Publications and Research

By author

• Working papers by year

Please note: Working papers are published in the original language only, with an abstract in both official languages.

Bailliu, Jeannine N.

2000-15 Private Capital Flows, Financial Development, and Economic Growth in Developing Countries

Bailliu, Jeannine, Daniel Garcés, Mark Kruger, and Miguel Messmacher

2003-17 Explaining and Forecasting Inflation in Emerging Markets: The Case of Mexico

Bailliu, Jeannine and Eiji Fujii

2004-21 Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation

Bailliu, Jeannine, Robert Lafrance, and Jean-François Perrault

2002-17 Does Exchange Rate Policy Matter for Growth?

Barillas, Francisco and Christoph Schleicher

2003-44 Common Trends and Common Cycles in Canadian Sectoral Output

Bauer, Gregory H.

— see Albuquerque, Rui, joint author

Bauer, Gregory H. and Clara Vega

2004-47 The Monetary Origins of Asymmetric Information in International Equity Markets

Baumann, Robert and Raphael Solomon

2005-10 Educational Spillovers: Does One Size Fit All?

Beattie, N. and J.-F. Fillion

99-4 An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention

Bensalah, Younes

2002-2 Asset Allocation Using Extreme Value Theory

2000-20 Steps in Applying Extreme Value Theory to Finance: A Review

Bernard, Jean-Thomas, Lynda Khalaf, and Maral Kichian

2004-5 Structural Change and Forecasting Long-Run Energy Prices

Bernard, Jean-Thomas, Lynda Khalaf, Maral Kichian, and Sebastien McMahon

2006-14 Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion

Bérubé, G. and D. Côté

2000-3 Long-Term Determinants of the Personal Savings Rate: Literature Review and Some Empirical Results for Canada

Binette, André and Sylvain Martel

2005-28 Inflation and Relative Price Dispersion in Canada: An Empirical Assessment

Black, R.

— see Amano, R., joint author

Black, R. and D. Rose

97-16 Canadian Policy Analysis Model: CPAM

Boadway, Robin, Oana Secrieru, and Marianne Vigneault

2005-24 A Search Model of Venture Capital, Entrepreneurship, and Unemployment

Boisvert, S.

— see Bolder, D., joint author

Bolder, D. and S. Boisvert

98-8 Easing Restrictions on the Stripping and Reconstitution of Government of Canada Bonds

Bolder, David Jamieson

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

2002-13 Towards a More Complete Debt Strategy Simulation Framework

2001-15 Affine Term-Structure Models: Theory and Implementation

Bolder, David J., Grahame Johnson, and Adam Metzler

2004-48 An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates

Bolder, David Jamieson and Scott Gusba

2002-29 Exponentials, Polynomials, and Fourier Series: More Yield Curve Modelling at the Bank of Canada

Bouakez, Hafedh

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

2002-26 Nominal Rigidity, Desired Markup Variations, and Real Exchange Rate Persistence

Bouakez, Hafedh, Emanuela Cardia, and Francisco J. Ruge-Murcia

2002-27 Habit Formation and the Persistence of Monetary Shocks

Bouakez, Hafedh and Takashi Kano

2005-15 Learning-by-Doing or Habit Formation?

Bouakez, Hafedh and Nooman Rebei

2005-29 Has Exchange Rate Pass-Through Really Declined in Canada?

2003-43 Why Does Private Consumption Rise After a Government Spending Shock?

Papers earlier than 1994, not listed here, are available from Publications Distribution, Bank of Canada, 234 Wellington Street, Ottawa, Ontario K1A 0G9.