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 2 4 11 259
Estimation of a nonlinear Taylor rule using real-time U.S. data 0 0 0 110 1 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 2 6 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 2 6 16 537
Policy-Induced Mean Reversion in the Real Interest Rate? 0 0 0 101 2 3 7 417
Policy-Induced Mean Reversion in the Real Interest Rate? 0 0 0 70 1 5 10 290
Structural change tests based on implied probabilities for GEL criteria 0 0 0 33 1 2 14 119
Structural change tests for GEL criteria 0 0 0 36 1 2 6 116
The Information Content of Implied Probabilities to Detect Structural Change 0 0 0 16 4 5 21 147
The Information Content of Implied Probabilities to Detect Structural Change 0 0 0 14 1 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 2 11 191
Threshold Random Walks in the U.S. Stock Market 0 0 0 187 2 10 22 624
Total Working Papers 0 0 0 940 19 48 158 3,298

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 1 2 6 105
Estimating baselines for climate change for less developed countries: the case of the Sahel 0 0 0 2 1 1 2 15
Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data 0 0 0 44 0 1 8 97
Evidence of nonlinear mean reversion in the real interest rate 0 0 0 46 2 3 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 3 6 10 66
Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence 0 0 0 60 1 1 6 207
Instrumental variable estimation of a nonlinear Taylor rule 0 0 0 36 1 1 5 112
STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA 0 0 1 5 5 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 14 21 60 987

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Statistics updated 2026-05-06