Publications and Research
Topic Index
Economic models
2006
An Optimized Monetary Policy Rule for ToTEM
Jean-Philippe Cayen, Amy Corbett, and Patrick Perrier
Working Paper 2006-41
2006
Education and Self-Employment: Changes in Earnings and Wealth Inequality
Yaz Terajima
Working Paper 2006-40
2006
The Macroeconomic Effects of Non-Zero Trend Inflation
Robert Amano, Steve Ambler, and Nooman Rebei
Working Paper 2006-34
2006
Multinationals and Exchange Rate
Pass-Through
Alexandra Lai and Oana Secrieru
Working Paper 2006-30
2006
Using Monthly Indicators to Predict Quarterly GDP
Isabel Yi Zheng and James Rossiter
Working Paper 2006-26
2006
Convergence in a Stochastic Dynamic Heckscher-Ohlin Model
Partha Chatterjee and Malik Shukayev
Working Paper 2006-23
2006
Launching the NEUQ: The New European
Union Quarterly Model, A Small Model of the Euro Area and U.K. Economies
Anna Piretti and Charles St-Arnaud
Working Paper 2006-22
2006
Working Time over the 20th Century
Alexander Ueberfeldt
Working Paper 2006-18
2006
Benchmark Index of Risk Appetite
Miroslav Misina
Working Paper 2006-16
2006
The Welfare Implications of Inflation versus Price-Level Targeting in a Two-Sector, Small Open Economy
Eva Ortega and Nooman Rebei
Working Paper 2006-12
2006
Monetary Policy in an Estimated DSGE
Model with a Financial Accelerator
Ian Christensen and Ali Dib
Working Paper 2006-9
2006
Forecasting Canadian Time Series with the New Keynesian Model
Ali Dib, Mohamed Gammoudi, and Kevin Moran
Working Paper 2006-4
Winter 2005-2006
From Flapper to Bluestocking: What Happened to the Young Woman of Wellington Street?
John F. Helliwell
Bank of Canada Review article
2005
MUSE: The Bank of Canada's New Projection Model of the U.S. Economy
Marc-André Gosselin and René Lalonde
Technical Report 96
2005
Modelling and Forecasting Housing
Investment: The Case of Canada
Frédérick Demers
Working Paper 2005-41
Autumn 2005
What Drives Movements in Exchange Rates?
Jeannine Bailliu and Michael R. King
Bank of Canada Review article
2005
Has Exchange Rate Pass-Through Really
Declined in Canada?
Hafedh Bouakez and Nooman Rebei
Working Paper 2005-29
2005
Uninsured Idiosyncratic Production Risk with Borrowing Constraints
Francisco Covas
Working Paper 2005-26
2005
La fonction de production et les données canadiennes
Patrick Perrier
Working Paper 2005-20
2005
Risk Perceptions and Attitudes
Miroslav Misina
Working Paper 2005-17
2005
Learning-by-Doing or Habit Formation?
Hafedh Bouakez and Takashi Kano
Working Paper 2005-15
2005
Self-Enforcing Labour Contracts and the Dynamics Puzzle
Christian Calmès
Working Paper 2005-1
2004
Characterization of the Dynamic Effects of Fiscal Shocks in a Small Open Economy
NoomanRebei
Working Paper 2004-41
2004
Optimal Taylor Rules in an Estimated Model of a Small Open Economy
Steve Ambler, Ali Dib, and Nooman Rebei
Working Paper 2004-36
2004
The New Keynesian Hybrid Phillips Curve: An Assessment of Competing Specifications for the United States
David Dupuis
Working Paper 2004-31
2004
Uninsurable Investment Risks
Césaire A. Meh and Vincenzo Quadrini
Working Paper 2004-29
2004
Translog ou Cobb-Douglas? Le rôle des durées d'utilisation des facteurs
Eric Heyer, Florian Pelgrin and Arnaud Sylvain
Working Paper 2004-19
2004
Contraintes de liquidité et capital humain dans une petite économie ouverte
Florian Pelgrin
Working Paper 2004-13
2004
Durées d’utilisation des facteurs et fonction de production : une estimation par la méthode des moments généralisés en système
Eric Heyer, Florian Pelgrin, and Arnaud Sylvain
Working Paper 2004-12
2004
A Structural Small Open-Economy Model for Canada
Stephen Murchison, Andrew Rennison, and Zhenhua Zhu
Working Paper 2004-4
2003
Endogenous Value and Financial Fragility
Karine Gobert, Patrick Gonzãlez, AlexandraLai, and Michel Poitevin
Conference proceedings
2003
Memorial Lecture for John Kuszczak: Notes on Optimal Capital Regulation
Douglas Gale
Conference proceedings
2003
Why Does Private Consumption Rise After a Government Spending Shock?
Hafedh Bouakez and Nooman Rebei
Working Paper 2003-43
2003
Poignée de main invisible et persistance des cycles économiques : une revue de la littérature
Christian Calmès
Working Paper 2003-40
2003
Real Exchange Rate Persistence in Dynamic General-Equilibrium Sticky-Price Models: An Analytical Characterization
Hafedh Bouakez
Working Paper 2003-35
2003
Nominal Rigidities and Exchange Rate Pass-Through in a Structural Model of a Small Open Economy
Steve Ambler, Ali Dib, and Nooman Rebei
Working Paper 2003-29
2003
What Does the Risk-Appetite Index Measure?
Miroslav Misina
Working Paper 2003-23
2003
Un modèle « PAC » d'analyse et de prévision des dépenses des ménages américains
Marc-André Gosselin and René Lalonde
Working Paper 2003-13
2003
The Macroeconomic Effects of Military Buildups in a New Neoclassical Synthesis Framework
Alain Paquet, Louis Phaneuf, and Nooman Rebei
Working Paper 2003-12
2003
Collateral and Credit Supply
Joseph Atta-Mensah
Working Paper 2003-11
2003
A Stochastic Simulation Framework for the Government of Canada's Debt Strategy
David Jamieson Bolder
Working Paper 2003-10
2003
A Comparison of Twelve Macroeconomic Models of the Canadian Economy
Denise Côté, John Kuszczak, Jean-Paul Lam, YingLiu, and PierreSt-Amant
Technical Report 94
2003
Are Distorted Beliefs Too Good to be True?
Miroslav Misina
Working Paper 2003-4
2003
Modélisation et prévision du taux de change réel effectif américain
René Lalonde and Patrick Sabourin
Working Paper 2003-3
2002
Memorial Lecture: Contributions of John Kuszczak (PDF)
William Scarth
Conference proceedings
2002
Salaire réel, chocs technologiques et fluctuations économiques
Dominique Tremblay
Working Paper 2002-42
2002
Alternative Public Spending Rules and Output Volatility
Jean-Paul Lam and William Scarth
Working Paper 2002-37
2002
Inflation Expectations and Learning about Monetary Policy
Andolfatto, David, Scott Hendry, and Kevin Moran
Working Paper 2002-30
2002
Financial Structure and Economic Growth:
A Non-Technical Survey
Veronika Dolar and Césaire Meh
Working Paper 2002-24
Summer 2002
Models in Policy-Making
Don Coletti and Stephen Murchison
Bank of Canada Review article
2002
The Usefulness of Consumer Confidence
Indexes in the United States
Brigitte Desroches and Marc-André Gosselin
Working Paper 2002-22
2002
Entrepreneurial Risk, Credit Constraints, and the Corporate Income Tax: A Quantitative Exploration
Césaire Assah Meh
Working Paper 2002-21
2002
Evaluating the Quarterly Projection Model: A Preliminary Investigation
Robert Amano, Kim McPhail, Hopo Pioro, and Andrew Rennison
Working Paper 2002-20
2002
Estimates of the Sticky-Information Phillips Curve for the United States, Canada, and the United Kingdom
Hashmat Khan and Zhenhua Zhu
Working Paper 2002-19
2002
Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data
Kevin Moran and Veronika Dolar
Working Paper 2002-18
2002
Entrepreneurship, Inequality, and Taxation
Césaire Assah Meh
Working Paper 2002-14
2002
Taylor Rules in the Quarterly Projection Model
Jamie Armour, Ben Fung, and Dinah Maclean
Working Paper 2002-1
2001
New Phillips Curve with Alternative Marginal Cost Measures for Canada, the United States, and the Euro Area
Edith Gagnon and Hashmat Khan
Working Paper 2001-25
Winter 2000-2001
Dynamic General-Equilibrium Models and Why the Bank of Canada is Interested in Them
Kevin Moran
Bank of Canada Review article
Autumn 2000
Conference Summary: Money, Monetary Policy, and Transmission Mechanisms
Kevin Clinton and Walter Engert
Bank of Canada Review article
2000
Non-Parametric and Neural Network Models of Inflation Changes
Greg Tkacz
Working Paper 2000-7
1999
The M1 Vector-Error-Correction Model: Some Extensions and Applications (PDF)
Charleen Adam and Scott Hendry
Conference proceedings
1999
Measuring the Stance of Monetary Policy (PDF)
Ben S. C. Fung and Mingwei Yuan
Conference proceedings
1999
Financial Intermediation, Beliefs, and the Transmission Mechanism (PDF)
Robert Amano, Scott Hendry, and Guang-Jia Zhang
Conference proceedings
1999
Credit Crunch, Bank Lending, and Monetary Policy: A Model of Financial Intermediation with Heterogeneous Projects (PDF)
Mingwei Yuan and Christian Zimmermann
Conference proceedings
1999
The Expectations Trap Hyphothesis (PDF)
Lawrence J. Christiano and Christopher Gust
Conference proceedings
1999
Yield Curve Modelling at the Bank of Canada
David Bolder and David Stréliski
Technical Report 84
1998
Can a Matching Model Explain the Long-Run Increase in Canada's Unemployment Rate?
Andreas Hornstein and Mingwei Yuan
Working Paper 98-19
1998
Consumer Attitudes, Uncertainty, and Consumer Spending
Denise Côté and Marianne Johnson
Working Paper 98-16
1998
Forecasting Inflation with the M1-VECM: Part Two
Walter Engert and Scott Hendry
Working Paper 98-6
1997
Canadian Policy Analysis Model: CPAM
R. Black and D. Rose
Working Paper 97-16
1997
Monetary Shocks in the G-6 Countries: Is There a Puzzle?
B. S. C. Fung and M. Kasumovich
Working Paper 97-7
1996
A Modified P*-Model of Inflation Based on M1
Joseph Atta-Mensah
Working Paper 96-15
1996
Interpreting Money-Supply and Interest-Rate Shocks as Monetary-Policy Shocks
M. Kasumovich
Working Paper 96-8
1996
A Distant-Early-Warning Model of Inflation Based on M1 Disequilibria
J. Armour, J. Atta-Mensah, W. Engert and S. Hendry
Working Paper 96-5
1996
Overnight Rate Innovations as a Measure of Monetary Policy Shocks in Vector Autoregressions
J. Armour, W. Engert and B. S. C. Fung
Working Paper 96-4
1996
The Bank of Canada's new Quarterly Projection Model, Part 4: A semi-structural method to estimate potential output: Combining economic theory with a time-series filter
Leo Butler
Technical Report 77
1996
The Bank of Canada's new Quarterly Projection Model, Part 3: The dynamic model: QPM
Donald Coletti, Benjamin Hunt, David Rose and Robert Tetlow
Technical Report 75
1995
Long-Run Demand for M1
S. Hendry
Working Paper 95-11
1995
The Bank of Canada's new Quarterly Projection Model, Part 2: A robust methodology for simulating forward-looking models
John Armstrong, Richard Black, Douglas Laxton and David Rose
Technical Report 73
1994
An Up-to-Date and Improved BVAR Model of the Canadian Economy
D. Racette, J. Raynauld and C. Sigouin
Working Paper 94-4
1994
The Bank of Canada's new Quarterly Projection Model, Part 1: The steady-state model: SSQPM
Richard Black, Douglas Laxton, David Rose and Robert Tetlow
Technical Report 72
Autumn 1994
The Bank of Canada's new Quarterly Projection Model (QPM): An introduction
Stephen Poloz, David Rose and Robert Tetlow
Bank of Canada Review article
Winter 1993-94
Recent advances in growth theory: Perspective and policy implications
Tiff Macklem
Print copy available
Bank of Canada Review article
1990
A BVAR Model for Forecasting and Analysis of Canadian Monetary Policy
Daniel Racette and Jacques Raynauld
Print copy available
Conference proceedings
1987
Les effets macro-économiques des déficits budgétaires : résultats d'un modèle de simulation
P. Duguay and Y. Rabeau
Technical Report 47
1986
A Comparison of Alternative Monetary Policy Regimes in a Small Dynamic Open-Economy Simulation Model
D. Longworth and S. S. Poloz
Technical Report 42
1986
An Integrated Model of the Portfolio Behaviour of the Canadian Household Sector: 1968-1983
S. S. Poloz
Technical Report 41
1983
Responses to Various Econometric Models to Selected Policy Shocks
B. O'Reilly, G. Paulin, and P. Smith
Technical Report 38
1982
An Econometric Model of the Steel Trade
R. Dion
Technical Report 33
1982
The Structure and Dynamics of RDXF (September 1980 Version)
H. Robertson and M. McDougall
Print copy available
Technical Report 26
1982
The Equations of RDXF (September 1980 Version)
H. Robertson and M. McDougall
Print copy available
Technical Report 25
1981
Economic Projections and Econometric Modelling: Recent Developments at the Bank of Canada
H. Robertson and M. McDougall
Print copy available
Technical Report 24
1980
Building a Small Macro-Model for Simulation: Some Issues
P. R. Masson, D. E. Rose, and J. G. Selody
Print copy available
Technical Report 22
1980
Simulation Analysis of a Model Based on the Life-Cycle Hypothesis
J.-P. Aubry and D. Fleurent
Print copy available
Technical Report 18
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Tel: 613 782-8248
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Email publications@bankofcanada.ca
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