Access Statistics for Jean-Francois Lamarche

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Anticipation and Real Business Cycles	0	0	0	71	0	0	2	250
Estimation of a nonlinear Taylor rule using real-time U.S. data	0	0	0	110	1	3	4	279
Have Structural Changes Eliminated the Out-of-Sample Ability of Financial Variables To Forecast Real Activity After the Mid-1980s? Evidence From the Canadian Economy	0	0	0	29	0	3	4	136
Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence	0	0	0	13	2	3	4	77
Instrumental variable estimation of a nonlinear Taylor rule	0	0	0	225	0	1	2	522
Policy-Induced Mean Reversion in the Real Interest Rate?	0	0	0	70	0	0	1	280
Policy-Induced Mean Reversion in the Real Interest Rate?	0	0	0	101	0	1	2	411
Structural change tests based on implied probabilities for GEL criteria	0	0	0	33	0	2	3	107
Structural change tests for GEL criteria	0	0	0	36	0	0	1	111
The Information Content of Implied Probabilities to Detect Structural Change	0	0	0	14	1	2	4	78
The Information Content of Implied Probabilities to Detect Structural Change	0	0	0	16	0	0	3	126
The impact of structural breaks on the stability of the out-of-sample predictive content of financial variables for Canada's real GDP growth: An encompassing approach	0	0	0	35	0	1	5	183
Threshold Random Walks in the U.S. Stock Market	0	0	0	187	0	4	7	606
Total Working Papers	0	0	0	940	4	20	42	3,166

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A robust bootstrap test under heteroskedasticity	0	0	0	29	0	0	1	100
Estimating baselines for climate change for less developed countries: the case of the Sahel	0	0	0	2	0	1	2	14
Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data	0	0	1	44	1	1	3	91
Evidence of nonlinear mean reversion in the real interest rate	0	0	0	46	0	0	2	124
Have structural changes eliminated the out-of-sample ability of financial variables to forecast real activity after the mid-1980s? Evidence from the Canadian economy	0	0	1	8	1	1	3	57
Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence	0	0	0	60	1	2	4	204
Instrumental variable estimation of a nonlinear Taylor rule	0	0	0	36	0	0	2	108
STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA	0	0	1	5	0	0	1	25
The Numerical Performance of Fast Bootstrap Procedures	0	0	0	67	0	1	2	218
Total Journal Articles	0	0	3	297	3	6	20	941

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Statistics updated 2025-12-06