Publications et recherches

Par année

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.

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2008-49
Financial Intermediation, Liquidity and Inflation
Jonathan Chiu et Cesaire Meh

2008-48
Futures Markets, Oil Prices and the Intertemporal Approach to the Current Account
Elif C. Arbatli

2008-47
How Important Is Liquidity Risk for Sovereign Bond Risk Premia? Evidence from the London Stock Exchange
Ron Alquist

2008-46
Indebtedness and the Household Financial Health: An Examination of the Canadian Debt Service Ratio Distribution
Umar Faruqui

2008-45
Firm Size and Productivity
Danny Leung, Césaire Meh et Yaz Terajima

2008-44
The Role of Foreign Exchange Dealers in Providing Overnight Liquidity
Chris D'Souza

2008-43
McCallum Rules, Exchange Rates, and the Term Structure of Interest Rates
Antonio Diez de los Rios

2008-42
Which Bank is the "Central" Bank? An Application of Markov Theory to the Canadian Large Value Transfer System
Morten Bech, James Chapman et Rod Garratt

2008-41
Are There Canada-U.S. Differences in SME Financing?
Danny Leung, Césaire Meh et Yaz Terajima

2008-40
Price Level Targeting in a Small Open Economy with Financial Frictions: Welfare Analysis
Ali Dib, Caterina Mendicino et Yahong Zhang

2008-39
Import Price Dynamics in Major Advanced Economies and Heterogeneity in Exchange Rate Pass-Through
Stephane Dees, Matthias Burgert et Nicolas Parent

2008-38
A Model of Costly Capital Reallocation and Aggregate Productivity
Shutao Cao

2008-37
Adopting Price-Level Targeting under Imperfect Credibility: An Update
Oleksiy Kryvtsov, Malik Shukayev et Alexander Ueberfeldt

2008-36
The Role of Bank Capital in the Propagation of Shocks
Césaire Meh et Kevin Moran

2008-35
Globalization and Inflation: The Role of China
Denise Côté et Carlos de Resende

2008-34
Combining Canadian Interest-Rate Forecasts
David Jamieson Bolder et Yuliya Romanyuk

2008-33
Human Capital Risk and the Firmsize Wage Premium
Danny Leung et Alexander Ueberfeldt

2008-32
Market Structure and the Diffusion of E-Commerce: Evidence from the Retail Banking Industry
Jason Allen, Robert Clark et Jean-François Houde

2008-31
Aggregate and Welfare Effects of Redistribution of Wealth Under Inflation and Price-Level Targeting
Césaire A. Meh, José-Víctor Ríos-Rull et Yaz Terajima

2008-30
Non-Linearities, Model Uncertainty, and Macro Stress Testing
Miroslav Misina et David Tessier

2008-29
Macroeconomic Determinants of the Term Structure of Corporate Spreads
Jun Yang

2008-28
The Welfare Implications of Fiscal Dominance
Carlos De Resende et Nooman Rebei

2008-27
Are Bygones not Bygones? Modeling Price Level Targeting with an Escape Clause and Lessons from the Gold Standard
Paul R. Masson et Malik Shukayev

2008-26
Price-Level versus Inflation Targeting with Financial Market Imperfections
Francisco Covas et Yahong Zhang

2008-25
Good Policies or Good Fortune: What Drives the Compression in Emerging Market Spreads?
Philipp Maier et Garima Vasishtha

2008-24
Do Central Banks Respond to Exchange Rate Movements? Some New Evidence from Structural Estimation
Wei Dong

2008-23
On the Amplification Role of Collateral Constraints
Caterina Mendicino

2008-22
Information Shocks, Jumps, and Price Discovery – Evidence from the U.S. Treasury Market
George J. Jiang, Ingrid Lo et Adrien Verdelhan

2008-21
The Cost of Equity in Canada: An International Comparison
Jonathan Witmer

2008-20
The Effect of the Sarbanes-Oxley Act on CEO Pay for Luck
Teodora Paligorova

2008-19
Inflation, Nominal Portfolios, and Wealth Redistribution in Canada
Césaire A. Meh et Yaz Terajima

2008-18
Empirical Likelihood Block Bootstrapping
Jason Allen, Allan W. Gregory et Katsumi Shimotsu

2008-17
Policy Coordination in an International Payment System
James Chapman

2008-16
On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards Risk
Fousseni Chabi-Yo, Eric Ghysels et Eric Renault

2008-15
Price Level versus Inflation Targeting under Model Uncertainty
Gino Cateau

2008-14
Driving Forces of the Canadian Economy: An Accounting Exercise
Simona E. Cociuba et Alexander Ueberfeldt

2008-13
Uncertainty, Inflation, and Welfare
Jonathan Chiu et Miguel Molico

2008-12
A Model of Tiered Settlement Networks
James Chapman, Jonathan Chiu et Miguel Molico

2008-11
An Examination of Canadian Firms Delisting from U.S. Exchanges
Jonathan Witmer

2008-10
Credit, Asset Prices, and Financial Stress in Canada
Miroslav Misina et Greg Tkacz

2008-9
A Model of Housing Boom and Bust in a Small Open Economy
Hajime Tomura

2008-8
Welfare Effects of Commodity Price and Exchange Rate Volatilities in a Multi-Sector Small Open Economy Model
Ali Dib

2008-7
Markups in Canada: Have They Changed and Why?
Danny Leung

2008-6
Inflation Targeting and Price-Level-Path Targeting in the GEM: Some Open Economy Considerations
Donald Coletti, René Lalonde et Dirk Muir

2008-5
Unsecured Debt, Consumer Bankruptcy, and Small Business
Césaire A. Meh et Yaz Terajima

2008-4
What Affects MFP in the Long-Run? Evidence from Canadian Industries
Danny Leung et Isabel Zheng

2008-3
Adopting Price-Level Targeting under Imperfect Credibility
Oleksiy Kryvtsov, Malik Shukayev et Alexander Ueberfeldt

2008-2
A Wave of Protectionism? An Analysis of Economic and Political Considerations
Philipp Maier

2008-1
Default Dependence: The Equity Default Relationship
Stuart M. Turnbull et Jun Yang