Access Statistics for Jean-Francois Lamarche

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
Anticipation and Real Business Cycles 0 0 0 71 0 4 11 259
Estimation of a nonlinear Taylor rule using real-time U.S. data 0 0 0 110 0 1 8 284
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 16 149
Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence 0 0 0 13 0 0 9 82
Instrumental variable estimation of a nonlinear Taylor rule 0 0 0 225 1 3 17 538
Policy-Induced Mean Reversion in the Real Interest Rate? 0 0 0 70 0 3 10 290
Policy-Induced Mean Reversion in the Real Interest Rate? 0 0 0 101 2 4 9 419
Structural change tests based on implied probabilities for GEL criteria 0 0 0 33 0 2 14 119
Structural change tests for GEL criteria 0 0 0 36 0 2 6 116
The Information Content of Implied Probabilities to Detect Structural Change 0 0 0 16 1 5 22 148
The Information Content of Implied Probabilities to Detect Structural Change 0 0 0 14 0 2 7 83
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 11 191
Threshold Random Walks in the U.S. Stock Market 0 0 0 187 3 7 25 627
Total Working Papers 0 0 0 940 7 37 165 3,305

Journal Article File Downloads Abstract Views
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 1 6 105
Estimating baselines for climate change for less developed countries: the case of the Sahel 0 0 0 2 0 1 2 15
Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data 0 0 0 44 1 1 9 98
Evidence of nonlinear mean reversion in the real interest rate 0 0 0 46 0 2 10 132
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 8 0 5 10 66
Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence 0 0 0 60 1 2 7 208
Instrumental variable estimation of a nonlinear Taylor rule 0 0 0 36 0 1 5 112
STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA 0 0 1 5 0 6 9 33
The Numerical Performance of Fast Bootstrap Procedures 0 0 0 67 0 0 4 220
Total Journal Articles 0 0 1 297 2 19 62 989

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Statistics updated 2026-06-04