Ramdane Djoudad - Latest

• Simulations du ratio du service de la dette des consommateurs en utilisant des données micro

  Staff Working Paper 2009-18 Ramdane Djoudad

  The author constructs a formal analytic framework to simulate the impact of various economic shocks on the household debt-service ratio, using data from the Canadian Financial Monitor (CFM) survey.

  Content Type(s): Staff research, Staff working papers Topic(s): Econometric and statistical methods, Financial stability JEL Code(s): C, C1, C15, C3, C31, D, D1, D14, E, E5, E51

• Regime Shifts in the Indicator Properties of Narrow Money in Canada

  Staff Working Paper 2006-6 Tracy Chan, Ramdane Djoudad, Jackson Loi

  Financial innovations and the removal of the reserve requirements in the early 1990s have made the distinction between demand and notice deposits arbitrary.

  Content Type(s): Staff research, Staff working papers Topic(s): Monetary aggregates JEL Code(s): E, E4, E40, E42, E5, E50

• 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 Topic(s): Business fluctuations and cycles, Credit and credit aggregates, Inflation and prices, Interest rates, Monetary aggregates JEL Code(s): E, E3, E31, E32

• A Small Dynamic Hybrid Model for the Euro Area

  Staff Working Paper 2003-19 Ramdane Djoudad, Céline Gauthier

  The authors estimate and solve a small structural model for the euro area over the 1983–2000 period. Given the assumption of rational expectations, the model implies a set of orthogonality conditions that provide the basis for estimating the model's parameter by generalized method of moments.

  Content Type(s): Staff research, Staff working papers Topic(s): Monetary policy transmission JEL Code(s): E, E3, E31

• Quelques résultats empiriques relatifs à l'évolution du taux de change Canada/États-Unis

  Staff Working Paper 2000-4 Ramdane Djoudad, David Tessier

  This paper explores the extent to which factors other than commodity and energy prices may have contributed to the Canadian dollar's depreciation since the early 1970s. The variables considered include among others budgetary conditions and productivity.

  Content Type(s): Staff research, Staff working papers Topic(s): Exchange rates JEL Code(s): F, F3, F31

• Canada's Exchange Rate Regime and North American Economic Integration: The Role of Risk-Sharing Mechanisms

  Staff Working Paper 1999-17 Zahir Antia, Ramdane Djoudad, Pierre St-Amant

  Our contribution in this paper is threefold. First, we survey the empirical literature on consumption smoothing mechanisms of regional economic shocks. Second, building on the work of Asdrubali et al. (1996), we present evidence on the role played by various smoothing mechanisms for specific economic shocks affecting Canadian provinces. Third, we assess whether smoothing mechanisms […]

  Content Type(s): Staff research, Staff working papers Topic(s): Exchange rate regimes, Exchange rates JEL Code(s): F, F3, F33, F36, G, G1, G15