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.

2003-44
Common Trends and Common Cycles in Canadian Sectoral Output
Barillas, Francisco and Christoph Schleicher

2003-43
Why Does Private Consumption Rise After a Government Spending Shock?
Bouakez, Hafedh and Nooman Rebei

2003-42
A Structural VAR Approach to the Intertemporal Model of the Current Account
Kano, Takashi

2003-41
Anatomy of a Twin Crisis
Solomon, Raphael H.

2003-40
Poignée de main invisible et persistance des cycles économiques : une revue de la littérature
Calmès, Christian

2003-39
Alternative Targeting Regimes, Transmission Lags, and the Exchange Rate Channel
Lam, Jean-Paul

2003-38
Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model
Hendry, Scott, Wai-Ming Ho, and Kevin Moran

2003-37
Financial Constraints and Investment: Assessing the Impact of a World Bank Loan Program on Small and Medium-Sized Enterprises in Sri Lanka
Aivazian, Varouj, Dipak Mazumdar, and Eric Santor

2003-36
Excess Collateral in the LVTS: How Much is Too Much?
McPhail, Kim and Anastasia Vakos

2003-35
Real Exchange Rate Persistence in Dynamic General-Equilibrium Sticky-Price Models: An Analytical Characterization
Bouakez, Hafedh

2003-34
Governance and Financial Fragility: Evidence from a Cross-Section of Countries
Francis, Michael

2003-33
Do Peer Group Members Outperform Individual Borrowers? A Test of Peer Group Lending Using Canadian Micro-Credit Data
Gomez, Rafael and Eric Santor

2003-32
The Canadian Phillips Curve and Regime Shifting
Demers, Frédérick

2003-31
A Simple Test of Simple Rules: Can They Improve How Monetary Policy is Implemented with Inflation Targets?
Rowe, Nicholas and David Tulk

2003-30
Are Wealth Effects Important for Canada?
Pichette, Lise and Dominique Tremblay

2003-29
Nominal Rigidities and Exchange Rate Pass-Through in a Structural Model of a Small Open Economy
Ambler, Steve, Ali Dib, and Nooman Rebei

2003-28
An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds
D'Souza, Chris, Charles Gaa, and Jing Yang

2003-27
Monetary Policy in Estimated Models of Small Open and Closed Economies
Dib, Ali

2003-26
Measuring Interest Rate Expectations in Canada
Johnson, Grahame

2003-25
Income Trusts—Understanding the Issues
King, Michael R.

2003-24
Forecasting and Analyzing World Commodity Prices
Lalonde, René, Zhenhua Zhu, and Frédérick Demers

2003-23
What Does the Risk-Appetite Index Measure?
Misina, Miroslav

2003-22
The Construction of Continuity-Adjusted Monetary Aggregate Components
Kottaras, Jeannie

2003-21
Dynamic Factor Analysis for Measuring Money
Gilbert, Paul D. and Lise Pichette

2003-20
The U.S. Stock Market and Fundamentals: A Historical Decomposition
Dupuis, David and David Tessier

2003-19
A Small Dynamic Hybrid Model for the Euro Area
Djoudad, Ramdane and Céline Gauthier

2003-18
Technological Change and the Education Premium in Canada: Sectoral Evidence
Farès, Jean and Terence Yuen

2003-17
Explaining and Forecasting Inflation in Emerging Markets: The Case of Mexico
Bailliu, Jeannine, Daniel Garcés, Mark Kruger, and Miguel Messmacher

2003-16
Some Notes on Monetary Policy Rules with Uncertainty
Srour, Gabriel

2003-15
The Syndicated Loan Market: Developments in the North American Context
Armstrong, Jim

2003-14
An Index of Financial Stress for Canada
Illing, Mark and Ying Liu

2003-13
Un modèle « PAC » d'analyse et de prévision des dépenses des ménages américains
Gosselin, Marc-André and René Lalonde

2003-12
The Macroeconomic Effects of Military Buildups in a New Neoclassical Synthesis Framework
Paquet, Alain, Louis Phaneuf, and Nooman Rebei

2003-11
Collateral and Credit Supply
Atta-Mensah, Joseph

2003-10
A Stochastic Simulation Framework for the Government of Canada's Debt Strategy
Bolder, David Jamieson

2003-9
Bank Lending, Credit Shocks, and the Transmission of Canadian Monetary Policy
Atta-Mensah, Joseph and Ali Dib

2003-8
Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach
Rennison, Andrew

2003-7
Testing the Stability of the Canadian Phillips Curve Using Exact Methods
Khalaf, Lynda and Maral Kichian

2003-6
Valuation of Canadian- vs. U.S.-Listed Equity: Is There a Discount?
King, Michael R. and Dan Segal

2003-5
Shift Contagion in Asset Markets
Gravelle, Toni, Maral Kichian, and James Morley

2003-4
Are Distorted Beliefs Too Good to be True?
Misina, Miroslav

2003-3
Modélisation et prévision du taux de change réel effectif américain
Lalonde, René and Patrick Sabourin

2003-2
Managing Operational Risk in Payment, Clearing, and Settlement Systems
McPhail, Kim

2003-1
Banking Crises and Contagion: Empirical Evidence
Santor, Eric