Staff working papers - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feedsen2024-03-28T13:14:18+00:00Alternative Public Spending Rules and Output Volatility
https://www.bankofcanada.ca/2002/11/working-paper-2002-37/
One of the central lessons learned from the Great Depression was that adjusting government spending each year to balance the budget increases the volatility of output.2002-11-01T15:43:06+00:00enAlternative Public Spending Rules and Output Volatility2002-11-01Economic modelsFiscal policyMonetary policy transmissionWorking Paper 2002-37 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-37.pdfAlternative Public Spending Rules and Output VolatilityJean-Paul LamWilliam ScarthNovember 2002EE5E52E58E6E62An Eclectic Approach to Estimating U.S. Potential GDP
https://www.bankofcanada.ca/2002/11/working-paper-2002-36/
The authors describe the principal results obtained from a new method applied to the estimation of potential U.S. GDP.2002-11-01T14:57:12+00:00enAn Eclectic Approach to Estimating U.S. Potential GDP2002-11-01Business fluctuations and cyclesEconometric and statistical methodsPotential outputWorking Paper 2002-36 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-36-e.pdfAn Eclectic Approach to Estimating U.S. Potential GDPMarc-André GosselinRené LalondeNovember 2002CC3C32EE2E23E3E32The Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area
https://www.bankofcanada.ca/2002/11/working-paper-2002-35/
This paper reviews both the theoretical and empirical literature on the impact of common currencies on financial markets and evaluates the first three years of experience with Economic and Monetary Union (EMU).2002-11-01T14:44:46+00:00enThe Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro Area2002-11-01Exchange rate regimesFinancial marketsWorking Paper 2002-35 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-35.pdfThe Impact of Common Currencies on Financial Markets: A Literature Review and Evidence from the Euro AreaLiliane KarlingerNovember 2002EE4E44FF2F21F3F36GG1G15How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?
https://www.bankofcanada.ca/2002/11/working-paper-2002-34/
This paper examines the daily hedging and risk-management practices of financial intermediaries in the Canadian foreign exchange (FX) market.2002-11-01T14:34:09+00:00enHow Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?2002-11-01Financial institutionsFinancial marketsMarket structure and pricingWorking Paper 2002-34 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-34.pdfHow Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?Chris D'SouzaNovember 2002FF3F31GG1G14G2G21Alternative Trading Systems: Does One Shoe Fit All?
https://www.bankofcanada.ca/2002/11/working-paper-2002-33/
This paper examines the factors that lead liquidity-motivated investors to choose the type of market structure they prefer.2002-11-01T13:55:35+00:00enAlternative Trading Systems: Does One Shoe Fit All?2002-11-01Financial marketsWorking Paper 2002-33 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-33.pdfAlternative Trading Systems: Does One Shoe Fit All?Nicolas AudetToni GravelleJing YangNovember 2002GG1G10G14G18Labour Markets, Liquidity, and Monetary Policy Regimes
https://www.bankofcanada.ca/2002/11/working-paper-2002-32/
We develop an equilibrium model of the monetary policy transmission mechanism that highlights information frictions in the market for money and search frictions in the market for labour.2002-11-01T13:50:16+00:00enLabour Markets, Liquidity, and Monetary Policy Regimes2002-11-01Monetary policy and uncertaintyMonetary policy transmissionWorking Paper 2002-32 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-32.pdfLabour Markets, Liquidity, and Monetary Policy RegimesDavid AndolfattoScott HendryKevin MoranNovember 2002EE4E5Supply Shocks and Real Exchange Rate Dynamics: Canadian Evidence
https://www.bankofcanada.ca/2002/11/working-paper-2002-31/
In this paper, we study the impact of supply shocks on the Canadian real exchange rate. We specify a structural vector-error-correction model that links the real exchange rate to different fundamentals.2002-11-01T12:45:07+00:00enSupply Shocks and Real Exchange Rate Dynamics: Canadian Evidence2002-11-01Exchange ratesWorking Paper 2002-31 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp02-31.pdfSupply Shocks and Real Exchange Rate Dynamics: Canadian EvidenceCéline GauthierDavid TessierNovember 2002CC3C32FF3F31