Firm Size and Productivity (JEL L11, L25, O47) | by Danny Leung, Césaire Meh, and Yaz Terajima | 2008-45
(Nov 2008) | Abstract
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The Role of Foreign Exchange Dealers in Providing Overnight Liquidity (JEL D82, F31, G21) | by Chris S'Souza | 2008-44
(Nov 2008) | Abstract
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McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates (JEL E43, F31, G12, G15) | by Antonio Diez de los Rios | 2008-43
(Oct 2008) | Abstract
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Which Bank is the "Central" Bank? An Application of Markov Theory to the Canadian Large Value Transfer System (JEL C11, E50, G20) | by Morten Bech, James T. E. Chapman, and Rod Garratt | 2008-42
(Oct 2008) | Abstract
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Are There Canada-U.S. Differences in SME Financing? (JEL C21, G21) | by Danny Leung, Césaire Meh, and Yaz Terajima | 2008-41
(Oct 2008) | Abstract
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Price Level Targeting in a Small Open Economy with Financial Frictions: Welfare Analysis (JEL E31, E32, E52) | by Ali Dib, Caterina Mendicino, and Yahong Zhang | 2008-40
(Oct 2008) | Abstract
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Import Price Dynamics in Major Advanced Economies and Heterogeneity in Exchange Rate Pass-Through (JEL E31, F3, F41) | by Stephane Dees, Matthias Burgert, and Nicolas Parent | 2008-39
(Oct 2008) | Abstract
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A Model of Costly Capital Reallocation and Aggregate Productivity (JEL E22, L16) | by Shutao Cao | 2008-38
(Oct 2008) | Abstract
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Adopting Price-Level Targeting under Imperfect Credibility: An Update (JEL E31, E52) | by Oleksiy Kryvtsov, Malik Shukayev, and Alexander Ueberfeldt | 2008-37
(Oct 2008) | Abstract
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The Role of Bank Capital in the Propagation of Shocks (JEL E44, E52, G21) | by Césaire Meh and Kevin Moran | 2008-36
(Oct 2008) | Abstract
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Globalization and Inflation: The Role of China (JEL E22, E32, E44) | by Denise Côté and Carlos de Resende | 2008-35
(Oct 2008) | Abstract
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Combining Canadian Interest-Rate Forecasts | by David Jamieson Bolder and Yuliya Romanyuk | 2008-34
(Sep 2008) | Abstract
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Human Capital Risk and the Firmsize Wage Premium | by Danny Leung and Alexander Ueberfeldt | 2008-33
(Sep 2008) | Abstract
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Market Structure and the Diffusion of E-Commerce: Evidence from the Retail Banking Industry (JEL D14, D4, G21, L1) | by Jason Allen, Robert Clark, and Jean-François Houde | 2008-32
(Sep 2008) | Abstract
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Aggregate and Welfare Effects of Redistribution of Wealth Under Inflation and Price-Level Targeting (JEL D31, E21, E31, E44, E52, E63) | by Césaire A. Meh, José-Víctor Ríos-Rull, and Yaz Terajima | 2008-31
(Sep 2008) | Abstract
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Non-Linearities, Model Uncertainty, and Macro Stress Testing (JEL C15, G21, G33) | by Miroslav Misina and David Tessier | 2008-30
(Sep 2008) | Abstract
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Macroeconomic Determinants of the Term Structure of Corporate Spreads (JEL E43, E44, G12) | by Jun Yang | 2008-29
(Sep 2008) | Abstract
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The Welfare Implications of Fiscal Dominance (JEL E31, E42, E50, E63) | by Carlos De Resende and Nooman Rebei | 2008-28
(Sep 2008) | Abstract
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Are Bygones not Bygones? Modeling Price Level Targeting with an Escape Clause and Lessons from the Gold Standard (JEL E31, E52) | by Paul R. Masson and Malik D. Shukayev | 2008-27
(Aug 2008) | Abstract
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Price-Level versus Inflation Targeting with Financial Market Imperfections (JEL E40, E50) | by Francisco Covas and Yahong Zhang | 2008-26
(Aug 2008) | Abstract
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Good Policies or Good Fortune: What Drives the Compression in Emerging Market Spreads? (JEL E43, F34, G12, G15) | by Philipp Maier and Garima Vasishtha | 2008-25
(Aug 2008) | Abstract
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Do Central Banks Respond to Exchange Rate Movements? Some New Evidence from Structural Estimation (JEL F3, F4) | by Wei Dong | 2008-24
(Aug 2008) | Abstract
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On the Amplification Role of Collateral Constraints (JEL E20, E3, E32) | by Caterina Mendicino | 2008-23
(Jul 2008) | Abstract
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Information Shocks, Jumps, and Price Discovery - Evidence from the U.S. Treasury Market (JEL G12, G14) | by George J. Jiang, Ingrid Lo, and Adrien Verdelhan | 2008-22
(Jul 2008) | Abstract
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The Cost of Equity in Canada: An International Comparison (JEL G30, G38) | by Jonathan Witmer | 2008-21
(Jul 2008) | Abstract
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The Effect of the Sarbanes-Oxley Act on CEO Pay for Luck | by Teodora Paligorova | 2008-20
(Jun 2008) | Abstract
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Inflation, Nominal Portfolios, and Wealth Redistribution in Canada (JEL D31, D58, E31, E50) | by Césaire A. Meh and Yaz Terajima | 2008-19
(Jun 2008) | Abstract
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Empirical Likelihood Block Bootstrapping (JEL C14, C22) | by Jason Allen, Allan W. Gregory, and Katsumi Shimotsu | 2008-18
(Jun 2008) | Abstract
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Policy Coordination in an International Payment System (JEL E42, E58, F31, F33) | by James T. E. Chapman | 2008-17
(May 2008) | Abstract
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On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk (JEL C52, D58, G11, G12) | by Fousseni Chabi-Yo, Eric Ghysels, and Eric Renault | 2008-16
(May 2008) | Abstract
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Price Level versus Inflation Targeting under Model Uncertainty (JEL D8, D81, E5, E58) | by Gino Cateau | 2008-15
(May 2008) | Abstract
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Driving Forces of the Canadian Economy: An Accounting Exercise (JEL E24, E65) | by Simona E. Cociuba and Alexander Ueberfeldt | 2008-14
(May 2008) | Abstract
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Uncertainty, Inflation, and Welfare (JEL E40, E50) | by Jonathan Chiu and Miguel Molico | 2008-13
(May 2008) | Abstract
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A Model of Tiered Settlement Networks (JEL E42, E58, G21) | by James Chapman, Jonathan Chiu, and Miguel Molico | 2008-12
(May 2008) | Abstract
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An Examination of Canadian Firms Delisting from U.S. Exchanges (JEL G30, G38) | by Jonathan Witmer | 2008-11
(Apr 2008) | Abstract
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Credit, Asset Prices, and Financial Stress in Canada (JEL E5, G10) | by Miroslav Misina and Greg Tkacz | 2008-10
(Apr 2008) | Abstract
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A Model of Housing Boom and Bust in a Small Open Economy (JEL E44, F41) | by Hajime Tomura | 2008-09
(Apr 2008) | Abstract
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Welfare Effects of Commodity Price and Exchange Rate Volatilities in a Multi-Sector Small Open Economy Model (JEL E4, E52, F3, F4) | by Ali Dib | 2008-08
(Mar 2008) | Abstract
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Markups in Canada: Have They Changed and Why? (JEL E31, F41, L11) | by Danny Leung | 2008-07
(Mar 2008) | Abstract
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Inflation Targeting and Price-Level-Path Targeting in the GEM: Some Open Economy Considerations (JEL C51, C52, E17, E31, E52) | by Donald Coletti, René Lalonde, and Dirk Muir | 2008-06
(Mar 2008) | Abstract
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Unsecured Debt, Consumer Bankruptcy, and Small Business (JEL D31, E21, J23) | by Césaire A. Meh and Yaz Terajima | 2008-05
(Feb 2008) | Abstract
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What Affects MFP in the Long-Run? Evidence from Canadian Industries (JEL C23, D24, O30) | by Danny Leung and Yi Zheng | 2008-04
(Feb 2008) | Abstract
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Adopting Price-Level Targeting under Imperfect Credibility (JEL E31, E52) | by Oleksiy Kryvtsov, Malik Shukayev, and Alexander Ueberfeldt | 2008-03
(Feb 2008) | Abstract
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A Wave of Protectionism? An Analysis of Economic and Political Considerations (JEL E66, F32, F47) | by Philipp Maier | 2008-02
(Jan 2008) | Abstract
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Default Dependence: The Equity Default Relationship (JEL G12, G13) | by Stuart M. Turnbull and Jun Yang | 2008-01
(Jan 2008) | Abstract
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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
(Dec 2007) | Abstract
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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
(Dec 2007) | Abstract
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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
(Dec 2007) | Abstract
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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
(Dec 2007) | Abstract
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Expenditure-Switching Effect and the Choice of Exchange Rate Regime (JEL F3, F4) | by Wei Dong | 2007-54
(Nov 2007) | Abstract
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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
(Nov 2007) | Abstract
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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
(Oct 2007) | Abstract
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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
(Sep 2007) | Abstract
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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
(Aug 2007) | Abstract
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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
(Aug 2007) | Abstract
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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
(Aug 2007) | Abstract
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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
(Aug 2007) | Abstract
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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
(Aug 2007) | Abstract
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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
(Aug 2007) | Abstract
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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
(Jul 2007) | Abstract
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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
(Jul 2007) | Abstract
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Liquidity, Redistribution, and the Welfare Cost of Inflation (JEL E40, E50) | by Jonathan Chiu and Miguel Molico | 2007-39
(Jul 2007) | Abstract
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The Canadian Business Cycle: A Comparison of Models (JEL C32, E37) | by Frédérick Demers and Ryan Macdonald | 2007-38
(Jul 2007) | Abstract
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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
(Jun 2007) | Abstract
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Gold Prices and Inflation (JEL E31, E44) | by Greg Tkacz | 2007-35
(Jun 2007) | Abstract
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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
(May 2007) | Abstract
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Domestic versus External Borrowing and Fiscal Policy in Emerging Markets (JEL F30, H21, H63) | by Garima Vasishtha | 2007-33
(May 2007) | Abstract
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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
(May 2007) | Abstract
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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
(Apr 2007) | Abstract
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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
(Apr 2007) | Abstract
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Modelling Payments Systems: A Review of the Literature (JEL E42, E58, G21) | by Jonathan Chiu and Alexandra Lai | 2007-28
(Apr 2007) | Abstract
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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
(Apr 2007) | Abstract
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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
(Apr 2007) | Abstract
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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
(Apr 2007) | Abstract
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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
(Mar 2007) | Abstract
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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
(Mar 2007) | Abstract
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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
(Mar 2007) | Abstract
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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
(Mar 2007) | Abstract
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Multivariate Realized Stock Market Volatility (JEL C32, C53, |