Central Bank Research Hub - Series: Bank of Canada Working papers 2009

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Title Author(s)

Real and Nominal Frictions within the Firm: How Lumpy Investment Matters for Price Adjustment

Paper: 2009-36, 23.12.2009

JEL: E12, E22, E31

Estimating DSGE-Model-Consistent Trends for Use in Forecasting

Paper: 2009-35, 22.12.2009

JEL: C32, E3, E52

A Consistent Test for Multivariate Conditional Distributions

Paper: 2009-34, 18.12.2009

JEL: C12, C22

How Changes in Oil Prices Affect the Macroeconomy

Paper: 2009-33, 14.12.2009

Optimal Monetary Policy during Endogenous Housing-Market Boom-Bust Cycles

Paper: 2009-32, 25.11.2009

Real Time Detection of Structural Breaks in GARCH Models

Paper: 2009-31, 17.11.2009

Cross-border Mergers and Hollowing-out

Paper: 2009-30, 20.10.2009

JEL: D43, G34, L13, L41

Exchange Rate Pass-through and Monetary Policy: How Strong is the Link?

Paper: 2009-29, 17.10.2009

JEL: E52, F31, F41

Bond Liquidity Premia

Paper: 2009-28, 07.10.2009

JEL: E43

Risk Premium Shocks and the Zero Bound on Nominal Interest Rates

Paper: 2009-27, 02.10.2009

JEL: E32, E52

Consumption, Housing Collateral, and the Canadian Business Cycle

Paper: 2009-26, 02.10.2009

JEL: E21, E32, E44, E52, R21

Credit Constraints and Consumer Spending

Paper: 2009-25, 18.09.2009

JEL: E21, E27, E44, E51, E58

Resurrecting the Role of Real Money Balance Effects

Paper: 2009-24, 17.09.2009

Short Changed? The Market's Reaction to the Short Sale Ban of 2008

Paper: 2009-23, 22.08.2009

JEL: F30, G01, G18, G20

Productivity, the Terms of Trade, and the Real Exchange Rate: The Balassa-Samuelson Hypothesis Revisited

Paper: 2009-22, 17.08.2009

JEL: F31, F41

Structural Inflation Models with Real Wage Rigidities: The Case of Canada

Paper: 2009-21, 11.07.2009

JEL: C13, C52, E31

The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness

Paper: 2009-20, 11.06.2009

JEL: G12, G13

Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit

Paper: 2009-19, 11.06.2009

JEL: C52, C53, E37

Simulations du ratio du service de la dette des consommateurs en utilisant des données micro

Paper: 2009-18, 04.06.2009

JEL: C15, C31, D14, E51

Adopting Price-Level Targeting under Imperfect Credibility in ToTEM

Paper: 2009-17, 03.06.2009

JEL: E31, E52

Real Effects of Price Stability with Endogenous Nominal Indexation

Paper: 2009-16, 02.06.2009

JEL: E21, E31, E44, E52

Heterogeneous Beliefs and Housing-Market Boom-Bust Cycles in a Small Open Economy

Paper: 2009-15, 21.05.2009

Testing for Financial Contagion with Applications to the Canadian Banking System

Paper: 2009-14, 15.05.2009

JEL: C12, G01, G15

Price Movements in the Canadian Residential Mortgage Market

Paper: 2009-13, 01.05.2009

JEL: D4, G2

Complex Ownership and Capital Structure

Paper: 2009-12, 13.04.2009

JEL: G31, G32

Information Flows and Aggregate Persistence

Paper: 2009-11, 02.04.2009

JEL: D83, E31, E32

Computing the Accuracy of Complex Non-Random Sampling Methods: The Case of the Bank of Canada's

Paper: 2009-10, 27.03.2009

JEL: C81, C90

Inventories and Real Rigidities in New Keynesian Business Cycle Models

Paper: 2009-09, 05.03.2009

JEL: E31, F12

Optimal Policy under Commitment and Price Level Stationarity

Paper: 2009-08, 05.03.2009

JEL: E52, E58

Assessing Indexation-Based Calvo Inflation Models

Paper: 2009-07, 05.03.2009

JEL: C13, C52, E31

Inventories, Markups, and Real Rigidities in Menu Cost Models

Paper: 2009-06, 05.03.2009

JEL: E31, F12

Comparison of Auction Formats in Canadian Government Auctions

Paper: 2009-05, 05.03.2009

JEL: D44, D63, G28

What Accounts for the U.S.-Canada Education-Premium Difference?

Paper: 2009-04, 05.03.2009

JEL: E24, E25, J24, J31

Uninsurable Investment Risks and Capital Income Taxation

Paper: 2009-03, 05.03.2009

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

Monetary Policy Lag, Zero Lower Bound, and Inflation Targeting

Paper: 2009-02, 05.03.2009

JEL: C63, E52, E58

The Impact of Market Timing on Canadian and U.S. Firms' Capital Structure

Paper: 2009-01, 05.03.2009

JEL: G32

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