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

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003

	Title	Author(s)
Abstract Full text	A Model of Housing Stock for Canada Paper: 2010-19, 26.07.2010 JEL: E21, J00	Yi Zheng David Dupuis
Abstract Full text	Exchange Rate Fluctuations, Plant Turnover and Productivity Paper: 2010-18, 15.07.2010 JEL: D21, D24, L11	Ben Tomlin
Abstract Full text	The Transmission of Shocks to the Chinese Economy in a Global Context: A Model-Based Approach Paper: 2010-17, 13.07.2010 JEL: E32, E52, F41	Patrick Blagrave Jeannine Bailliu
Abstract Full text	The Role of Expenditure Switching in the Global Imbalance Adjustment Paper: 2010-16, 21.06.2010 JEL: F3, F4	Wei Dong
Abstract Full text	Inflation and Unemployment in Competitive Search Equilibrium Paper: 2010-15, 17.06.2010 JEL: E12, E13, E40, E52	Mei Dong
Abstract Full text	International Capital Flows and Bond Risk Premia Paper: 2010-14, 11.06.2010 JEL: C22, F31, F32, F34, G11, G12, G15	Jesus Sierra
Abstract Full text	Estimating the Structure of the Payment Network in the LVTS: An Application of Estimating Communities in Network Data Paper: 2010-13, 09.06.2010 JEL: C11, D85, G20	James Chapman Yinan Zhang
Abstract Full text	Financial Stress, Monetary Policy, and Economic Activity Paper: 2010-12, 21.05.2010 JEL: C01, E50, G01	Fuchun Li Pierre St-Amant
Abstract Full text	Idiosyncratic Coskewness and Equity Return Anomalies Paper: 2010-11, 11.05.2010 JEL: G11, G12, G14, G33	Fousseni Chabi-Yo Jun Yang
Abstract Full text	On the Advantages of Disaggregated Data: Insights from Forecasting the U.S. Economy in a Data-Rich Environment Paper: 2010-10, 22.03.2010	Nikita Perevalov Philipp Maier
Abstract Full text	Alternative Optimized Monetary Policy Rules in Multi-Sector Small Open Economies: The Role of Real Rigidities Paper: 2010-09, 15.03.2010	Carlos de Resende Maral Kichian Ali Dib
Abstract Full text	Price Level Targeting: What Is the Right Price? Paper: 2010-08, 26.02.2010	Alexander Ueberfeldt Malik Shukayev
Abstract Full text	Time Variation in Okun's Law: A Canada and U.S. Comparison Paper: 2010-07, 23.02.2010	Kimberly Beaton
Abstract Full text	Assembling a Real-Financial Micro-Dataset for Canadian Households Paper: 2010-06, 19.02.2010	Umar Faruqui
Abstract Full text	What Drives Exchange Rates? New Evidence from a Panel of U.S. Dollar Bilateral Exchange Rates Paper: 2010-05, 19.02.2010	Jean-Philippe Cayen René Lalonde Philipp Maier Donald Coletti
Abstract Full text	Macroprudential Regulation and Systemic Capital Requirements Paper: 2010-04, 19.02.2010	Moez Souissi Céline Gauthier Alfred Lehar
Abstract Full text	Corporate Risk Taking and Ownership Structure Paper: 2010-03, 19.02.2010	Teodora Paligorova
Abstract Full text	Labour Reallocation, Relative Prices and Productivity Paper: 2010-02, 19.02.2010	Danny Leung Shutao Cao
Abstract Full text	Search Frictions and Asset Price Volatility Paper: 2010-01, 19.02.2010	B. Ravikumar Enchuan Shao
Abstract Full text	Real and Nominal Frictions within the Firm: How Lumpy Investment Matters for Price Adjustment Paper: 2009-36, 23.12.2009 JEL: E12, E22, E31	Michael K. Johnston
Abstract Full text	Estimating DSGE-Model-Consistent Trends for Use in Forecasting Paper: 2009-35, 22.12.2009 JEL: C32, E3, E52	Jean-Philippe Cayen Marc-André Gosselin Sharon Kozicki
Abstract Full text	A Consistent Test for Multivariate Conditional Distributions Paper: 2009-34, 18.12.2009 JEL: C12, C22	Greg Tkacz Fuchun Li
Abstract Full text	How Changes in Oil Prices Affect the Macroeconomy Paper: 2009-33, 14.12.2009	Carlos de Resende Philipp Maier Brian DePratto
Abstract Full text	Optimal Monetary Policy during Endogenous Housing-Market Boom-Bust Cycles Paper: 2009-32, 25.11.2009	Hajime Tomura
Abstract Full text	Real Time Detection of Structural Breaks in GARCH Models Paper: 2009-31, 17.11.2009	John M. Maheu Zhongfang He
Abstract Full text	Cross-border Mergers and Hollowing-out Paper: 2009-30, 20.10.2009 JEL: D43, G34, L13, L41	Marianne Vigneault Oana Secrieru
Abstract Full text	Exchange Rate Pass-through and Monetary Policy: How Strong is the Link? Paper: 2009-29, 17.10.2009 JEL: E52, F31, F41	Stephen Murchison
Abstract Full text	Bond Liquidity Premia Paper: 2009-28, 07.10.2009 JEL: E43	René Garcia Jean-Sébastien Fontaine
Abstract Full text	Risk Premium Shocks and the Zero Bound on Nominal Interest Rates Paper: 2009-27, 02.10.2009 JEL: E32, E52	Malik Shukayev Robert Amano
Abstract Full text	Consumption, Housing Collateral, and the Canadian Business Cycle Paper: 2009-26, 02.10.2009 JEL: E21, E32, E44, E52, R21	Shin-Ichi Nishiyama Ian Christensen Caterina Mendicino Paul Corrigan
Abstract Full text	Credit Constraints and Consumer Spending Paper: 2009-25, 18.09.2009 JEL: E21, E27, E44, E51, E58	Kimberly Beaton
Abstract Full text	Resurrecting the Role of Real Money Balance Effects Paper: 2009-24, 17.09.2009	José Dorich
Abstract Full text	Short Changed? The Market's Reaction to the Short Sale Ban of 2008 Paper: 2009-23, 22.08.2009 JEL: F30, G01, G18, G20	Louis Gagnon Jonathan Witmer
Abstract Full text	Productivity, the Terms of Trade, and the Real Exchange Rate: The Balassa-Samuelson Hypothesis Revisited Paper: 2009-22, 17.08.2009 JEL: F31, F41	Ehsan U. Choudhri Lawrence L. Schembri
Abstract Full text	Structural Inflation Models with Real Wage Rigidities: The Case of Canada Paper: 2009-21, 11.07.2009 JEL: C13, C52, E31	Jean-Marie Dufour Maral Kichian Lynda Khalaf
Abstract Full text	The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness Paper: 2009-20, 11.06.2009 JEL: G12, G13	Roméo Tedongap Bruno Feunou Jean-Sébastien Fontaine
Abstract Full text	Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit Paper: 2009-19, 11.06.2009 JEL: C52, C53, E37	Jean-Marie Dufour Maral Kichian Lynda Khalaf
Abstract Full text	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	Ramdane Djoudad
Abstract Full text	Adopting Price-Level Targeting under Imperfect Credibility in ToTEM Paper: 2009-17, 03.06.2009 JEL: E31, E52	Gino Cateau Alexander Ueberfeldt Malik Shukayev Oleksiy Kryvtsov
Abstract Full text	Real Effects of Price Stability with Endogenous Nominal Indexation Paper: 2009-16, 02.06.2009 JEL: E21, E31, E44, E52	Césaire Meh Yaz Terajima Vincenzo Quadrini
Abstract Full text	Heterogeneous Beliefs and Housing-Market Boom-Bust Cycles in a Small Open Economy Paper: 2009-15, 21.05.2009	Hajime Tomura
Abstract Full text	Testing for Financial Contagion with Applications to the Canadian Banking System Paper: 2009-14, 15.05.2009 JEL: C12, G01, G15	Fuchun Li
Abstract Full text	Price Movements in the Canadian Residential Mortgage Market Paper: 2009-13, 01.05.2009 JEL: D4, G2	Darcey McVanel Jason Allen
Abstract Full text	Complex Ownership and Capital Structure Paper: 2009-12, 13.04.2009 JEL: G31, G32	Teodora Paligorova Zhaoxia Xu
Abstract Full text	Information Flows and Aggregate Persistence Paper: 2009-11, 02.04.2009 JEL: D83, E31, E32	Oleksiy Kryvtsov
Abstract Full text	Computing the Accuracy of Complex Non-Random Sampling Methods: The Case of the Bank of Canada's Paper: 2009-10, 27.03.2009 JEL: C42, C81, C90	Daniel de Munnik David Dupuis Mark Illing
Abstract Full text	Inventories and Real Rigidities in New Keynesian Business Cycle Models Paper: 2009-09, 05.03.2009 JEL: E31, F12	Virgiliu Midrigan Oleksiy Kryvtsov
Abstract Full text	Inventories, Markups, and Real Rigidities in Menu Cost Models Paper: 2009-06, 05.03.2009 JEL: E31, F12	Virgiliu Midrigan Oleksiy Kryvtsov
Abstract Full text	What Accounts for the U.S.-Canada Education-Premium Difference? Paper: 2009-04, 05.03.2009 JEL: E24, E25, J24, J31	Alexander Ueberfeldt Oleksiy Kryvtsov
Abstract Full text	The Impact of Market Timing on Canadian and U.S. Firms' Capital Structure Paper: 2009-01, 05.03.2009 JEL: G32	Zhaoxia Xu

Papers by year: All | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003