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Publications and Research

Topic Index

Monetary policy and uncertainty



2006
Guarding Against Large Policy Errors under Model Uncertainty
Gino Cateau
Working Paper 2006-13

2006
Are Currency Crises Low-State Equilibria? An Empirical, Three-Interest-Rate Model
Christopher M. Cornell and Raphael H. Solomon
Working Paper 2006-5

Summer 2005
Estimating the Impact of Monetary Policy Surprises on Fixed-Income Markets
Jason Andreou
Bank of Canada Review article

2005
Monetary Policy under Model and Data-Parameter Uncertainty
Gino Cateau
Working Paper 2005-6

2003
Optimal Policy with Low-Probability Extreme Events
Lars E.O. Svensson
A Festschrift in Honour of Charles Freedman

2003
Central Bank Talk: Does It Matter and Why?
Donald L. Kohn and Brian P. Sack
A Festschrift in Honour of Charles Freedman

Autumn 2003
An Evaluation of Fixed Announcement Dates
Nicolas Parent, Phoebe Munro, and Ron Parker
Bank of Canada Review article

2003
Some Notes on Monetary Policy Rules with Uncertainty
Gabriel Srour
Working Paper 2003-16

2003
A Comparison of Twelve Macroeconomic Models of the Canadian Economy
Denise Côté, John Kuszczak, Jean-Paul Lam, YingLiu, and PierreSt-Amant
Technical Report 94

Winter 2002-2003
Transparency and the Response of Interest Rates to the Publication of Macroeconomic Data
Nicolas Parent
Bank of Canada Review article

2002
The Performance and Robustness of Simple Monetary Policy Rules in Models of the Canadian Economy
Denise Côté, John Kuszczak, Jean-Paul Lam, Ying Liu, and Pierre St-Amant
Technical Report 92

2002
Labour Markets, Liquidity, and Monetary Policy Regimes
David Andolfatto, Scott Hendry, and Kevin Moran
Working Paper 2002-32

Summer 2002
Monetary Policy and Uncertainty
Paul Jenkins and David Longworth
Bank of Canada Review article

Summer 2002
The Role of Simple Rules in the Conduct of Canadian Monetary Policy
Denise Côté, Jean-Paul Lam, Ying Liu, and Pierre St-Amant
Bank of Canada Review article

2002
Taylor Rules in the Quarterly Projection Model
Jamie Armour, Ben Fung, and Dinah Maclean
Working Paper 2002-1

2000
Conference Summary: Money, Monetary Policy, and Transmission Mechanisms
Kevin Clinton and Walter Engert
Bank of Canada Review article

2000
Probing Potential Output: Monetary Policy, Credibility, and Optimal Learning under Uncertainty
J. Yetman
Working Paper 2000-10

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
Financial Intermediation, Beliefs, and the Transmission Mechanism (PDF)
Robert Amano, Scott Hendry, and Guang-Jia Zhang
Conference proceedings

1999
Credit Crunch, Bank Lending, and Monetary Policy: A Model of Financial Intermediation with Heterogeneous Projects (PDF)
Mingwei Yuan and Christian Zimmermann
Conference proceedings

1999
The Expectations Trap Hyphothesis (PDF)
Lawrence J. Christiano and Christopher Gust
Conference proceedings

1999
Inflation Targeting under Uncertainty
G. Srour
Technical Report No. 85

1999
Monetary Rules When Economic Behaviour Changes
R. Amano, D. Coletti, and T. Macklem
Working Paper 99-8

1998
Uncertainty and Multiple Paradigms of the Transmission Mechanism
Walter Engert and Jack Selody
Working Paper 98-7

1997
Constraints on the Conduct of Canadian Monetary Policy in the 1990s: Dealing with Uncertainty in Financial Markets
K. Clinton and M. Zelmer
Technical Report 80

1996
Does Inflation Uncertainty Vary with the Level of Inflation?
A. Crawford and M. Kasumovich
Working Paper 96-9

1993
Monetary Policy, Uncertainty and the Presumption of Linearity
D. Laxton, D. Rose and R. Tetlow
Technical Report 63


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