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1.
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This paper analyzes the dynamic behaviour of a country's economy under different policy regimes, by examining the cyclical effects that occur when certain intermediate ma[...]
1983 | Text | Technical Report - Rapport technique |
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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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Canada's economic performance in the first half of the 1990s was adversely affected by high premiums in interest rates that were brought on by political and economic unce[...]
1997 | Text | Technical Report - Rapport technique |
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4.
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Suppose that the dynamics of the macroeconomy were given by (partly) random fluctuations between two equilibria: "good" and "bad." One would interpret currency crises (or[...]
2006 | Text | Staff Working Paper - Document de travail du personnel |
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5.
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The purpose of this study is to test the hypothesis that inflation uncertainty increases at higher levels of inflation. Our analysis is based on the generalized autoregre[...]
1996 | Text | Staff Working Paper - Document de travail du personnel |
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6.
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This paper examines empirically the impact of financial stress on the transmission of monetary policy shocks in Canada. The model used is a threshold vector autoregressio[...]
2010 | Text | Staff Working Paper - Document de travail du personnel |
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7.
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How can policy-makers avoid large policy errors when they are uncertain about the true model of the economy? The author discusses some recent approaches that can be used [...]
2006 | Text | Staff Working Paper - Document de travail du personnel |
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8.
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This paper studies the implications of certain kinds of uncertainty for monetary policy. It first describes the optimum policy rule in a simple model of the transmission [...]
1999 | Text | Technical Report - Rapport technique |
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9.
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We develop an equilibrium model of the monetary policy transmission mechanism that highlights information frictions in the market for money and search frictions in the ma[...]
2002 | Text | Staff Working Paper - Document de travail du personnel |
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10.
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We measure uncertainty surrounding the central bank’s future policy rates using implied volatility computed from interest rate option prices and realized volatility compu[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
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