Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
150 Years of the Oil Price-Macroeconomy Relationship |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
122 |
A MICROECONOMIC SYSTEM-WIDE APPROACH TO MODELING THE DEMAND FOR CONSUMPTION GOODS AND LIQUID ASSETS |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
508 |
A Note on Imposing Local Curvature in Generalized Leontief Models |
0 |
0 |
0 |
122 |
0 |
0 |
0 |
397 |
A Note on Imposing Local Curvature on Generalized Leontief Models |
0 |
0 |
0 |
100 |
0 |
0 |
0 |
397 |
A Note on Leverage and the Macroeconomy |
0 |
0 |
0 |
78 |
0 |
0 |
0 |
136 |
A Primal Divisia Technical Change Index Based on the Output Distance Function |
0 |
0 |
0 |
67 |
0 |
0 |
1 |
886 |
An Interview with William A. Barnett, Fellow at the Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise* |
0 |
0 |
1 |
2 |
0 |
0 |
3 |
18 |
Are the Responses of the U.S. Economy Asymmetric to Positive and Negative Money Supply Shocks? |
0 |
0 |
0 |
52 |
0 |
0 |
1 |
81 |
Banking Technology in a Markov Switching Economy |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
59 |
Business cycles and the behavior of energy prices |
0 |
0 |
0 |
97 |
0 |
0 |
2 |
236 |
Chaos in East European Black-Market Exchange Rates |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
1,475 |
Communication Frictions, Sentiments, and Nonlinear Business Cycles |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
50 |
Conditional Correlation Demand Systems |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
29 |
Consumer preferences and demand systems |
0 |
0 |
1 |
392 |
0 |
2 |
4 |
1,584 |
Consumer preferences and demand systems |
0 |
0 |
0 |
129 |
0 |
1 |
1 |
376 |
Consumption, Leisure, and Money |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
108 |
Demand Systems with Heteroscedastic Disturbances |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
46 |
Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions |
0 |
0 |
0 |
87 |
0 |
0 |
1 |
137 |
Do real exchange rates have autoregressive unit roots? a test under the alternative of long memory and breaks |
0 |
0 |
0 |
113 |
0 |
0 |
2 |
367 |
Efficiency, Technical Change, and Returns to Scale in Large U.S. Banks: Panel Data Evidence from an Output Distance Function Satisfying Theoretical Regularity |
0 |
0 |
0 |
160 |
1 |
1 |
4 |
340 |
Electricity Prices, Large-Scale Renewable Integration, and Policy Implications |
0 |
0 |
0 |
39 |
0 |
2 |
3 |
75 |
Energy Markets Volatility Modelling using GARCH |
0 |
0 |
1 |
77 |
0 |
1 |
6 |
193 |
Episodic Nonlinearity in Leading Global Currencies |
0 |
0 |
0 |
68 |
0 |
1 |
1 |
233 |
Financial Frictions and the Fiscal Theory of Price Level Determination |
0 |
0 |
0 |
37 |
0 |
0 |
1 |
65 |
How Does the U.S. Natural Gas Market React to Demand and Supply Shocks in the Crude Oil Market? |
0 |
0 |
0 |
63 |
0 |
0 |
0 |
100 |
Imposing Theoretical Regularity on Flexible Functional Forms |
0 |
1 |
1 |
21 |
0 |
1 |
1 |
62 |
Interest Rates, Money, and Economic Activity |
0 |
0 |
0 |
37 |
0 |
1 |
1 |
137 |
Interfuel Substitution: Evidence from the Markov Switching Minflex Laurent Demand System with BEKK Errors |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
44 |
International Evidence on the Neutrality of Money |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
1,689 |
International Monetary Policy Spillovers |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
134 |
Introduction to Internally Consistent Modeling, Aggregation, Inference, and Policy |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
90 |
Introduction to Macroeconomic Dynamics Special Issue on Complexity in Economic Systems |
0 |
0 |
0 |
89 |
0 |
1 |
3 |
72 |
Introduction to Macroeconomic Dynamics Special Issue on Dynamics of Oil and Commodities Prices |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
65 |
Is there an East-West split in North-American natural gas markets? |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
168 |
MARTINGALES, NONLINEARITY, AND CHAOS |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
142 |
MONETARY VELOCITY IN THE UNITED STATES: MONEY GROWTH AND VARIABILITY TESTS ON QUARTERLY AND MONTHLY DATA 1970 - 1985 |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
14 |
Markov Switching Oil Price Uncertainty |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
49 |
Martingales, Nonlinearity, and Chaos |
0 |
0 |
1 |
1,375 |
0 |
3 |
9 |
3,111 |
Measuring Consumer Preferences and Estimating Demand Systems |
0 |
0 |
0 |
100 |
0 |
0 |
1 |
295 |
Measuring Consumer Preferences and Estimating Demand Systems |
0 |
0 |
0 |
661 |
0 |
0 |
0 |
2,091 |
Monetary Aggregation, Rational Expectations, and the Demand for Money in the United States |
0 |
0 |
0 |
167 |
0 |
1 |
1 |
526 |
Monetary Neutrality |
0 |
0 |
0 |
47 |
0 |
2 |
3 |
124 |
Monetary Policy and Leverage Shocks |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
84 |
Monetary and Fiscal Policy Switching with Time-Varying Volatilities |
0 |
0 |
1 |
78 |
0 |
1 |
2 |
71 |
Money Supply Volatility and the Macroeconomy |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
79 |
Money, Velocity, and the Stock Market |
0 |
2 |
2 |
83 |
0 |
3 |
10 |
188 |
NONLINEAR AND COMPLEX DYNAMICS IN ECONOMICS |
0 |
0 |
0 |
77 |
0 |
1 |
3 |
221 |
Nonlinear and Complex Dynamics in Economics |
0 |
0 |
0 |
64 |
0 |
1 |
2 |
232 |
Nonlinear and Complex Dynamics in Economics |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
133 |
Nonlinear and Complex Dynamics in Economics |
0 |
1 |
1 |
1,432 |
0 |
4 |
10 |
2,801 |
Nonlinear and Complex Dynamics in Real Systems |
0 |
0 |
0 |
251 |
0 |
0 |
0 |
594 |
Nonlinear and Complex Dynamics in Real Systems |
0 |
0 |
0 |
133 |
0 |
1 |
3 |
411 |
Oil Prices and the Renewable Energy Sector |
0 |
0 |
1 |
71 |
1 |
3 |
4 |
127 |
Oil, Uncertainty, and Gasoline Prices |
0 |
1 |
1 |
75 |
0 |
2 |
4 |
191 |
On interfuel substitution: some international evidence |
0 |
0 |
3 |
90 |
0 |
1 |
8 |
250 |
On the Fisher Effect |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
2,082 |
On the Markov Switching Welfare Cost of Inflation |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
77 |
Output growth and the variability of exports and imports growth: international evidence from Granger causality tests |
0 |
0 |
0 |
73 |
0 |
0 |
2 |
273 |
Resolving the Liquidity Puzzle |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
840 |
Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms |
0 |
0 |
0 |
33 |
0 |
0 |
2 |
139 |
Stochastic Volatility Demand Systems |
0 |
0 |
0 |
71 |
0 |
0 |
1 |
109 |
Technical Change in U.S. Industries |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
43 |
Testing for Government Spending Convergence Across Canadian Provinces |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
882 |
The Cyclical Behavior of Monthly NYMEX Energy Prices |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
1,375 |
The Demand for Assets and Optimal Monetary Aggregation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
48 |
The Demand for Gasoline: Evidence from Household Survey Data |
0 |
1 |
1 |
76 |
0 |
1 |
3 |
261 |
The Differential Approach to Demand Analysis and the Rotterdam Model |
0 |
0 |
0 |
56 |
0 |
1 |
1 |
179 |
The Differential Approach to Demand Analysis and the Rotterdam Model |
0 |
0 |
0 |
204 |
0 |
0 |
2 |
678 |
The North American Natural Gas Liquids Markets are Chaotic |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1,373 |
The North American natural gas liquids markets are chaotic |
0 |
0 |
0 |
62 |
1 |
1 |
1 |
228 |
The Theory of Monetary Aggregation (book front matter) |
0 |
0 |
3 |
332 |
2 |
3 |
8 |
916 |
The Zero Lower Bound and Market Spillovers: Evidence from the G7 and Norway |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
65 |
The revenue smoothing hypothesis in an ARIMA Framework: Evidence from the United States, in Claude Diebolt, Catherine Kyrtsou et al. (eds.), New Trends in Macroeconomics |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
62 |
Threshold Random Walks in the U.S. Stock Market |
0 |
0 |
0 |
187 |
1 |
3 |
8 |
602 |
Undesirable Outputs and a Primal Divisia Productivity Index Based on the Directional Output Distance Function |
0 |
0 |
0 |
50 |
0 |
1 |
15 |
213 |
Unit root behavior in energy futures prices |
0 |
0 |
0 |
87 |
1 |
1 |
1 |
248 |
User Costs, the Financial Firm, and Monetary and Regulatory Policy |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
32 |
User Costs, the Financial Firm, and Monetary and Regulatory Policy |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
33 |
Volatility and a Century of Energy Markets Dynamics |
0 |
0 |
0 |
61 |
0 |
0 |
1 |
100 |
Total Working Papers |
0 |
6 |
18 |
8,221 |
8 |
49 |
163 |
33,071 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
150 YEARS OF THE OIL PRICE–MACROECONOMY RELATIONSHIP |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
35 |
A BAYESIAN CLASSIFICATION APPROACH TO MONETARY AGGREGATION |
0 |
0 |
1 |
13 |
1 |
1 |
3 |
81 |
A NOTE ON IMPOSING LOCAL CURVATURE IN GENERALIZED LEONTIEF MODELS |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
142 |
A NOTE ON LEVERAGE AND THE MACROECONOMY |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
62 |
A Time-Series Analysis of the Relationship Between Government Expenditure and Gdp in Canada |
0 |
0 |
0 |
61 |
0 |
0 |
2 |
117 |
A century and a half of the monetary base-stock market relationship |
0 |
0 |
1 |
4 |
1 |
1 |
3 |
13 |
A century of interfuel substitution |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
21 |
A cointegration analysis of petroleum futures prices |
0 |
0 |
0 |
273 |
0 |
0 |
1 |
607 |
A dispersion-dependency diagnostic test for aggregation error: With applications to monetary economics and income distribution |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
172 |
A primal Divisia technical change index based on the output distance function |
0 |
0 |
0 |
27 |
0 |
2 |
3 |
742 |
An Interview with William A. Barnett |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
21 |
An empirical comparison of flexible demand system functional forms |
0 |
1 |
2 |
348 |
1 |
2 |
6 |
918 |
Are the Responses of the U.S. Economy Asymmetric to Positive and Negative Money Supply Shocks? |
0 |
0 |
1 |
12 |
0 |
0 |
1 |
63 |
Banking technology in a Markov switching economy |
0 |
0 |
1 |
13 |
1 |
1 |
3 |
53 |
Biofuel substitution in the U.S. transportation sector |
0 |
1 |
2 |
3 |
0 |
1 |
3 |
12 |
Bounds Tests of the Gibson Paradox and the Fisher Effect: Evidence from Low‐Frequency International Data |
0 |
0 |
0 |
98 |
0 |
1 |
2 |
385 |
Bounds tests of the theory of purchasing power parity |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
253 |
Breaking Trend Functions in Real Exchange Rates: Evidence from Seventeen OECD Countries |
0 |
0 |
0 |
37 |
0 |
0 |
5 |
225 |
Breaking trend functions in the velocity of money: Evidence from the United States and Canada |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
160 |
Broker-dealer Leverage and the Stock Market |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
88 |
Business Cycles and the Behavior of Energy Prices |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
74 |
Business Cycles and the Behavior of Energy Prices* |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
Business cycles and hydrocarbon gas liquids prices |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
46 |
Business cycles and natural gas prices |
0 |
0 |
3 |
168 |
0 |
0 |
4 |
679 |
Business cycles in the USA: the role of monetary policy and oil shocks |
0 |
0 |
3 |
3 |
0 |
1 |
7 |
7 |
CONSUMPTION, LEISURE, AND MONEY |
0 |
0 |
1 |
7 |
0 |
1 |
5 |
57 |
CREDIT CARDS, THE DEMAND FOR MONEY, AND MONETARY AGGREGATION |
0 |
0 |
1 |
5 |
0 |
0 |
1 |
13 |
Chaos in East European black market exchange rates |
0 |
0 |
1 |
370 |
2 |
3 |
6 |
2,018 |
Chaos in long-maturity real rates |
0 |
0 |
2 |
4 |
0 |
0 |
2 |
7 |
Chaos, self-organized criticality, and SETAR nonlinearity: An analysis of purchasing power parity between Canada and the United States |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
8 |
Chaotic monetary dynamics with confidence |
0 |
0 |
1 |
35 |
0 |
1 |
4 |
118 |
Comments on " 'Singularity bifurcations' by Yijun He and William A. Barnett" |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
97 |
Common Stochastic Trends and Convergence of European Union Stock Markets |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
575 |
Communication frictions, sentiments, and nonlinear business cycles |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
15 |
Conditional Correlation Demand Systems |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
16 |
Consumer Theory and the Demand for Money |
0 |
0 |
0 |
222 |
1 |
1 |
5 |
773 |
Consumer preferences and demand systems |
0 |
0 |
3 |
215 |
0 |
6 |
20 |
597 |
Consumer preferences, the demand for Divisia money, and the welfare costs of inflation |
0 |
0 |
0 |
1 |
2 |
3 |
9 |
17 |
Consumption effects of government purchases |
0 |
0 |
1 |
54 |
1 |
1 |
4 |
190 |
Correction: Nonlinear dynamics in Divisia monetary aggregates: an application of recurrence quantification analysis |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
6 |
Covid-19 and monetary–fiscal policy interactions in Canada |
3 |
8 |
30 |
119 |
7 |
16 |
81 |
409 |
Cross-country Evidence on the Demand for Money |
0 |
0 |
0 |
9 |
0 |
0 |
3 |
135 |
Cryptocurrency shocks |
0 |
1 |
1 |
11 |
0 |
2 |
4 |
56 |
DEPENDENCE STRUCTURE BETWEEN MONEY AND ECONOMIC ACTIVITY: A MARKOV-SWITCHING COPULA VEC APPROACH |
0 |
0 |
2 |
3 |
0 |
0 |
3 |
8 |
Demand systems with heteroscedastic disturbances |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
27 |
Detecting signatures of stochastic self-organization in US money and velocity measures |
0 |
0 |
0 |
5 |
1 |
1 |
3 |
41 |
Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy |
0 |
0 |
4 |
10 |
0 |
2 |
8 |
29 |
Divisia Aggregation and Substitutability among Monetary Assets |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
258 |
Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions |
0 |
0 |
2 |
36 |
0 |
0 |
2 |
118 |
Economic policy uncertainty and real output: evidence from the G7 countries |
0 |
1 |
5 |
22 |
2 |
3 |
11 |
93 |
Effect of noise on estimation of Lyapunov exponents from a time series |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
15 |
Effect of noise on the bifurcation behavior of nonlinear dynamical systems |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
10 |
Efficiency and productivity of the US banking industry, 1998-2005: evidence from the Fourier cost function satisfying global regularity conditions |
0 |
0 |
0 |
319 |
0 |
0 |
5 |
839 |
Efficiency, technical change, and returns to scale in large US banks: Panel data evidence from an output distance function satisfying theoretical regularity |
0 |
0 |
5 |
241 |
0 |
1 |
10 |
669 |
Electoral and Partisan Cycle Regularities in Canada |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
527 |
Electoral and Partisan Cycle Regularities: A Cointegration Test |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
104 |
Electricity prices, large-scale renewable integration, and policy implications |
2 |
2 |
5 |
37 |
2 |
3 |
20 |
157 |
Emerging Market Volatility Spillovers |
1 |
1 |
1 |
3 |
7 |
7 |
9 |
30 |
Empirical evidence on the long-run neutrality hypothesis using low-frequency international data |
0 |
0 |
0 |
32 |
0 |
0 |
5 |
166 |
Energy markets volatility modelling using GARCH |
0 |
1 |
11 |
82 |
0 |
2 |
21 |
262 |
Energy sector pricing: On the role of neglected nonlinearity |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
196 |
Episodic Nonlinear Event Detection in the Canadian Exchange Rate |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
123 |
Episodic Nonlinearity in Leading Global Currencies |
0 |
0 |
0 |
16 |
1 |
1 |
1 |
100 |
Episodic nonlinearity and nonstationarity in Alberta's power and natural gas markets |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
108 |
Export growth and Canadian economic development |
0 |
1 |
3 |
285 |
0 |
2 |
4 |
816 |
Exports and GNP Causality in the Industrial Countries: 1950–1985 |
0 |
0 |
0 |
21 |
1 |
3 |
5 |
55 |
External and Domestic Growth Forces in the Performance of European Union Economies |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
74 |
FLEXIBLE FUNCTIONAL FORMS, CURVATURE CONDITIONS, AND THE DEMAND FOR ASSETS |
0 |
0 |
2 |
104 |
0 |
0 |
2 |
272 |
Financial Frictions and the Fiscal Theory of Price Level Determination |
0 |
1 |
2 |
12 |
0 |
1 |
3 |
51 |
Financial intermediary leverage spillovers |
0 |
0 |
0 |
13 |
1 |
1 |
1 |
51 |
Financial structure and economic growth: the role of heterogeneity |
0 |
0 |
1 |
70 |
0 |
0 |
1 |
176 |
Forecast evaluation in daily commodities futures markets |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
88 |
Functional monetary aggregates, monetary policy, and business cycles |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
29 |
Futures trading and the storage of North American natural gas |
0 |
1 |
2 |
91 |
1 |
3 |
5 |
256 |
Government Activities and Tests of the Long-Run Implications of the Neoclassical Growth Model for Canada |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
114 |
How does the U.S. natural gas market react to demand and supply shocks in the crude oil market? |
0 |
0 |
2 |
24 |
1 |
1 |
6 |
100 |
INTEREST RATES, MONEY, AND ECONOMIC ACTIVITY |
0 |
1 |
4 |
10 |
0 |
1 |
10 |
30 |
INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE ON COMPLEXITY IN ECONOMIC SYSTEMS |
0 |
0 |
0 |
16 |
0 |
1 |
1 |
53 |
INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE ON DYNAMICS OF OIL AND COMMODITIES PRICES |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
40 |
INTRODUCTION TO OIL PRICE SHOCKS |
0 |
1 |
1 |
50 |
0 |
1 |
2 |
128 |
Imposing Theoretical Regularity on Flexible Functional Forms |
0 |
0 |
1 |
17 |
1 |
2 |
7 |
64 |
Imposing local curvature in the QUAIDS |
0 |
0 |
0 |
25 |
1 |
1 |
1 |
113 |
Inflation and Welfare in Latin America |
0 |
0 |
1 |
40 |
0 |
0 |
1 |
140 |
Inflation and economic activity in advanced and emerging economies |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
11 |
Inflation uncertainty |
0 |
0 |
2 |
2 |
0 |
0 |
12 |
12 |
Informational Efficiency and Interchange Transactions in Alberta's Electricity Market |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
166 |
Informational Efficiency and Interchange Transactions in Alberta’s Electricity Market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Interactive effects between input and output technical inefficiencies |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
Interest Rates, Leverage, and Money |
0 |
0 |
1 |
49 |
1 |
1 |
3 |
171 |
Interfuel Substitution and Inflation Dynamics in India |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
Interfuel Substitution: Evidence from the Markov Switching Minflex Laurent Demand System with BEKK Errors |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Interfuel Substitution: Evidence from the Markov Switching Minflex Laurent Demand System with BEKK Errors |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
13 |
Interfuel substitution in the United States |
0 |
1 |
4 |
85 |
0 |
1 |
5 |
231 |
Interfuel substitution: A copula approach |
0 |
0 |
1 |
3 |
1 |
2 |
3 |
6 |
International Capital Mobility and the Long-Run Investrnent and Saving in Canada |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
106 |
International Evidence on Sectoral Interfuel Substitution |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
International Evidence on Sectoral Interfuel Substitution |
0 |
0 |
2 |
44 |
1 |
4 |
7 |
157 |
International Evidence on the Neutrality of Money |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
510 |
International Evidence on the Tax- and Revenue-Smoothing Hypotheses |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
298 |
International Monetary Policy Spillovers |
0 |
1 |
1 |
31 |
0 |
2 |
7 |
95 |
International evidence on aggregate short-run and long-run interfuel substitution |
0 |
1 |
1 |
51 |
0 |
3 |
9 |
165 |
International evidence on the cyclical behavior of inflation |
1 |
1 |
1 |
11 |
1 |
1 |
2 |
70 |
Introduction to Econometrics with Theory: A Special Issue Honoring William A. Barnett |
0 |
0 |
0 |
31 |
2 |
2 |
2 |
125 |
Introduction to Topics on “Uncertainty and Recent Challenges in Oil and Commodity Markets†Papers presented at the fifth International Symposium in Computational Economics and Finance organized in Paris on April 12-14th, 2018 www.iscef.Com |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Is There Chaos in Economic Time Series? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
207 |
Is There an East-West Split in North American Natural Gas Markets? |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
79 |
Is There an East-West Split in North American Natural Gas Markets? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Is the oil price–output relation asymmetric? |
0 |
0 |
0 |
8 |
0 |
1 |
3 |
37 |
Long memory in energy futures prices |
0 |
0 |
0 |
1 |
1 |
4 |
6 |
13 |
Long memory in energy futures prices |
0 |
0 |
1 |
76 |
0 |
0 |
5 |
228 |
Long swings in the Canadian dollar |
0 |
0 |
0 |
36 |
0 |
0 |
0 |
284 |
Long-horizon regression tests of the theory of purchasing power parity |
0 |
0 |
1 |
92 |
0 |
0 |
2 |
317 |
Long-run Phillips-type trade-offs in European Union countries |
0 |
0 |
0 |
47 |
1 |
2 |
3 |
186 |
MONETARY NEUTRALITY |
0 |
2 |
2 |
16 |
0 |
3 |
3 |
43 |
MONEY SUPPLY VOLATILITY AND THE MACROECONOMY |
0 |
0 |
0 |
9 |
0 |
1 |
3 |
35 |
Macroeconomic Fluctuations in the United States: The Role of Monetary and Fiscal Policy Shocks |
0 |
0 |
2 |
2 |
0 |
1 |
5 |
5 |
Market Shocks in the G7 Countries |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
14 |
Markov Switching Oil Price Uncertainty |
0 |
0 |
0 |
12 |
0 |
2 |
5 |
32 |
Martingales, nonlinearity, and chaos |
0 |
0 |
0 |
143 |
0 |
0 |
0 |
454 |
Maturity effects in energy futures |
0 |
0 |
0 |
107 |
1 |
1 |
2 |
232 |
Maximum likelihood cointegration tests of purchasing power parity: Evidence from seventeen OECD countries |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
102 |
Mean reversion in the US stock market |
0 |
0 |
2 |
16 |
2 |
2 |
9 |
44 |
Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets |
0 |
1 |
1 |
157 |
1 |
2 |
4 |
522 |
Microeconometrics and measurement matters: Some results from monetary economics for Canada |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
89 |
Modeling the demand for consumption goods and liquid assets |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
65 |
Monetary Aggregation and the Neutrality of Money |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
423 |
Monetary Policy and Interest Rate Spreads |
0 |
1 |
13 |
35 |
0 |
5 |
24 |
95 |
Monetary aggregation, inflation, and welfare |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
137 |
Monetary aggregation, rational expectations, and the demand for money in the United States |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
83 |
Monetary and fiscal policy switching with time-varying volatilities |
0 |
0 |
1 |
11 |
1 |
2 |
3 |
39 |
Monetary policy and leverage shocks |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
24 |
Monetary policy in advanced and emerging economies |
1 |
1 |
1 |
1 |
3 |
13 |
13 |
13 |
Monetary policy spillovers in emerging economies |
0 |
0 |
5 |
15 |
1 |
4 |
9 |
40 |
Money demand stability: New evidence from transfer entropy |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
Money growth variability and output: evidence with credit card-augmented Divisia monetary aggregates |
0 |
0 |
0 |
5 |
1 |
2 |
3 |
29 |
Money, Velocity, and the Stock Market |
0 |
0 |
1 |
17 |
0 |
1 |
11 |
94 |
NONLINEAR AND COMPLEX DYNAMICS IN ECONOMICS |
0 |
0 |
2 |
23 |
0 |
2 |
5 |
128 |
NOTE ON FINITE APPROXIMATIONS OF THE ASYMPTOTICALLY IDEAL MODEL |
0 |
0 |
1 |
30 |
0 |
0 |
1 |
89 |
New tests of the theory of optimal seigniorage |
0 |
0 |
0 |
6 |
2 |
2 |
2 |
36 |
Nominal stylized facts of U. S. business cycles |
0 |
0 |
0 |
91 |
1 |
1 |
1 |
287 |
Nonlinear dynamics in Divisia monetary aggregates: an application of recurrence quantification analysis |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
8 |
Nonlinearities and financial contagion in Latin American stock markets |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
59 |
OIL, UNCERTAINTY, AND GASOLINE PRICES |
0 |
1 |
2 |
12 |
0 |
3 |
5 |
59 |
Oil Price Shocks and the Credit Default Swap Market |
0 |
0 |
1 |
12 |
0 |
0 |
2 |
56 |
Oil Price Uncertainty |
0 |
0 |
0 |
285 |
0 |
4 |
31 |
765 |
Oil Price Uncertainty |
0 |
1 |
7 |
33 |
1 |
4 |
23 |
111 |
Oil Price Uncertainty and Consumer Sentiment in Advanced Economies |
0 |
1 |
1 |
1 |
2 |
3 |
3 |
3 |
Oil Price Uncertainty and Industrial Production |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
5 |
Oil Price Uncertainty and Industrial Production |
0 |
0 |
2 |
62 |
1 |
1 |
4 |
150 |
Oil Price Uncertainty, Globalization, and Total Factor Productivity: Evidence from the European Union |
0 |
0 |
1 |
4 |
0 |
0 |
2 |
22 |
Oil Prices and the Hydrocarbon Markets: A Review |
0 |
0 |
1 |
2 |
0 |
0 |
1 |
7 |
Oil Prices and the Renewable Energy Sector |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
79 |
Oil Prices and the Renewable Energy Sector |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
1 |
Oil Prices and the Stock Markets: Evidence from High Frequency Data |
0 |
0 |
1 |
8 |
0 |
0 |
3 |
42 |
Oil Prices and the Stock Markets: Evidence from High Frequency Data |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Oil and the economy: A cross bicorrelation perspective |
0 |
0 |
1 |
2 |
0 |
0 |
3 |
19 |
Oil price uncertainty and climate risks |
0 |
0 |
1 |
3 |
0 |
0 |
4 |
12 |
Oil price uncertainty and the Canadian economy: Evidence from a VARMA, GARCH-in-Mean, asymmetric BEKK model |
0 |
0 |
0 |
218 |
0 |
1 |
6 |
562 |
Oil price uncertainty in Canada |
0 |
1 |
1 |
140 |
0 |
2 |
6 |
415 |
Oil prices shocks and the Russian economy |
0 |
0 |
7 |
47 |
1 |
3 |
19 |
145 |
On fractional integrating dynamics in the US stock market |
0 |
0 |
0 |
2 |
2 |
3 |
3 |
17 |
On the Demand for Money in the United States |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
102 |
On the Fisher effect |
0 |
1 |
3 |
292 |
0 |
3 |
8 |
627 |
On the Gibson Paradox |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
220 |
On the Markov switching welfare cost of inflation |
0 |
0 |
2 |
13 |
1 |
5 |
13 |
56 |
On the Output Effects of Monetary Variability |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
69 |
On the welfare cost of inflation in Europe |
0 |
1 |
3 |
49 |
0 |
2 |
5 |
133 |
Output trends in EC countries and the implications for transition to monetary union |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
368 |
PUBLIC INFRASTRUCTURE AND EXTERNALITIES IN U.S. MANUFACTURING: EVIDENCE FROM THE PRICE-AUGMENTING AIM COST FUNCTION |
0 |
0 |
1 |
7 |
1 |
1 |
3 |
33 |
Panel Data Evidence on the Demand for Money |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
171 |
Political and Economic Dimensions of the European Union Expansion |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
163 |
Productivity trends in U.S. manufacturing: Evidence from the NQ and AIM cost functions |
0 |
1 |
2 |
131 |
0 |
1 |
2 |
427 |
Productivity trends in the United States |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
Purchasing power parity, nonlinearity and chaos |
0 |
0 |
0 |
110 |
0 |
0 |
0 |
360 |
Quantifying multiscale inefficiency in electricity markets |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
133 |
RESOLVING THE LIQUIDITY PUZZLE |
0 |
0 |
0 |
30 |
1 |
1 |
1 |
99 |
Random Walks, Breaking Trend Functions, and the Chaotic Structure of the Velocity of Money |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
271 |
Random fractal structures in North American energy markets |
0 |
0 |
0 |
69 |
0 |
1 |
1 |
279 |
Randomly Modulated Periodic Signals in Alberta's Electricity Market |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
220 |
Randomly modulated periodicity in the US stock market |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
4 |
Rational bubbles or persistent deviations from market fundamentals? |
0 |
0 |
0 |
147 |
0 |
1 |
5 |
352 |
Rational expectations, risk and efficiency in energy futures markets |
0 |
0 |
0 |
137 |
0 |
0 |
1 |
275 |
Recent monetary policy and the credit card-augmented Divisia monetary aggregates |
0 |
0 |
2 |
6 |
0 |
0 |
3 |
28 |
Returns and volatility in the NYMEX Henry Hub natural gas futures market |
0 |
0 |
0 |
149 |
0 |
1 |
7 |
680 |
Risk, uncertainty, and leverage |
0 |
1 |
3 |
8 |
1 |
2 |
10 |
66 |
SEMI-NONPARAMETRIC ESTIMATES OF CURRENCY SUBSTITUTION BETWEEN THE CANADIAN DOLLAR AND THE U.S. DOLLAR |
0 |
0 |
0 |
41 |
0 |
1 |
2 |
99 |
SEMI-NONPARAMETRIC ESTIMATES OF THE DEMAND FOR MONEY IN THE UNITED STATES |
0 |
0 |
0 |
54 |
1 |
1 |
2 |
184 |
Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms |
0 |
0 |
0 |
14 |
0 |
0 |
3 |
84 |
Semi-non-parametric estimates of substitution for Canadian monetary assets |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
146 |
Semi-nonparametric estimates of interfuel substitution in U.S. energy demand |
0 |
2 |
3 |
62 |
1 |
3 |
5 |
175 |
Semi‐non‐parametric estimates of substitution for Canadian monetary assets |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
Shadow prices of $$\hbox {CO}_{2}$$ CO 2 emissions at US electric utilities: a random-coefficient, random-directional-vector directional output distance function approach |
0 |
0 |
0 |
15 |
0 |
0 |
3 |
61 |
Spillovers of U.S. monetary policy uncertainty on inflation targeting emerging economies |
0 |
2 |
6 |
29 |
2 |
5 |
15 |
62 |
Stochastic volatility demand systems |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
29 |
Structural Characteristics of the Maastricht Convergence Criteria |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
220 |
Structural change and unbalanced economic growth in open developing economies |
0 |
0 |
1 |
2 |
0 |
0 |
9 |
13 |
THE ASYMMETRIC EFFECTS OF OIL PRICE SHOCKS |
0 |
0 |
0 |
161 |
0 |
0 |
5 |
380 |
THE CASE FOR DIVISIA MONEY TARGETING |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
41 |
THE DEMAND FOR GASOLINE: EVIDENCE FROM HOUSEHOLD SURVEY DATA |
0 |
1 |
1 |
37 |
0 |
1 |
1 |
146 |
THE DEMAND FOR LIQUID ASSETS: EVIDENCE FROM THE MINFLEX LAURENT DEMAND SYSTEM WITH CONDITIONALLY HETEROSKEDASTIC ERRORS |
0 |
0 |
2 |
7 |
1 |
2 |
5 |
27 |
THE ZERO LOWER BOUND AND CRUDE OIL AND FINANCIAL MARKETS SPILLOVERS |
0 |
0 |
1 |
16 |
2 |
2 |
3 |
47 |
Technical change in U.S. industries |
0 |
0 |
2 |
3 |
0 |
0 |
3 |
19 |
Testing for causality in the transmission of Eurodollar and US interest rates |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
156 |
Testing for common features in North American energy markets |
0 |
0 |
0 |
126 |
0 |
2 |
3 |
304 |
Testing for deterministic nonlinear dependence in the australian dollar-US dollar exchange rate series |
0 |
0 |
0 |
19 |
0 |
0 |
0 |
163 |
Testing the long-run implications of the neoclassical growth model for Canada |
0 |
0 |
0 |
29 |
1 |
1 |
2 |
99 |
The Demand for Assets and Optimal Monetary Aggregation |
0 |
1 |
1 |
6 |
0 |
1 |
3 |
34 |
The Demand for Assets: Evidence from the Markov Switching Normalized Quadratic Model |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
7 |
The Demand for Divisia Money in the United States: A Dynamic Flexible Demand System |
0 |
0 |
0 |
49 |
0 |
0 |
1 |
258 |
The Empirical Relationship between Money, Prices, and Income Revisite d |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
319 |
The Foreign Indebtedness of Moderately and Severely‐Indebted Developing Countries |
0 |
0 |
0 |
22 |
1 |
1 |
1 |
117 |
The Gibson Paradox and the Fisher Effect in Advanced and Emerging Economies |
0 |
0 |
0 |
0 |
2 |
6 |
6 |
6 |
The Hurst exponent in energy futures prices |
0 |
0 |
1 |
19 |
1 |
1 |
3 |
87 |
The North American Natural Gas Liquids Markets are Chaotic |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
73 |
The North American Natural Gas Liquids Markets are Chaotic |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
2 |
The Output Effects of Money Growth Uncertainty: Evidence from a Multivariate GARCH-in-Mean VAR |
1 |
1 |
1 |
61 |
1 |
1 |
1 |
164 |
The Post-War Aggregate Production Function in Canada: 1946-1988 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
53 |
The Random Walk in Canadian Output |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
102 |
The Relative Importance of Monetary Policy, Uncertainty, and Financial Shocks |
0 |
0 |
1 |
18 |
0 |
1 |
4 |
65 |
The asymmetric effects of oil price and monetary policy shocks: A nonlinear VAR approach |
0 |
0 |
4 |
223 |
1 |
5 |
15 |
583 |
The complex relationship between inflation and equity returns |
0 |
0 |
5 |
11 |
1 |
2 |
13 |
22 |
The credit card-augmented Divisia monetary aggregates: an analysis based on recurrence plots and visual boundary recurrence plots |
0 |
1 |
1 |
1 |
0 |
1 |
2 |
2 |
The credit-augmented Divisia aggregates and the monetary business cycle |
1 |
2 |
2 |
2 |
1 |
4 |
4 |
4 |
The cyclical behavior of monthly NYMEX energy prices |
0 |
0 |
0 |
50 |
0 |
0 |
1 |
177 |
The demand for banking and shadow banking services |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
66 |
The demand for divisia M1, M2, and M3 in the United States |
0 |
0 |
0 |
22 |
0 |
1 |
1 |
181 |
The effects of exchange rate uncertainty on exports |
0 |
0 |
2 |
137 |
0 |
1 |
5 |
453 |
The effects of inflation uncertainty: some international evidence |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
120 |
The ethanol mandate and crude oil and biofuel agricultural commodity price dynamics |
0 |
0 |
0 |
7 |
0 |
2 |
5 |
56 |
The message in North American energy prices |
0 |
0 |
3 |
114 |
0 |
0 |
5 |
310 |
The oil price-macroeconomy dependence |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
11 |
The role of money in Canada |
0 |
0 |
0 |
26 |
1 |
1 |
1 |
119 |
The sensitivity of empirical studies to alternative measures of the monetary base and reserves |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
266 |
The welfare cost of inflation |
0 |
0 |
2 |
15 |
1 |
2 |
5 |
65 |
The welfare cost of inflation in Canada and the United States |
0 |
0 |
0 |
94 |
0 |
1 |
1 |
345 |
The welfare cost of inflation in Italy |
0 |
0 |
2 |
99 |
0 |
0 |
3 |
350 |
The zero lower bound and market spillovers: Evidence from the G7 and Norway |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
38 |
Threshold random walks in the US stock market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
Translog Flexible Functional Forms and Substitutability of Monetary Assets |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
136 |
USER COSTS, THE FINANCIAL FIRM, AND MONETARY AND REGULATORY POLICY |
0 |
0 |
0 |
4 |
1 |
1 |
1 |
17 |
Unconventional monetary policy and the stock market |
0 |
0 |
1 |
4 |
1 |
3 |
11 |
21 |
Undesirable outputs and a primal Divisia productivity index based on the directional output distance function |
0 |
0 |
0 |
21 |
0 |
0 |
5 |
490 |
Unit Root Behavior in Energy Futures Prices |
0 |
0 |
0 |
14 |
0 |
0 |
8 |
101 |
Unit Root Behavior in Energy Futures Prices* |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
Univariate tests for nonlinear structure |
0 |
0 |
0 |
102 |
0 |
0 |
1 |
264 |
VELOCITY AND THE VARIABILITY OF MONEY GROWTH: EVIDENCE FROM A VARMA, GARCH-M MODEL |
1 |
1 |
1 |
96 |
2 |
2 |
3 |
231 |
VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS |
1 |
1 |
2 |
57 |
2 |
2 |
3 |
122 |
Velocity and the growth of money in the United States, 1970-1985 |
0 |
0 |
0 |
39 |
1 |
2 |
3 |
133 |
Volatility and a century of energy markets dynamics |
0 |
0 |
0 |
23 |
0 |
0 |
2 |
85 |
Volatility and dependence in cryptocurrency and financial markets: a copula approach |
0 |
0 |
4 |
4 |
1 |
1 |
9 |
9 |
Volatility and dependence in energy markets |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
9 |
Volatility in the Cryptocurrency Market |
0 |
2 |
17 |
86 |
3 |
9 |
64 |
315 |
World Commodity Prices and Economic Activity in Advanced and Emerging Economies |
0 |
0 |
0 |
2 |
1 |
1 |
2 |
25 |
Total Journal Articles |
12 |
52 |
266 |
9,909 |
108 |
282 |
1,022 |
39,809 |
Chapter |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Cointegration Analysis of Petroleum Futures Prices |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
A Dispersion-Dependency Diagnostic Test for Aggregation Error: With Applications to Monetary Economics and Income Distribution |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
An Empirical Comparison of Flexible Demand System Functional Forms |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
38 |
Applied Monetary Demand Analysis |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
Balanced Growth, the Demand for Money, and Monetary Aggregation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
Bayesian Estimation of Flexible Functional Forms, Curvature Conditions and the Demand for Assets |
0 |
0 |
1 |
1 |
1 |
1 |
3 |
4 |
Business Cycles and Natural Gas Prices |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
37 |
Business Cycles and the Behavior of Energy Prices |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
Chaotic Analysis of U.S. Money and Velocity Measures |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
10 |
Chapter 1 Measuring Consumer Preferences and Estimating Demand Systems |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Chapter 3 The Differential Approach to Demand Analysis and the Rotterdam Model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
Classical Macroeconomic Theory |
0 |
0 |
0 |
1 |
0 |
1 |
4 |
16 |
Cointegration Analysis of Power Prices in the Western North American Markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
Cointegration and the Aggregate Demand for Money Function |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
Consumer Theory and the Demand for Money |
0 |
1 |
1 |
14 |
2 |
3 |
5 |
51 |
Consumer Theory and the Demand for Money |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
3 |
Conventional Demand for Money Functions |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
Convergence issues in the emerging European economic and monetary union |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Cross-Country Evidence on the Demand for Money |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
Crude Oil and Biofuel Agricultural Commodity Prices |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
20 |
Divisia Aggregation and Substitutability Among Monetary Assets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
Empirical Energy Demand Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
Future Research Agenda |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
Futures Trading and the Storage of North American Natural Gas |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
15 |
Globally Flexible Functional Forms and Demand Systems |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
Imports, Exports, and Prices in Alberta's Deregulated Power Market |
0 |
1 |
1 |
2 |
0 |
1 |
1 |
16 |
Interfuel Substitution in the United States |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
4 |
International Evidence on Sectoral Interfuel Substitution |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
4 |
Is There an East-West Split in North American Natural Gas Markets? |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
13 |
Keynesian Macroeconomic Theory |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
Locally Flexible Functional Forms and Demand Systems |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
Maturity Effects in Energy Futures |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
6 |
Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets |
0 |
2 |
3 |
3 |
1 |
3 |
4 |
28 |
Modeling Trends in the Variables of the Money Demand Function |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Modeling the Demand for Consumption Goods and Liquid Assets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
Models with Rational Expectations |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
5 |
Monetary Aggregation and the Neutrality of Money |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
11 |
Monetary Aggregation, Inflation, and Welfare |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
18 |
Monetary Growth Theory |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
Neoclassical Growth Theory |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
Nominal Stylized Facts |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
Nominal Stylized Facts of U.S. Business Cycles |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
24 |
On Canada’s Exchange Rate Regime |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
Portfolio Theories of Money Demand |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
10 |
Power Trade on the Alberta-BC Interconnection |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
20 |
Productivity and Convergence Trends in the OECD |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Random Fractal Structures in North American Energy Markets |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
24 |
Random Walks, Breaking Trend Functions, and the Chaotic Structure of the Velocity of Money |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
7 |
Randomly Modulated Periodic Signals in Alberta's Electricity Market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
Rational Expectations, Risk, and Efficiency in Energy Futures Markets |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
4 |
Returns and Volatility in the NYMEX Henry Hub Natural Gas Futures Market |
0 |
0 |
1 |
15 |
0 |
0 |
2 |
100 |
Revenue Smoothing in an ARIMA Framework: Evidence from the United States |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
Semi-Nonparametric Estimates of the Demand for Money in the United States |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
17 |
Short- and Long-Run Aggregate Interfuel Substitution |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Testing for Common Features in North American Energy Markets |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
27 |
The Classics, Keynes, and Friedman |
0 |
0 |
0 |
2 |
0 |
1 |
6 |
28 |
The Cyclical Behavior of Monthly NYMEX Energy Prices |
0 |
1 |
2 |
5 |
0 |
1 |
2 |
22 |
The Demand for Divisia M1, M2, and M3 in the United States |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
The Demand for Divisia Money in the United States: A Dynamic Flexible Demand System |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
The Econometrics of Demand Systems |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
4 |
The Empirical Relationship Between Money, Prices, and Income Revisited |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
The Message in North American Energy Prices |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
57 |
The Microeconomic Foundations of the Definition of Money |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
The New Monetary Aggregates |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
The Nonparametric Approach to Demand Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
The North American Natural Gas Liquids Markets are Chaotic |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
19 |
The Parametric Approach to the Demand for Monetary Assets |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
The Welfare Cost of Inflation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
Transactions Theories of Money Demand |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
Translog Flexible Functional Forms and Substitutability of Monetary Assets |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
5 |
Unit Root Behavior in Energy Futures Prices |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
Total Chapters |
0 |
5 |
10 |
101 |
12 |
27 |
64 |
782 |