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1.
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The authors construct a simple general equilibrium model of unemployment and calibrate it to the Canadian economy. Job creation and destruction are endogenous. In this mo[...]
1998 | Text | Staff Working Paper - Document de travail du personnel |
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2.
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In this paper, we analyze the dynamic behavior of employment and hours worked per worker in a stochastic general equilibrium model with a matching mechanism between vacan[...]
2000 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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3.
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In this paper, we analyze the dynamic behaviour of employment and hours worked per worker in a stochastic general equilibrium model with a matching mechanism between vaca[...]
1999 | Text | Staff Working Paper - Document de travail du personnel |
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4.
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Knight, Li, and Yuan (1999) have developed a non-parametric procedure for estimating diffusion functions in a general multivariate diffusion process. We apply this estima[...]
2000 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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5.
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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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6.
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Diffusion functions in term-structure models are measures of uncertainty about future price movements and are directly related to the risk associated with holding financi[...]
1999 | Text | Staff Working Paper - Document de travail du personnel |
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7.
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This article proposes a semiparametric two-factor term structure model based on a consol rate and the spread between a short rate and the consol rate. The diffusion funct[...]
2006 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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