Staff Working Papers

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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

03-18: Technological Change and the Education Premium in Canada: Sectoral Evidence

Jean Farès and Terence Yuen

03-17: Explaining and Forecasting Inflation in Emerging Markets: The Case of Mexico

Jeannine Bailliu, Daniel Garcés, Mark Kruger and Miguel Messmacher

03-16: Some Notes on Monetary Policy Rules with Uncertainty

Gabriel Srour

03-15: The Syndicated Loan Market: Developments in the North American Context

Jim Armstrong

03-14: An Index of Financial Stress for Canada

Mark Illing and Ying Liu

03-13: Un modèle « PAC » d'analyse et de prévision des dépense des ménages américains

Marc-André Gosselin and René Lalonde

03-12: The Macroeconomic Effects of Military Buildups in a New Neoclassical Synthesis Framework

Alain Paquet, Louis Phaneuf and Nooman Rebei

03-11: Collateral and Credit Supply

Joseph Atta-Mensah

03-10: A Stochastic Simulation Framework for the Government of Canada's Debt Strategy

David Bolder

03-9: Bank Lending, Credit Shocks, and the Transmission of Canadian Monetary Policy

Joseph Atta-Mensah and Ali Dib

03-8: Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach

Andrew Rennison

03-7: Testing the Stability of the Canadian Phillips Curve Using Exact Methods

Lynda Khalaf and Maral Kichian

03-6: Valuation of Canadian- vs. U.S.-Listed Equity: Is There a Discount?

Michael King and Dan Segal

03-5: Shift Contagion in Asset Markets

Toni Gravelle, Maral Kichian and James Morley

03-4: Are Distorted Beliefs Too Good to be True?

Miroslav Misina

03-3: Modélisation et prévision du taux de change réel effectif américain

René Lalonde and Patrick Sabourin

03-2: Managing Operational Risk in Payment, Clearing, and Settlement Systems

Kim McPhail

03-1: Banking Crises and Contagion: Empirical Evidence

Eric Santor

02-42: Salaire réel, chocs technologiques et fluctuations économiques

Dominique Tremblay

02-41: Estimating Settlement Risk and the Potential for Contagion in Canada's Automated Clearing Settlement System

Carol Ann Northcott

02-40: Inflation Changes, Yield Spreads, and Threshold Effects

Greg Tkacz

02-39: An Empirical Analysis of Dynamic Interrelationships Among Inflation, Inflation Uncertainty, Relative Price Dispersion, and Output Growth

Francis Vitek

02-38: Oil-Price Shocks and Retail Energy Prices in Canada

Marwan Chacra

02-37: Alternative Public Spending Rules and Output Volatility

Jean-Paul Lam and William Scarth

02-36: Une approche éclectique d'estimation du PIB potentiel américain

Marc-André Gosselin and René Lalonde

02-35: The Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area

Liliane Giardino-Karlinger

02-34: How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?

Chris D'Souza