1.
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Cette étude présente un modèle simple de prévision du taux de change réel effectif américain. Parmi un grand nombre de modèles à correction d'erreurs, nous avons choisi c[...]
2003 | Texte | Document de travail du personnel - Staff Working Paper |
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2.
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The authors analyze exchange rate pass-through in an estimated structural model of a small open economy that incorporates three types of nominal rigidity (wages and the p[...]
2003 | Text | Staff Working Paper - Document de travail du personnel |
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3.
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This paper assesses analytically the ability of dynamic general-equilibrium sticky-price models to generate persistent real exchange rate fluctuations. It develops a trac[...]
2003 | Text | Staff Working Paper - Document de travail du personnel |
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4.
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The authors assess the stabilization properties of simple monetary policy rules within the context of a small open-economy model constructed around the limited-participat[...]
2003 | Text | Staff Working Paper - Document de travail du personnel |
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5.
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This paper develops and estimates a dynamic general-equilibrium sticky-price model that accounts for real exchange rate persistence. The key feature of the model is the d[...]
2002 | Text | Staff Working Paper - Document de travail du personnel |
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6.
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In this paper, we study the impact of supply shocks on the Canadian real exchange rate. We specify a structural vector-error-correction model that links the real exchange[...]
2002 | Text | Staff Working Paper - Document de travail du personnel |
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7.
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This paper examines the daily hedging and risk-management practices of financial intermediaries in the Canadian foreign exchange (FX) market. Results reported in this pap[...]
2002 | Text | Staff Working Paper - Document de travail du personnel |
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8.
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Traditional models of exchange rate regimes ignore the destabilizing effects of sharp and unanticipated exchange rate movements. Recent research, however, has shown that [...]
2002 | Text | Staff Working Paper - Document de travail du personnel |
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9.
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This paper clarifies the role and the impact of foreign exchange dealers in the relationship between foreign exchange intervention and nominal exchange rates using a uniq[...]
2002 | Text | Staff Working Paper - Document de travail du personnel |
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10.
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Previous studies on whether the nature of the exchange rate regime influences a country's medium-term growth performance have been based on a tripartite classification sc[...]
2002 | Text | Staff Working Paper - Document de travail du personnel |
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