Access Statistics for Apostolos Serletis

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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
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Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Interfuel Substitution 0 0 0 7 0 0 2 39
Money and the Economy 0 0 0 3 1 2 7 40
Quantitative and Empirical Analysis of Energy Markets 0 0 2 6 0 1 4 60
The Demand for Money 0 0 0 1 0 2 10 43
Total Books 0 0 2 17 1 5 23 182


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
8 registered items for which data could not be found


Statistics updated 2025-03-03