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Staff Working Papers

From Bank of Canada
234 Wellington Street, Ottawa, Ontario, K1A 0G9, Canada.
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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
99-18: Estimating One-Factor Models of Short-Term Interest Rates Downloads
Des Mc Manus and David Watt
99-17: Canada’s Exchange Rate Regime and North American Economic Integration: The Role of Risk-Sharing Mechanisms Downloads
Zahir Antia, Ramdane Djoudad and Pierre St-Amant
99-16: Optimal Currency Areas: A Review of the Recent Literature Downloads
Robert Lafrance and Pierre St-Amant
99-15: The Information Content of Interest Rate Futures Options Downloads
René Lalonde
99-14: The U.S. Capacity Utilization Rate: A New Estimation Approach Downloads
René Lalonde
99-13: Indicator Models of Core Inflation for Canada Downloads
Richard Dion
99-12: Why Canada Needs a Flexible Exchange Rate Downloads
John Murray
99-11: Liquidity of the Government of Canada Securities Market: Stylized Facts and Some Market Microstructure Comparisons to the United States Treasury Market Downloads
Toni Gravelle
99-10: Real Effects of Collapsing Exchange Rate Regimes: An Application to Mexico Downloads
Patrick Osakwe and Lawrence Schembri
99-9: Measuring Potential Output within a State-Space Framework Downloads
Maral Kichian
99-8: Monetary Rules When Economic Behaviour Changes Downloads
Robert Amano, Donald Coletti and Tiff Macklem
99-7: The Exchange Rate Regime and Canada's Monetary Order Downloads
David Laidler
99-6: Uncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets Downloads
Ben Fung, Scott Mitnick and Eli Remolona
99-5: The Quantity of Money and Monetary Policy Downloads
David Laidler
99-4: An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention Downloads
Neil Beattie and Jean-François Fillion
99-3: Forecasting GDP Growth Using Artificial Neural Networks Downloads
Greg Tkacz and Sarah Hu
99-2: Capital Gains and Inflation Taxes in a Life-cycle Model Downloads
Charles Leung and Guang-Jia Zhang
99-1: Dynamic Employment and Hours Effects of Government Spending Shocks Downloads
Mingwei Yuan and Wenli Li
98-23: Résultats empiriques multi-pays relatifs à l'impact des cibles d'inflation sur la crédibilité de la politique monétaire Downloads
Pierre St-Amant and David Tessier
98-22: A Non-Paradoxical Interpretation of the Gibson Paradox Downloads
Serge Coulombe
98-21: Une nouvelle méthode d'estimation de l'écart de production et son application aux États-Unis, au Canada et à l'Allemagne Downloads
René Lalonde, Jennifer Page and Pierre St-Amant
98-20: Evaluating Alternative Measures of the Real Effective Exchange Rate Downloads
Robert Lafrance, Patrick Osakwe and Pierre St-Amant
98-19: Can a Matching Model Explain the Long-Run Increase in Canada's Unemployment Rate? Downloads
Andreas Hornstein and Mingwei Yuan
98-18: The Sale of Durable Goods by a Monopolist in a Stochastic Environment Downloads
Gabriel Srour
98-17: La politique monétaire a-t-elle des effets asymétriques sur l'emploi? Downloads
Lise Pichette
98-16: Consumer Attitudes, Uncertainty, and Consumer Spending Downloads
Denise Côté and Marianne Johnson
98-15: On the Believable Benefits of Low Inflation Downloads
Christopher Ragan
98-14: Non-Linearities in the Output-Inflation Relationship: Some Empirical Results for Canada Downloads
Chantal Dupasquier and Nicholas Ricketts
98-13: Le PIB potentiel des États-Unis et ses déterminants: la productivité de la main-d'oeuvre et le taux d'activité Downloads
René Lalonde
98-12: Un examen de la crédibilité de la politique monétaire au Canada Downloads
Patrick Perrier
98-11: Liquidity Effects and Market Frictions Downloads
Scott Hendry and Guang-Jia Zhang
98-10: Fundamentals, Contagion and Currency Crises: An Empirical Analysis Downloads
Mark Kruger, Patrick Osakwe and Jennifer Page
98-9: Buying Back Government Bonds: Mechanics and Other Considerations Downloads
Toni Gravelle
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