Measurement Bias in the Canadian Consumer Price Index
The consumer price index (CPI) is the most commonly used measure of inflation in Canada.
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1339
result(s)
An Empirical Analysis of Foreign Exchange Reserves in Emerging Asia
Staff Working Paper 2005-38
Marc-André Gosselin,
Nicolas Parent
Over the past few years, the ability of the United States to finance its current account deficit has been facilitated by massive purchases of U.S.
Content Type(s):
Staff research,
Staff working papers
Research Topic(s):
Econometric and statistical methods,
Financial stability,
International topics
JEL Code(s):
C,
C2,
C23,
F,
F3,
F31,
G,
G1,
G15
Quantity, Quality, and Relevance: Central Bank Research, 1990–2003
Staff Working Paper 2005-37
Pierre St-Amant,
Greg Tkacz,
Annie Guérard-Langlois,
Louis Morel
The authors document the research output of 34 central banks from 1990 to 2003, and use proxies of research inputs to measure the research productivity of central banks over this period.
Content Type(s):
Staff research,
Staff working papers
Research Topic(s):
Central bank research
JEL Code(s):
E,
E5,
E59
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
Research 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
Research 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
Research 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
Research 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
Research 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
Research 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
Research 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