Canada - Central Bank Research Hub

Title Author(s)

Monetary Policy Lag, Zero Lower Bound, and Inflation Targeting

Bank of Canada Working papers [View] (Paper: 2009-02, 05.03.2009)

JEL: C63, E52, E58

Uninsurable Investment Risks and Capital Income Taxation

Bank of Canada Working papers [View] (Paper: 2009-03, 05.03.2009)

JEL: E21, E22, E62, G32, H24, H25

Comparison of Auction Formats in Canadian Government Auctions

Bank of Canada Working papers [View] (Paper: 2009-05, 05.03.2009)

JEL: D44, D63, G28

Assessing Indexation-Based Calvo Inflation Models

Bank of Canada Working papers [View] (Paper: 2009-07, 05.03.2009)

JEL: C13, C52, E31

Optimal Policy under Commitment and Price Level Stationarity

Bank of Canada Working papers [View] (Paper: 2009-08, 05.03.2009)

JEL: E52, E58

Financial Intermediation, Liquidity and Inflation

Bank of Canada Working papers [View] (Paper: 2008-49, 23.12.2008)

Futures Markets, Oil Prices and the Intertemporal Approach to the Current Account

Bank of Canada Working papers [View] (Paper: 2008-48, 22.12.2008)

How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange

Bank of Canada Working papers [View] (Paper: 2008-47, 17.12.2008)

JEL: F21, F34, F36, G12, G15

Indebtedness and the Household Financial Health: An Examination of the Canadian Debt Service Ratio Distribution

Bank of Canada Working papers [View] (Paper: 2008-46, 03.12.2008)

Firm Size and Productivity

Bank of Canada Working papers [View] (Paper: 2008-45, 18.11.2008)

JEL: L11, L25, O47

The Role of Foreign Exchange Dealers in Providing Overnight Liquidity

Bank of Canada Working papers [View] (Paper: 2008-44, 18.11.2008)

JEL: D82, F31, G21

McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates

Bank of Canada Working papers [View] (Paper: 2008-43, 29.10.2008)

JEL: E43, F31, G12, G15

Which Bank is the "Central" Bank? An Application of Markov Theory to the Canadian Large Value Transfer System

Bank of Canada Working papers [View] (Paper: 2008-42, 29.10.2008)

JEL: C11, E50, G20

Are There Canada-U.S. Differences in SME Financing?

Bank of Canada Working papers [View] (Paper: 2008-41, 24.10.2008)

JEL: C21, G21

Price Level Targeting in a Small Open Economy with Financial Frictions: Welfare Analysis

Bank of Canada Working papers [View] (Paper: 2008-40, 16.10.2008)

JEL: E31, E32, E52

Import Price Dynamics in Major Advanced Economies and Heterogeneity in Exchange Rate Pass-Through

Bank of Canada Working papers [View] (Paper: 2008-39, 15.10.2008)

JEL: E31, F3, F41

A Model of Costly Capital Reallocation and Aggregate Productivity

Bank of Canada Working papers [View] (Paper: 2008-38, 11.10.2008)

JEL: E22, L16

Adopting Price-Level Targeting under Imperfect Credibility: An Update

Bank of Canada Working papers [View] (Paper: 2008-37, 11.10.2008)

JEL: E31, E52

The Role of Bank Capital in the Propagation of Shocks

Bank of Canada Working papers [View] (Paper: 2008-36, 03.10.2008)

JEL: E44, E52, G21

Globalization and Inflation: The Role of China

Bank of Canada Working papers [View] (Paper: 2008-35, 02.10.2008)

JEL: E22, E32, E44

Combining Canadian Interest-Rate Forecasts

Bank of Canada Working papers [View] (Paper: 2008-34, 02.10.2008)

Human Capital Risk and the Firmsize Wage Premium

Bank of Canada Working papers [View] (Paper: 2008-33, 02.10.2008)

Market Structure and the Diffusion of E-Commerce: Evidence from the Retail Banking Industry

Bank of Canada Working papers [View] (Paper: 2008-32, 29.09.2008)

JEL: D14, D4, G21, L1

Aggregate and Welfare Effects of Redistribution of Wealth Under Inflation and Price-Level Targeting

Bank of Canada Working papers [View] (Paper: 2008-31, 24.09.2008)

JEL: D31, E21, E31, E44, E52, E63

Non-Linearities, Model Uncertainty, and Macro Stress Testing

Bank of Canada Working papers [View] (Paper: 2008-30, 24.09.2008)

JEL: C15, G21, G33

Macroeconomic Determinants of the Term Structure of Corporate Spreads

Bank of Canada Working papers [View] (Paper: 2008-29, 22.09.2008)

JEL: E43, E44, G12

The Welfare Implications of Fiscal Dominance

Bank of Canada Working papers [View] (Paper: 2008-28, 17.09.2008)

JEL: E31, E42, E50, E63

Are Bygones not Bygones? Modeling Price Level Targeting with an Escape Clause and Lessons from the Gold Standard

Bank of Canada Working papers [View] (Paper: 2008-27, 20.08.2008)

JEL: E31, E52

Price-Level versus Inflation Targeting with Financial Market Imperfections

Bank of Canada Working papers [View] (Paper: 2008-26, 19.08.2008)

JEL: E40, E50

Good Policies or Good Fortune: What Drives the Compression in Emerging Market Spreads?

Bank of Canada Working papers [View] (Paper: 2008-25, 13.08.2008)

JEL: E43, F34, G12, G15

Do Central Banks Respond to Exchange Rate Movements? Some New Evidence from Structural Estimation

Bank of Canada Working papers [View] (Paper: 2008-24, 12.08.2008)

JEL: F3, F4

On the Amplification Role of Collateral Constraints

Bank of Canada Working papers [View] (Paper: 2008-23, 24.07.2008)

JEL: E20, E3, E32

Information Shocks, Jumps, and Price Discovery – Evidence from the U.S. Treasury Market

Bank of Canada Working papers [View] (Paper: 2008-22, 23.07.2008)

JEL: G12, G14

The Cost of Equity in Canada: An International Comparison

Bank of Canada Working papers [View] (Paper: 2008-21, 05.07.2008)

JEL: G30, G38

The Effect of the Sarbanes-Oxley Act on CEO Pay for Luck

Bank of Canada Working papers [View] (Paper: 2008-20, 18.06.2008)

Inflation, Nominal Portfolios, and Wealth Redistribution in Canada

Bank of Canada Working papers [View] (Paper: 2008-19, 11.06.2008)

JEL: D31, D58, E31, E50

Empirical Likelihood Block Bootstrapping

Bank of Canada Working papers [View] (Paper: 2008-18, 05.06.2008)

JEL: C14, C22

Policy Coordination in an International Payment System

Bank of Canada Working papers [View] (Paper: 2008-17, 28.05.2008)

JEL: E42, E58, F31, F33

On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk

Bank of Canada Working papers [View] (Paper: 2008-16, 14.05.2008)

JEL: C52, D58, G11, G12

Price Level versus Inflation Targeting under Model Uncertainty

Bank of Canada Working papers [View] (Paper: 2008-15, 07.05.2008)

JEL: D8, D81, E5, E58

Driving Forces of the Canadian Economy: An Accounting Exercise

Bank of Canada Working papers [View] (Paper: 2008-14, 07.05.2008)

JEL: E24, E65

Uncertainty, Inflation, and Welfare

Bank of Canada Working papers [View] (Paper: 2008-13, 07.05.2008)

JEL: E40, E50

A Model of Tiered Settlement Networks

Bank of Canada Working papers [View] (Paper: 2008-12, 06.05.2008)

JEL: E42, E58, G21

An Examination of Canadian Firms Delisting from U.S. Exchanges

Bank of Canada Working papers [View] (Paper: 2008-11, 23.04.2008)

JEL: G30, G38

Credit, Asset Prices, and Financial Stress in Canada

Bank of Canada Working papers [View] (Paper: 2008-10, 22.04.2008)

JEL: E5, G10

A Model of Housing Boom and Bust in a Small Open Economy

Bank of Canada Working papers [View] (Paper: 2008-09, 14.04.2008)

JEL: E44, F41

Welfare Effects of Commodity Price and Exchange Rate Volatilities in a Multi-Sector Small Open Economy Model

Bank of Canada Working papers [View] (Paper: 2008-08, 02.04.2008)

JEL: E4, E52, F3, F4

Markups in Canada: Have They Changed and Why?

Bank of Canada Working papers [View] (Paper: 2008-07, 02.04.2008)

JEL: E31, F41, L11

Inflation Targeting and Price-Level-Path Targeting in the GEM: Some Open Economy Considerations

Bank of Canada Working papers [View] (Paper: 2008-06, 02.04.2008)

JEL: C51, C52, E17, E31, E52

Unsecured Debt, Consumer Bankruptcy, and Small Business

Bank of Canada Working papers [View] (Paper: 2008-05, 02.04.2008)

JEL: D31, E21, J23