Central Bank Research Hub - Series: Bank of Canada Working papers 2007

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Title Author(s)

Electronic Transactions as High-Frequency Indicators of Economic Activity

Paper: 2007-58, 29.12.2007

JEL: E17, E27, E66

Uncertainty and the Specificity of Human Capital

Paper: 2007-57, 29.12.2007

JEL: D92, J24, J41, J62

Estimation and Inference by the Method of Projection Minimum Distance

Paper: 2007-56, 19.12.2007

JEL: C32, C53, E47

The Impact of Emerging Asia on Commodity Prices

Paper: 2007-55, 14.12.2007

JEL: E3, F4, O19, Q11

Expenditure-Switching Effect and the Choice of Exchange Rate Regime

Paper: 2007-54, 08.11.2007

JEL: F3, F4

Testing Uncovered Interest Parity: A Continuous-Time Approach

Paper: 2007-53, 08.11.2007

JEL: F31, G15

Where Does Price Discovery Occur in FX Markets?

Paper: 2007-52, 07.11.2007

JEL: F31, G15

Rediscounting Under Aggregate Risk with Moral Hazard

Paper: 2007-51, 02.11.2007

JEL: E58, G20

Do Firms Adjust Toward a Target Leverage Level?

Paper: 2007-50, 10.10.2007

JEL: G32

Examining Simple Joint Macroeconomic and Term-Structure Models: A Practitioner's Perspective

Paper: 2007-49, 02.10.2007

JEL: C0, C6, E4, G1

Estimating and Comparing the Implied Cost of Equity for Canadian and U.S. Firms

Paper: 2007-48, 05.09.2007

JEL: G30, G38

Implications of Asymmetry Risk for Portfolio Analysis and Asset Pricing

Paper: 2007-47, 22.08.2007

JEL: C52, D58, G11, G12

Endogenously Segmented Asset Market in an Inventory Theoretic Model of Money Demand

Paper: 2007-46, 17.08.2007

JEL: E31, E41, E50

Canada's Pioneering Experience with a Flexible Exchange Rate in the 1950s: (Hard) Lessons Learned for Monetary Policy in a Small Open Economy

Paper: 2007-45, 17.08.2007

JEL: E32, E37, F31, F32, N1

Cyclical Behavior of Debt and Equity Using a Panel of Canadian Firms

Paper: 2007-44, 16.08.2007

JEL: E32, G32

Price Discovery in Canadian and U.S. 10-Year Government Bond Markets

Paper: 2007-43, 15.08.2007

JEL: G12, G13, G14

Trend Inflation, Wage and Price Rigidities, and Welfare

Paper: 2007-42, 15.08.2007

JEL: E0, E5

Multilateral Adjustment and Exchange Rate Dynamics: The Case of Three Commodity Currencies

Paper: 2007-41, 01.08.2007

JEL: C11, C22, F31, F32

Family Values: Ownership Structure, Performance and Capital Structure of Canadian Firms

Paper: 2007-40, 28.07.2007

JEL: G12, G15

Liquidity, Redistribution, and the Welfare Cost of Inflation

Paper: 2007-39, 28.07.2007

JEL: E40, E50

The Canadian Business Cycle: A Comparison of Models

Paper: 2007-38, 18.07.2007

JEL: C32, E37

A Vision for IMF Surveillance

Paper: 2007-37, 28.06.2007

JEL: F33

Cross-Country Estimates of the Degree of Fiscal Dominance and Central Bank Independence

Paper: 2007-36, 22.06.2007

JEL: E31, E42, E50, E63

Gold Prices and Inflation

Paper: 2007-35, 20.06.2007

JEL: E31, E44

Oil Price Movements and the Global Economy: A Model-Based Assessment

Paper: 2007-34, 29.05.2007

Domestic versus External Borrowing and Fiscal Policy in Emerging Markets

Paper: 2007-33, 28.05.2007

JEL: F30, H21, H63

Computing Optimal Policy in a Timeless-Perspective: An Application to a Small-Open Economy

Paper: 2007-32, 26.05.2007

JEL: C6, E5, E6

Micro Foundations of Price-Setting Behaviour: Evidence from Canadian Firms

Paper: 2007-31, 14.05.2007

JEL: D40, E30, L11

Term Structure Transmission of Monetary Policy

Paper: 2007-30, 23.04.2007

JEL: E3, E5, N1

Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets

Paper: 2007-29, 18.04.2007

JEL: F30, F33, G15

Modelling Payments Systems: A Review of the Literature

Paper: 2007-28, 13.04.2007

JEL: E42, E58, G21

Price Formation and Liquidity Provision in Short-Term Fixed Income Markets

Paper: 2007-27, 12.04.2007

Optimal Monetary Policy and Price Stability Over the Long-Run

Paper: 2007-26, 11.04.2007


Managing Adverse Dependence for Portfolios of Collateral in Financial Infrastructures

Paper: 2007-25, 04.04.2007

JEL: C10, G00, G10

Corporate Balance Sheets in Developed Economies: Implications for Investment

Paper: 2007-24, 04.04.2007

JEL: E22, E32, E44

Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market?

Paper: 2007-23, 04.04.2007

JEL: G14

IMF-Supported Adjustment Programs: Welfare Implications and the Catalytic Effect

Paper: 2007-22, 29.03.2007

JEL: F32, F33, F34, F41

A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate

Paper: 2007-21, 28.03.2007

JEL: E12, E43, F41, G12, G15

Multivariate Realized Stock Market Volatility

Paper: 2007-20, 27.03.2007

JEL: C32, C53, G14

Perhaps the FOMC Did What It Said It Did: An Alternative Interpretation of the Great Inflation

Paper: 2007-19, 26.03.2007

JEL: E3, E5, N1

Central Bank Performance under Inflation Targeting

Paper: 2007-18, 22.03.2007

JEL: E31, E52, E58

Firms Dynamics, Bankruptcy Laws and Total Factor Productivity

Paper: 2007-17, 16.03.2007

World Real Interest Rates: A Global Savings and Investment Perspective

Paper: 2007-16, 14.03.2007

Does Indexation Bias the Estimated Frequency of Price Adjustment?

Paper: 2007-15, 06.03.2007

JEL: E31, E37

Exporting and FDI with Endogenous Productivity

Paper: 2007-14, 03.03.2007

JEL: F22, F23

Optimization in a Simulation Setting: Use of Function Approximation in Debt Strategy Analysis

Paper: 2007-13, 28.02.2007

JEL: C0, C14, C15, C51, C52, C61, C65, E6, G1, H63

Do We Need the IMF to Resolve a Crisis? Lessons from Past Episodes of Debt Restructuring

Paper: 2007-10, 27.02.2007

JEL: E5, F3, N1, N2

Schooling, Inequality and Government Policy

Paper: 2007-12, 23.02.2007

Uncollateralized Overnight Loans Settled in LVTS

Paper: 2007-11, 23.02.2007

Best Instruments for Market Discipline in Banking

Paper: 2007-09, 23.02.2007

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