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Publications and Research

Topic Index

Monetary and financial indicators



Summer 2005
Changes in the Indicator Properties of Narrow Monetary Aggregates
Tracy Chan, Ramdane Djoudad, and Jackson Loi
Bank of Canada Review article

Autumn 2004
Asset Prices and Monetary Policy: A Canadian Perspective on the Issues
Jack Selody and Carolyn Wilkins
Bank of Canada Review article

2004
Financial Conditions Indexes for Canada
Céline Gauthier, Christopher Graham, and Ying Liu
Working Paper 2004-22

2003
Dynamic Factor Analysis for Measuring Money
Paul D. Gilbert and Lise Pichette
Working Paper 2003-21

2002
How to Improve Inflation Targeting at the Bank of Canada
Nicholas Rowe
Working Paper 2002-23

Summer 2002
Information and Analysis for Monetary Policy: Coming to a Decision
Tiff Macklem
Bank of Canada Review article

2002
Corporate Bond Spreads and the Business Cycle
Zhiwei Zhang
Working Paper 2002-15

1999
Measuring Transactions Money in a World of Financial Innovation (PDF)
Jean-Pierre Aubry and Loretta Nott
Conference proceedings

1999
Broad Money: A Guide for Monetary Policy (PDF)
Kim McPhail
Conference proceedings

1999
The M1 Vector-Error-Correction Model: Some Extensions and Applications (PDF)
Charleen Adam and Scott Hendry
Conference proceedings

1999
Swiss Monetary Policy under a Flexible Exchange Rate Regime: Monetary Targets in Practice (PDF)
Michel Peytrignet
Conference proceedings

1999
Measuring the Stance of Monetary Policy (PDF)
Ben S. C. Fung and Mingwei Yuan
Conference proceedings

1999
Forecasting GDP Growth Using Artificial Neural Networks
G. Tkacz and S. Hu
Working paper 99-3

1998
Asset Pricing in Consumption Models: A Survey of the Literature (PDF)
Benoît Carmichael
Conference proceedings

1998
Extraction of Expected Inflation from Canadian Forward Rates (PDF)
Joseph Atta-Mensah and Mingwei Yuan
Conference proceedings

1998
Yield and Inflation Differentials between Canada and the United States (PDF)
Ben Fung and Eli Remolona
Conference proceedings

1998
Central Bank Policy, Inflation, and Stock Prices (PDF)
Ronald Giammarino
Conference proceedings

1998
Towards a New Measure of Interest Rate Expectations in Canada: Estimating a Time Varying Term Premium (PDF)
Toni Gravelle, Philippe Muller, and David Stréliski
Conference proceedings

1998
The Information Content of Canadian Dollar Futures Options (PDF)
Alexander Levin, Des Mc Manus, and David Watt
Conference proceedings

1998
Confidence Intervals and Constant-Maturity Series for Probability Measures Extracted from Options Prices (PDF)
William Melick and Charles Thomas
Conference proceedings

1998
Pitfalls and Opportunities for the Conduct of Monetary Policy in a World of High-Frequency Data (PDF)
Pierre Siklos
Conference proceedings

1997
The Structure of Interest Rates in Canada: Information Content about Medium-Term Inflation
J. Day and R. Lange
Working paper 97-10

1996
Interpreting Money-Supply and Interest-Rate Shocks as Monetary-Policy Shocks
M. Kasumovich
Working Paper 96-8

1996
Overnight Rate Innovations as a Measure of Monetary Policy Shocks in Vector Autoregressions J. Armour, W. Engert and B. S. C. Fung
Working Paper 96-4

1995
The Empirical Performance of Alternative Monetary and Liquidity Aggregates
J. Atta-Mensah
Working Paper 95-12

Winter 1994-95
The term structure of interest rates as a leading indicator of economic activity: A technical note
K. Clinton
Bank of Canada Review article

1994
The Term Structure and Real Activity in Canada
B. Cozier and G. Tkacz
Working Paper 94-3

1990
A BVAR Model for Forecasting and Analysis of Canadian Monetary Policy
Daniel Racette and Jacques Raynauld
Print copy available
conference proceedings

1990
A Reconciliation of the Dynamics of Money-Demand and Indicator Models
Allan Crawford
Print copy available
conference proceedings

1990
Synthesis of Money-Demand and Indicator Models
Allan W. Gregory, Gregor W. Smith and Tony Wirjanto
Print copy available
conference proceedings


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Publications Distribution
Bank of Canada, Ottawa, Ontario, K1A 0G9
Tel: 613 782-8248
Fax: 613 782-8874
Email publications@bankofcanada.ca



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