| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A MICROECONOMIC SYSTEM-WIDE APPROACH TO MODELING THE DEMAND FOR CONSUMPTION GOODS AND LIQUID ASSETS |
0 |
0 |
0 |
0 |
0 |
4 |
18 |
451 |
| A Note on Finite Approximations of the Asymptotically Ideal Model |
1 |
2 |
8 |
20 |
1 |
2 |
16 |
57 |
| A Note on Imposing Local Curvature in Generalized Leontief Models |
2 |
3 |
14 |
98 |
5 |
7 |
38 |
287 |
| A Note on Imposing Local Curvature on Generalized Leontief Models |
0 |
1 |
7 |
64 |
2 |
4 |
28 |
225 |
| An Empirical Comparison of Flexible Demand System Functional Forms |
0 |
0 |
0 |
0 |
1 |
5 |
31 |
67 |
| Bounds Tests of the Theory of Purchasing Power Parity |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
29 |
| Business cycles and the behavior of energy prices |
1 |
4 |
20 |
48 |
4 |
9 |
37 |
90 |
| Chaos in East European Black-Market Exchange Rates |
0 |
0 |
0 |
0 |
4 |
10 |
51 |
1,309 |
| Consumer preferences and demand systems |
4 |
20 |
49 |
92 |
18 |
49 |
154 |
245 |
| Consumer preferences and demand systems |
2 |
4 |
17 |
53 |
4 |
12 |
68 |
124 |
| Consumption Effects of Government Purchases |
0 |
0 |
0 |
0 |
19 |
43 |
43 |
43 |
| Convergence Across Canadian Provinces |
0 |
0 |
0 |
0 |
2 |
2 |
8 |
28 |
| Do real exchange rates have autoregressive unit roots? a test under the alternative of long memory and breaks |
0 |
2 |
5 |
96 |
0 |
4 |
16 |
287 |
| Efficiency and Productivity of the US Banking Industry, 1998-2005: Evidence from the Fourier Cost Function Satisfying Global Reg |
0 |
3 |
34 |
80 |
2 |
11 |
83 |
180 |
| Efficiency, Technical Change, and Returns to Scale in Large U.S. Banks: Panel Data Evidence from an Output Distance Function Satisfying Theoretical Regularity |
4 |
23 |
27 |
27 |
8 |
20 |
24 |
24 |
| Informational Efficiency and Interchange Transactions in Alberta's Electricity Market |
0 |
1 |
12 |
34 |
1 |
3 |
30 |
88 |
| International Evidence on the Neutrality of Money |
0 |
0 |
0 |
1 |
2 |
7 |
30 |
1,501 |
| International Evidence on the Tax- and Revenue-Smoothing Hypotheses |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
27 |
| Is there an East-West split in North-American natural gas markets? |
0 |
0 |
4 |
10 |
0 |
4 |
29 |
67 |
| Long-Run Phillips-Type Trade-offs in European Union Countries |
0 |
0 |
0 |
0 |
0 |
1 |
18 |
41 |
| Martingales, Nonlinearity, and Chaos |
2 |
8 |
56 |
1,270 |
5 |
16 |
111 |
2,744 |
| Measuring Consumer Preferences and Estimating Demand Systems |
17 |
34 |
100 |
100 |
45 |
128 |
214 |
214 |
| Measuring Consumer Preferences and Estimating Demand Systems |
2 |
7 |
32 |
32 |
15 |
31 |
90 |
90 |
| Monetary Aggregation, Rational Expectations, and the Demand for Money in the United States |
0 |
0 |
0 |
167 |
1 |
3 |
8 |
482 |
| Nonlinear and Complex Dynamics in Economics |
5 |
10 |
47 |
1,240 |
7 |
14 |
83 |
2,281 |
| Nonlinear and Complex Dynamics in Real Systems |
1 |
4 |
18 |
211 |
3 |
13 |
63 |
466 |
| Nonlinear and Complex Dynamics in Real Systems |
0 |
3 |
11 |
92 |
5 |
15 |
34 |
213 |
| On interfuel substitution: some international evidence |
5 |
27 |
27 |
27 |
14 |
31 |
31 |
31 |
| On the Fisher Effect |
0 |
0 |
0 |
1 |
10 |
18 |
59 |
1,831 |
| On the Fisher Effect |
0 |
0 |
0 |
0 |
1 |
4 |
58 |
121 |
| Output growth and the variability of exports and imports growth: international evidence from Granger causality tests |
0 |
1 |
13 |
36 |
2 |
9 |
44 |
118 |
| Productivity Trends in U.S. Manufacturing: Evidence from the NQ and AIM Cost Fucntions |
3 |
3 |
9 |
40 |
4 |
4 |
40 |
134 |
| Purchasing Power Parity, Nonlinearity, and Chaos |
0 |
0 |
0 |
0 |
2 |
7 |
15 |
44 |
| Quantifying Multiscale Inefficiency in Electricity Markets |
2 |
3 |
19 |
41 |
3 |
8 |
47 |
96 |
| Resolving the Liquidity Puzzle |
0 |
0 |
0 |
0 |
6 |
11 |
34 |
717 |
| Semi-Nonparametric Estimates of Currency Substitution Between the Canadian Dollar and the U.S. Dollar |
0 |
0 |
23 |
23 |
0 |
3 |
57 |
66 |
| Semi-Nonparametric Estimates of Substitution for Canadian Monetary Assets |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
15 |
| Testing for Government Spending Convergence Across Canadian Provinces |
0 |
0 |
0 |
0 |
2 |
7 |
24 |
727 |
| The Cyclical Behavior of Monthly NYMEX Energy Prices |
0 |
0 |
0 |
1 |
3 |
7 |
42 |
1,261 |
| The Differential Approach to Demand Analysis and the Rotterdam Model |
6 |
13 |
49 |
49 |
14 |
39 |
110 |
110 |
| The Differential Approach to Demand Analysis and the Rotterdam Model |
2 |
4 |
21 |
21 |
2 |
6 |
35 |
35 |
| The Effects of Exchange Rate Uncertainty on Exports |
0 |
0 |
0 |
0 |
7 |
25 |
91 |
91 |
| The Hurst Exponent in Energy Futures Prices |
2 |
6 |
29 |
71 |
3 |
8 |
44 |
118 |
| The Message in North American Energy Prices |
0 |
0 |
0 |
0 |
1 |
1 |
14 |
41 |
| The North American Natural Gas Liquids Markets are Chaotic |
0 |
0 |
0 |
0 |
3 |
4 |
18 |
1,263 |
| The North American Natural Gas Liquids Markets are Chaotic |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
27 |
| The North American natural gas liquids markets are chaotic |
1 |
5 |
13 |
34 |
2 |
13 |
37 |
102 |
| The Theory of Monetary Aggregation (book front matter) |
2 |
7 |
32 |
195 |
6 |
18 |
104 |
507 |
| Threshold Random Walks in the U.S. Stock Market |
1 |
3 |
36 |
117 |
7 |
13 |
97 |
327 |
| Unit root behavior in energy futures prices |
0 |
0 |
15 |
39 |
2 |
4 |
26 |
79 |
| Total Working Papers |
65 |
201 |
747 |
4,430 |
249 |
663 |
2,373 |
19,521 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A BAYESIAN CLASSIFICATION APPROACH TO MONETARY AGGREGATION |
0 |
0 |
3 |
3 |
1 |
9 |
24 |
24 |
| A NOTE ON IMPOSING LOCAL CURVATURE IN GENERALIZED LEONTIEF MODELS |
0 |
3 |
8 |
14 |
1 |
4 |
14 |
51 |
| A cointegration analysis of petroleum futures prices |
5 |
11 |
34 |
178 |
9 |
20 |
59 |
397 |
| A dispersion-dependency diagnostic test for aggregation error: With applications to monetary economics and income distribution |
1 |
1 |
3 |
12 |
1 |
1 |
9 |
89 |
| ABSENCE OF CHAOS AND 1/f SPECTRA, BUT EVIDENCE OF TAR NONLINEARITIES, IN THE CANADIAN EXCHANGE RATE |
0 |
1 |
6 |
14 |
0 |
1 |
11 |
46 |
| An empirical comparison of flexible demand system functional forms |
3 |
7 |
26 |
278 |
3 |
7 |
51 |
694 |
| Bounds Tests of the Gibson Paradox and the Fisher Effect: Evidence from Low-Frequency International Data |
2 |
3 |
8 |
44 |
3 |
6 |
20 |
219 |
| Bounds tests of the theory of purchasing power parity |
0 |
0 |
3 |
37 |
2 |
5 |
22 |
169 |
| Breaking Trend Functions in Real Exchange Rates: Evidence from Seventeen OECD Countries |
0 |
0 |
0 |
22 |
2 |
3 |
11 |
120 |
| Breaking trend functions in the velocity of money: Evidence from the United States and Canada |
1 |
2 |
7 |
24 |
1 |
2 |
15 |
125 |
| Business Cycles and the Behavior of Energy Prices |
0 |
0 |
0 |
0 |
3 |
6 |
6 |
6 |
| Business cycles and natural gas prices |
3 |
14 |
35 |
109 |
9 |
40 |
117 |
403 |
| Chaos in East European black market exchange rates |
10 |
25 |
85 |
234 |
29 |
80 |
324 |
972 |
| Chaotic monetary dynamics with confidence |
0 |
0 |
1 |
7 |
1 |
1 |
4 |
29 |
| Comments on " 'Singularity bifurcations' by Yijun He and William A. Barnett" |
0 |
0 |
2 |
7 |
0 |
0 |
5 |
54 |
| Common Stochastic Trends and Convergence of European Union Stock Markets |
0 |
0 |
0 |
0 |
3 |
11 |
40 |
306 |
| Common Stochastic Trends in a System of East European Black- Market Exchange Rates |
0 |
0 |
1 |
14 |
0 |
0 |
4 |
78 |
| Consumer Theory and the Demand for Money |
0 |
4 |
15 |
172 |
1 |
6 |
31 |
585 |
| Consumer preferences and demand systems |
3 |
5 |
24 |
24 |
5 |
18 |
71 |
71 |
| Cross-country Evidence on the Demand for Money |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
| Deterministic Trends and Money-Output Causality |
0 |
0 |
2 |
43 |
0 |
0 |
5 |
141 |
| Divisia Aggregation and Substitutability among Monetary Assets |
0 |
0 |
2 |
40 |
0 |
1 |
3 |
195 |
| Efficiency and productivity of the US banking industry, 1998-2005: evidence from the Fourier cost function satisfying global regularity conditions |
6 |
11 |
63 |
63 |
24 |
46 |
152 |
152 |
| Electoral and Partisan Cycle Regularities in Canada |
0 |
0 |
0 |
0 |
2 |
3 |
18 |
454 |
| Electoral and Partisan Cycle Regularities: A Cointegration Test |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
51 |
| Empirical evidence on the long-run neutrality hypothesis using low-frequency international data |
1 |
1 |
4 |
17 |
1 |
1 |
7 |
88 |
| Energy sector pricing: On the role of neglected nonlinearity |
2 |
4 |
14 |
14 |
2 |
10 |
26 |
26 |
| Episodic Nonlinear Event Detection in the Canadian Exchange Rate |
0 |
1 |
4 |
22 |
1 |
3 |
10 |
62 |
| Episodic nonlinearity and nonstationarity in Alberta's power and natural gas markets |
0 |
0 |
5 |
21 |
1 |
1 |
7 |
59 |
| Export growth and Canadian economic development |
10 |
15 |
63 |
164 |
19 |
38 |
181 |
519 |
| Exports and GNP Causality in the Industrial Countries: 1950-1985 |
0 |
0 |
0 |
0 |
5 |
11 |
25 |
229 |
| External and Domestic Growth Forces in the Performance of European Union Economies |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| FLEXIBLE FUNCTIONAL FORMS, CURVATURE CONDITIONS, AND THE DEMAND FOR ASSETS |
1 |
3 |
13 |
31 |
2 |
6 |
21 |
62 |
| Financial structure and economic growth: the role of heterogeneity |
3 |
4 |
14 |
37 |
3 |
5 |
20 |
69 |
| Forecasting in inefficient commodity markets |
1 |
1 |
1 |
1 |
4 |
4 |
4 |
4 |
| Futures trading and the storage of North American natural gas |
1 |
6 |
18 |
74 |
2 |
9 |
37 |
192 |
| GOVERNMENT EXPENDITURES IN THE EUROPEAN UNION: DO THEY CONVERGE OR FOLLOW WAGNER'S LAW? |
2 |
3 |
18 |
47 |
3 |
5 |
35 |
110 |
| Government Activities and Tests of the Long-Run Implications of the Neoclassical Growth Model for Canada |
1 |
2 |
3 |
3 |
1 |
2 |
5 |
78 |
| Informational Efficiency and Interchange Transactions in Alberta's Electricity Market |
0 |
0 |
0 |
0 |
4 |
9 |
9 |
9 |
| Informational Efficiency of Commodity Futures Prices |
0 |
0 |
1 |
51 |
1 |
1 |
8 |
124 |
| International Evidence on Breaking Trend Functions in Macroeconomic Variables |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
40 |
| International Evidence on the Long-Run Implications of the Neoclassical Growth Model |
0 |
0 |
0 |
1 |
0 |
4 |
19 |
164 |
| International Evidence on the Neutrality of Money |
0 |
0 |
0 |
0 |
1 |
3 |
12 |
391 |
| International Evidence on the Tax- and Revenue-Smoothing Hypotheses |
0 |
0 |
0 |
1 |
1 |
3 |
21 |
223 |
| International evidence on the cyclical behavior of inflation |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
29 |
| Is There Chaos in Economic Time Series? |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
152 |
| Is There an East-West Split in North American Natural Gas Markets? |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| KLEM Substitutability: A Dynamic Flexible Demand System |
0 |
0 |
0 |
1 |
1 |
1 |
21 |
112 |
| Long memory in energy futures prices |
0 |
3 |
12 |
17 |
0 |
8 |
27 |
39 |
| Long swings in the Canadian dollar |
1 |
1 |
1 |
32 |
3 |
3 |
10 |
233 |
| Long-horizon regression tests of the theory of purchasing power parity |
2 |
3 |
6 |
64 |
5 |
6 |
17 |
185 |
| Long-run Phillips-type trade-offs in European Union countries |
1 |
1 |
3 |
33 |
1 |
1 |
6 |
111 |
| Martingales, nonlinearity, and chaos |
0 |
3 |
18 |
108 |
1 |
7 |
36 |
315 |
| Maturity effects in energy futures |
2 |
4 |
18 |
72 |
2 |
8 |
36 |
136 |
| Maximum likelihood cointegration tests of purchasing power parity: Evidence from seventeen OECD countries |
0 |
3 |
15 |
18 |
0 |
4 |
28 |
41 |
| Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets |
2 |
4 |
25 |
97 |
2 |
11 |
75 |
288 |
| Microeconometrics and measurement matters: Some results from monetary economics for Canada |
0 |
0 |
0 |
6 |
1 |
1 |
6 |
40 |
| Modeling the demand for consumption goods and liquid assets |
0 |
0 |
2 |
8 |
0 |
0 |
2 |
37 |
| Monetary Aggregation and the Neutrality of Money |
0 |
0 |
0 |
0 |
2 |
3 |
12 |
358 |
| Monetary aggregation, inflation, and welfare |
1 |
2 |
7 |
21 |
1 |
3 |
13 |
64 |
| Monetary aggregation, rational expectations, and the demand for money in the United States |
0 |
1 |
2 |
14 |
1 |
2 |
3 |
46 |
| Money and Stock Prices in the United States |
0 |
2 |
5 |
49 |
0 |
2 |
9 |
146 |
| NOTE ON FINITE APPROXIMATIONS OF THE ASYMPTOTICALLY IDEAL MODEL |
0 |
1 |
9 |
9 |
1 |
3 |
23 |
23 |
| New tests of the theory of optimal seigniorage |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
| Nominal stylized facts of U. S. business cycles |
2 |
3 |
19 |
64 |
4 |
6 |
46 |
177 |
| On the Demand for Money in the United States |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
68 |
| On the Fisher effect |
1 |
5 |
13 |
119 |
3 |
9 |
31 |
245 |
| On the Gibson Paradox |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
146 |
| On the welfare cost of inflation in Europe |
0 |
1 |
4 |
14 |
0 |
3 |
12 |
48 |
| Openness in the Canadian Economy: 1870-1988 |
0 |
0 |
0 |
2 |
1 |
2 |
18 |
156 |
| Output trends in EC countries and the implications for transition to monetary union |
0 |
0 |
0 |
7 |
1 |
4 |
24 |
306 |
| Panel Data Evidence on the Demand for Money |
0 |
0 |
0 |
0 |
7 |
9 |
9 |
9 |
| Permanent and Temporary Components of Canadian Stock Prices |
0 |
0 |
5 |
64 |
0 |
0 |
14 |
266 |
| Political and Economic Dimensions of the European Union Expansion |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| Productivity trends in U.S. manufacturing: Evidence from the NQ and AIM cost functions |
2 |
2 |
16 |
36 |
2 |
4 |
40 |
135 |
| Productivity trends in the United States |
0 |
2 |
3 |
3 |
0 |
3 |
10 |
10 |
| Purchasing Power Parity, Nonlinearity and Chaos |
2 |
5 |
10 |
82 |
3 |
6 |
18 |
253 |
| Quantifying multiscale inefficiency in electricity markets |
0 |
0 |
1 |
1 |
0 |
2 |
6 |
6 |
| RESOLVING THE LIQUIDITY PUZZLE |
2 |
2 |
7 |
7 |
3 |
3 |
11 |
11 |
| Random Walks, Breaking Trend Functions, and the Chaotic Structure of the Velocity of Money |
0 |
0 |
0 |
0 |
2 |
4 |
15 |
192 |
| Random fractal structures in North American energy markets |
0 |
0 |
5 |
46 |
0 |
2 |
12 |
156 |
| Randomly Modulated Periodic Signals in Alberta's Electricity Market |
0 |
3 |
6 |
21 |
0 |
10 |
30 |
110 |
| Rational bubbles or persistent deviations from market fundamentals? |
1 |
2 |
10 |
49 |
4 |
11 |
30 |
130 |
| Rational expectations, risk and efficiency in energy futures markets |
1 |
2 |
13 |
71 |
1 |
2 |
17 |
130 |
| Returns and volatility in the NYMEX Henry Hub natural gas futures market |
2 |
8 |
34 |
104 |
8 |
41 |
155 |
400 |
| SEMI-NONPARAMETRIC ESTIMATES OF THE DEMAND FOR MONEY IN THE UNITED STATES |
0 |
0 |
7 |
18 |
1 |
3 |
17 |
60 |
| Semi-non-parametric estimates of substitution for Canadian monetary assets |
0 |
1 |
1 |
22 |
0 |
1 |
2 |
110 |
| Semi-nonparametric estimates of interfuel substitution in U.S. energy demand |
0 |
0 |
10 |
14 |
1 |
4 |
31 |
41 |
| Structural Characteristics of the Maastricht Convergence Criteria |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| THE IMPACT OF INTERNATIONAL INDEBTEDNESS ON THE IMPORT-EXPORT SECTORS OF DEVELOPING COUNTRIES |
2 |
3 |
19 |
40 |
7 |
11 |
98 |
216 |
| Testing for Deterministic Nonlinear Dependence in the Australian Dollar-US Dollar Exchange Rate Series |
0 |
0 |
0 |
19 |
0 |
0 |
4 |
137 |
| Testing for causality in the transmission of Eurodollar and US interest rates |
1 |
2 |
12 |
12 |
2 |
6 |
32 |
32 |
| Testing for common features in North American energy markets |
1 |
2 |
11 |
57 |
1 |
3 |
17 |
126 |
| Testing the long-run implications of the neoclassical growth model for Canada |
2 |
2 |
3 |
13 |
2 |
2 |
8 |
47 |
| The Demand for Divisia Money in the United States: A Dynamic Flexible Demand System |
0 |
0 |
2 |
38 |
2 |
2 |
13 |
145 |
| The Empirical Relationship between Money, Prices, and Income Revisite d |
0 |
0 |
0 |
0 |
1 |
2 |
11 |
281 |
| The Feldstein-Horioka puzzle in an ARIMA framework |
1 |
2 |
4 |
4 |
1 |
3 |
10 |
10 |
| The Foreign Indebtedness of Moderately and Severely-Indebted Developing Countries |
0 |
1 |
6 |
14 |
1 |
2 |
28 |
59 |
| The Low-Frequency Relationship between Money, Prices and Income |
0 |
0 |
0 |
5 |
2 |
4 |
12 |
109 |
| The North American Natural Gas Liquids Markets are Chaotic |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| The Random Walk in Canadian Output |
0 |
0 |
2 |
2 |
0 |
0 |
2 |
66 |
| The cyclical behavior of monthly NYMEX energy prices |
0 |
0 |
3 |
35 |
0 |
1 |
9 |
114 |
| The demand for divisia M1, M2, and M3 in the United States |
0 |
1 |
5 |
11 |
1 |
2 |
30 |
86 |
| The effects of exchange rate uncertainty on exports |
4 |
5 |
5 |
5 |
9 |
13 |
13 |
13 |
| The message in North American energy prices |
1 |
2 |
5 |
44 |
4 |
5 |
23 |
126 |
| The role of money in Canada |
1 |
1 |
3 |
10 |
1 |
1 |
9 |
58 |
| The sensitivity of empirical studies to alternative measures of the monetary base and reserves |
0 |
1 |
3 |
49 |
0 |
1 |
12 |
209 |
| The welfare cost of inflation in Canada and the United States |
2 |
3 |
5 |
42 |
4 |
5 |
34 |
213 |
| The welfare cost of inflation in Italy |
1 |
3 |
10 |
50 |
2 |
6 |
28 |
207 |
| Translog Flexible Functional Forms and Substitutability of Monetary Assets |
0 |
0 |
0 |
0 |
2 |
2 |
7 |
104 |
| Unit Root Behavior in Energy Futures Prices |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Univariate tests for nonlinear structure |
1 |
4 |
9 |
49 |
2 |
7 |
24 |
124 |
| VELOCITY AND THE VARIABILITY OF MONEY GROWTH: EVIDENCE FROM A VARMA, GARCH-M MODEL |
1 |
4 |
9 |
41 |
2 |
5 |
18 |
90 |
| Velocity Effects of Anticipated and Unanticipated Money Growth and Its Variability |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
67 |
| Velocity and the growth of money in the United States, 1970-1985 |
1 |
3 |
7 |
13 |
3 |
6 |
17 |
48 |
| Total Journal Articles |
97 |
230 |
896 |
3,682 |
269 |
674 |
2,820 |
16,099 |