Staff Working Papers

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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

03-41: Anatomy of a Twin Crisis

Raphael Solomon

03-40: Poignée de main invisible et persistance des cycles économiques: une revue de la littérature

Christian Calmès

03-39: Alternative Targeting Regimes, Transmission Lags, and the Exchange Rate Channel

Jean-Paul Lam

03-38: Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model

Scott Hendry, Wai-Ming Ho and Kevin Moran

03-37: Financial Constraints and Investment: Assessing the Impact of a World Bank Loan Program on Small and Medium-Sized Enterprises in Sri Lanka

Varouj Aivazian, Dipak Mazumdar and Eric Santor

03-36: Excess Collateral in the LVTS: How Much is Too Much?

Kim McPhail and Anastasia Vakos

03-35: Real Exchange Rate Persistence in Dynamic General-Equilibrium Sticky-Price Models: An Analytical Characterization

Hafedh Bouakez

03-34: Governance and Financial Fragility: Evidence from a Cross-Section of Countries

Michael Francis

03-33: Do Peer Group Members Outperform Individual Borrowers? A Test of Peer Group Lending Using Canadian Micro-Credit Data

Rafael Gomez and Eric Santor

03-32: The Canadian Phillips Curve and Regime Shifting

Frederick Demers

03-31: A Simple Test of Simple Rules: Can They Improve How Monetary Policy is Implemented with Inflation Targets?

Nicholas Rowe and David Tulk

03-30: Are Wealth Effects Important for Canada?

Lise Pichette and Dominique Tremblay

03-29: Nominal Rigidities and Exchange Rate Pass-Through in a Structural Model of a Small Open Economy

Steven Ambler, Ali Dib and Nooman Rebei

03-28: An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds

Chris D'Souza, Charles Gaa and Jing Yang

03-27: Monetary Policy in Estimated Models of Small Open and Closed Economies

Ali Dib

03-26: Measuring Interest Rate Expectations in Canada

Grahame Johnson

03-25: Income Trusts--Understanding the Issues

Michael King

03-24: Forecasting and Analyzing World Commodity Prices

René Lalonde, Zhenhua Zhu and Frederick Demers

03-23: What Does the Risk-Appetite Index Measure?

Miroslav Misina

03-22: The Construction of Continuity-Adjusted Monetary Aggregate Components

Jeannie Kottaras

03-21: Dynamic Factor Analysis for Measuring Money

Paul Gilbert and Lise Pichette

03-20: The U.S. Stock Market and Fundamentals: A Historical Decomposition

David Dupuis and David Tessier

03-19: A Small Dynamic Hybrid Model for the Euro Area

Ramdane Djoudad and Céline Gauthier