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1901
result(s)
MUSE: The Bank of Canada's New Projection Model of the U.S. Economy
Technical Report No. 96
Marc-André Gosselin,
René Lalonde
The analysis and forecasting of developments in the U.S. economy have always played a critical role in the formulation of Canadian economic and financial policy. Thus, the Bank places considerable importance on generating internal forecasts of U.S. economic activity as an input to the Canadian projection.
Content Type(s):
Staff research,
Technical reports
Topic(s):
Business fluctuations and cycles,
Economic models
JEL Code(s):
C,
C5,
C53,
E,
E1,
E17,
E2,
E27,
E3,
E37,
F,
F1,
F17
The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach
Staff Working Paper 2005-36
René Garcia,
Richard Luger
The authors develop and estimate an equilibrium-based model of the Canadian term structure of interest rates.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Interest rates
JEL Code(s):
E,
E4,
E43,
E44,
E47,
E5,
E52
Testing the Parametric Specification of the Diffusion Function in a Diffusion Process
Staff Working Paper 2005-35
Fuchun Li
A new consistent test is proposed for the parametric specification of the diffusion function in a diffusion process without any restrictions on the functional form of the drift function.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Econometric and statistical methods,
Interest rates
JEL Code(s):
C,
C1,
C12,
C14
The Exchange Rate and Canadian Inflation Targeting
Staff Working Paper 2005-34
Christopher Ragan
The author provides a non-technical explanation of the role played by the exchange rate in Canada's inflation-targeting monetary policy.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Exchange rates,
Inflation targets,
Monetary policy implementation
JEL Code(s):
E,
E5,
E50,
E52,
F,
F4,
F41
Does Financial Structure Matter for the Information Content of Financial Indicators?
Staff Working Paper 2005-33
Ramdane Djoudad,
Jack Selody,
Carolyn A. Wilkins
Of particular concern to monetary policy-makers is the considerable unreliability of financial variables for predicting GDP growth and inflation.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Business fluctuations and cycles,
Credit and credit aggregates,
Inflation and prices,
Interest rates,
Monetary aggregates
JEL Code(s):
E,
E3,
E31,
E32
Degree of Internationalization and Performance: An Analysis of Canadian Banks
Staff Working Paper 2005-32
Walid Hejazi,
Eric Santor
The international business literature measures the link between the degree of internationalization (DOI) of a firm's activities and its performance.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Financial institutions
JEL Code(s):
F,
F2,
F23,
G,
G2,
G21
Forecasting Canadian GDP: Region-Specific versus Countrywide Information
Staff Working Paper 2005-31
Frédérick Demers,
David Dupuis
The authors investigate whether the aggregation of region-specific forecasts improves upon the direct forecasting of Canadian GDP growth.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Econometric and statistical methods
JEL Code(s):
C,
C3,
C32,
C5,
C53,
E,
E1,
E17
Intertemporal Substitution in Macroeconomics: Evidence from a Two-Dimensional Labour Supply Model with Money
Staff Working Paper 2005-30
Ali Dib,
Louis Phaneuf
The hypothesis of intertemporal substitution in labour supply has a history of empirical failure when confronted with aggregate time-series data.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Business fluctuations and cycles,
Econometric and statistical methods,
Labour markets
JEL Code(s):
C,
C5,
C52,
E,
E2,
E24,
E3,
E32,
J,
J2,
J22
Has Exchange Rate Pass-Through Really Declined in Canada?
Staff Working Paper 2005-29
Hafedh Bouakez,
Nooman Rebei
Several empirical studies suggest that exchange rate pass-through has declined in recent years in industrialized countries.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Business fluctuations and cycles,
Economic models,
Exchange rates,
Inflation and prices,
International topics
JEL Code(s):
F,
F3,
F4