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.

2009-36
Real and Nominal Frictions within the Firm: How Lumpy Investment Matters for Price Adjustment
Michael K. Johnston

2009-35
Estimating DSGE-Model-Consistent Trends for Use in Forecasting
Jean-Philippe Cayen, Marc-André Gosselin et Sharon Kozicki

2009-34
A Consistent Test for Multivariate Conditional Distributions
Fuchun Li et Greg Tkacz

2009-33
How Changes in Oil Prices Affect the Macroeconomy
Brian DePratto, Carlos de Resende et Philipp Maier

2009-32
Optimal Monetary Policy during Endogenous Housing-Market Boom-Bust Cycles
Hajime Tomura

2009-31
Real Time Detection of Structural Breaks in GARCH Models
Zhongfang He et John M. Maheu

2009-30
Cross-border Mergers and Hollowing-out
Oana Secrieru et Marianne Vigneault

2009-29
Exchange Rate Pass-through and Monetary Policy: How Strong is the Link?
Stephen Murchison

2009-28
Bond Liquidity Premia
Jean-Sébastien Fontaine et René Garcia

2009-27
Risk Premium Shocks and the Zero Bound on Nominal Interest Rates
Robert Amano et Malik Shukayev

2009-26
Consumption, Housing Collateral, and the Canadian Business Cycle
Ian Christensen, Paul Corrigan, Caterina Mendicino et Shin-Ichi Nishiyama

2009-25
Credit Constraints and Consumer Spending
Kimberly Beaton

2009-24
Resurrecting the Role of Real Money Balance Effects
José Dorich

2009-23
Short Changed? The Market's Reaction to the Short Sale Ban of 2008
Louis Gagnon et Jonathan Witmer

2009-22
Productivity, the Terms of Trade, and the Real Exchange Rate: The Balassa-Samuelson Hypothesis Revisited
Ehsan U. Choudhri et Lawrence L. Schembri

2009-21
Structural Inflation Models with Real Wage Rigidities: The Case of Canada
Jean-Marie Dufour, Lynda Khalaf et Maral Kichian

2009-20
The Equity Premium and the Volatility Spread: The Role of Risk-Neutral Skewness
Bruno Feunou, Jean-Sébastien Fontaine et Roméo Tedongap

2009-19
Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit
Jean-Marie Dufour, Lynda Khalaf et Maral Kichian

2009-18
Simulations du ratio du service de la dette des consommateurs en utilisant des données micro
Ramdane Djoudad

2009-17
Adopting Price-Level Targeting under Imperfect Credibility in ToTEM
Gino Cateau, Oleksiy Kryvtsov, Malik Shukayev et Alexander Ueberfeldt

2009-16
Real Effects of Price Stability with Endogenous Nominal Indexation
Césaire Meh, Vincenzo Quadrini et Yaz Terajima

2009-15
Heterogeneous Beliefs and Housing-Market Boom-Bust Cycles in a Small Open Economy
Hajime Tomura

2009-14
Testing for Financial Contagion with Applications to the Canadian Banking System
Fuchun Li

2009-13
Price Movements in the Canadian Residential Mortgage Market
Jason Allen et Darcey McVanel

2009-12
Complex Ownership and Capital Structure
Teodora Paligorova et Zhaoxia Xu

2009-11
Information Flows and Aggregate Persistence
Oleksiy Kryvtsov

2009-10
Computing the Accuracy of Complex Non-Random Sampling Methods: The Case of the Bank of Canada's Business Outlook Survey
Daniel de Munnik, David Dupuis et Mark Illing

2009-9
Inventories and Real Rigidities in New Keynesian Business Cycle Models
Oleksiy Kryvtsov et Virgiliu Midrigan

2009-8
Optimal Policy under Commitment and Price Level Stationarity
Gino Cateau

2009-7
Assessing Indexation-Based Calvo Inflation Models
Jean-Marie Dufour, Lynda Khalaf et Maral Kichian

2009-6
Inventories, Markups, and Real Rigidities in Menu Cost Models
Oleksiy Kryvtsov et Virgiliu Midrigan

2009-5
Comparison of Auction Formats in Canadian Government Auctions
Olivier Armantier et Nourredine Lafhel

2009-4
What Accounts for the U.S.-Canada Education-Premium Difference?
Oleksiy Kryvtsov et Alexander Ueberfeldt

2009-3
Uninsurable Investment Risks and Capital Income Taxation
Césaire A. Meh et Yaz Terajima

2009-2
Monetary Policy Lag, Zero Lower Bound, and Inflation Targeting
Shin-Ichi Nishiyama

2009-1
The Impact of Market Timing on Canadian and U.S. Firms' Capital Structure
Zhaoxia Xu