Staff Working Papers

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02-33: Alternative Trading Systems: Does One Shoe Fit All?

Nicolas Audet, Toni Gravelle and Jing Yang

02-32: Labour Markets, Liquidity, and Monetary Policy Regimes

David Andolfatto, Scott Hendry and Kevin Moran

02-31: Supply Shocks and Real Exchange Rate Dynamics: Canadian Evidence

Céline Gauthier and David Tessier

02-30: Inflation Expectations and Learning about Monetary Policy

David Andolfatto, Scott Hendry and Kevin Moran

02-29: Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada

David Bolder and Scott Gusba

02-28: Filtering for Current Analysis

Simon van Norden

02-27: Habit Formation and the Persistence of Monetary Shocks

Hafedh Bouakez, Emanuela Cardia and Francisco Ruge-Murcia

02-26: Nominal Rigidity, Desired Markup Variations, and Real Exchange Rate Persistence

Hafedh Bouakez

02-25: Nominal Rigidities and Monetary Policy in Canada Since 1981

Ali Dib

02-24: Financial Structure and Economic Growth: A Non-Technical Survey

Veronika Dolar and Cesaire Meh

02-23: How to Improve Inflation Targeting at the Bank of Canada

Nicholas Rowe

02-22: The Usefulness of Consumer Confidence Indexes in the United States

Brigitte Desroches and Marc-André Gosselin

02-21: Entrepreneurial Risk, Credit Constraints, and the Corporate Income Tax: A Quantitative Exploration

Cesaire Meh

02-20: Evaluating the Quarterly Projection Model: A Preliminary Investigation

Robert Amano, Kim McPhail, Hope Pioro and Andrew Rennison

02-19: Estimates of the Sticky-Information Phillips Curve for the United States, Canada, and the United Kingdom

Hashmat Khan and Zhenhua Zhu

02-18: Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data

Kevin Moran and Veronika Dolar

02-17: Does Exchange Rate Policy Matter for Growth?

Jeannine Bailliu, Robert Lafrance and Jean-Francois Perrault

02-16: A Market Microstructure Analysis of Foreign Exchange Intervention in Canada

Chris D'Souza

02-15: Corporate Bond Spreads and the Business Cycle

Zhiwei Zhang

02-14: Entrepreneurship, Inequality, and Taxation

Cesaire Meh

02-13: Towards a More Complete Debt Strategy Simulation Framework

David Bolder

02-12: Modelling Financial Instability: A Survey of the Literature

Alexandra Lai

02-11: Risk, Entropy, and the Transformation of Distributions

Mark Reesor and Don McLeish

02-10: La fiabilité des estimations de l'écart de production au Canada

Jean-Philippe Cayen and Simon van Norden

02-9: The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ

Toni Gravelle

02-8: Restructuring in the Canadian Economy: A Survey of Firms

Carolyn Kwan

02-7: Contribution of ICT Use to Output and Labour-Productivity Growth in Canada

Hashmat Khan and Marjorie Santos

02-6: Currency Fluctuations, Liability Dollarization, and the Choice of Exchange Rate Regimes in Emerging Markets

Patrick Osakwe

02-5: The Effects of Bank Consolidation on Risk Capital Allocation and Market Liquidity

Chris D'Souza and Alexandra Lai

02-4: Does Micro Evidence Support the Wage Phillips Curve in Canada?

Jean Farès

02-3: An Introduction to Wavelets for Economists

Christoph Schleicher

02-2: Asset Allocation Using Extreme Value Theory

Younes Bensalah

02-1: Taylor Rules in the Quarterly Projection Model

Jamie Armour, Ben Fung and Dinah Maclean

01-27: The Monetary Transmission Mechanism at the Sectoral Level

Jean Farès and Gabriel Srour

01-26: An Estimated Canadian DSGE Model with Nominal and Real Rigidities

Ali Dib

01-25: New Phillips Curve with Alternative Marginal Cost Measures forCanada, the United States, and the Euro Area

Edith Gagnon and Hashmat Khan

01-24: Price-Level versus Inflation Targeting in a Small Open Economy

Gabriel Srour

01-23: Modelling Mortgage Rate Changes with a Smooth Transition Error-Correction Model

Ying Liu

01-22: On Inflation and the Persistence of Shocks to Output

Richard Luger and Maral Kichian

01-21: A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data

Fuchun Li and Greg Tkacz

01-20: The Resolution of International Financial Crises: Private Finance and Public Funds

Andrew Haldane and Mark Kruger

01-19: Employment Effects of Restructuring in the Public Sector in North America

Paul Fenton, Irene Ip and Geoff Wright

01-18: Evaluating Factor Models: An Application to Forecasting Inflation in Canada

Marc-André Gosselin and Greg Tkacz

01-17: Why Do Central Banks Smooth Interest Rates?

Gabriel Srour

01-16: Implications of Uncertainty about Long-Run Inflation and the Price Level

Gerald Stuber

01-15: Affine Term-Structure Models: Theory and Implementation

David Bolder

01-14: L'effet de la richesse sur la consommation aux États-Unis

Yanick Desnoyers

01-13: Predetermined Prices and the Persistent Effects of Money on Output

Michael Devereux and James Yetman

01-12: Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods

Fuchun Li and Greg Tkacz

01-11: Gaining Credibility for Inflation Targets

James Yetman