Publications et recherches

Par année

Voir aussi : Rapports techniques

Les documents de travail sont publiés dans la langue utilisée par les auteurs; ils sont cependant précédés d'un résumé bilingue. Les documents de travail produits avant 1994 ne figurent pas sur la liste ci-dessous. Pour vous les procurer, veuillez vous adresser à la Diffusion des publications, Banque du Canada, 234, rue Wellington, Ottawa (Ontario)   K1A 0G9.

Vous pouvez aussi accéder à la liste des documents regroupés par auteur.

2006-45
The Role of Debt and Equity Finance over the Business Cycle
Francisco Covas et Wouter J. den Haan

2006-44
The Long-Term Effects of Cross-Listing, Investor Recognition, and Ownership Structure on Valuation
Michael R. King et Dan Segal

2006-43
Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets
Alexander Melnikov et Yuliya Romanyuk

2006-42
Linking Real Activity and Financial Markets: The Bonds, Equity, and Money (BEAM) Model
Céline Gauthier et Fu Chun Li

2006-41
An Optimized Monetary Policy Rule for ToTEM
Jean-Philippe Cayen, Amy Corbett et Patrick Perrier

2006-40
Education and Self-Employment: Changes in Earnings and Wealth Inequality
Yaz Terajima

2006-39
Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices
Jean-Marie Dufour et David Tessier

2006-38
Conditioning Information and Variance Bounds on Pricing Kernels with Higher-Order Moments: Theory and Evidence
Fousseni Chabi-Yo

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

2006-36
Credit in a Tiered Payments System
Alexandra Lai, Nikil Chande et Sean O'Connor

2006-35
Survey of Price-Setting Behaviour of Canadian Companies
David Amirault, Carolyn Kwan et Gordon Wilkinson

2006-34
The Macroeconomic Effects of Non-Zero Trend Inflation
Robert Amano, Steve Ambler et Nooman Rebei

2006-33
Are Canadian Banks Efficient? A Canada–U.S. Comparison
Jason Allen, Walter Engert et Ying Liu

2006-32
Governance and the IMF: Does the Fund Follow Corporate Best Practice?
Eric Santor

2006-31
Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns
Antonio Diez de los Rios et René Garcia

2006-30
Multinationals and Exchange Rate Pass-Through
Alexandra Lai et Oana Secrieru

2006-29
The Turning Black Tide: Energy Prices and the Canadian Dollar
Ramzi Issa, Robert Lafrance et John Murray

2006-28
Estimation of the Default Risk of Publicly Traded Canadian Companies
Georges Dionne, Sadok Laajimi, Sofiane Mejri et Madalina Petrescu

2006-27
Can Affine Term Structure Models Help Us Predict Exchange Rates?
Antonio Diez de los Rios

2006-26
Using Monthly Indicators to Predict Quarterly GDP
Isabel Yi Zheng et James Rossiter

2006-25
Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices
Greg Tkacz et Carolyn Wilkins

2006-24
Are Average Growth Rate and Volatility Related?
Partha Chatterjee et Malik Shukayev

2006-23
Convergence in a Stochastic Dynamic Heckscher-Ohlin Model
Partha Chatterjee et Malik Shukayev

2006-22
Launching the NEUQ: The New European Union Quarterly Model, A Small Model of the Euro Area and U.K. Economies
Anna Piretti et Charles St-Arnaud

2006-21
The International Monetary Fund's Balance-Sheet and Credit Risk
Ryan Felushko et Eric Santor

2006-20
Examining the Trade-Off between Settlement Delay and Intraday Liquidity in Canada’s LVTS: A Simulation Approach
Neville Arjani

2006-19
Institutional Quality, Trade, and the Changing Distribution of World Income
Brigitte Desroches et Michael Francis

2006-18
Working Time over the 20th Century
Alexander Ueberfeldt

2006-17
Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events
Alejandro García et Ramazan Gençay

2006-16
Benchmark Index of Risk Appetite
Miroslav Misina

2006-15
LVTS, the Overnight Market, and Monetary Policy
Nadja Kamhi

2006-14
Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion
Jean-Thomas Bernard, Lynda Khalaf, Maral Kichian et Sebastien McMahon

2006-13
Guarding Against Large Policy Errors under Model Uncertainty
Gino Cateau

2006-12
The Welfare Implications of Inflation versus Price-Level Targeting in a Two-Sector, Small Open Economy
Eva Ortega et Nooman Rebei

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

2006-10
An Evaluation of Core Inflation Measures
Jamie Armour

2006-9
Monetary Policy in an Estimated DSGE Model with a Financial Accelerator
Ian Christensen et Ali Dib

2006-8
A Structural Error-Correction Model of Best Prices and Depths in the Foreign Exchange Limit Order Market
Ingrid Lo et Stephen G. Sapp

2006-7
Ownership Concentration and Competition in Banking Markets
Alexandra Lai et Raphael Solomon

2006-6
Regime Shifts in the Indicator Properties of Narrow Money in Canada
Tracy Chan, Ramdane Djoudad et Jackson Loi

2006-5
Are Currency Crises Low-State Equilibria? An Empirical, Three-Interest-Rate Model
Christopher M. Cornell et Raphael H. Solomon

2006-4
Forecasting Canadian Time Series with the New Keynesian Model
Ali Dib, Mohamed Gammoudi et Kevin Moran

2006-3
Money and Credit Factors
Paul D. Gilbert et Erik Meijer

2006-2
Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada
Lynda Khalaf et Maral Kichian

2006-1
The Institutional and Political Determinants of Fiscal Adjustment
Robert Lavigne