Staff Working Papers

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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

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