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 2 2 250
Estimation of a nonlinear Taylor rule using real-time U.S. data 0 0 0 110 0 0 1 276
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 1 1 2 134
Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence 0 0 0 13 0 1 1 74
Instrumental variable estimation of a nonlinear Taylor rule 0 0 0 225 0 0 2 521
Policy-Induced Mean Reversion in the Real Interest Rate? 0 0 0 101 0 0 1 410
Policy-Induced Mean Reversion in the Real Interest Rate? 0 0 0 70 0 0 1 280
Structural change tests based on implied probabilities for GEL criteria 0 0 0 33 1 1 2 106
Structural change tests for GEL criteria 0 0 0 36 0 1 1 111
The Information Content of Implied Probabilities to Detect Structural Change 0 0 0 14 0 0 2 76
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 1 35 0 1 5 182
Threshold Random Walks in the U.S. Stock Market 0 0 0 187 0 0 7 602
Total Working Papers 0 0 1 940 2 7 30 3,148


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 0 2 100
Estimating baselines for climate change for less developed countries: the case of the Sahel 0 0 0 2 0 0 1 13
Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data 0 0 1 44 0 1 2 90
Evidence of nonlinear mean reversion in the real interest rate 0 0 0 46 0 2 3 124
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 0 0 2 56
Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence 0 0 0 60 0 1 2 202
Instrumental variable estimation of a nonlinear Taylor rule 0 0 0 36 0 1 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 1 2 2 218
Total Journal Articles 0 0 3 297 1 7 17 936


Statistics updated 2025-10-06