Staff Working Papers

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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

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