| 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 |
0 |
2 |
5 |
| A Nonparametric Test for Autoregressive Conditional Heteroskedasticity (ARCH): A Markov Chain Approach |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
| Accounting for Forward Rates in Markets for Foreign Currency |
0 |
0 |
0 |
27 |
1 |
3 |
3 |
1,515 |
| Accounting for Forward Rates in Markets for Foreign Currency |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
519 |
| 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 |
1 |
2 |
2 |
10 |
| Business Cycle Theory And Econometrics |
0 |
0 |
0 |
34 |
0 |
1 |
2 |
120 |
| Calibration as Estimation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
561 |
| Calibration as Estimation |
0 |
0 |
1 |
13 |
2 |
2 |
5 |
49 |
| Calibration as Testing, Type I Error in the Equity Premium Puzzle |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
166 |
| Calibration in Macroeconomics |
0 |
0 |
1 |
399 |
0 |
1 |
4 |
2,052 |
| Canadian City Housing Prices and Urban Market Segmentation |
0 |
0 |
1 |
140 |
3 |
5 |
10 |
874 |
| Common And Country-specific Fluctuations In Productivity, Investment, And The Current Account |
0 |
0 |
0 |
16 |
1 |
3 |
3 |
821 |
| Conflicts Among Tests For Cointegration |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
330 |
| 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 |
3 |
7 |
242 |
| Empirical Likelihood Block Bootstrapping |
0 |
0 |
0 |
148 |
1 |
3 |
3 |
581 |
| Empirical Likelihood Block Bootstrapping |
0 |
0 |
0 |
51 |
0 |
2 |
2 |
207 |
| Endogenous Work Hours and Practice Patterns of Canadian Physicians |
0 |
0 |
0 |
5 |
1 |
3 |
5 |
27 |
| Estimating Equations with Combined Moving Average Error Processes under Rational Expectations |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
| Estimation of Reduced Forms of Rational Expectation Models and Volcker Deflation |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
| Exogeneity and Money Demand in a Small Open Economy: The Canadian Case |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
110 |
| Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence |
0 |
0 |
0 |
13 |
2 |
3 |
4 |
77 |
| Inventories and Price Inflexibility |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
5 |
| Measuring Business Cycles With Business-cycle Models |
0 |
1 |
1 |
73 |
1 |
2 |
6 |
584 |
| Measuring World Business Cycles |
0 |
0 |
0 |
56 |
1 |
3 |
6 |
419 |
| Needs-Based Health Care Funding: Implications for Resource Distribution in Ontario |
1 |
1 |
1 |
266 |
4 |
5 |
7 |
1,560 |
| On Formulating Wald Tests of Nonlinear Restrictions |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
17 |
| Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
549 |
| Residual-Based Tests for Cointegration in Models with Regime Shifts |
0 |
0 |
0 |
4 |
3 |
7 |
12 |
1,235 |
| Residual-based Tests For Cointegration In Models With Regime Shifts |
0 |
1 |
2 |
188 |
4 |
7 |
14 |
2,416 |
| Risk Premiums in Asset Prices and Returns |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
95 |
| Risk Premiums in the Term Structure: Evidence from Artificial Economies |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
277 |
| Sources Of Variation In International Real Interest Rates |
0 |
0 |
0 |
9 |
1 |
2 |
2 |
417 |
| Standardized Mortality Ratios In Capitation Funding Models: Emiprical Issues From Canadian Data |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
233 |
| Testing For Structural Breaks |
0 |
0 |
0 |
46 |
1 |
1 |
1 |
993 |
| Testing for Cointegration in Linear Quadratic Models |
0 |
0 |
0 |
10 |
1 |
1 |
1 |
400 |
| The Effects of Religion and Denomination on Earnings and the Returns to Human Capital |
0 |
0 |
1 |
4 |
0 |
1 |
2 |
13 |
| The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility |
0 |
0 |
0 |
2 |
0 |
2 |
2 |
271 |
| 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 |
0 |
2 |
405 |
| Two Papers on Linear Models |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
28 |
| Two Papers on Linear Models |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
116 |
| US Fiscal Policy Shocks: Proxy-SVAR Overidentification via GMM |
0 |
1 |
8 |
86 |
3 |
4 |
21 |
206 |
| Total Working Papers |
1 |
4 |
16 |
1,697 |
38 |
78 |
160 |
19,147 |
| 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 |
215 |
| A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
125 |
| Accounting for Forward Rates in Markets for Foreign Currency |
0 |
0 |
1 |
251 |
5 |
7 |
9 |
854 |
| An Econometric Model of Canadian Monetary Policy over the 1970s |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
96 |
| An invariance property of generalized classical linear estimators |
0 |
0 |
0 |
24 |
1 |
2 |
2 |
177 |
| Business Cycle Theory and Econometrics |
0 |
0 |
0 |
60 |
1 |
2 |
5 |
234 |
| Calibration as Testing: Inference in Simulated Macroeconomic Models |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
488 |
| Canadian city housing prices and urban market segmentation |
0 |
1 |
1 |
7 |
5 |
9 |
12 |
41 |
| Canadian city housing prices and urban market segmentation |
0 |
0 |
0 |
67 |
3 |
3 |
8 |
267 |
| Common and country-specific fluctuations in productivity, investment, and the current account |
1 |
1 |
1 |
177 |
1 |
2 |
4 |
443 |
| Empirical likelihood block bootstrapping |
0 |
0 |
1 |
42 |
0 |
2 |
4 |
245 |
| Endogenous Work Hours and Practice Patterns of Canadian Physicians |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
1,336 |
| Estimation and Inference in ARCH Models in the Presence of Outliers |
0 |
0 |
0 |
13 |
0 |
1 |
1 |
57 |
| Formulating Wald Tests of Nonlinear Restrictions |
0 |
0 |
0 |
190 |
3 |
5 |
9 |
606 |
| Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis |
0 |
0 |
0 |
20 |
2 |
2 |
2 |
142 |
| Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence |
0 |
0 |
0 |
60 |
1 |
2 |
4 |
204 |
| Interpreting Value at Risk (VaR) forecasts |
0 |
0 |
0 |
106 |
0 |
2 |
2 |
333 |
| Measuring World Business Cycles |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
725 |
| Measuring business cycles with business-cycle models |
0 |
0 |
0 |
71 |
0 |
2 |
5 |
227 |
| Mixed signals among tests for cointegration |
0 |
0 |
0 |
116 |
1 |
1 |
3 |
435 |
| Needs-based health care funding: implications for resource distribution in Ontario |
1 |
1 |
1 |
92 |
1 |
2 |
5 |
633 |
| Needs‐based health care funding: implications for resource distribution in Ontario |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model |
0 |
0 |
1 |
175 |
3 |
3 |
4 |
419 |
| Residual-based tests for cointegration in models with regime shifts |
2 |
3 |
11 |
2,289 |
5 |
19 |
64 |
5,313 |
| Risk premiums in the term structure: Evidence from artificial economies |
0 |
0 |
1 |
349 |
1 |
1 |
5 |
747 |
| Sampling variability in Hansen-Jagannathan bounds |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
107 |
| Simultaneity and the Demand for Money in Canada: Comments and Extensions |
0 |
0 |
0 |
5 |
3 |
3 |
3 |
128 |
| Sources of Variation in International Real Interest Rates |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
| Standardized Mortality Ratios and Canadian Health-Care Funding |
0 |
0 |
0 |
48 |
2 |
3 |
3 |
377 |
| Testing Interest Rate Parity and Rational Expectations for Canada and the United States |
0 |
0 |
1 |
52 |
0 |
0 |
7 |
602 |
| Testing Long-Run Properties of Stationary Time Series |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
279 |
| Testing Non-Nested Specifications of Money Demand for Canada |
0 |
0 |
0 |
3 |
1 |
1 |
4 |
73 |
| Testing for Cointegration in Linear Quadratic Models |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
359 |
| Testing for Forecast Consensus |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
354 |
| Testing for structural breaks in cointegrated relationships |
0 |
0 |
4 |
476 |
0 |
0 |
9 |
1,016 |
| 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 |
2 |
3 |
154 |
| Testing the value of lead information in forecasting monthly changes in employment from the Bureau of Labor Statistics |
0 |
0 |
3 |
10 |
2 |
2 |
5 |
50 |
| Tests for Cointegration in Models with Regime and Trend Shifts |
0 |
0 |
0 |
8 |
6 |
12 |
28 |
1,616 |
| The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
155 |
| The effect of sampling error on the time series behavior of consumption data |
0 |
0 |
0 |
29 |
0 |
1 |
3 |
155 |
| The evolution of consensus in macroeconomic forecasting |
0 |
0 |
0 |
55 |
1 |
1 |
4 |
276 |
| 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 |
1 |
3 |
6 |
72 |
| Theoretical Relations between Risk Premiums and Conditional Variances |
0 |
0 |
0 |
0 |
4 |
5 |
5 |
448 |
| 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 |
0 |
3 |
14 |
| Wald tests of common factor restrictions |
0 |
0 |
0 |
126 |
0 |
0 |
2 |
395 |
| Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
304 |
| Total Journal Articles |
4 |
6 |
26 |
5,103 |
56 |
105 |
259 |
21,370 |
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