| Working Paper |
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 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
| A Nonparametric Test for Autoregressive Conditional Heteroskedasticity (ARCH): A Markov Chain Approach |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
| Accounting for Forward Rates in Markets for Foreign Currency |
0 |
0 |
0 |
27 |
0 |
0 |
6 |
1,512 |
| Accounting for Forward Rates in Markets for Foreign Currency |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
517 |
| An Application of the Box-Cox Transformation to Money Demand in Canada |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
305 |
| Bootstrapping the Probability Distribution of Peak Electricity Demand |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
| Business Cycle Theory And Econometrics |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
118 |
| Calibration as Estimation |
0 |
0 |
1 |
12 |
0 |
2 |
8 |
46 |
| Calibration as Estimation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
561 |
| Calibration as Testing, Type I Error in the Equity Premium Puzzle |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
166 |
| Calibration in Macroeconomics |
0 |
0 |
2 |
398 |
0 |
0 |
4 |
2,049 |
| Canadian City Housing Prices and Urban Market Segmentation |
0 |
0 |
1 |
139 |
1 |
1 |
6 |
866 |
| Common And Country-specific Fluctuations In Productivity, Investment, And The Current Account |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
818 |
| Conflicts Among Tests For Cointegration |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
327 |
| Efficiency of the Forward Foreign Exchange Market: A Stability Analysis Using Canadian/U.S. Weekly and Monthly Data |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
219 |
| Empirical Likelihood Block Bootstrapping |
0 |
0 |
0 |
65 |
1 |
2 |
3 |
237 |
| Empirical Likelihood Block Bootstrapping |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
205 |
| Empirical Likelihood Block Bootstrapping |
0 |
0 |
0 |
148 |
0 |
0 |
0 |
578 |
| Endogenous Work Hours and Practice Patterns of Canadian Physicians |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
23 |
| Estimating Equations with Combined Moving Average Error Processes under Rational Expectations |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| Estimation of Reduced Forms of Rational Expectation Models and Volcker Deflation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
| Exogeneity and Money Demand in a Small Open Economy: The Canadian Case |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
108 |
| Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
73 |
| Inventories and Price Inflexibility |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
| Measuring Business Cycles With Business-cycle Models |
0 |
0 |
0 |
72 |
0 |
0 |
2 |
578 |
| Measuring World Business Cycles |
0 |
0 |
2 |
56 |
1 |
1 |
4 |
415 |
| Needs-Based Health Care Funding: Implications for Resource Distribution in Ontario |
0 |
0 |
0 |
265 |
0 |
1 |
2 |
1,554 |
| On Formulating Wald Tests of Nonlinear Restrictions |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
16 |
| Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
548 |
| Residual-Based Tests for Cointegration in Models with Regime Shifts |
0 |
0 |
0 |
4 |
1 |
2 |
3 |
1,226 |
| Residual-based Tests For Cointegration In Models With Regime Shifts |
0 |
0 |
1 |
186 |
0 |
2 |
7 |
2,406 |
| Risk Premiums in Asset Prices and Returns |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
94 |
| Risk Premiums in the Term Structure: Evidence from Artificial Economies |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
274 |
| Sources Of Variation In International Real Interest Rates |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
415 |
| Standardized Mortality Ratios In Capitation Funding Models: Emiprical Issues From Canadian Data |
0 |
0 |
0 |
7 |
0 |
2 |
2 |
233 |
| Testing For Structural Breaks |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
992 |
| Testing for Cointegration in Linear Quadratic Models |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
399 |
| The Effects of Religion and Denomination on Earnings and the Returns to Human Capital |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
11 |
| The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
269 |
| The Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Cross Country Specification Analysis |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
106 |
| Theoretical Relations Between Risk Premiums and Conditional Variances |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
404 |
| Two Papers on Linear Models |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
25 |
| Two Papers on Linear Models |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
116 |
| US Fiscal Policy Shocks: Proxy-SVAR Overidentification via GMM |
1 |
1 |
11 |
83 |
2 |
3 |
31 |
195 |
| Total Working Papers |
1 |
1 |
18 |
1,686 |
6 |
22 |
99 |
19,028 |
| 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 |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
214 |
| A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
122 |
| Accounting for Forward Rates in Markets for Foreign Currency |
0 |
0 |
1 |
251 |
0 |
0 |
3 |
846 |
| An Econometric Model of Canadian Monetary Policy over the 1970s |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
95 |
| An invariance property of generalized classical linear estimators |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
175 |
| Business Cycle Theory and Econometrics |
0 |
0 |
0 |
60 |
0 |
1 |
2 |
231 |
| Calibration as Testing: Inference in Simulated Macroeconomic Models |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
487 |
| Canadian city housing prices and urban market segmentation |
0 |
0 |
0 |
6 |
1 |
1 |
3 |
30 |
| Canadian city housing prices and urban market segmentation |
0 |
0 |
1 |
67 |
1 |
1 |
4 |
261 |
| Common and country-specific fluctuations in productivity, investment, and the current account |
0 |
0 |
0 |
176 |
0 |
0 |
0 |
439 |
| Empirical likelihood block bootstrapping |
0 |
0 |
1 |
42 |
0 |
1 |
3 |
243 |
| Endogenous Work Hours and Practice Patterns of Canadian Physicians |
0 |
0 |
0 |
12 |
0 |
1 |
1 |
1,335 |
| Estimation and Inference in ARCH Models in the Presence of Outliers |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
56 |
| Formulating Wald Tests of Nonlinear Restrictions |
0 |
0 |
0 |
190 |
0 |
0 |
1 |
598 |
| Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
140 |
| Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence |
0 |
0 |
0 |
60 |
0 |
1 |
2 |
201 |
| Interpreting Value at Risk (VaR) forecasts |
0 |
0 |
0 |
106 |
0 |
0 |
1 |
331 |
| Measuring World Business Cycles |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
723 |
| Measuring business cycles with business-cycle models |
0 |
0 |
0 |
71 |
0 |
0 |
0 |
222 |
| Mixed signals among tests for cointegration |
0 |
0 |
0 |
116 |
0 |
0 |
3 |
434 |
| Needs-based health care funding: implications for resource distribution in Ontario |
0 |
0 |
0 |
91 |
0 |
2 |
2 |
630 |
| Needs‐based health care funding: implications for resource distribution in Ontario |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model |
0 |
0 |
0 |
174 |
0 |
0 |
0 |
415 |
| Residual-based tests for cointegration in models with regime shifts |
1 |
2 |
21 |
2,282 |
6 |
10 |
73 |
5,272 |
| Risk premiums in the term structure: Evidence from artificial economies |
0 |
0 |
2 |
349 |
0 |
1 |
3 |
744 |
| Sampling variability in Hansen-Jagannathan bounds |
0 |
0 |
0 |
27 |
0 |
1 |
1 |
107 |
| Simultaneity and the Demand for Money in Canada: Comments and Extensions |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
125 |
| Sources of Variation in International Real Interest Rates |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
| Standardized Mortality Ratios and Canadian Health-Care Funding |
0 |
0 |
0 |
48 |
0 |
0 |
1 |
374 |
| Testing Interest Rate Parity and Rational Expectations for Canada and the United States |
0 |
0 |
0 |
51 |
0 |
2 |
6 |
599 |
| Testing Long-Run Properties of Stationary Time Series |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
279 |
| Testing Non-Nested Specifications of Money Demand for Canada |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
70 |
| Testing for Cointegration in Linear Quadratic Models |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
356 |
| Testing for Forecast Consensus |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
350 |
| Testing for structural breaks in cointegrated relationships |
2 |
3 |
4 |
475 |
2 |
3 |
9 |
1,011 |
| Testing the independence of forecast errors in the forward foreign exchange market using Markov chains: A cross-country comparison |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
65 |
| Testing the unbiasedness hypothesis in the forward foreign exchange market: A specification analysis |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
151 |
| Testing the value of lead information in forecasting monthly changes in employment from the Bureau of Labor Statistics |
0 |
0 |
1 |
8 |
0 |
0 |
1 |
46 |
| Tests for Cointegration in Models with Regime and Trend Shifts |
0 |
0 |
0 |
8 |
2 |
6 |
25 |
1,602 |
| The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
155 |
| The effect of sampling error on the time series behavior of consumption data |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
152 |
| The evolution of consensus in macroeconomic forecasting |
0 |
0 |
0 |
55 |
0 |
3 |
5 |
275 |
| 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 |
0 |
13 |
0 |
0 |
0 |
66 |
| Theoretical Relations between Risk Premiums and Conditional Variances |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
443 |
| Using a Markov-Chain Monte-Carlo modelling approach to identify the relative risk to farmed Scottish Rainbow trout (Oncorhynchus mykiss) in a multi-sector industry of Viral Haemorrhagic Septicaemia Viruses from introduction and emergent sources |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
13 |
| Wald tests of common factor restrictions |
0 |
0 |
0 |
126 |
0 |
1 |
1 |
394 |
| Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada |
0 |
0 |
0 |
8 |
0 |
1 |
2 |
304 |
| Total Journal Articles |
3 |
5 |
31 |
5,088 |
12 |
40 |
172 |
21,188 |
LogEc is hosted by the
Örebro University School of Business.