northcott

04-23: Convergence of Government Bond Yields in the Euro Zone: The Role of Policy Harmonization

Denise Côté and Christopher Graham

04-22: Financial Conditions Indexes for Canada

Céline Gauthier, Christopher Graham and Ying Liu

04-21: Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation

Jeannine Bailliu and Eiji Fujii

04-20: Commodity-Linked Bonds: A Potential Means for Less-Developed Countries to Raise Foreign Capital

Joseph Atta-Mensah

04-19: Translog ou Cobb-Douglas? Le rôle des durées d'utilisation des facteurs

Eric Heyer, Florian Pelgrin and Arnaud Sylvain

04-18: When Bad Things Happen to Good Banks: Contagious Bank Runs and Currency Crises

Raphael Solomon

04-17: International Cross-Listing and the Bonding Hypothesis

Michael King and Dan Segal

04-16: The Effects of Economic News on Bond Market Liquidity

Chris D'Souza and Charles Gaa

04-15: The Bank of Canada's Business Outlook Survey: An Assessment

Monica Martin and Cristiano Papile

04-14: National Saving-Investment Dynamics and International Capital Mobility

Florian Pelgrin and Sebastian Schich

04-13: Contraintes de liquidité et capital humain dans une petite économie ouverte

Florian Pelgrin

04-12: Durées d’utilisation des facteurs et fonction de production: une estimation par la méthode des moments généralisés en système

Eric Heyer, Florian Pelgrin and Arnaud Sylvain

04-11: Estimating New Keynesian Phillips Curves Using Exact Methods

Lynda Khalaf and Maral Kichian

04-10: Public Venture Capital and Entrepreneurship

Oana Secrieru and Marianne Vigneault

04-9: Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework

Jean-Paul Lam

04-8: The Economic Theory of Retail Pricing: A Survey

Oana Secrieru

04-7: The Demand for Money in a Stochastic Environment

Joseph Atta-Mensah

04-6: Bank Capital, Agency Costs, and Monetary Policy

Cesaire Meh and Kevin Moran

04-5: Structural Change and Forecasting Long-Run Energy Prices

Jean-Thomas Bernard, Lynda Khalaf and Maral Kichian

04-4: A Structural Small Open-Economy Model for Canada

Stephen Murchison, Andrew Rennison and Zhenhua Zhu

04-3: Modélisation « PAC » du secteur extérieur de l'économie américaine

Marc-André Gosselin and René Lalonde

04-2: Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates

Richard Luger

04-1: The Effect of Adjustment Costs and Organizational Change on Productivity in Canada: Evidence from Aggregate Data

Danny Leung

03-44: Common Trends and Common Cycles in Canadian Sectoral Output

Francisco Barillas and Christoph Schleicher

03-43: Why Does Private Consumption Rise After a Government Spending Shock?

Hafedh Bouakez and Nooman Rebei

03-42: A Structural VAR Approach to the Intertemporal Model of the Current Account

Takashi Kano