Publications and Research
Research
2000
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.
2000-23
The Application of Artificial Neural Networks to Exchange Rate Forecasting: The Role of Market Microstructure Variables
Gradojevic, Nikola and Jing Yang
2000-22
Une analyse empirique du lien entre la productivité et le taux de change réel
Canada-É-U
Dupuis, David and David Tessier
2000-21
Les effets réels du cours des actions sur la consommation
Pichette, Lise
2000-20
Steps in Applying Extreme Value Theory
to Finance: A Review
Bensalah, Younes
2000-19
Le modèle USM d'analyse et de projection de l'économie américaine
Lalonde, René
2000-18
Inflation and the Tax System in Canada:
An Exploratory Partial-Equilibrium Analysis
O'Reilly, Brian and Mylène Levac
2000-17
A Practical Guide to Swap Curve Construction
Ron, Uri
2000-16
Volatility Transmission Between Foreign Exchange and Money Markets
Ebrahim, Shafiq K.
2000-15
Private Capital Flows, Financial Development,
and Economic Growth in Developing Countries
Bailliu, Jeannine N.
2000-14
Employment Effects Of Nominal-Wage Rigidity:
An Examination Using Wage-Settlements Data
Faruqui, Umar Ahmed
2000-13
Fractional Cointegration and the Demand for M1
Tkacz, Greg
2000-12
Price Stickiness, Inflation, and Output Dynamics: A Cross-Country Analysis
Khan, Hashmat
2000-11
Identifying Policy-makers' Objectives: An Application to the Bank of Canada
Rowe, Nicholas and James Yetman
2000-10
Probing Potential Output: Monetary Policy, Credibility, and Optimal Learning under Uncertainty
Yetman, James
2000-9
Modelling Risk Premiums in Equity and Foreign Exchange Markets
Garcia, René and Maral Kichian
2000-8
Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry
Khalaf, Lynda and Maral Kichian
2000-7
Non-Parametric and Neural Network Models of Inflation Changes
Tkacz, Greg
2000-6
Some Explorations, Using Canadian Data, of the S-Variable in Akerlof, Dickens, and Perry (1996)
Hogan, Seamus and Lise Pichette
2000-5
Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator
Tkacz, Greg
2000-4
Quelques résultats empiriques relatifs à l'évolution du taux de change Canada/États-Unis
Djoudad, Ramdane and David Tessier
2000-3
Long-Term Determinants of the Personal Savings Rate:
Literature Review and Some Empirical Results for Canada
Bérubé, Gilles and Denise Côté
2000-2
GAUSS™ Programs for the Estimation of State-Space Models with ARCH Errors: A User's Guide
Kichian, Maral
2000-1
The Employment Costs of Downward Nominal-Wage Rigidity
Farès, Jean and Seamus Hogan