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.

99-20
The Expectations Hypothesis for the Longer End of the Term Structure: Some Evidence for Canada
Lange, Ron

99-19
Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model
Knight, John, Fuchun Li, and Mingwei Yuan

99-18
Estimating One-Factor Models of Short-Term Interest Rates
Mc Manus, Des and David Watt

99-17
Canada's Exchange Rate Regime and North American Economic Integration: The Role of Risk-Sharing Mechanisms
Antia, Zahir, Ramdane Djoudad, and Pierre St-Amant

99-16
Optimal Currency Areas: A Review of the Recent Literature
Lafrance, Robert and Pierre St-Amant

99-15
The Information Content of Interest Rate Futures Options
Mc Manus, Des

99-14
The U.S. Capacity Utilization Rate: A New Estimation Approach
Lalonde, René

99-13
Indicator Models of Core Inflation for Canada
Dion, Richard

99-12
Why Canada Needs a Flexible Exchange Rate
Murray, John

99-11
Liquidity of the Government of Canada Securities Market: Stylized Facts and Some Market Microstructure Comparisons to the United States Treasury
Gravelle, Toni

99-10
Real Effects of Collapsing Exchange Rate Regimes: An Application to Mexico
Osakwe, Patrick and Lawrence Schembri

99-9
Measuring Potential Output within a State-Space Framework
Kichian, Maral

99-8
Monetary Rules When Economic Behaviour Changes
Amano, Robert, Don Coletti, and Tiff Macklem

99-7
The Exchange Rate Regime and Canada's Monetary Order
Laidler, David

99-6
Uncovering Inflation Expectations and Risk Premiums From Internationally Integrated Financial Markets
Fung, Ben, Scott Mitnick, and Eli Remolona

99-5
The Quantity of Money and Monetary Policy
Laidler, David

99-4
An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention
Beattie, Neil and Jean-François Fillion

99-3
Forecasting GDP Growth Using Artificial Neural Networks
Tkacz, Greg and Sarah Hu

99-2
Capital Gains and Inflation Taxes in a Life-cycle Model
Leung, C. and G.-J. Zhang

99-1
Dynamic Employment and Hours Effects of Government Spending Shocks
Yuan, M. and W. Li