Staff Working Papers

From Bank of Canada
234 Wellington Street, Ottawa, Ontario, K1A 0G9, Canada.
Contact information at EDIRC.
Bibliographic data for series maintained by ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

01-10: The Future Prospects for National Financial Markets and Trading Centres

Charles Gaa, Stephen Lumpkin, Robert Ogrodnick and Peter Thurlow

01-9: Testing for a Structural Break in the Volatility of Real GDP Growth in Canada

Alexandre Debs

01-8: How Rigid Are Nominal-Wage Rates?

Allan Crawford

01-7: Downward Nominal-Wage Rigidity: Micro Evidence from Tobit Models

David Amirault and Brian O'Reilly

01-6: The Zero Bound on Nominal Interest Rates: How Important Is It?

David Amirault and Brian O'Reilly

01-5: Reactions of Canadian Interest Rates to Macroeconomic Announcements: Implications for Monetary Policy Transparency

Toni Gravelle and Richhild Moessner

01-4: On the Nature and the Stability of the Canadian Phillips Curve

Maral Kichian

01-3: On Commodity-Sensitive Currencies and Inflation Targeting

Kevin Clinton

01-2: Exact Non-Parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity

Richard Luger

01-1: The Elements of the Global Network for Large-Value Funds Transfers

James Dingle

00-23: The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables

Nikola Gradojevic and Jing Yang

00-22: Une analyse empirique du lien entre la productivité et le taux de change réel Canada-É-U

David Dupuis and David Tessier

00-21: Les effets réels du cours des actions sur la consommation

Lise Pichette

00-20: Steps in Applying Extreme Value Theory to Finance: A Review

Younes Bensalah

00-19: Le modèle USM d'analyse et de projection de l'économie américaine

René Lalonde

00-18: Inflation and the Tax System in Canada: An Exploratory Partial-Equilibrium Analysis

Brian O'Reilly and Mylène Levac

00-17: A Practical Guide to Swap Curve Construction

Uri Ron

00-16: Private Capital Flows, Financial Development, and Economic Growth in Developing Countries

Jeannine Bailliu

00-15: Private Capital Flows, Financial Development, and Economic Growth in Developing Countries

Jeannine Bailliu

00-14: Employment Effects Of Nominal-Wage Rigidity: An Examination Using Wage-Settlements Data

Umar Faruqui

00-13: Price Stickiness, Inflation, and Output Dynamics: A Cross-Country Analysis

Hashmat Khan

00-12: Fractional Cointegration and the Demand for M1

Greg Tkacz

00-11: Identifying Policy-makers' Objectives: An Application to the Bank of Canada

Nicholas Rowe and James Yetman

00-10: Probing Potential Output: Monetary Policy, Credibility, and Optimal Learning under Uncertainty

James Yetman

00-9: Modelling Risk Premiums in Equity and Foreign Exchange Markets

René Garcia and Maral Kichian

00-8: Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry

Lynda Khalaf and Maral Kichian

00-7: Non-Parametric and Neural Network Models of Inflation Changes

Greg Tkacz

00-6: Some Explorations, Using Canadian Data, of the S-Variable in Akerlof, Dickens, and Perry (1996)

Seamus Hogan and Lise Pichette

00-5: Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator

Greg Tkacz

00-4: Quelques résultats empiriques relatifs à l'évolution du taux de change Canada/États-Unis

Ramdane Djoudad and David Tessier

00-3: Long-Term Determinants of the Personal Savings Rate: Literature Review and Some Empirical Results for Canada

Gilles Bérubé and Denise Côté

00-2: GAUSS™ Programs for the Estimation of State-Space Models with ARCH Errors: A User's Guide

Maral Kichian

00-1: The Employment Costs of Downward Nominal-Wage Rigidity

Jean Farès and Seamus Hogan

99-20: The Expectations Hypothesis for the Longer End of the Term Structure: Some Evidence for Canada

Ron Lange

99-19: Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model

John Knight, Fuchun Li and Mingwei Yuan

99-18: Estimating One-Factor Models of Short-Term Interest Rates

Des Mc Manus and David Watt

99-17: Canada’s Exchange Rate Regime and North American Economic Integration: The Role of Risk-Sharing Mechanisms

Zahir Antia, Ramdane Djoudad and Pierre St-Amant

99-16: Optimal Currency Areas: A Review of the Recent Literature

Robert Lafrance and Pierre St-Amant

99-15: The Information Content of Interest Rate Futures Options

René Lalonde

99-14: The U.S. Capacity Utilization Rate: A New Estimation Approach

René Lalonde

99-13: Indicator Models of Core Inflation for Canada

Richard Dion

99-12: Why Canada Needs a Flexible Exchange Rate

John Murray

99-11: Liquidity of the Government of Canada Securities Market: Stylized Facts and Some Market Microstructure Comparisons to the United States Treasury Market

Toni Gravelle

99-10: Real Effects of Collapsing Exchange Rate Regimes: An Application to Mexico

Patrick Osakwe and Lawrence Schembri

99-9: Measuring Potential Output within a State-Space Framework

Maral Kichian

99-8: Monetary Rules When Economic Behaviour Changes

Robert Amano, Donald Coletti and Tiff Macklem

99-7: The Exchange Rate Regime and Canada's Monetary Order

David Laidler

99-6: Uncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets

Ben Fung, Scott Mitnick and Eli Remolona

99-5: The Quantity of Money and Monetary Policy

David Laidler

99-4: An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention

Neil Beattie and Jean-François Fillion