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1901
result(s)
Restructuring in the Canadian Economy: A Survey of Firms
Staff Working Paper 2002-8
Carolyn Kwan
The regional offices of the Bank conducted a survey of 140 Canadian companies (representing all non-government sectors of the economy) to study the effects of restructuring (defined as a major change in the way firms do business).
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Labour markets,
Productivity,
Regional economic developments
JEL Code(s):
O,
O5,
O51
Contribution of ICT Use to Output and Labour-Productivity Growth in Canada
Staff Working Paper 2002-7
Hashmat Khan,
Marjorie Santos
There is ample evidence that information and communication technologies (ICT) contributed significantly to the surge in output and labour-productivity growth in the United States in the late 1990s.
Currency Fluctuations, Liability Dollarization, and the Choice of Exchange Rate Regimes in Emerging Markets
Staff Working Paper 2002-6
Patrick Osakwe
Traditional models of exchange rate regimes ignore the destabilizing effects of sharp and unanticipated exchange rate movements.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Exchange rate regimes
JEL Code(s):
E,
E5,
E52,
F,
F3,
F31,
F4,
F41
The Effects of Bank Consolidation on Risk Capital Allocation and Market Liquidity
Staff Working Paper 2002-5
Chris D'Souza,
Alexandra Lai
This paper investigates the effects of financial market consolidation on risk capital allocation in a financial institution and the implications for market liquidity in dealership markets. We show that an increase in financial market consolidation can have ambiguous effects on liquidity in foreign exchange and government securities markets.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Financial institutions,
Financial markets
JEL Code(s):
G,
G2,
G28,
G3,
G31,
G34
Does Micro Evidence Support the Wage Phillips Curve in Canada?
Staff Working Paper 2002-4
Jean Farès
The existing macroeconometric evidence lends support to the wage Phillips curve by showing a negative relation between the rate of change in wages and the unemployment rate, conditional on lagged price inflation. Most theoretical models of wage setting, however, generate a "wage curve," described by a negative relation between the level of the real wage and unemployment.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Inflation and prices
JEL Code(s):
J,
J3,
J31
An Introduction to Wavelets for Economists
Staff Working Paper 2002-3
Christoph Schleicher
Wavelets are mathematical expansions that transform data from the time domain into different layers of frequency levels. Compared to standard Fourier analysis, they have the advantage of being localized both in time and in the frequency domain, and enable the researcher to observe and analyze data at different scales.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Econometric and statistical methods
JEL Code(s):
C,
C1
Asset Allocation Using Extreme Value Theory
Staff Working Paper 2002-2
Younes Bensalah
This paper examines asset allocation strategies in an extreme value at risk (VaR) framework in which the risk measure is the p-quantile from the extreme value distribution. The main focus is on the allocation problem faced by an extremely risk-averse institution, such as a central bank.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Financial markets
JEL Code(s):
C,
C0,
C4,
C5,
G,
G1
Taylor Rules in the Quarterly Projection Model
Staff Working Paper 2002-1
Ben Fung,
Dinah Maclean,
Jamie Armour
In recent years, there has been a lot of interest in Taylor-type rules. Evidence in the literature suggests that Taylor-type rules are optimal in a number of models and are fairly robust across different models.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Economic models,
Monetary policy and uncertainty,
Monetary policy framework
JEL Code(s):
E,
E5,
E52
The Monetary Transmission Mechanism at the Sectoral Level
Staff Working Paper 2001-27
Jean Farès,
Gabriel Srour
This paper relies on simple vector autoregressions to investigate the monetary transmission mechanism in broad sectors of the Canadian economy. Two types of disaggregation are considered: one at the level of final expenditures, and one at the level of production.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Monetary policy transmission
JEL Code(s):
E,
E5,
E52