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1.
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Building on the growing evidence on the importance of large data sets for empirical macroeconomic modeling, we use a factor-augmented VAR (FAVAR) model with more than 260[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
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2.
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We examine the safety of government bonds in the presence of Knightian uncertainty amongst financial market participants. In our model, the information insensitivity of g[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
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3.
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This paper investigates the implications of endogenous trade participation for international business cycles, trade flow dynamics and exchange rate pass-through when pric[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
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4.
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The international business cycle is very important for Latin America’s economic performance as the recent global crisis vividly illustrated. This paper investigates how c[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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5.
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Following gains during the 1990s, Canada’s global market share of goods exports has declined markedly in recent years. In this regard, the constant market share analysis [...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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6.
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This paper studies the sensitivity of Canadian producer prices to the Canada-U.S. exchange rate. Using a unique product-level price data set, we estimate and analyze the [...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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7.
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This paper builds a two-country DSGE model to study the quantitative impact of financial frictions on business cycle co-movements when investors have foreign asset exposu[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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8.
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We examine the relative ability of simple inflation targeting (IT) and price level targeting (PLT) monetary policy rules to minimize both inflation variability and busine[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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9.
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This paper examines the transmission of U.S. real and financial shocks to Canada and, in particular, the role of financial frictions in affecting the transmission of thes[...]
2010 | Text | Staff Working Paper - Document de travail du personnel |
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10.
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To better understand the dynamics of the Chinese economy and its interaction with the global economy, the authors incorporate China into an existing model for the G-3 eco[...]
2010 | Text | Staff Working Paper - Document de travail du personnel |
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