Staff Working Papers

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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

99-3: Forecasting GDP Growth Using Artificial Neural Networks

Greg Tkacz and Sarah Hu

99-2: Capital Gains and Inflation Taxes in a Life-cycle Model

Charles Leung and Guang-Jia Zhang

99-1: Dynamic Employment and Hours Effects of Government Spending Shocks

Mingwei Yuan and Wenli Li

98-23: Résultats empiriques multi-pays relatifs à l'impact des cibles d'inflation sur la crédibilité de la politique monétaire

Pierre St-Amant and David Tessier

98-22: A Non-Paradoxical Interpretation of the Gibson Paradox

Serge Coulombe

98-21: Une nouvelle méthode d'estimation de l'écart de production et son application aux États-Unis, au Canada et à l'Allemagne

René Lalonde, Jennifer Page and Pierre St-Amant

98-20: Evaluating Alternative Measures of the Real Effective Exchange Rate

Robert Lafrance, Patrick Osakwe and Pierre St-Amant

98-19: Can a Matching Model Explain the Long-Run Increase in Canada's Unemployment Rate?

Andreas Hornstein and Mingwei Yuan

98-18: The Sale of Durable Goods by a Monopolist in a Stochastic Environment

Gabriel Srour

98-17: La politique monétaire a-t-elle des effets asymétriques sur l'emploi?

Lise Pichette

98-16: Consumer Attitudes, Uncertainty, and Consumer Spending

Denise Côté and Marianne Johnson

98-15: On the Believable Benefits of Low Inflation

Christopher Ragan

98-14: Non-Linearities in the Output-Inflation Relationship: Some Empirical Results for Canada

Chantal Dupasquier and Nicholas Ricketts

98-13: Le PIB potentiel des États-Unis et ses déterminants: la productivité de la main-d'oeuvre et le taux d'activité

René Lalonde

98-12: Un examen de la crédibilité de la politique monétaire au Canada

Patrick Perrier

98-11: Liquidity Effects and Market Frictions

Scott Hendry and Guang-Jia Zhang

98-10: Fundamentals, Contagion and Currency Crises: An Empirical Analysis

Mark Kruger, Patrick Osakwe and Jennifer Page

98-9: Buying Back Government Bonds: Mechanics and Other Considerations

Toni Gravelle

98-8: Easing Restrictions on the Stripping and Reconstitution of Government of Canada Bonds

David Bolder and Serge Boisvert

98-7: Uncertainty and Multiple Paradigms of the Transmission Mechanism

Walter Engert and Jack Selody

98-6: Forecasting Inflation with the M1-VECM: Part Two

Walter Engert and Scott Hendry

98-5: Predicting Canadian Recessions Using Financial Variables: A Probit Approach

Joseph Atta-Mensah and Greg Tkacz

98-4: A Discussion of the Reliability of Results Obtained with Long-Run Identifying Restrictions

Pierre St-Amant and David Tessier

98-3: Tendance des dépenses publiques et de l'inflation et évolution comparative du taux de chômage au Canada et aux États-Unis

Pierre St-Amant and David Tessier

98-2: International Borrowing, Specialization and Unemployment in a Small, Open Economy

Patrick Osakwe

98-1: Food Aid Delivery, Food Security and Aggregate Welfare in a Small Open Economy: Theory and Evidence

Patrick Osakwe

97-20: A Measure of Underlying Inflation in the United States

Iris Claus

97-19: Modelling the behaviour of U.S. Inventories: A Cointegration-Euler Approach

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

David Watt

97-17: Les marchés du travail régionaux: une comparaison entre le Canada et les États-Unis

Mario Lefebvre

97-16: Canadian Policy Analysis Model: CPAM

Richard Black and David Rose

97-15: The Effects of Budget Rules on Fiscal Performance and Macroeconomic Stabilization

Jonathan Millar