Staff Working Papers

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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

97-14: Menu Costs, Relative Prices, and Inflation: Evidence for Canada

Robert Amano and Tiff Macklem

97-13: What Does Downward Nominal-Wage Rigidity Imply for Monetary Policy?

Seamus Hogan

97-12: A Micro Approach to the Issue of Hysteresis in Unemployment: Evidence from the 1988­1990 Labour Market Activity Survey

Gordon Wilkinson

97-11: A Band-Aid Solution to Inflation Targeting

Robert Amano, Richard Black and Marcel Kasumovich

97-10: The Structure of Interest Rates in Canada: Information Content about Medium-Term Inflation

Jim Day and Ron Lange

97-9: Mesures du taux d'inflation tendanciel

Thérèse Laflèche

97-8: Implementation of Monetary Policy in a Regime with Zero Reserve Requirements

Kevin Clinton

97-7: Monetary Shocks in the G-6 Countries: Is There a Puzzle?

Ben Fung and Marcel Kasumovich

97-6: Lagging Productivity Growth in the Service Sector: Mismeasurement, Mismanagement or Misinformation?

Dinah Maclean

97-5: A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap

Chantal Dupasquier, Alain Guay and Pierre St-Amant

97-4: The Liquidity Trap: Evidence from Japan

Isabelle Weberpals

97-3: La courbe de Phillips au Canada: un examen de quelques hypothèses

Jean-François Fillion and André Léonard

97-2: Fads or Bubbles?

Huntley Schaller and Simon van Norden

97-1: Reconsidering Cointegration in International Finance: Three Case Studies of Size Distortion in Finite Samples

Marie-Josée Godbout and Simon van Norden

96-15: A Modified P*-Model of Inflation Based on M1

Joseph Atta-Mensah

96-14: L'endettement du Canada et ses effets sur les taux d'interet reels de long term

Jean-François Fillion

96-13: Speculative Behaviour, Regime-Switching and Stock Market Crashes

Simon van Norden and Huntley Schaller

96-12: The Commodity-Price Cycle and Regional Economic Performance in Canada

Mario Lefebvre and Stephen Poloz