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.

Laajimi, Sadok

— see Dionne, Georges, Sofiane, Mejri, and Madalina Petrescu, joint author

Laflèche, T.

97-9 Mesures du taux d'inflation tendanciel

Lafrance, R.

98-20 Evaluating Alternative Measures of the Real Effective Exchange Rate

Lafrance, Robert

— see Issa, Ramzi, joint author

— see Bailliu, Jeannine, joint author

Lafrance, R. and P. St-Amant

99-16 Optimal Currency Areas: A Review of the Recent Literature

Lai, Alexandra

2002-12 Modelling Financial Instability: A Survey of the Literature

— see D'Souza, Chris, joint author

Lai, Alexandra and Oana Secrieru

2006-30 Multinationals and Exchange Rate Pass-Through

Lai, Alexandra and Raphael Solomon

2006-7 Ownership Concentration and Competition in Banking Markets

Lai, Alexandra, Nikil Chande, and Sean O'Connor

2006-36 Credit in a Tiered Payments System

Laidler, D.

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

99-5 The Quantity of Money and Monetary Policy

Lalonde, R.

2000-19 Le modèle USM d'analyse et de projection de l'économie américaine

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

98-13 Le PIB potentiel des États-Unis et ses déterminants : la productivité de la main-d'oeuvre et le taux d'activité

— see Chamie, N., joint author

— see DeSerres, A., joint author

Lalonde, R., J. Page, and P. St-Amant

98-21 Une nouvelle méthode d'estimation de l'écart de production et son application aux États-Unis, au Canada et à l'Allemagne

Lalonde, René

2005-16 Endogenous Central Bank Credibility in a Small Forward-Looking Model of the U.S. Economy

— see Gosselin, Marc-André, joint author

Lalonde, René and Nicolas Parent

2006-11 The Federal Reserve's Dual Mandate: A Time-Varying Monetary Policy Priority Index for the United States

Lalonde, René and Patrick Sabourin

2003-03 Modélisation et prévision du taux de change réel effectif américain

Lalonde, René, Zhenhua Zhu, and Frédérick Demers

2003-24 Forecasting and Analyzing World Commodity Prices

Lam, Jean-Paul

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

Lam, Jean-Paul and Florian Pelgrin

2004-37 The Implications of Transmission and Information Lags for the Stabilization Bias and Optimal Delegation

Lam, Jean-Paul and Greg Tkacz

2004-9 Estimating Policy-Neutral Interest Rates for Canada Using a Dynamic Stochastic General-Equilibrium Framework

Lam, Jean-Paul and William Scarth

2002-37 Alternative Public Spending Rules and Output Volatility

Lange, R.

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

— see Day, J., joint author

Lavigne, Robert

2006-1 The Institutional and Political Determinants of Fiscal Adjustment

Lefebvre, M.

97-17 Les marchés du travail régionaux : une comparison entre le Canada et les États-Unis

94-10 Les provinces canadiennes et la convergence : une évaluation empirique

Lefebvre, M. and S. Poloz

96-12 The Commodity-Price Cycle and Regional Economic Performance in Canada

Léonard, A.

— see Fillion, J.-F., joint author

Leung, C. and G.-J. Zhang

99-2 Capital Gains and Inflation Taxes in a Life-cycle Model

Leung, Danny

2004-1 The Effect of Adjustment Costs and Organizational Change on Productivity in Canada: Evidence from Aggregate Data

— see Kamhi, Nadja, joint author

Leung, Danny and Terence Yuen

2005-14 Labour Market Adjustments to Exchange Rate Fluctuations: Evidence from Canadian Manufacturing Industries

2005-12 Do Exchange Rates Affect the Capital-Labour Ratio? Panel Evidence from Canadian Manufacturing Industries

Levac, Mylène

— see O'Reilly, joint author

Li, F.

— see Knight, J., joint author

Li, Fuchun

2005-35 Testing the Parametric Specification of the Diffusion Function in a Diffusion Process

— see Gauthier, Céline, joint author

Li, Fuchun and Greg Tkacz

2001-21 A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data

2001-12 Evaluating Linear and Non-Linear Time-Varying Forecast-Combination Methods

Li, W.

— see Yuan, M., joint author

Liu, Ying

— see Allen, Jason, joint author

2001-23 Modelling Mortgage Rate Changes with a Smooth Transition Error-Correction Model

— see Allen, Jason, joint author

— see Gauthier, Céline, joint author

— see Illing, Mark, joint author

Liu, Ying, Eli Papakirykos, and Mingwei Yuan

2004-34 Market Valuation and Risk Assessment of Canadian Banks

Lo, Ingrid

2005-45 An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate

Lo, Ingrid and Stephen G. Sapp

2006-8 A Structural Error-Correction Model of Best Prices and Depths in the Foreign Exchange Limit Order Market

2005-42 Order Submission: The Choice between Limit and Market Orders

Loi, Jackson

— see Chan, Tracy, joint author

Longworth, D. and J. Atta-Mensah

95-10 The Canadian Experience with Weighted Monetary Aggregates

Luger, Richard

2004-2 Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates

2001-2 Exact Non-Parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity

— see Kichian, Maral, joint author

— see Garcia, René, joint author

Lumpkin, Stephen

— see Gaa, Charles, joint author

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