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1.
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The authors compare the efficiency of Canada's largest banks with U.S. commercial banks over the past 20 years. Efficiency is measured in three ways. First, the authors s[...]
2006 | Text | Staff Working Paper - Document de travail du personnel |
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2.
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In this report, the authors examine and compare twelve private and public sector models of the Canadian economy with respect to their paradigm, structure, and dynamic pro[...]
2003 | Text | Technical Report - Rapport technique |
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3.
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The authors measure the economies of scale of Canada's six largest banks and their costefficiency over time. Using a unique panel data set from 1983 to 2003, they estimat[...]
2005 | Text | Staff Working Paper - Document de travail du personnel |
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4.
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The authors construct three financial conditions indexes (FCIs) for Canada based on three approaches: an IS-curve-based model, generalized impulse-response functions, and[...]
2004 | Text | Staff Working Paper - Document de travail du personnel |
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5.
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The authors develop an index of financial stress for the Canadian financial system. Stress is defined as the force exerted on economic agents by uncertainty and changing [...]
2003 | Text | Staff Working Paper - Document de travail du personnel |
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6.
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The authors apply the asset-valuation model developed by Rabinovitch (1989) to six publicly traded Canadian banks over the period 1982–2002. The model is an extension of [...]
2004 | Text | Staff Working Paper - Document de travail du personnel |
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7.
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This paper uses a smooth transition error-correction model (STECM) to model the one-year and five-year mortgage rate changes. The model allows for a non-linear adjustment[...]
2001 | Text | Staff Working Paper - Document de travail du personnel |
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8.
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The authors examine the degree of contestability in the Canadian banking system using the H-statistic proposed by Panzar and Rosse (1987) and modified by Bikker, Spierdij[...]
2007 | Text | Staff Discussion Paper - Document d’analyse du personnel |
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9.
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In this report, we evaluate several simple monetary policy rules in twelve private and public sector models of the Canadian economy. Our results indicate that none of the[...]
2002 | Text | Technical Report - Rapport technique |
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