Central Bank Research Hub - Series: Bank of Canada Working papers 2005

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Title Author(s)

An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate

Paper: 2005-45, 29.12.2005

JEL: C1, E4

Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?

Paper: 2005-44, 29.12.2005

JEL: C5, E37

The 1975¿78 Anti-Inflation Program in Retrospect

Paper: 2005-43, 29.12.2005

JEL: E31, E52, E63, E64, E65

Order Submission: The Choice between Limit and Market Orders

Paper: 2005-42, 21.12.2005

JEL: D4, G1

Modelling and Forecasting Housing Investment: The Case of Canada

Paper: 2005-41, 09.12.2005

JEL: E27, R21

Subordinated Debt and Market Discipline in Canada

Paper: 2005-40, 09.12.2005

JEL: G21, G28

Measurement Bias in the Canadian Consumer Price Index

Paper: 2005-39, 09.12.2005

JEL: E31, E52

An Empirical Analysis of Foreign Exchange Reserves in Emerging Asia

Paper: 2005-38, 09.12.2005

JEL: C23, F31, G15

Quantity, Quality, and Relevance: Central Bank Research, 1990¿2003

Paper: 2005-37, 06.12.2005

JEL: E59

The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach

Paper: 2005-36, 18.11.2005

JEL: E43, E44, E47, E52

Testing the Parametric Specification of the Diffusion Function in a Diffusion Process

Paper: 2005-35, 17.11.2005

JEL: C12, C14

The Exchange Rate and Canadian Inflation Targeting

Paper: 2005-34, 17.11.2005

JEL: E50, E52, F41

Does Financial Structure Matter for the Information Content of Financial Indicators?

Paper: 2005-33, 17.11.2005

JEL: E31, E32

Degree of Internationalization and Performance: An Analysis of Canadian Banks

Paper: 2005-32, 15.11.2005

JEL: F23, G21

Forecasting Canadian GDP: Region-Specific versus Countrywide Information

Paper: 2005-31, 14.11.2005

JEL: C32, C53, E17

Intertemporal Substitution in Macroeconomics: Evidence from a Two-Dimensional Labour Supply Model with Money

Paper: 2005-30, 29.10.2005

JEL: C52, E24, E32, J22

Has Exchange Rate Pass-Through Really Declined in Canada?

Paper: 2005-29, 27.10.2005

JEL: F3, F4

Inflation and Relative Price Dispersion in Canada: An Empirical Assessment

Paper: 2005-28, 18.10.2005

JEL: C32, E31

Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis

Paper: 2005-27, 05.10.2005

JEL: C13, C52, E31

Uninsured Idiosyncratic Production Risk with Borrowing Constraints

Paper: 2005-26, 05.10.2005

JEL: E22, G11, M13

The Impact of Unanticipated Defaults in Canada's Large Value Transfer System

Paper: 2005-25, 29.09.2005

JEL: E44, E47, G21

A Search Model of Venture Capital, Entrepreneurship, and Unemployment

Paper: 2005-24, 13.09.2005

JEL: D82, G18, G24, H21, J64

Pocket Banks and Out-of-Pocket Losses: Links between Corruption and Contagion

Paper: 2005-23, 02.09.2005

JEL: D82, G19, G21

The Effects of the Exchange Rate on Investment: Evidence from Canadian Manufacturing Industries

Paper: 2005-22, 29.08.2005

JEL: D24, F4

The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar

Paper: 2005-21, 28.07.2005

JEL: E58, F31, G14, G15

La fonction de production et les données canadiennes

Paper: 2005-20, 26.07.2005

JEL: D24, E23, O40

Bank Failures and Bank Fundamentals: A Comparative Analysis of Latin America and East Asia during the Nineties using Bank-Level Data

Paper: 2005-19, 07.07.2005

JEL: G2, N2

Lines of Credit and Consumption Smoothing: The Choice between Credit Cards and Home Equity Lines of Credit

Paper: 2005-18, 29.06.2005

JEL: D1, D81

Endogenous Central Bank Credibility in a Small Forward-Looking Model of the U.S. Economy

Paper: 2005-16, 25.06.2005

JEL: C32, E52

Risk Perceptions and Attitudes

Paper: 2005-17, 25.06.2005

JEL: D81, D84, G12

Learning-by-Doing or Habit Formation?

Paper: 2005-15, 31.05.2005

Labour Market Adjustments to Exchange Rate Fluctuations: Evidence from Canadian Manufacturing Industries

Paper: 2005-14, 07.05.2005

Efficiency and Economies of Scale of Large Canadian Banks

Paper: 2005-13, 06.05.2005

Do Exchange Rates Affect the Capital-Labour Ratio? Panel Evidence from Canadian Manufacturing Industries

Paper: 2005-12, 30.04.2005

An Analysis of Closure Policy under Alternative Regulatory Structures

Paper: 2005-11, 23.04.2005

Educational Spillovers: Does One Size Fit All?

Paper: 2005-10, 09.04.2005

State Dependence in Fundamentals and Preferences Explains Risk-Aversion Puzzle

Paper: 2005-09, 08.04.2005

Recent Developments in Self-Employment in Canada

Paper: 2005-08, 06.04.2005

Determinants of Borrowing Limits on Credit Cards

Paper: 2005-07, 23.03.2005

Monetary Policy under Model and Data-Parameter Uncertainty

Paper: 2005-06, 17.03.2005

State-Dependent or Time-Dependent Pricing: Does It Matter for Recent U.S. Inflation?

Paper: 2005-04, 26.02.2005

Pre-Bid Run-Ups Ahead of Canadian Takeovers: How Big Is the Problem?

Paper: 2005-03, 26.02.2005

The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-Order Moments

Paper: 2005-02, 10.02.2005

Self-Enforcing Labour Contracts and the Dynamics Puzzle

Paper: 2005-01, 10.02.2005

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