Access Statistics for Lynda Khalaf

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices 0 0 0 58 0 0 0 92
Are New Keynesian Phillips Curved Identified? 0 0 0 60 0 0 1 216
Are New Keynesian Phillips Curves Identified ? 0 0 0 1 0 0 0 341
Are New Keynesian Phillips Curves Identified ? 0 0 0 0 0 0 0 213
Are New Keynesian Phillips Curves Identified ? 0 0 0 0 0 0 0 120
Assessing Indexation-Based Calvo Inflation Models 0 0 0 76 0 0 0 204
Estimating New Keynesian Phillips Curves Using Exact Methods 0 0 0 212 0 0 0 606
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 0 0 5 0 0 0 57
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 0 0 109 0 0 0 445
Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions 0 0 0 156 0 0 0 644
Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models 0 0 1 520 0 0 5 3,252
Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models 0 0 0 832 0 0 0 4,595
Exact Testing of the Stability of the Phillips Curve 0 0 0 0 0 0 1 179
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 0 0 0 0 1 2 665
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 0 2 380 0 1 6 2,928
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions 0 0 1 145 0 0 2 721
Exact confidence sets and goodness-of-fit methods for stable distributions 0 0 0 32 0 0 0 37
Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models 0 0 1 470 0 0 2 3,656
Factor based identification-robust inference in IV regressions 0 0 1 46 0 0 2 88
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 0 0 109 0 0 0 525
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 1 1 1 120 1 1 1 515
Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models 0 0 0 203 0 0 0 1,307
Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability 0 0 0 55 0 2 3 85
Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions 0 0 0 152 0 0 0 1,019
Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions 0 0 0 122 0 0 0 741
Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability 0 0 0 23 0 0 0 48
Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion 1 1 6 1,910 1 2 11 4,298
Identification Robust Confidence Sets Methods for Inference on Parameter Ratios and their Application to Estimating Value-of-Time 0 0 1 116 0 0 5 445
Identification-robust estimation and testing of the zero-beta CAPM 0 0 0 38 0 0 1 124
Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis 0 0 0 6 0 0 0 76
Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis 0 0 0 138 0 0 0 550
Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis 0 0 1 233 0 0 1 709
Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis 0 0 1 177 0 0 1 525
Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both? 0 0 2 38 1 1 5 52
Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both? 0 0 0 42 0 0 0 73
Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both? 1 1 1 49 1 2 3 55
Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield 1 1 3 478 2 7 20 1,248
On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests 0 0 0 0 0 0 0 398
On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests 0 0 0 106 0 0 0 537
On Jumps and Arch Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests 0 0 0 79 0 0 0 559
SIMULATION-BASED EXACT TESTS FOR STRUCTURAL DISCONTINUITIES WITH UNIDENTIFIED NUISANCE PARAMETERS: AN APPLICATION TO COMMODITIES SPOT PRICES 0 0 0 0 0 0 1 206
Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models 0 0 0 27 0 0 0 176
Simulation Based Finite and Large Sample Tests in Multivariate Regressions 0 0 0 315 0 0 0 2,259
Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations 0 0 0 0 0 1 1 404
Simulation Based Inference in Moving Average Models 0 0 0 19 0 0 0 134
Simulation Based Inference in Moving Average Models 0 0 0 1 0 0 0 411
Simulation Based Inference in Moving Average Models 0 0 0 284 0 0 0 1,564
Simulation Based Inference in Simultaneous Equations 0 0 0 45 0 0 0 140
Simulation-Based Exact Tests in Jump-Diffusion Models in the Presence of Unidentified Nuisance Parameters: an Application to Commodity Spot Prices 0 0 0 2 0 0 0 623
Simulation-Based Exact Tests with Unidentified Nuisance Parameters Under the Null Hypothesis: the Case of Jumps Tests in Models with Conditional Heteroskedasticity 0 1 1 50 0 1 1 381
Simulation-Based Exact Tests with Unidentified Nuisance Parameters under the Null Hypothesis: the Case of Jumps Tests in Model with Conditional Heteroskedasticity 0 0 0 57 0 1 1 571
Simulation-Based Finite and Large Sample Tests in Multivariate Regressions 0 0 0 0 1 1 3 330
Simulation-Based Finite and Large Sample Tests in Multivariate Regressions 0 0 0 65 0 0 3 434
Simulation-Based Finite-Sample Inference in Simultaneous Equations 0 0 0 73 1 1 3 347
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 0 0 0 0 0 398
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 2 603 0 0 9 3,393
Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects 0 0 0 169 0 0 2 735
Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions 0 0 0 54 0 0 0 270
Structural Change and Forecasting Long-Run Energy Prices 0 0 0 387 1 1 1 975
Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada 0 0 1 59 0 0 2 279
Structural Estimation and Evaluation of Calvo-Style Inflation Models 0 0 0 0 1 1 1 168
Structural Inflation Models with Real Wage Rigidities: The Case of Canada 0 0 0 81 0 0 0 477
Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit 0 0 0 113 0 0 1 377
TESTING MEAN-VARIANCE EFFICIENCY IN CAPM WITH POSSIBLY NON-GAUSSIAN ERRORS: AN EXACT SIMULATION-BASED APPROACH 0 0 0 263 0 0 0 1,547
TESTING THE PRICING-TO-MARKET HYPOTHESIS CASE OF THE TRANSPORTATION EQUIPMENT INDUSTRY 0 0 0 89 0 1 2 332
Testing Financial Integration: Finite Sample Motivated Mothods 0 0 0 50 0 0 1 239
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach 0 0 0 379 0 1 2 2,264
Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach 0 0 0 586 0 0 0 3,303
Testing for Structural Breaks in Covariance: Exchange Rate Pass-Through in Canada 0 0 0 2 1 1 2 189
Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach 0 0 2 224 0 0 11 1,475
Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry 0 0 0 285 0 0 12 2,131
Testing the Stability of the Canadian Phillips Curve Using Exact Methods 1 1 2 114 1 2 3 449
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 0 0 0 144 0 1 1 2,287
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 0 0 0 1 1 2 2 142
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression 0 0 0 81 0 1 2 1,278
The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification 0 1 1 73 0 1 1 255
Total Working Papers 5 7 31 11,991 13 34 140 63,891

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An identification‐robust test for time‐varying parameters in the dynamics of energy prices 0 0 0 4 0 0 0 40
Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions 0 0 0 34 0 0 0 215
Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification 1 2 2 20 1 2 3 109
Estimation uncertainty in structural inflation models with real wage rigidities 0 0 0 21 0 0 1 92
Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness‐of‐Fit in Multivariate Regressions with Application to Asset Pricing Models* 0 0 0 65 0 0 3 411
Exact confidence sets and goodness-of-fit methods for stable distributions 0 0 0 7 0 0 1 70
Exact test for breaks in covariance in multivariate regressions 0 0 0 12 0 0 0 44
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions 0 0 1 186 0 0 7 755
Exact tests of the stability of the Phillips curve: the Canadian case 0 0 1 17 1 1 3 55
Finite sample inference methods for dynamic energy demand models 0 0 0 57 0 0 0 311
Finite sample multivariate structural change tests with application to energy demand models 0 0 1 53 0 0 4 181
Finite sample multivariate tests of asset pricing models with coskewness 0 0 0 15 0 0 0 87
Forecasting commodity prices: GARCH, jumps, and mean reversion 0 0 1 156 0 0 5 459
IDENTIFICATION-ROBUST FACTOR PRICING: CANADIAN EVIDENCE 0 0 0 1 0 0 0 38
Identification and inference in two-pass asset pricing models 0 0 2 20 0 0 2 69
Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models 1 1 2 44 2 3 7 172
Identification robust inference in cointegrating regressions 0 0 1 14 1 1 2 68
Identification-Robust Estimation and Testing of the Zero-Beta CAPM 0 0 0 18 0 0 2 120
Identification-robust analysis of DSGE and structural macroeconomic models 0 1 3 91 1 4 11 282
Identification-robust simulation-based inference in joint discrete/continuous models for energy markets 0 0 0 25 0 1 4 122
Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis 0 0 1 104 0 0 2 296
L’économétrie et l’évidence fallacieuse: erreurs et avancées 0 0 0 9 0 0 1 57
Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach 0 0 0 22 0 0 0 65
Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models 0 0 0 65 0 0 3 282
On Jumps and ARCH Effects in Natural Resource Prices: An Application to Pacific Northwest Stumpage Prices 0 0 0 19 0 0 0 151
On the precision of Calvo parameter estimates in structural NKPC models 0 0 0 61 0 0 7 220
Pricing-to-market tests in instrumental regressions: Case of the transportation equipment industry 0 0 0 8 0 0 0 87
Simulation Based Inference In Moving Average Models 0 0 0 7 0 0 1 36
Simulation based finite and large sample tests in multivariate regressions 1 1 3 74 1 1 3 325
Simulation-based exact jump tests in models with conditional heteroskedasticity 0 0 0 31 0 0 0 215
Simulation-based finite sample normality tests in linear regressions 0 0 0 1 2 2 4 1,963
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects 0 0 1 76 0 0 3 333
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression* 0 0 0 7 0 0 0 77
The Convenience Yield and the Informational Content of the Oil Futures Price 0 0 1 37 0 0 1 98
Total Journal Articles 3 5 20 1,381 9 15 80 7,905
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Statistics updated 2023-05-07