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9294 Results

Comparing Alternative Output-Gap Estimators: A Monte Carlo Approach

Staff Working Paper 2003-8 Andrew Rennison
The author evaluates the ability of a variety of output-gap estimators to accurately measure the output gap in a model economy. A small estimated model of the Canadian economy is used to generate artificial data.

Testing the Stability of the Canadian Phillips Curve Using Exact Methods

Staff Working Paper 2003-7 Lynda Khalaf, Maral Kichian
Postulating two different specifications for the Canadian Phillips curve (a purely backwardlooking model, and a partly backward-, partly forward-looking model), the authors test for structural breaks in the parameters of the equation. In each case, they account for the possibilities that: (i) breaks can be discrete, or continuous, and (ii) available data samples may be too small to justify using asymptotically valid structural-change tests.
Content Type(s): Staff research, Staff working papers Topic(s): Econometric and statistical methods JEL Code(s): C, C1, C15, C5, C52, E, E3, E31, E37

Valuation of Canadian- vs. U.S.-Listed Equity: Is There a Discount?

Staff Working Paper 2003-6 Michael R. King, Dan Segal
The authors examine how the valuation multiples assigned to the equity of Canadian-listed firms compare with the equity of comparable firms listed in the United States. They find that Canadian-listed firms trade at a discount to U.S.-listed firms across a range of valuation measures.
Content Type(s): Staff research, Staff working papers Topic(s): Financial markets JEL Code(s): G, G1, G12, G15
February 18, 2003

Government of Canada Debt Programs - Follow up to Change in Debt Structure Announced in 2003 Budget

As announced in the 2003 Budget, the Government will gradually reduce the fixed-rate portion of the debt from two-thirds to 60 per cent. The reduction will begin in the upcoming fiscal year and will be implemented in an orderly and transparent manner over the next five years to maintain a well-functioning Government of Canada securities market.
Content Type(s): Press, Market notices

Shift Contagion in Asset Markets

Staff Working Paper 2003-5 Toni Gravelle, Maral Kichian, James Morley
The authors develop a new methodology to investigate how crises cause the relationship between financial variables to change. Two possible sources of increased co-movement between markets during high-variance episodes are considered: larger common shocks operating through standard market linkages, and a structural change in the propagation of shocks between markets, called "shift contagion."

Are Distorted Beliefs Too Good to be True?

Staff Working Paper 2003-4 Miroslav Misina
In a recent attempt to account for the equity-premium puzzle within a representative-agent model, Cecchetti, Lam, and Mark (2000) relax the assumption of rational expectations and in its place use the assumption of distorted beliefs. The author shows that the explanatory power of the distorted beliefs model is due to an inconsistency in the model and that an attempt to remove this inconsistency removes the model's explanatory power.
Content Type(s): Staff research, Staff working papers Topic(s): Economic models, Financial markets JEL Code(s): D, D8, D84, G, G1, G12
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