On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk | by Fousseni Chabi-Yo, Eric Ghysels, and Eric Renault | 2008-16
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Price Level versus Inflation Targeting under Model Uncertainty | by Gino Cateau | 2008-15
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Driving Forces of the Canadian Economy: An Accounting Exercise | by Simona E. Cociuba and Alexander Ueberfeldt | 2008-14
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Uncertainty, Inflation, and Welfare | by Jonathan Chiu and Miguel Molico | 2008-13
(May 2008) | Abstract
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A Model of Tiered Settlement Networks | by James Chapman, Jonathan Chiu, and Miguel Molico | 2008-12
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An Examination of Canadian Firms Delisting from U.S. Exchanges | by Jonathan Witmer | 2008-11
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Credit, Asset Prices, and Financial Stress in Canada | by Miroslav Misina and Greg Tkacz | 2008-10
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A Model of Housing Boom and Bust in a Small Open Economy | by Hajime Tomura | 2008-09
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Welfare Effects of Commodity Price and Exchange Rate Volatilities in a Multi-Sector Small Open Economy Model | by Ali Dib | 2008-08
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Markups in Canada: Have They Changed and Why? | by Danny Leung | 2008-07
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Inflation Targeting and Price-Level-Path Targeting in the GEM: Some Open Economy Considerations | by Donald Coletti, René Lalonde, and Dirk Muir | 2008-06
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Unsecured Debt, Consumer Bankruptcy, and Small Business | by Césaire A. Meh and Yaz Terajima | 2008-05
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What Affects MFP in the Long-Run? Evidence from Canadian Industries | by Danny Leung and Yi Zheng | 2008-04
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Adopting Price-Level Targeting under Imperfect Credibility | by Oleksiy Kryvtsov, Malik Shukayev, and Alexander Ueberfeldt | 2008-03
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A Wave of Protectionism? An Analysis of Economic and Political Considerations | by Philipp Maier | 2008-02
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Default Dependence: The Equity Default Relationship | by Stuart M. Turnbull and Jun Yang | 2008-01
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2007 |
Electronic Transactions as High-Frequency Indicators of Economic Activity (JEL E17, E27, E66) | by John W. Galbraith and Greg Tkacz | 2007-58
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Uncertainty and the Specificity of Human Capital (JEL D92, J24, J41, J62) | by Martin Gervais, Igor Livshits, and Césaire Meh | 2007-57
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Estimation and Inference by the Method of Projection Minimum Distance (JEL C32, C53, E47) | by Òscar Jordà and Sharon Kozicki | 2007-56
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The Impact of Emerging Asia on Commodity Prices (JEL E3, F4, O19, Q11) | by Calista Cheung and Sylvie Morin | 2007-55
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Expenditure-Switching Effect and the Choice of Exchange Rate Regime (JEL F3, F4) | by Wei Dong | 2007-54
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Testing Uncovered Interest Parity: A Continuous-Time Approach (JEL F31, G15) | by Antonio Diez de los Rios and Enrique Sentana | 2007-53
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Where Does Price Discovery Occur in FX Markets? (JEL F31, G15) | by Chris D'Souza | 2007-52
(Nov 2007) | Abstract
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Rediscounting Under Aggregate Risk with Moral Hazard (JEL E58, G20) | by James T. E. Chapman and Antoine Martin | 2007-51
(Oct 2007) | Abstract
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Do Firms Adjust Toward a Target Leverage Level? (JEL G32) | by Zhaoxia Xu | 2007-50
(Oct 2007) | Abstract
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Examining Simple Joint Macroeconomic and Term-Structure Models: A Practitioner's Perspective (JEL C0, C6, E4, G1) | by David Jamieson Bolder and Shudan Liu | 2007-49
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Estimating and Comparing the Implied Cost of Equity for Canadian and U.S. Firms (JEL G30, G38) | by Jonathan Witmer and Lorie Zorn | 2007-48
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Implications of Asymmetry Risk for Portfolio Analysis and Asset Pricing (JEL C52, D58, G11, G12) | by Fousseni Chabi-Yo, Dietmar Leisen, and Eric Renault | 2007-47
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Endogenously Segmented Asset Market in an Inventory Theoretic Model of Money Demand (JEL E31, E41, E50) | by Jonathan Chiu | 2007-46
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Canada's Pioneering Experience with a Flexible Exchange Rate in the 1950s: (Hard) Lessons Learned for Monetary Policy in a Small Open Economy (JEL E32, E37, F31, F32, N1) | by Michael Bordo, Ali Dib, and Lawrence Schembri | 2007-45
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Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms (JEL E32, G32) | by Francisco Covas and Wouter J. Den Haan | 2007-44
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Price Discovery in Canadian and U.S. 10-Year Government Bond Markets (JEL G12, G13, G14) | by Bryan Campbell and Scott Hendry | 2007-43
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Trend Inflation, Wage and Price Rigidities, and Welfare (JEL E0, E5) | by Robert Amano, Kevin Moran, Stephen Murchison, and Andrew Rennison | 2007-42
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Multilateral Adjustment and Exchange Rate Dynamics: The Case of Three Commodity Currencies (JEL C11, C22, F31, F32) | by Jeannine Bailliu, Ali Dib, Takashi Kano, and Lawrence Schembri | 2007-41
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Family Values: Ownership Structure, Performance and Capital Structure of Canadian Firms (JEL G12, G15) | by Michael R. King and Eric Santor | 2007-40
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Liquidity, Redistribution, and the Welfare Cost of Inflation (JEL E40, E50) | by Jonathan Chiu and Miguel Molico | 2007-39
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The Canadian Business Cycle: A Comparison of Models (JEL C32, E37) | by Frédérick Demers and Ryan Macdonald | 2007-38
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A Vision for IMF Surveillance (JEL F33) | by Robert Lavigne, Philipp Maier, and Eric Santor | 2007-37
(Jun 2007) | Abstract
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Cross-Country Estimates of the Degree of Fiscal Dominance and Central Bank Independence (JEL E31, E42, E50, E63) | by Carlos de Resende | 2007-36
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Gold Prices and Inflation (JEL E31, E44) | by Greg Tkacz | 2007-35
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Oil Price Movements and the Global Economy: A Model-Based Assessment | by Selim Elekdag, René Lalonde, Douglas Laxton, Dirk Muir, and Paolo Pesenti | 2007-34
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Domestic versus External Borrowing and Fiscal Policy in Emerging Markets (JEL F30, H21, H63) | by Garima Vasishtha | 2007-33
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Computing Optimal Policy in a Timeless-Perspective: An Application to a Small-Open Economy (JEL C6, E5, E6) | by Michel Juillard and Florian Pelgrin | 2007-32
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Micro Foundations of Price-Setting Behaviour: Evidence from Canadian Firms (JEL D40, E30, L11) | by Daniel de Munnik and Kuan Xu | 2007-31
(May 2007) | Abstract
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Term Structure Transmission of Monetary Policy (JEL E3, E5, N1) | by Sharon Kozicki and P.A. Tinsley | 2007-30
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Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets (JEL F30, F33, G15) | by Antonio Diez de los Rios | 2007-29
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Modelling Payments Systems: A Review of the Literature (JEL E42, E58, G21) | by Jonathan Chiu and Alexandra Lai | 2007-28
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Price Formation and Liquidity Provision in Short-Term Fixed Income Markets | by Chris D'Souza, Ingrid Lo, and Stephen Sapp | 2007-27
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Optimal Monetary Policy and Price Stability Over the Long-Run (JEL E5) | by Oleksiy Kryvtsov, Malik Shukayev, and Alexander Ueberfeldt | 2007-26
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Managing Adverse Dependence for Portfolios of Collateral in Financial Infrastructures (JEL C10, G00, G10) | by Alejandro García and Ramazan Gençay | 2007-25
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Corporate Balance Sheets in Developed Economies: Implications for Investment (JEL E22, E32, E44) | by Denise Côté and Christopher Graham | 2007-24
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Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market? (JEL G14) | by Ingrid Lo and Stephen G. Sapp | 2007-23
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IMF-Supported Adjustment Programs: Welfare Implications and the Catalytic Effect (JEL F32, F33, F34, F41) | by Carlos de Resende | 2007-22
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A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate (JEL E12, E43, F41, G12, G15) | by Fousseni Chabi-Yo and Jun Yang | 2007-21
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Multivariate Realized Stock Market Volatility (JEL C32, C53, G14) | by Gregory H. Bauer and Keith Vorkink | 2007-20
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Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation (JEL E3, E5, N1) | by Sharon Kozicki and P.A. Tinsley | 2007-19
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Central Bank Performance under Inflation Targeting (JEL E31, E52, E58) | by Marc-André Gosselin | 2007-18
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Firms Dynamics, Bankruptcy Laws and Total Factor Productivity | by Hajime Tomura | 2007-17
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World Real Interest Rates: A Global Savings and Investment Perspective | by Brigitte Desroches and Michael Francis | 2007-16
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Does Indexation Bias the Estimated Frequency of Price Adjustment? (JEL E31, E37) | by Maral Kichian and Oleksiy Kryvtsov | 2007-15
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Exporting and FDI with Endogenous Productivity (JEL F22, F23) | by Oana Secrieru and Marianne Vigneault | 2007-14
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Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis (JEL C0, C14, C15, C51, C52, C61, C65, E6, G1, H63) | by David Jamieson Bolder and Tiago Rubin | 2007-13
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Do We Need the IMF to Resolve a Crisis? Lessons from Past Episodes of Debt Restructuring (JEL E5, F3, N1, N2) | by Philipp Maier | 2007-10
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Schooling, Inequality and Government Policy | by Oleksiy Kryvtsov and Alexander Ueberfeldt | 2007-12
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Uncollateralized Overnight Loans Settled in LVTS | by Scott Hendry and Nadja Kamhi | 2007-11
(Feb 2007) | Abstract
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Best Instruments for Market Discipline in Banking | by Greg Caldwell | 2007-09
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Evaluating Forecasts from Factor Models for Canadian GDP Growth and Core Inflation (JEL C32, E37) | by Calista Cheung and Frédérick Demers | 2007-08
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Technology Shocks and Business Cycles: The Role of Processing Stages and Nominal Rigidities (JEL E32) | by Louis Phaneuf and Nooman Rebei | 2007-07
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Monetary Policy Committees in Action: Is There Room for Improvement? (JEL C92, D70, E58) | by Philipp Maier | 2007-06
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Impact of Electronic Trading Platforms on the Brokered Interdealer Market for Government of Canada Benchmark Bonds (JEL G10, G14) | by Natasha Khan | 2007-05
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Price Discovery in Canadian Government Bond Futures and Spot Markets (JEL G12, G13, G14) | by Christopher Chung, Bryan Campbell, and Scott Hendry | 2007-04
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Time-Consistent Control in Non-Linear Models (JEL C63, E61, E62) | by Steve Ambler and Florian Pelgrin | 2007-03
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Housing Market Cycles and Duration Dependence in the United States and Canada (JEL C41, E32, R21) | by Rose Cunningham and Ilan Kolet | 2007-02
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How Far Can Forecasting Models Forecast? Forecast Content Horizons for Some Important Macroeconomic Variables (JEL C53) | by John W. Galbraith and Greg Tkacz | 2007-01
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2006 |
Canadian City Housing Prices and Urban Market Segmentation (JEL C22, C32, R2) | by Jason Allen, Robert Amano, David P. Byrne, and Allan W. Gregory | 2006-49
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Modelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective (JEL C0, C6, E4, G1) | by David Jamieson Bolder | 2006-48
(Dec 2006) | Abstract
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Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector (JEL C15, G21, G33) | by Miroslav Misina, David Tessier, and Shubhasis Dey | 2006-47
(Dec 2006) | Abstract
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Survey-Based Estimates of the Term Structure of Expected U.S. Inflation (JEL E3, E5) | by Sharon Kozicki and P.A. Tinsley | 2006-46
(Dec 2006) | Abstract
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The Role of Debt and Equity Finance over the Business Cycle (JEL E3, G1, G3) | by Francisco Covas and Wouter J. den Haan | 2006-45
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The Long-Term Effects of Cross-Listing, Investor Recognition, and Ownership Structure on Valuation (JEL G12, G15) | by Michael R. King and Dan Segal | 2006-44
(Dec 2006) | Abstract
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Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets (JEL D81, G10, G12) | by Alexander Melnikov and Yuliya Romanyuk | 2006-43
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Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model (JEL C5, E4) | by Céline Gauthier and Fu Chun Li | 2006-42
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An Optimized Monetary Policy Rule for ToTEM (JEL E5, E52) | by Jean-Philippe Cayen, Amy Corbett, and Patrick Perrier | 2006-41
(Nov 2006) | Abstract
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Education and Self-Employment: Changes in Earnings and Wealth Inequality (JEL D31, I21, J23) | by Yaz Terajima | 2006-40
(Nov 2006) | Abstract
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Short-Run and Long-Run |