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Staff Working Papers

From Bank of Canada
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97-20: A Measure of Underlying Inflation in the United States Downloads
Iris Claus
97-19: Modelling the behaviour of U.S. Inventories: A Cointegration-Euler Approach Downloads
Iris Claus
97-18: Canadian Short-Term Interest Rates and the BAX Futures Markets: An Analysis of the Impact of Volatility on Hedging Activity and the Correlation of Returns Between Markets Downloads
David Watt
97-17: Les marchés du travail régionaux: une comparaison entre le Canada et les États-Unis Downloads
Mario Lefebvre
97-16: Canadian Policy Analysis Model: CPAM Downloads
Richard Black and David Rose
97-15: The Effects of Budget Rules on Fiscal Performance and Macroeconomic Stabilization Downloads
Jonathan Millar
97-14: Menu Costs, Relative Prices, and Inflation: Evidence for Canada Downloads
Robert Amano and Tiff Macklem
97-13: What Does Downward Nominal-Wage Rigidity Imply for Monetary Policy? Downloads
Seamus Hogan
97-12: A Micro Approach to the Issue of Hysteresis in Unemployment: Evidence from the 1988­1990 Labour Market Activity Survey Downloads
Gordon Wilkinson
97-11: A Band-Aid Solution to Inflation Targeting Downloads
Robert Amano, Richard Black and Marcel Kasumovich
97-10: The Structure of Interest Rates in Canada: Information Content about Medium-Term Inflation Downloads
Jim Day and Ron Lange
97-9: Mesures du taux d'inflation tendanciel Downloads
Thérèse Laflèche
97-8: Implementation of Monetary Policy in a Regime with Zero Reserve Requirements Downloads
Kevin Clinton
97-7: Monetary Shocks in the G-6 Countries: Is There a Puzzle? Downloads
Ben Fung and Marcel Kasumovich
97-6: Lagging Productivity Growth in the Service Sector: Mismeasurement, Mismanagement or Misinformation? Downloads
Dinah Maclean
97-5: A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap Downloads
Chantal Dupasquier, Alain Guay and Pierre St-Amant
97-4: The Liquidity Trap: Evidence from Japan Downloads
Isabelle Weberpals
97-3: La courbe de Phillips au Canada: un examen de quelques hypothèses Downloads
Jean-François Fillion and André Léonard
97-2: Fads or Bubbles? Downloads
Huntley Schaller and Simon van Norden
97-1: Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples Downloads
Marie-Josée Godbout and Simon van Norden
96-15: A Modified P*-Model of Inflation Based on M1 Downloads
Joseph Atta-Mensah
96-14: L'endettement du Canada et ses effets sur les taux d'interet reels de long term Downloads
Jean-François Fillion
96-13: Speculative Behaviour, Regime-Switching and Stock Market Crashes Downloads
Simon van Norden and Huntley Schaller
96-12: The Commodity-Price Cycle and Regional Economic Performance in Canada Downloads
Mario Lefebvre and Stephen Poloz
96-11: Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles? Downloads
Robert Vigfusson and Simon van Norden
96-10: Unit-Root Test and Excess Returns Downloads
Marie-Josée Godbout and Simon van Norden
96-09: Does Inflation Uncertainty Vary with the Level of Inflation? Downloads
Allan Crawford and Marcel Kasumovich
96-8: Interpreting Money-Spply and Interest-Rate Sgocks as Monetary-Policy Shocks Downloads
Marcel Kasumovich
96-7: An Econometric Examination of the Trend Unemployment Rate in Canada Downloads
Denise Côté and Doug Hostland
96-6: Provincial Credit Rating in Canada: An Ordered Probit Analysis Downloads
Stella Cheung
96-5: A Distant-Early-Warning Model of Inflation Based on M1 Disequilibria Downloads
Jamie Armour, Joseph Atta-Mensah, Walter Engert and Scott Hendry
96-4: Overnight Rate Innovations as a measure of monetary Policy Shocks in Vector Autoregressions Downloads
Jamie Armour, Walter Engert and Ben Fung
96-3: Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures Downloads
Simon van Norden and Robert Vigfusson
96-2: Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest rates Using Structural VAR Methodology Downloads
Pierre St-Amant
96-1: Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach Downloads
Robert Vigfusson
95-7: Analytical Derivatives for Markov Switching Models Downloads
Jeff Gable, Simon van Norden and Robert Vigfusson
95-6: INFLATION, LEARNING AND MONETARY POLICY REGIMES IN THE G-7 ECONOMIES Downloads
Nicholas Ricketts and David Rose
95-5: CHANGES IN THE INFLATION PROCESS IN CANADA: Evidence and Implications Downloads
Doug Hostland
95-4: GOVERNMENT DEBT AND DEFICITS IN CANADA: A Macro Simulation Analysis Downloads
Tiff Macklem, David Rose and Robert Tetlow
95-3: Empirical Evidence on the Cost of Adjustment and Dynamic Labour Demand Downloads
Robert Amano
95-2: Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy Downloads
Alain DeSerres, Alain Guay and Pierre St-Amant
95-1: Deriving Agents' Inflation Forecasts from the Term Structure of Interest Rates Downloads
Christopher Ragan
94-12: Searching for the Liquidity Effect in Canada Downloads
Ben Fung and Rohit Gupta
94-11: The Causes of Unemployment in Canada: A Review of the Evidence Downloads
Stephen Poloz
94-10: Les provinces canadiennes et la convergence: une evaluation empirique Downloads
Mario Lefebvre
94-9: Symetrie des chocs touchant les regions canadiennes et choix d'un regime de change Downloads
Alain DeSerres and René Lalonde
94-8: An Empirical Investigation into Government Spending and Private Sector Behaviour Downloads
Robert Amano and Tony Wirjanto
94-7: L'endettement du secteur prive au Canada: un examen macroeconomique Downloads
Jean-François Fillion
94-6: The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation Downloads
Robert Amano and Tony Wirjanto
94-5: Exchange Rate Volatility and Trade: A Survey Downloads
Agathe Côté
94-4: An Up-to-Date and Improved BVAR Model of the Canadian Economy Downloads
Daniel Racette, Jacques Raynauld and Christian Sigouin
94-3: The Term Structure and Real Activity in Canada Downloads
Barry Cozier and Greg Tkacz
94-2: A Further Analysis of Exchange Rate Targeting in Canada Downloads
Robert Amano and Tony Wirjanto
94-1: Optimum Currency Areas and Shock Asymmetry: A Comparison of Europe and the United States Downloads
Nick Chamie, Alain DeSerres and René Lalonde
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