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 5 7 255
Estimation of a nonlinear Taylor rule using real-time U.S. data 0 0 0 110 0 4 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 3 10 13 146
Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence 0 0 0 13 0 5 9 82
Instrumental variable estimation of a nonlinear Taylor rule 0 0 0 225 4 13 15 535
Policy-Induced Mean Reversion in the Real Interest Rate? 0 0 0 70 2 7 7 287
Policy-Induced Mean Reversion in the Real Interest Rate? 0 0 0 101 1 4 6 415
Structural change tests based on implied probabilities for GEL criteria 0 0 0 33 0 10 13 117
Structural change tests for GEL criteria 0 0 0 36 0 3 4 114
The Information Content of Implied Probabilities to Detect Structural Change 0 0 0 16 1 17 17 143
The Information Content of Implied Probabilities to Detect Structural Change 0 0 0 14 0 3 5 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 1 7 10 190
Threshold Random Walks in the U.S. Stock Market 0 0 0 187 6 14 18 620
Total Working Papers 0 0 0 940 18 102 131 3,268

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 4 5 104
Estimating baselines for climate change for less developed countries: the case of the Sahel 0 0 0 2 0 0 1 14
Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data 0 0 0 44 1 6 8 97
Evidence of nonlinear mean reversion in the real interest rate 0 0 0 46 1 6 8 130
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 1 4 5 61
Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence 0 0 0 60 0 2 6 206
Instrumental variable estimation of a nonlinear Taylor rule 0 0 0 36 0 3 4 111
STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA 0 0 1 5 0 2 3 27
The Numerical Performance of Fast Bootstrap Procedures 0 0 0 67 0 2 4 220
Total Journal Articles 0 0 1 297 4 29 44 970

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Statistics updated 2026-03-04