Publications and Research

By year

See also: Technical Reports

Working papers are published in the original language only, with an abstract in both official languages. Papers earlier than 1994 (not listed here) are available from Publications Distribution, Bank of Canada, 234 Wellington Street, Ottawa, Ontario K1A 0G9.

You can also view the working papers sorted by author.

96-15
A Modified P*-Model of Inflation Based on M1
Atta-Mensah, J.

96-14
L'endettement du Canada et ses effets sur les taux d'intérêt réels de long terme
Fillion, J.-F.

96-13
Speculative Behaviour, Regime-Switching and Stock Market Crashes
van Norden, S. and H. Schaller

96-12
The Commodity-Price Cycle and Regional Economic Performance in Canada
Lefebvre, M. and S. Poloz

96-11
Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?
van Norden, S. and R. Vigfusson

96-10
Unit Root Tests and Excess Returns
Godbout, M.-J. and S. van Norden

96-9
Does Inflation Uncertainty Vary with the Level of Inflation?
Crawford, A. and M. Kasumovich

96-8
Interpreting Money-Supply and Interest-Rate Shocks as Monetary-Policy Shocks
Kasumovich, M.

96-7
An Econometric Examination of the Trend Unemployment Rate in Canada
Côté, D. and D. Hostland

96-6
Provincial Credit Ratings in Canada: An Ordered Probit Analysis
Cheung, S.

96-5
A Distant-Early-Warning Model of Inflation Based on M1 Disequilibria
Armour, J., J. Atta-Mensah, W. Engert, and S. Hendry

96-4
Overnight Rate Innovations as a Measure of Monetary Policy Shocks in Vector Autoregressions
Armour, J., W. Engert, and B. S. C. Fung

96-3
Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures
van Norden, S. and R. Vigfusson

96-2
Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest Rates Using Structural VAR Methodology
St-Amant, P.

96-1
Switching Between Chartists and Fundamentalists: A Markov Regime-Switching Approach
Vigfusson, R.