Access Statistics for Pierre Siklos

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Threshold Model of Real US GDP and the Problem of Constructing Confidence Intervals in TAR Models 0 2 25 39 3 12 73 128
An Empirical Analysis of the Link Between Immigration and Unemployment in Canada 0 0 0 0 2 3 16 679
Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule 4 7 32 91 5 9 50 123
Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule 4 5 10 19 4 9 22 51
Asset Prices in Taylor Rules: Specification, Estimation, and Policy Implications for the ECB 8 15 75 145 27 48 148 312
CYCLICAL FLUCTUATIONS IN U.S. MONETARY POLICY AND OUTPUT: A TEST OF THEIR RELATIONSHIP 0 0 0 0 0 1 6 184
Can There Be a Currency Union Without Political Union? The Early Soviet Experience 0 0 0 0 1 2 10 282
Capital Flows in a Transitional Economy and the Sterilization Dilemma - The Hungarian Case 0 0 0 0 0 4 16 217
Constraints on Enterprise Liquidity and its Impact on the Monetary Sector in Hungary 0 0 0 0 1 1 6 196
Constraints on Enterprise Liquidity and their Impact on the Monetary Sector in Formerly Centrally Planned Economies 0 0 2 27 0 2 17 174
Convergence in Interest Rates and Inflation Rates Across Countries and Across Time 0 0 0 0 3 5 10 1,123
Crippled Monetary Policy in Transforming Economies: Why Central Bank Does not Restore Control 0 0 0 0 0 2 4 155
Determinants of Emerging Market Spreads: Domestic, Global Factors, and Volatility 3 13 24 24 14 37 57 57
Did the Bundesbank React to Stock Price Movements? 1 3 8 31 1 5 26 139
Empirical Evidence on Feedback Trading in Mature and Emerging Stock Markets 1 14 42 190 8 31 165 734
Exchange Rate Regimes and Shfts in Inflation Persistence: Does Nothing Else Matter? 0 0 0 0 2 7 23 840
Explaining Movements in the NZ Dollar - Central Bank Communication and the Surprise Element in Monetary Policy? 3 6 19 60 9 22 98 237
Foreign Exchange Market Intervention in Two Small Open Economies: The Canadian and Australian Experience 3 5 17 159 9 34 102 681
HYPERINFLATION: THEIR ORIGINS, DEVELOPMENT AND TERMINATION 0 0 0 0 2 7 25 668
Has Inflation Targeting Improved Monetary Policy? Evaluating Policy Effectiveness in Australia, Canada, and New Zealand 13 32 106 106 25 65 147 147
Identifying the Shocks Driving Inflation in China 2 7 23 87 2 8 47 123
Income Velocity and Institutional Change: Some New Time Series Evidence, 1870-1986 0 0 0 0 0 0 4 156
Inflation Targets and the Yield Curve: New Zealand and Australia vs. the US 0 0 0 1 7 18 76 822
Interpreting a Change in Monetary Policy Regimes: A Reappraisal of the First Hungarian Hyperinflation and Stabilization, 1921-1928 0 0 0 0 0 0 2 149
Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process? 5 9 23 387 17 27 72 1,653
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process 2 4 9 14 4 12 27 155
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process 0 0 0 0 3 8 34 392
Is Sterilized Intervention Effective? New International Evidence 1 7 35 90 6 19 138 246
Measuring the Impact of Intervention on Exchange Market Pressure 3 8 33 172 5 14 75 365
Measuring the Impact of Intervention on Exchange Market Pressure 0 3 14 24 2 6 25 48
Monetary policy transparency, public commentary, and market perceptions about monetary policy in Canada 0 0 6 24 2 5 32 137
Money Velocity with Costly Credit 0 0 0 0 7 10 59 1,557
Money Velocity with Costly Credit 0 0 0 1 1 5 13 979
On the (MIS)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data 0 0 0 0 3 6 10 365
On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation With U.S. Data 0 0 0 0 1 3 7 174
On the (Mis)Specification of Seasonality and Its Consequences: an Empirical Investigation with U.S. Data 3 4 9 18 3 5 16 84
PRICE INERTIA AND POLICY INEFFECTIVENESS IN THE UNITED STATES, 1890-1984: A REAPPRAISAL 0 0 0 0 0 0 1 286
Policy Words and Policy Deeds: The ECB and the Euro 0 0 3 12 0 3 29 71
Policy Words and Policy Deeds: The ECB and the Euro 1 1 3 7 1 2 16 43
Policy words and policy deeds: the ECB and the euro 0 0 1 39 1 2 19 130
Political Effects on Central Bank Behavior: Some International Evidence 0 0 0 0 2 10 42 180
Politics and U.S. Business Cycles: A Century of Evidence 0 0 0 0 0 0 8 172
Regime Sensitive Cointegration with an Application to Interest rate Parity 0 0 0 0 4 12 47 1,382
Revisiting the Coyne Affair: A Singular Event That Changed the Course of Canadian Monetary History 6 8 15 59 15 25 61 145
SOME QUALMS ABOUT THE REST OF THE INSTITUTIONALIST HYPOTHESIS OF THE LONG -RUN BEHAVIOR OF VELOCITY 0 0 0 0 0 2 4 152
Seasonal Adjustment and Volatility Dynamics 6 11 32 341 15 46 139 1,216
Seasonality in Time Series: Money-Income Causality in U.S. Data Revisited 0 0 0 0 2 5 23 401
Systematic Sampling, Temporal Aggregation, Seasonal Adjustment, and Cointegration: Theory and Evidence 0 0 0 0 2 3 29 543
THE DEFICIT - INTEREST RATE LINK: EMPIRICAL EVIDENCE FOR CANADA 0 0 0 0 1 1 8 307
THE DEFICIT - INTEREST RATE LINK: EMPIRICAL EVIDENCE FOR CANADA 0 0 0 0 1 8 27 447
THE END OF THE HUNGARIAN HYPERINFLATION OF 1945-1946 0 0 0 0 5 9 53 642
THE LINK BETWEEN MONEY AND PRICES UNDER DIFFERENT POLICY REGIMES: THE POSTWAR HUNGARIAN EXPERIENCE 0 0 0 0 0 0 7 220
THE TRANSITION FROM HYPERINFLATION TO PRICE STABILITY: FURTHER EVIDENCE 0 0 0 0 0 2 9 214
Temporary Cointegration With an Application to Interest Rate Parity 0 0 10 264 2 3 25 475
The Common Development of Institutional Change as Measured by Income Velocity: A Century of Evidence from Industrialized Countries 0 0 5 28 3 7 37 251
The Effect of Canadian and U.S. M1 Announcements on Canadian Financial Markets: The Crow Years 0 0 0 0 3 6 23 619
The FedÕs Reaction to the Stock Market During the Great Depression: Fact or Artefact? 0 2 11 25 8 19 75 182
The Influence of Seasonal Adjustment on Unit Roots and Cointegration: The Case of the Consumption Function for Canada, 1947,1987 0 0 0 0 0 0 3 224
The Influence of Seasonal Adjustment on the Canadian Consumption Function; 1947-1991 0 0 0 0 0 4 9 178
The Money Growth - Inflation Relationship Under Hyperinflation: An Illustration from Hungary's Postwar Experience 0 0 0 0 7 8 93 827
The Potential Consequences of Alternative Exchange Rate Regimes: A Study of Three Candidate Regions*Monetary Union: European Lessons, Latin American Prospects 0 1 9 111 3 7 45 548
The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data 0 0 0 0 4 13 33 750
The Tales of Parallel Currencies: The Early Soviet Experience 0 0 0 0 1 3 12 153
The Tchervonetz Experiment in Discriminatory Monetary Policy 0 0 0 0 0 1 3 144
The Term Spread International Evidence of Non-Linear Adjustment 1 1 9 41 1 6 32 128
The Unemployment Insurance Compensation Experience of Immigrants in Canada, 1980-1988 0 0 0 0 3 8 45 1,517
Unit Roots and Seasonal Unit Roots in Macroeconomic Time Series: Canadian Evidence 0 0 0 0 1 3 7 267
VELOCITY AND INSTITUTIONAL CHANGE: EVIDENCE FROM CANADA, THE U.K. AND U.S., 1870-1986 0 0 0 0 0 0 3 15
Varieties of Monetary Reforms 0 0 0 0 2 3 6 142
Varieties of Monetary Reforms 0 0 0 0 0 0 8 75
What Can We Learn from Comprehensive Data Revisions for Forecasting Inflation: Some US Evidence 2 3 9 21 3 12 29 53
Total Working Papers 72 171 619 2,657 269 685 2,668 27,631


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Suggestion for a Simple Cross-Country Empirical Proxy for Trend Unemployment 0 0 2 9 0 0 6 68
A Threshold Model of Real U.S. GDP and the Problem of Constructing Confidence Intervals in TAR Models 0 7 29 45 2 14 92 146
A note on the critical values for the maximum likelihood (seasonal) cointegration tests 0 0 2 17 0 1 4 50
Additional Thoughts on the Hungarian Hyperinflation of 1945-46 0 0 1 5 0 0 9 23
Alternative exchange-rate regimes: The options for Latin America 0 0 6 38 0 0 9 139
An Empirical Exploration of Revisions in U.S. National Income Aggregates 0 0 2 8 0 0 3 67
Assessing the Impact of Changes in Transparency and Accountability at the Bank of Canada 1 3 5 23 2 7 17 143
Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule 3 5 14 14 5 11 26 26
Asset pricing puzzles in finance: Introduction 0 2 23 96 6 10 57 196
Asymmetric adjustment from structural booms and slumps 0 0 0 8 0 0 0 39
Canadian economic forecasting in a world where all's unsure: Mervin Daub, (Kingston, Ont., Canada: McGill-Queen's University Press, 1987), $32.50, pp. 236 0 0 0 5 0 1 6 41
Central Bank Behavior, the Institutional Framework, and Policy Regimes: Inflation Versus Noninflation Targeting Countries 0 1 2 2 1 2 4 4
Cointegration and Threshold Adjustment 0 0 0 0 8 16 94 708
Cointegration and the term structure: A multicountry comparison 0 0 0 9 0 1 3 42
Comments on S. Arndt: “Regional currency arrangements in North Americaâ€\x9D 0 0 0 4 0 0 4 19
Convergence in Interest Rates and Inflation Rates across Countries and over Time 0 0 0 0 0 3 42 1,328
Do actions speak louder than words? Evaluating monetary policy at the Bundesbank 0 1 3 13 5 7 16 38
Do central banks react to the stock market? The case of the Bundesbank 1 2 10 46 3 6 16 91
Empirical evidence on feedback trading in mature and emerging stock markets 4 5 14 17 5 13 44 51
European Stock Markets and the ECB's Monetary Policy Surprises* 3 4 22 22 5 8 43 43
Exchange Rate Regimes and Shifts in Inflation Persistence: Does Nothing Else Matter? 0 0 0 0 1 7 20 280
Foreign exchange market intervention in two small open economies: the Canadian and Australian experience 1 2 9 65 2 4 22 247
Fundamentals and devaluation expectations in target zones: Some new evidence from the ERM 1 2 5 10 1 3 9 27
Hungary's entry into the euro area: Lessons for prospective members from a monetary policy perspective 0 1 5 23 2 4 18 62
Hyperinflations: Their Origins, Development and Termination 0 0 0 0 2 4 21 109
Income Velocity and Institutional Change: Some New Time Series Evidence, 1870-1986 0 0 2 38 0 1 6 144
Income Velocity in Turbulent Times: The Role of Institutional Factors in the New Zealand Experience 0 0 0 4 0 0 1 34
Inflation Targeting Around the World 2 5 19 19 4 10 30 30
Inflation Targets and the Yield Curve: New Zealand and Australia versus the US 1 1 2 98 2 7 24 539
Inflation-target design: changing inflation performance and persistence in industrial countries 2 6 23 224 5 12 60 769
Institutional Change and the Velocity of Money: A Century of Evidence 0 0 0 0 2 6 49 286
Introductory Remarks for the "Contemporary Economic Policy" Special Section on "Monetary Policy Issues of New EU-Member and Candidate Countries" 0 0 0 0 0 1 2 2
Is Hungary ready for inflation targeting? 1 3 14 117 1 4 34 257
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? 0 0 0 0 5 9 32 390
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply 0 0 0 0 1 2 7 106
Is the MCI a Useful Signal of Monetary Policy Conditions? An Empirical Investigation 1 4 10 44 3 6 15 112
Long-Run and Short-Run Money Demand: Which Price Deflator to Use? Some Evidence Using New Zealand Data 0 0 1 16 0 0 7 105
Managed floating as a strategy to achieve selected monetary policy objectives 0 2 8 21 0 2 14 51
Manuel H. Johnson and Robert E. Keleher, Monetary Policy, a Market Price Approach 0 0 1 31 1 2 12 157
Monetary aggregates as indicators of economic activity in Canada: empirical evidence 0 1 6 137 0 3 35 612
No single definition of central bank independence is right for all countries 1 1 11 11 3 8 51 51
On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data 0 0 0 0 1 5 10 245
Optimal Monetary Policy Rules and Inflation Targets: Are Australia, Canada, and New Zealand Different from the U.S.? 0 4 18 59 1 6 32 174
Output-inflation trade-offs: Some new evidence from postwar U.S. quarterly data 0 0 0 4 0 0 2 16
Policy words and policy deeds: the ECB and the euro 2 4 10 15 2 8 38 56
Political and Economic Determinants of Interest Rate Behavior: Are Central Banks Different? 0 0 0 0 5 9 76 1,237
Price inertia and policy ineffectiveness in the United States, 1890-1984: A reappraisal 0 0 0 6 1 1 2 29
REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY 1 5 14 14 1 7 19 19
Real-time data and monetary policy 1 8 41 133 3 14 66 249
SESSION 4B: THE GREAT DEPRESSION MACRO 0 0 1 10 0 0 7 67
Secrets to the successful Hungarian bank privatization: the benefits of foreign ownership through strategic partnerships 3 3 11 59 5 7 27 157
Some Qualms about the Test of the Institutional Hypothesis of the Long-run Behavior of Velocity 0 0 0 0 9 15 36 156
Stock Returns and Inflation: A New Test of Competing Hypotheses 0 0 6 44 0 0 9 100
Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence 1 5 11 81 3 8 29 261
The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment 0 1 9 30 0 3 39 112
The Bundesbank's Communications Strategy and Policy Conflicts with the Federal Government 0 0 0 0 1 4 14 16
The Bundesbank's Inflation Policy and Asymmetric Behavior of the German Term Structure 0 1 8 49 1 3 26 135
The Deficit-Interest Rate Link: Empirical Evidence for Canada 0 0 0 0 0 1 8 107
The End of the Hungarian Hyperinflation of 1945-1946 4 6 29 107 6 12 105 475
The Fed's reaction to the stock market during the great depression: Fact or artefact? 0 1 14 20 5 13 165 211
The Influence of Seasonal Adjustment on the Canadian Consumption Function, 1947-1991 0 1 1 1 1 7 12 99
The Money Growth-Inflation Relationship under Hyperinflation: An Illustration from Hungary's Postwar Experience 0 0 0 0 4 4 35 210
The Role of Fiscal Policy in the St. Louis Model: An Evaluation and Some New Evidence 0 0 2 7 0 0 4 62
The Role of Fiscal Policy in the St. Louis Model: Nonparametric Estimates for a Small Open Economy 0 0 0 0 0 0 1 33
The Transition from Hyperinflation to Price Stability: Further Evidence 1 1 3 12 3 4 17 62
The link between immigration and unemployment in Canada 3 10 72 228 8 21 164 605
The link between money and prices under different policy regimes: The postwar Hungarian experience 0 0 2 5 0 0 3 19
The macroeconomics of low inflation and the prospects for global deflation 0 1 14 139 3 4 56 422
The potential consequences of alternative exchange rate regimes: A study of three candidate regions 1 3 11 85 8 16 63 584
The present value model of U.S. stock prices redux: a new testing strategy and some evidence 0 0 1 28 0 2 8 76
The role of seasonality in economic time series reinterpreting money-output causality in U.S. data 0 0 4 34 1 1 11 115
The unemployment insurance compensation experience of immigrants in Canada, 1980-1988 0 1 6 97 3 10 118 2,553
Unit root behavior in velocity: Cross-country tests using recursive estimation 0 0 0 1 0 0 2 15
Unit roots and seasonal unit roots in macroeconomic time series: Canadian evidence 0 1 4 28 1 4 21 180
Volatility clustering in real interest rates: international evidence 0 0 2 21 0 0 5 81
What has driven Chinese monetary policy since 1990? Investigating the People's bank's policy rule 1 2 16 25 2 8 41 58
allan h. meltzer, a history of the federal reserve, volume 1: 1913 1951 (chicago: university of chicago press, 2002. xiii + 600 pp. $75) 0 2 3 17 1 7 19 83
Total Journal Articles 40 118 564 2,598 156 399 2,254 16,711


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
From Floating to Monetary Union: The Economic Distance between Exchange Rate Regimes 0 1 14 24 2 6 29 277
Total Books 0 1 14 24 2 6 29 277


Statistics updated 2009-11-04