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	2	5	7	255
Estimation of a nonlinear Taylor rule using real-time U.S. data	0	0	0	110	2	5	7	283
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	5	7	10	143
Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence	0	0	0	13	1	7	9	82
Instrumental variable estimation of a nonlinear Taylor rule	0	0	0	225	8	9	11	531
Policy-Induced Mean Reversion in the Real Interest Rate?	0	0	0	70	4	5	5	285
Policy-Induced Mean Reversion in the Real Interest Rate?	0	0	0	101	3	3	5	414
Structural change tests based on implied probabilities for GEL criteria	0	0	0	33	8	10	13	117
Structural change tests for GEL criteria	0	0	0	36	3	3	4	114
The Information Content of Implied Probabilities to Detect Structural Change	0	0	0	16	15	16	17	142
The Information Content of Implied Probabilities to Detect Structural Change	0	0	0	14	2	4	6	81
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	5	6	10	189
Threshold Random Walks in the U.S. Stock Market	0	0	0	187	5	8	13	614
Total Working Papers	0	0	0	940	63	88	117	3,250

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	2	3	4	103
Estimating baselines for climate change for less developed countries: the case of the Sahel	0	0	0	2	0	0	2	14
Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data	0	0	0	44	3	6	7	96
Evidence of nonlinear mean reversion in the real interest rate	0	0	0	46	0	5	7	129
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	3	4	6	60
Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence	0	0	0	60	2	3	6	206
Instrumental variable estimation of a nonlinear Taylor rule	0	0	0	36	3	3	5	111
STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA	0	0	1	5	2	2	3	27
The Numerical Performance of Fast Bootstrap Procedures	0	0	0	67	1	2	4	220
Total Journal Articles	0	0	2	297	16	28	44	966

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Statistics updated 2026-02-12