Staff Working Papers

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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

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