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.

Day, J. and R. Lange

97-10 The Structure of Interest Rates in Canada: Information Content about Medium-Term Inflation

De Champlain, Annie

— see Demers, Frédérick, joint author

de Resende, Carlos

2006-37 Endogenous Borrowing Constraints and Consumption Volatility in a Small Open Economy

Debs, Alexandre

2001-9 Testing for a Structural Break in the Volatility of Real GDP Growth in Canada

Demers, Frédérick

2005-41 Modelling and Forecasting Housing Investment: The Case of Canada

2004-40 Prévision et analyse de la production manufacturière au Canada : comparaison de modèles linéaires et non linéaires

2003-32 The Canadian Phillips Curve and Regime Shifting

— see Lalonde, René, joint author

Demers, Frédérick and Annie De Champlain

2005-44 Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?

Demers, Frédérick and David Dupuis

2005-31 Forecasting Canadian GDP: Region-Specific versus Countrywide Information

Desnoyers, Yanick

2001-14 L'effet de la richesse sur la consommation aux États-Unis

DeSerres, A.

— see Chamie, N., joint author

DeSerres, A. and A. Guay

95-9 Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions

DeSerres, A., A. Guay and P. St-Amant

95-2 Estimating and Projecting Potential Output Using Structural VAR Methodology: The Case of the Mexican Economy

DeSerres, A. and R. Lalonde

94-9 Symétrie des chocs touchant les régions canadiennes et choix d'un régime de change

Desroches, Brigitte

2004-44 The Transmission of World Shocks to Emerging-Market Countries: An Empirical Analysis

Desroches, Brigitte and Marc-André Gosselin

2002-22 The Usefulmess of Consumer Confidence Indexes in the United States

Desroches, Brigitte and Michael Francis

2006-19 Institutional Quality, Trade, and the Changing Distribution of World Income

Devereux, Michael B. and James Yetman

2001-13 Predetermined Prices and the Persistent Effects of Money on Output

Dey, Shubhasis

2005-18 Lines of Credit and Consumption Smoothing: The Choice between Credit Cards and Home Equity Lines of Credit

Dey, Shubhasis and Gene Mumy

2005-7 Determinants of Borrowing Limits on Credit Cards

Dib, Ali

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

2002-25 Nominal Rigidities and Monetary Policy in Canada Since 1981

2001-26 An Estimated Canadian DSGE Model with Nominal and Real Rigidities

— see Atta-Mensah, Joseph, joint author

— see Ambler, Steve, joint author

— see Christensen, Ian, joint author

Dib, Ali, Mohamed Gammoudi, and Kevin Moran

2006-4 Forecasting Canadian Time Series with the New Keynesian Model

Dib, Ali and Louis Phaneuf

2005-30 Intertemporal Substitution in Macroeconomics: Evidence from a Two-Dimensional Labour Supply Model with Money

Diez de los Rios, Antonio

2006-27 Can Affine Term Structure Models Help Us Predict Exchange Rates?

Diez de los Rios, Antonio and René Garcia

2006-31 Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns

Dingle, James F.

2001-1 The Elements of the Global Network for Large-Value Funds Transfers

Dion, Frédéric

— see Christensen, Ian, joint author

Dion, R.

99-13 Indicator Models of Core Inflation for Canada

Dionne, Georges, Sadok Laajimi, Sofiane Mejri, and Madalina Petrescu

2006-28 Estimation of the Default Risk of Publicly Traded Canadian Companies

Djoudad, R.

— see Antia, Z., joint author

Djoudad, Ramdane

— see Chan, Tracy, joint author

Djoudad, Ramdane, and Céline Gauthier

2003-19  A Small Dynamic Hybrid Model for the Euro Area

Djoudad, R. and D. Tessier

2000-4  Quelques résultats empiriques relatifs à l'évolution du taux de change Canada/États-Unis

Djoudad, Ramdane, Jack Selody, and Carolyn Wilkins

2005-33  Does Financial Structure Matter for the Information Content of Financial Indicators?

Dolar, Veronika

— see Moran, Kevin, joint author

Dolar, Veronika and Césaire Meh

2002-24  Financial Structure and Economic Growth: A Non-Technical Survey

D'Souza, Chris

2002-34  How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?

2002-16  A Market Microstructure Analysis of Foreign Exchange Intervention in Canada

D'Souza, Chris and Alexandra Lai

2002-5  The Effects of Bank Consolidation on Risk Capital Allocation and Market Liquidity

D'Souza, Chris and Charles Gaa

2004-16  The Effects of Economic News on Bond Market Liquidity

D'Souza, Chris, Charles Gaa, and Jing Yang

2003-28  An Empirical Analysis of Liquidity and Order Flow in the Brokered Interdealer Market for Government of Canada Bonds

Dufour, Jean-Marie and David Tessier

2006-39 Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices

Dufour, Jean-Marie, Lynda Khalaf, and Maral Kichian

2005-27 Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis

Dupasquier, C., A. Guay and P. St-Amant

97-5 A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap

Dupasquier, C. and N. Ricketts

98-14 Non-Linearities in the Output-Inflation Relationship: Some Empirical Results for Canada

Dupuis, David

2003-31 The New Keynesian Hybrid Phillips Curve: An Assessment of Competing Specifications for the United States

— see Demers, Frédérick, joint author

Dupuis, David and David Tessier

2003-20 The U.S. Stock Market and Fundamentals: A Historical Decomposition

2000-22 Une analyse empirique du lien entre la productivité et le taux de change réel Canada-É-U

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