Gabriel Bruneau is a Senior Economist in the Financial Markets Department at the Bank of Canada. He is a macroeconomist and an applied econometrician whose primary research interests center on the monetary economics, housing market and macroprudential policies, and the development of nonlinear estimation methods in econometrics. He received his Ph.D. in economics from the University of Montreal.
Staff Working Papers
We perform an analysis to determine how well the introduction of a countercyclical loanto- value (LTV) ratio can reduce household indebtedness and housing price fluctuations compared with a monetary policy rule augmented with house price inflation.
We estimate the link between exchange rate fluctuations and the labour input of Canadian manufacturing industries. The analysis is based on a dynamic model of labour demand, and the econometric strategy employs a panel two-step approach for cointegrating regressions.