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The sovereignty option: the Quebec referendum and market views on the Canadian dollar

Leahy, Michael P.; Thomas, Charles P. - Federal Reserve Board (Board of Governors of the … - 1996

We use exchange traded options on Canadian dollar futures to estimate the market's risk-neutral distribution for the Canadian dollar in the days before and after the Quebec sovereignty referendum. We employ a relatively new technique that places little a priori structure on the estimated...

Persistent link: https://www.econbiz.de/10005498744

Relative price volatility: what role does the border play?

Engle, Charles; Rogers, John - Federal Reserve Board (Board of Governors of the … - 1998

attention to the effect of the U.S.-Canada free trade agreement on market integration. Our conclusions are unchanged: markets in … the U.S. and Canada are more segmented than can be explained by the physical distance between the two locations. Formal …

Persistent link: https://www.econbiz.de/10005372546

The international transmission of economic fluctuations: effects of U. S. business cycles on the Canadian economy

Schmitt-Grohe, Stephanie - Federal Reserve Board (Board of Governors of the … - 1995

Persistent link: https://www.econbiz.de/10005393975

Inflation targeting in the 1990s: the experiences of New Zealand, Canada, and the United Kingdom

Ammer, John; Freeman, Richard T. - Federal Reserve Board (Board of Governors of the … - 1994

We survey the recent experiences of three industrial countries -- New Zealand, Canada, and the United Kingdom -- that … tended to exceed long-term targets throughout the first several years of targeting. For New Zealand and Canada, survey data …

Persistent link: https://www.econbiz.de/10005712663

Sectoral and aggregate shocks to industrial output in Germany, Japan and Canada

Krieger, Reva - Federal Reserve Board (Board of Governors of the … - 1989

Persistent link: https://www.econbiz.de/10005721220

A century of trade elasticities for Canada, Japan, and the United States

Marquez, Jaime - Federal Reserve Board (Board of Governors of the … - 1995

any precision. This paper offers the first analysis ofthat role using data since 1890 for Canada, Japan, and the United …

Persistent link: https://www.econbiz.de/10005368475

Models of sectoral reallocation

Swanson, Eric - Federal Reserve Board (Board of Governors of the … - 1999

essentially unable to explain any effects of sectoral reallocation on aggregate productivity or related quantities (such as the … in this setting are then shown to have first-order effects on aggregate productivity and real wages, and can explain the …

Persistent link: https://www.econbiz.de/10005512990

Factor utilization and margins for adjusting output: evidence from manufacturing plants

Mattey, Joe; Strongin, Steve - Federal Reserve Board (Board of Governors of the … - 1995

Persistent link: https://www.econbiz.de/10005513045

Productivity dynamics: U.S. manufacturing plants, 1972-1986

Bartelsman, Eric J.; Dhrymes, Phoebus J. - Federal Reserve Board (Board of Governors of the … - 1994

Persistent link: https://www.econbiz.de/10005513046

Engines of growth: domestic and foreign sources of innovation

Kortum, Samuel S.; Eaton, Jonathan - Federal Reserve Board (Board of Governors of the … - 1995

Persistent link: https://www.econbiz.de/10005513087