Staff working papers provide a forum for staff to publish work-in-progress research intended for journal publication.
1323
result(s)
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
Inflation and Relative Price Dispersion in Canada: An Empirical Assessment
Staff Working Paper 2005-28
André Binette,
Sylvain Martel
The authors investigate empirically the relationship between different aspects of inflation and relative price dispersion in Canada using a Markov regime-switching Phillips curve.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Inflation and prices
JEL Code(s):
C,
C3,
C32,
E,
E3,
E31
Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis
Staff Working Paper 2005-27
Jean-Marie Dufour,
Lynda Khalaf,
Maral Kichian
The authors use identification-robust methods to assess the empirical adequacy of a New Keynesian Phillips curve (NKPC) equation.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Econometric and statistical methods,
Inflation and prices
JEL Code(s):
C,
C1,
C13,
C5,
C52,
E,
E3,
E31
Uninsured Idiosyncratic Production Risk with Borrowing Constraints
Staff Working Paper 2005-26
Francisco Covas
The author analyzes a general-equilibrium model of a heterogeneous agents economy in which the agents are subject to borrowing constraints and uninsurable idiosyncratic production risk.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Economic models,
Financial institutions,
Financial markets
JEL Code(s):
E,
E2,
E22,
G,
G1,
G11,
M,
M1,
M13
The Impact of Unanticipated Defaults in Canada's Large Value Transfer System
Staff Working Paper 2005-25
Darcey McVanel
Canada's Large Value Transfer System (LVTS) is designed to meet international risk-proofing standards at a minimum cost to participants in terms of collateral requirements.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Financial institutions,
Payment clearing and settlement systems
JEL Code(s):
E,
E4,
E44,
E47,
G,
G2,
G21
A Search Model of Venture Capital, Entrepreneurship, and Unemployment
Staff Working Paper 2005-24
Robin Boadway,
Oana Secrieru,
Marianne Vigneault
The authors develop a search model of venture capital in which the number of successful matches of entrepreneurs and venture capitalists (VCs) at any moment in time is a function of the number of entrepreneurs searching for funds, the number of VCs searching for entrepreneurs, and the number of vacancies posted by each VC.
Content Type(s):
Staff research,
Staff working papers
Topic(s):
Financial markets,
Fiscal policy,
Labour markets
JEL Code(s):
D,
D8,
D82,
G,
G1,
G18,
G2,
G24,
H,
H2,
H21,
J,
J6,
J64