Staff Working Papers

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96-11: Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?

Robert Vigfusson and Simon van Norden

96-10: Unit-Root Test and Excess Returns

Marie-Josée Godbout and Simon van Norden

96-09: Does Inflation Uncertainty Vary with the Level of Inflation?

Allan Crawford and Marcel Kasumovich

96-8: Interpreting Money-Spply and Interest-Rate Sgocks as Monetary-Policy Shocks

Marcel Kasumovich

96-7: An Econometric Examination of the Trend Unemployment Rate in Canada

Denise Côté and Doug Hostland

96-6: Provincial Credit Rating in Canada: An Ordered Probit Analysis

Stella Cheung

96-5: A Distant-Early-Warning Model of Inflation Based on M1 Disequilibria

Jamie Armour, Joseph Atta-Mensah, Walter Engert and Scott Hendry

96-4: Overnight Rate Innovations as a measure of monetary Policy Shocks in Vector Autoregressions

Jamie Armour, Walter Engert and Ben Fung

96-3: Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures

Simon van Norden and Robert Vigfusson

96-2: Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest rates Using Structural VAR Methodology

Pierre St-Amant

96-1: Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach

Robert Vigfusson

95-7: Analytical Derivatives for Markov Switching Models

Jeff Gable, Simon van Norden and Robert Vigfusson

95-6: INFLATION, LEARNING AND MONETARY POLICY REGIMES IN THE G-7 ECONOMIES

Nicholas Ricketts and David Rose

95-5: CHANGES IN THE INFLATION PROCESS IN CANADA: Evidence and Implications

Doug Hostland

95-4: GOVERNMENT DEBT AND DEFICITS IN CANADA: A Macro Simulation Analysis

Tiff Macklem, David Rose and Robert Tetlow

95-3: Empirical Evidence on the Cost of Adjustment and Dynamic Labour Demand

Robert Amano

95-2: Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy

Alain DeSerres, Alain Guay and Pierre St-Amant

95-1: Deriving Agents' Inflation Forecasts from the Term Structure of Interest Rates

Christopher Ragan

94-12: Searching for the Liquidity Effect in Canada

Ben Fung and Rohit Gupta

94-11: The Causes of Unemployment in Canada: A Review of the Evidence

Stephen Poloz

94-10: Les provinces canadiennes et la convergence: une evaluation empirique

Mario Lefebvre

94-9: Symetrie des chocs touchant les regions canadiennes et choix d'un regime de change

Alain DeSerres and René Lalonde

94-8: An Empirical Investigation into Government Spending and Private Sector Behaviour

Robert Amano and Tony Wirjanto

94-7: L'endettement du secteur prive au Canada: un examen macroeconomique

Jean-François Fillion

94-6: The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation

Robert Amano and Tony Wirjanto

94-5: Exchange Rate Volatility and Trade: A Survey

Agathe Côté

94-4: An Up-to-Date and Improved BVAR Model of the Canadian Economy

Daniel Racette, Jacques Raynauld and Christian Sigouin

94-3: The Term Structure and Real Activity in Canada

Barry Cozier and Greg Tkacz

94-2: A Further Analysis of Exchange Rate Targeting in Canada

Robert Amano and Tony Wirjanto

94-1: Optimum Currency Areas and Shock Asymmetry: A Comparison of Europe and the United States

Nick Chamie, Alain DeSerres and René Lalonde