| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Accounting for Forward Rates in Markets for Foreign Currency |
0 |
0 |
0 |
3 |
10 |
31 |
143 |
1,268 |
| Accounting for Forward Rates in Markets for Foreign Currency |
0 |
0 |
0 |
2 |
2 |
10 |
35 |
385 |
| An Application of the Box-Cox Transformation to Money Demand in Canada |
0 |
0 |
0 |
1 |
2 |
8 |
66 |
187 |
| Calibration as Estimation |
0 |
0 |
0 |
0 |
13 |
26 |
59 |
239 |
| Calibration as Testing, Type I Error in the Equity Premium Puzzle |
0 |
0 |
0 |
0 |
4 |
8 |
24 |
75 |
| Calibration in Macroeconomics |
0 |
0 |
0 |
0 |
23 |
72 |
193 |
640 |
| Common and Country-Specific Fluctuations in Productivity, Investment, and the Current Account |
0 |
0 |
0 |
0 |
4 |
8 |
32 |
627 |
| Conflicts Among Tests for Cointegration |
0 |
0 |
0 |
0 |
2 |
5 |
24 |
247 |
| Efficiency of the Forward Foreign Exchange Market: A Stability Analysis Using Canadian/U.S. Weekly and Monthly Data |
0 |
0 |
0 |
0 |
1 |
5 |
34 |
119 |
| Empirical Likelihood Block Bootstrapping |
1 |
2 |
16 |
44 |
4 |
9 |
54 |
77 |
| Empirical Likelihood Block Bootstrapping |
3 |
8 |
31 |
72 |
9 |
20 |
101 |
204 |
| Endogenous Work Hours and Practice Patterns of Canadian Physicians |
0 |
2 |
16 |
76 |
6 |
16 |
73 |
677 |
| Exogeneity and Money Demand in a Small Open Economy: The Canadian Case |
0 |
0 |
0 |
0 |
1 |
5 |
17 |
51 |
| Measuring Business Cycles with Business-Cycle Models |
0 |
0 |
0 |
0 |
12 |
26 |
109 |
247 |
| Measuring World Business Cycles |
0 |
0 |
0 |
0 |
2 |
9 |
35 |
153 |
| Needs-Based Health Care Funding: Implications for Resource Distribution in Ontario |
2 |
2 |
7 |
242 |
11 |
31 |
110 |
1,267 |
| Needs-Based Health Care Funding: Implications for Resource Distribution in Ontario |
0 |
0 |
0 |
0 |
2 |
3 |
38 |
647 |
| Realistic Cross-Country Consumption Correlation in a Two-Country, Equilibrium, Business Cycle Model |
0 |
0 |
0 |
1 |
4 |
13 |
72 |
371 |
| Residual-Based Tests for Cointegration in Models with Regime Shifts |
0 |
0 |
0 |
4 |
10 |
25 |
104 |
732 |
| Residual-Based Tests for Cointegration in Models with Regime Shifts |
0 |
0 |
0 |
1 |
15 |
76 |
334 |
1,200 |
| Risk Premiums in Asset Prices and Returns |
0 |
0 |
0 |
0 |
0 |
4 |
13 |
44 |
| Risk Premiums in the Term Structure: Evidence from Artificial Economies |
0 |
0 |
0 |
1 |
2 |
3 |
29 |
109 |
| Sources of Variation in International Real Interest Rates |
0 |
0 |
0 |
0 |
1 |
8 |
46 |
313 |
| Standardized Mortality Ratios in Capitation Funding Models: Empirical Issues from Canadian Data |
0 |
0 |
0 |
1 |
4 |
6 |
31 |
101 |
| Testing for Cointegration in Linear Quadratic Models |
0 |
0 |
0 |
1 |
9 |
16 |
59 |
273 |
| Testing for Structural Breaks in Cointegrated Relationaships |
0 |
0 |
0 |
0 |
0 |
6 |
27 |
264 |
| Testing for Structural Breaks in Cointegrated Relationship |
0 |
0 |
0 |
3 |
3 |
12 |
102 |
646 |
| The Term Structure of Interest Rates: Departures from Time Separable Expected Utility |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
204 |
| The Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Cross Country Specification Analysis |
0 |
0 |
0 |
1 |
2 |
3 |
14 |
58 |
| Theoretical Relations Between Risk Premiums and Conditional Variances |
0 |
0 |
0 |
0 |
2 |
9 |
58 |
270 |
| Two Papers on Linear Models |
0 |
0 |
0 |
0 |
4 |
8 |
16 |
44 |
| Total Working Papers |
6 |
14 |
70 |
453 |
164 |
482 |
2,064 |
11,739 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Lagrange Multiplier Test of the Restrictions for a Simple Rational Expectations Model |
1 |
1 |
4 |
6 |
2 |
3 |
17 |
163 |
| A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
86 |
| Accounting for Forward Rates in Markets for Foreign Currency |
3 |
11 |
41 |
127 |
8 |
24 |
144 |
427 |
| An Econometric Model of Canadian Monetary Policy over the 1970s |
1 |
1 |
3 |
13 |
1 |
1 |
10 |
55 |
| An invariance property of generalized classical linear estimators |
0 |
0 |
7 |
13 |
3 |
4 |
51 |
75 |
| Business Cycle Theory and Econometrics |
0 |
0 |
2 |
29 |
0 |
1 |
7 |
112 |
| Calibration as Testing: Inference in Simulated Macroeconomic Models |
0 |
0 |
0 |
0 |
5 |
8 |
55 |
348 |
| Calibration as estimation |
9 |
17 |
42 |
99 |
23 |
48 |
109 |
220 |
| Common and country-specific fluctuations in productivity, investment, and the current account |
1 |
3 |
17 |
66 |
1 |
4 |
23 |
131 |
| Endogenous Work Hours and Practice Patterns of Canadian Physicians |
0 |
0 |
0 |
0 |
1 |
7 |
32 |
1,225 |
| Formulating Wald Tests of Nonlinear Restrictions |
1 |
1 |
16 |
129 |
1 |
3 |
43 |
431 |
| Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis |
0 |
0 |
1 |
11 |
0 |
0 |
3 |
96 |
| Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence |
0 |
1 |
9 |
39 |
0 |
1 |
20 |
116 |
| Interpreting Value at Risk (VaR) forecasts |
3 |
8 |
30 |
55 |
11 |
18 |
61 |
112 |
| Measuring World Business Cycles |
0 |
0 |
0 |
1 |
2 |
8 |
31 |
409 |
| Measuring business cycles with business-cycle models |
1 |
4 |
16 |
44 |
1 |
6 |
26 |
114 |
| Mixed signals among tests for cointegration |
0 |
0 |
3 |
76 |
3 |
7 |
27 |
309 |
| Needs-based health care funding: implications for resource distribution in Ontario |
1 |
1 |
8 |
82 |
3 |
4 |
23 |
532 |
| Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model |
1 |
3 |
28 |
82 |
2 |
8 |
46 |
175 |
| Residual-based tests for cointegration in models with regime shifts |
11 |
51 |
179 |
599 |
21 |
72 |
238 |
921 |
| Risk premiums in asset prices and returns |
0 |
0 |
1 |
5 |
0 |
3 |
13 |
27 |
| Risk premiums in the term structure: Evidence from artificial economies |
5 |
9 |
45 |
135 |
6 |
13 |
77 |
286 |
| Sampling variability in Hansen-Jagannathan bounds |
0 |
0 |
1 |
21 |
0 |
0 |
6 |
77 |
| Simultaneity and the Demand for Money in Canada: Comments and Extensions |
1 |
2 |
3 |
3 |
1 |
2 |
7 |
57 |
| Standardized Mortality Ratios and Canadian Health-Care Funding |
3 |
3 |
6 |
40 |
5 |
6 |
38 |
274 |
| Testing Interest Rate Parity and Rational Expectations for Canada and the United States |
1 |
3 |
15 |
27 |
3 |
9 |
67 |
495 |
| Testing Long-Run Properties of Stationary Time Series |
0 |
0 |
0 |
0 |
1 |
1 |
37 |
232 |
| Testing Non-Nested Specifications of Money Demand for Canada |
1 |
2 |
2 |
2 |
1 |
3 |
6 |
43 |
| Testing for Cointegration in Linear Quadratic Models |
0 |
0 |
0 |
0 |
2 |
8 |
24 |
288 |
| Testing for Forecast Consensus |
0 |
0 |
0 |
0 |
2 |
3 |
22 |
256 |
| Testing for structural breaks in cointegrated relationships |
1 |
10 |
57 |
210 |
1 |
18 |
113 |
462 |
| Testing the independence of forecast errors in the forward foreign exchange market using Markov chains: A cross-country comparison |
1 |
1 |
5 |
12 |
1 |
1 |
10 |
33 |
| Testing the unbiasedness hypothesis in the forward foreign exchange market: A specification analysis |
1 |
1 |
18 |
35 |
1 |
3 |
29 |
63 |
| Tests for Cointegration in Models with Regime and Trend Shifts |
0 |
0 |
0 |
8 |
5 |
15 |
116 |
605 |
| The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility |
1 |
3 |
3 |
3 |
1 |
4 |
8 |
120 |
| The effect of sampling error on the time series behavior of consumption data |
0 |
1 |
1 |
13 |
0 |
2 |
6 |
68 |
| The evolution of consensus in macroeconomic forecasting |
1 |
1 |
5 |
15 |
2 |
2 |
16 |
77 |
| The unbiasedness hypothesis in the forward foreign exchange market: A specification analysis with application to France, Italy, Japan, the United Kingdom and West Germany |
0 |
0 |
1 |
9 |
0 |
0 |
3 |
25 |
| Theoretical Relations between Risk Premiums and Conditional Variances |
0 |
0 |
0 |
0 |
5 |
10 |
51 |
253 |
| Wald tests of common factor restrictions |
1 |
6 |
14 |
53 |
3 |
9 |
47 |
148 |
| Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada |
0 |
0 |
0 |
3 |
0 |
2 |
13 |
240 |
| Total Journal Articles |
50 |
144 |
583 |
2,065 |
128 |
342 |
1,684 |
10,186 |
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