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 1 1 14 136
A MICROECONOMIC SYSTEM-WIDE APPROACH TO MODELING THE DEMAND FOR CONSUMPTION GOODS AND LIQUID ASSETS 0 0 0 0 4 6 7 515
A Note on Imposing Local Curvature in Generalized Leontief Models 0 0 0 122 1 3 10 407
A Note on Imposing Local Curvature on Generalized Leontief Models 0 0 0 100 1 2 14 411
A Note on Leverage and the Macroeconomy 0 0 0 78 2 3 13 150
A Primal Divisia Technical Change Index Based on the Output Distance Function 0 0 0 67 1 1 13 899
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 0 2 0 0 7 26
Are the Responses of the U.S. Economy Asymmetric to Positive and Negative Money Supply Shocks? 0 0 0 52 36 38 48 130
Banking Technology in a Markov Switching Economy 0 0 0 6 1 3 12 71
Business cycles and the behavior of energy prices 0 0 0 97 0 0 7 243
Chaos in East European Black-Market Exchange Rates 0 0 0 0 0 1 12 1,489
Communication Frictions, Sentiments, and Nonlinear Business Cycles 0 0 0 62 1 2 9 63
Conditional Correlation Demand Systems 0 0 0 4 1 1 6 36
Consumer preferences and demand systems 0 0 0 392 5 9 20 1,606
Consumer preferences and demand systems 0 0 0 129 3 3 23 407
Consumption, Leisure, and Money 0 0 0 0 1 3 14 124
Demand Systems with Heteroscedastic Disturbances 0 0 0 0 0 0 6 52
Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions 0 0 1 88 1 1 9 147
Do real exchange rates have autoregressive unit roots? a test under the alternative of long memory and breaks 0 0 0 113 1 1 9 379
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 0 1 12 354
Electricity Prices, Large-Scale Renewable Integration, and Policy Implications 0 0 0 39 0 1 13 89
Energy Markets Volatility Modelling using GARCH 0 0 2 80 3 3 20 216
Episodic Nonlinearity in Leading Global Currencies 0 0 1 69 1 1 22 255
Financial Frictions and the Fiscal Theory of Price Level Determination 0 0 2 40 2 2 10 76
How Does the U.S. Natural Gas Market React to Demand and Supply Shocks in the Crude Oil Market? 1 1 1 64 3 5 11 114
Imposing Theoretical Regularity on Flexible Functional Forms 0 0 0 21 3 4 12 76
Interest Rates, Money, and Economic Activity 0 0 0 38 1 5 9 149
Interfuel Substitution: Evidence from the Markov Switching Minflex Laurent Demand System with BEKK Errors 0 0 0 0 1 1 5 49
International Evidence on the Neutrality of Money 0 0 0 1 3 5 16 1,706
International Monetary Policy Spillovers 0 0 0 0 0 0 4 138
Introduction to Internally Consistent Modeling, Aggregation, Inference, and Policy 0 0 0 50 1 2 11 102
Introduction to Macroeconomic Dynamics Special Issue on Complexity in Economic Systems 0 0 0 89 1 2 10 84
Introduction to Macroeconomic Dynamics Special Issue on Dynamics of Oil and Commodities Prices 0 0 0 50 3 4 7 72
Is there an East-West split in North-American natural gas markets? 0 0 0 31 1 2 7 178
MARTINGALES, NONLINEARITY, AND CHAOS 0 0 0 39 1 3 14 158
MONETARY VELOCITY IN THE UNITED STATES: MONEY GROWTH AND VARIABILITY TESTS ON QUARTERLY AND MONTHLY DATA 1970 - 1985 0 0 0 2 3 3 18 34
Markov Switching Oil Price Uncertainty 0 0 0 11 0 0 11 60
Martingales, Nonlinearity, and Chaos 0 0 1 1,376 1 5 18 3,129
Measuring Consumer Preferences and Estimating Demand Systems 0 0 0 101 1 4 15 313
Measuring Consumer Preferences and Estimating Demand Systems 0 0 0 661 0 3 20 2,112
Monetary Aggregation, Rational Expectations, and the Demand for Money in the United States 0 0 0 167 1 2 8 534
Monetary Neutrality 0 0 0 47 3 3 8 134
Monetary Policy and Leverage Shocks 0 0 0 16 1 1 5 90
Monetary and Fiscal Policy Switching with Time-Varying Volatilities 0 0 0 79 1 2 9 81
Money Supply Volatility and the Macroeconomy 0 0 0 0 0 0 12 92
Money, Velocity, and the Stock Market 0 0 3 86 3 3 20 211
NONLINEAR AND COMPLEX DYNAMICS IN ECONOMICS 0 0 0 77 2 3 26 248
Nonlinear and Complex Dynamics in Economics 0 0 0 64 2 2 14 249
Nonlinear and Complex Dynamics in Economics 0 0 2 1,436 1 3 20 2,823
Nonlinear and Complex Dynamics in Economics 0 0 1 51 2 2 26 164
Nonlinear and Complex Dynamics in Real Systems 0 0 0 251 1 2 9 603
Nonlinear and Complex Dynamics in Real Systems 0 0 0 133 0 0 11 424
Oil Prices and the Renewable Energy Sector 0 0 0 71 1 4 15 143
Oil, Uncertainty, and Gasoline Prices 0 0 1 77 0 1 8 201
On interfuel substitution: some international evidence 0 0 0 90 1 1 29 284
On the Fisher Effect 0 0 0 1 3 6 21 2,106
On the Markov Switching Welfare Cost of Inflation 0 0 0 30 1 3 20 99
Output growth and the variability of exports and imports growth: international evidence from Granger causality tests 0 0 0 73 1 1 14 290
Resolving the Liquidity Puzzle 0 0 0 0 1 2 12 853
Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms 0 0 1 34 1 2 11 150
Stochastic Volatility Demand Systems 0 0 0 71 2 4 10 120
Technical Change in U.S. Industries 0 0 0 0 0 1 3 47
Testing for Government Spending Convergence Across Canadian Provinces 0 0 0 0 3 5 12 897
The Cyclical Behavior of Monthly NYMEX Energy Prices 0 0 0 1 3 5 9 1,385
The Demand for Assets and Optimal Monetary Aggregation 0 0 0 0 1 3 17 65
The Demand for Gasoline: Evidence from Household Survey Data 0 0 0 76 1 1 10 272
The Differential Approach to Demand Analysis and the Rotterdam Model 0 1 1 205 0 5 17 699
The Differential Approach to Demand Analysis and the Rotterdam Model 0 0 0 56 1 2 21 204
The North American Natural Gas Liquids Markets are Chaotic 0 0 0 0 0 2 12 1,386
The North American natural gas liquids markets are chaotic 0 0 0 62 1 1 14 243
The Theory of Monetary Aggregation (book front matter) 0 0 0 332 3 4 12 929
The Zero Lower Bound and Market Spillovers: Evidence from the G7 and Norway 0 0 0 34 1 2 14 81
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 2 2 17 81
Threshold Random Walks in the U.S. Stock Market 0 0 0 187 2 4 26 632
Undesirable Outputs and a Primal Divisia Productivity Index Based on the Directional Output Distance Function 0 0 0 50 3 4 19 234
Unit root behavior in energy futures prices 0 0 0 87 1 2 9 259
User Costs, the Financial Firm, and Monetary and Regulatory Policy 0 0 0 0 0 2 7 39
User Costs, the Financial Firm, and Monetary and Regulatory Policy 0 0 0 0 2 2 5 40
Volatility and a Century of Energy Markets Dynamics 0 0 1 62 1 1 11 111
Total Working Papers 1 2 18 8,247 142 229 1,061 34,258


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 5 2 3 11 47
A BAYESIAN CLASSIFICATION APPROACH TO MONETARY AGGREGATION 0 0 0 13 3 4 7 89
A NOTE ON IMPOSING LOCAL CURVATURE IN GENERALIZED LEONTIEF MODELS 0 0 0 34 5 5 11 154
A NOTE ON LEVERAGE AND THE MACROECONOMY 0 0 0 17 0 1 5 69
A Time-Series Analysis of the Relationship Between Government Expenditure and Gdp in Canada 0 0 0 61 2 3 8 127
A century and a half of the monetary base-stock market relationship 0 0 0 4 1 1 16 30
A century of interfuel substitution 0 0 0 2 1 1 12 34
A cointegration analysis of petroleum futures prices 0 1 1 274 3 4 10 617
A dispersion-dependency diagnostic test for aggregation error: With applications to monetary economics and income distribution 0 0 0 30 1 3 12 185
A note on the neutrality of interest rates 0 0 0 0 0 0 0 0
A primal Divisia technical change index based on the output distance function 0 0 0 27 1 1 13 757
An Interview with William A. Barnett 0 0 0 2 1 1 11 33
An empirical comparison of flexible demand system functional forms 0 0 0 348 3 3 40 961
Are the Responses of the U.S. Economy Asymmetric to Positive and Negative Money Supply Shocks? 0 0 0 12 2 2 15 79
Banking technology in a Markov switching economy 0 0 0 13 0 1 8 63
Biofuel substitution in the U.S. transportation sector 0 0 0 3 0 2 13 25
Bounds Tests of the Gibson Paradox and the Fisher Effect: Evidence from Low‐Frequency International Data 0 0 0 98 3 3 16 402
Bounds tests of the theory of purchasing power parity 0 0 0 47 0 1 6 259
Breaking Trend Functions in Real Exchange Rates: Evidence from Seventeen OECD Countries 0 0 1 38 3 3 9 235
Breaking trend functions in the velocity of money: Evidence from the United States and Canada 0 0 0 27 3 5 13 173
Broker-dealer Leverage and the Stock Market 0 0 1 16 1 1 16 107
Business Cycles and the Behavior of Energy Prices* 0 0 0 0 0 1 14 15
Business cycles and hydrocarbon gas liquids prices 0 0 0 8 3 5 11 60
Business cycles and natural gas prices 0 0 0 168 2 2 6 689
Business cycles in the USA: the role of monetary policy and oil shocks 0 0 1 4 1 2 10 20
CONSUMPTION, LEISURE, AND MONEY 0 0 0 10 2 2 14 77
CREDIT CARDS, THE DEMAND FOR MONEY, AND MONETARY AGGREGATION 0 0 0 7 2 4 8 24
Chaos in East European black market exchange rates 0 0 1 371 2 2 10 2,032
Chaos in long-maturity real rates 0 0 0 4 2 3 11 20
Chaos, self-organized criticality, and SETAR nonlinearity: An analysis of purchasing power parity between Canada and the United States 0 0 1 1 0 0 60 69
Chaotic monetary dynamics with confidence 0 0 0 35 2 4 17 137
Comments on " 'Singularity bifurcations' by Yijun He and William A. Barnett" 0 0 0 12 2 2 8 105
Common Stochastic Trends and Convergence of European Union Stock Markets 0 0 0 0 4 4 13 589
Communication frictions, sentiments, and nonlinear business cycles 0 0 0 0 1 4 12 28
Conditional Correlation Demand Systems 0 0 0 2 2 2 7 25
Consumer Theory and the Demand for Money 0 0 0 225 8 10 16 796
Consumer preferences and demand systems 0 1 2 220 3 6 25 634
Consumer preferences, the demand for Divisia money, and the welfare costs of inflation 0 0 0 1 1 1 9 30
Consumption effects of government purchases 0 0 0 54 1 3 15 209
Correction: Nonlinear dynamics in Divisia monetary aggregates: an application of recurrence quantification analysis 0 0 0 4 2 4 9 17
Covid-19 and monetary–fiscal policy interactions in Canada 0 0 4 133 7 8 40 488
Cross-country Evidence on the Demand for Money 0 0 1 11 2 2 9 145
Cryptocurrency shocks 1 1 1 13 2 3 11 70
DEPENDENCE STRUCTURE BETWEEN MONEY AND ECONOMIC ACTIVITY: A MARKOV-SWITCHING COPULA VEC APPROACH 0 0 0 5 3 4 10 20
Demand systems with heteroscedastic disturbances 0 0 1 5 0 0 10 39
Detecting signatures of stochastic self-organization in US money and velocity measures 0 0 0 5 2 2 12 56
Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy 1 1 1 11 1 2 12 43
Divisia Aggregation and Substitutability among Monetary Assets 0 0 0 49 0 0 5 265
Divisia Monetary Aggregates for India 0 0 2 4 2 4 14 16
Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions 0 0 3 40 2 10 21 145
Divisia monetary aggregates with unobserved assets 0 0 0 0 2 3 3 3
Economic policy uncertainty and real output: evidence from the G7 countries 0 0 1 24 4 6 20 119
Effect of noise on estimation of Lyapunov exponents from a time series 0 0 0 1 2 3 10 25
Effect of noise on the bifurcation behavior of nonlinear dynamical systems 0 1 1 2 1 2 8 18
Efficiency and productivity of the US banking industry, 1998-2005: evidence from the Fourier cost function satisfying global regularity conditions 0 0 0 319 1 2 15 856
Efficiency, technical change, and returns to scale in large US banks: Panel data evidence from an output distance function satisfying theoretical regularity 0 0 0 241 0 2 10 687
Electoral and Partisan Cycle Regularities in Canada 0 0 0 4 1 1 12 541
Electoral and Partisan Cycle Regularities: A Cointegration Test 1 1 1 15 2 3 12 117
Electricity prices, large-scale renewable integration, and policy implications 1 1 3 43 3 4 24 192
Emerging Market Volatility Spillovers 0 0 1 4 2 3 12 43
Empirical evidence on the long-run neutrality hypothesis using low-frequency international data 0 0 2 34 3 3 13 181
Energy markets volatility modelling using GARCH 0 1 3 89 4 6 25 307
Energy sector pricing: On the role of neglected nonlinearity 0 0 0 56 4 4 16 212
Episodic Nonlinear Event Detection in the Canadian Exchange Rate 0 0 0 35 1 1 4 128
Episodic Nonlinearity in Leading Global Currencies 0 0 0 16 3 3 27 127
Episodic nonlinearity and nonstationarity in Alberta's power and natural gas markets 0 0 0 30 1 2 6 114
Export growth and Canadian economic development 0 0 0 285 2 4 22 840
Exports and GNP Causality in the Industrial Countries: 1950–1985 0 0 1 22 2 2 16 71
External and Domestic Growth Forces in the Performance of European Union Economies 0 0 0 0 2 4 12 86
FLEXIBLE FUNCTIONAL FORMS, CURVATURE CONDITIONS, AND THE DEMAND FOR ASSETS 0 0 2 107 1 1 9 284
Financial Frictions and the Fiscal Theory of Price Level Determination 0 0 1 17 2 2 12 69
Financial intermediary leverage spillovers 0 0 0 13 3 4 12 64
Financial structure and economic growth: the role of heterogeneity 0 0 0 70 1 2 13 189
Forecast evaluation in daily commodities futures markets 0 0 0 22 1 1 9 99
Forecasting in inefficient commodity markets 0 0 0 20 1 2 8 101
Friedman’s money supply volatility hypothesis and the quantity theory of money: the evidence from the different types of money 0 0 0 0 4 7 7 7
Functional monetary aggregates, monetary policy, and business cycles 1 1 2 5 1 1 16 50
Futures trading and the storage of North American natural gas 0 0 0 91 5 6 12 270
Government Activities and Tests of the Long-Run Implications of the Neoclassical Growth Model for Canada 0 0 0 9 0 1 6 121
How does the U.S. natural gas market react to demand and supply shocks in the crude oil market? 0 0 0 24 1 3 11 115
INTEREST RATES, MONEY, AND ECONOMIC ACTIVITY 0 0 1 14 0 0 13 50
INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE ON COMPLEXITY IN ECONOMIC SYSTEMS 0 0 1 18 2 2 11 68
INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE ON DYNAMICS OF OIL AND COMMODITIES PRICES 0 0 0 11 1 1 10 52
INTRODUCTION TO OIL PRICE SHOCKS 0 0 1 51 2 3 4 136
Imposing Theoretical Regularity on Flexible Functional Forms 0 0 2 20 4 4 16 83
Imposing local curvature in the QUAIDS 0 0 0 26 1 2 11 127
Inflation and Welfare in Latin America 0 0 1 41 0 0 8 148
Inflation and economic activity in advanced and emerging economies 0 0 0 5 1 1 11 22
Inflation uncertainty 0 0 0 2 0 0 7 23
Informational Efficiency and Interchange Transactions in Alberta’s Electricity Market 0 0 0 0 2 2 6 10
Interactive effects between input and output technical inefficiencies 0 0 1 2 1 1 6 10
Interest Rates, Leverage, and Money 0 0 0 49 1 2 15 189
Interfuel Substitution and Inflation Dynamics in India 0 0 0 0 2 2 5 8
Interfuel Substitution: Evidence from the Markov Switching Minflex Laurent Demand System with BEKK Errors 1 1 1 1 4 4 9 9
Interfuel substitution in the United States 0 0 2 87 3 4 22 254
Interfuel substitution: A copula approach 1 1 1 4 1 4 12 20
International Capital Mobility and the Long-Run Investrnent and Saving in Canada 0 0 0 0 2 2 11 119
International Evidence on Sectoral Interfuel Substitution 0 0 2 2 3 5 21 25
International Evidence on the Neutrality of Money 0 0 0 0 1 3 11 522
International Evidence on the Tax- and Revenue-Smoothing Hypotheses 0 0 0 1 1 2 9 307
International Monetary Policy Spillovers 0 0 1 33 2 2 20 119
International evidence on aggregate short-run and long-run interfuel substitution 0 0 0 52 1 1 9 176
International evidence on the cyclical behavior of inflation 0 0 0 11 1 1 12 85
Introduction to Econometrics with Theory: A Special Issue Honoring William A. Barnett 0 0 0 31 2 2 5 130
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 1 1 7 9
Is There Chaos in Economic Time Series? 0 0 0 0 1 1 8 216
Is There an East-West Split in North American Natural Gas Markets? 0 0 0 0 1 2 50 51
Is the oil price–output relation asymmetric? 0 0 0 8 4 5 12 50
Long memory in energy futures prices 0 0 0 1 3 3 10 28
Long memory in energy futures prices 0 0 0 78 2 2 9 241
Long swings in the Canadian dollar 0 0 0 36 2 3 10 295
Long-horizon regression tests of the theory of purchasing power parity 0 0 0 92 1 2 13 330
Long-run Phillips-type trade-offs in European Union countries 0 0 0 47 1 1 18 204
MONETARY NEUTRALITY 0 0 1 18 1 2 13 60
MONEY SUPPLY VOLATILITY AND THE MACROECONOMY 0 0 1 11 2 3 10 47
Macroeconomic Fluctuations in the United States: The Role of Monetary and Fiscal Policy Shocks 0 0 2 7 0 0 17 32
Macroeconomic shocks and business cycle dynamics: a comparative analysis 0 0 1 1 0 0 7 7
Market Shocks in the G7 Countries 0 0 3 4 1 2 13 27
Markov Switching Oil Price Uncertainty 0 0 0 13 0 0 4 41
Martingales, nonlinearity, and chaos 0 0 0 143 3 3 16 472
Maturity effects in energy futures 0 0 0 107 3 4 7 241
Maximum likelihood cointegration tests of purchasing power parity: Evidence from seventeen OECD countries 0 0 0 31 2 2 10 113
Mean reversion in the US stock market 0 0 1 17 1 1 20 66
Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets 0 0 1 158 2 2 14 538
Microeconometrics and measurement matters: Some results from monetary economics for Canada 0 0 0 13 0 0 9 99
Modeling the demand for consumption goods and liquid assets 0 0 0 14 3 4 9 75
Monetary Aggregation and the Neutrality of Money 0 0 0 0 1 2 9 432
Monetary Policy Strategies in Advanced and Emerging Economies 0 0 0 7 0 0 25 37
Monetary Policy Uncertainty in the United States and Investment Sentiment in Advanced Economies 1 1 3 3 3 4 11 12
Monetary Policy and Interest Rate Spreads 0 0 1 37 0 1 12 113
Monetary aggregation, inflation, and welfare 0 0 0 49 4 6 12 149
Monetary aggregation, rational expectations, and the demand for money in the United States 0 0 0 21 0 1 6 90
Monetary and fiscal policy switching with time-varying volatilities 0 0 1 14 0 0 10 55
Monetary policy and economic fluctuations 0 0 0 0 1 3 3 3
Monetary policy and leverage shocks 0 0 0 4 2 2 17 41
Monetary policy spillovers from the USA to advanced and emerging economies 0 0 4 4 2 2 36 36
Monetary policy spillovers in emerging economies 0 5 8 24 0 5 18 66
Monetary uncertainty and the labor market in the United States 0 0 0 0 0 0 0 0
Money demand stability: New evidence from transfer entropy 0 0 2 2 3 4 33 41
Money demand stability: a changepoint exploration in dependence structure 0 0 0 0 3 3 3 3
Money growth variability and output: evidence with credit card-augmented Divisia monetary aggregates 0 0 0 5 0 0 11 42
Money, Velocity, and the Stock Market 0 1 3 20 2 4 27 124
NONLINEAR AND COMPLEX DYNAMICS IN ECONOMICS 0 0 2 26 0 0 23 155
NOTE ON FINITE APPROXIMATIONS OF THE ASYMPTOTICALLY IDEAL MODEL 0 0 0 30 0 1 10 99
New tests of the theory of optimal seigniorage 0 0 0 6 1 1 8 46
Nominal stylized facts of U. S. business cycles 0 0 1 92 1 1 13 300
Nonlinear dynamics in Divisia monetary aggregates: an application of recurrence quantification analysis 0 0 0 2 1 2 13 25
Nonlinearities and financial contagion in Latin American stock markets 0 0 0 9 1 1 8 69
OIL, UNCERTAINTY, AND GASOLINE PRICES 0 0 0 12 0 0 7 69
Oil Price Shocks and the Credit Default Swap Market 0 0 0 13 0 0 13 71
Oil Price Uncertainty 1 3 6 42 3 7 48 189
Oil Price Uncertainty 0 0 0 285 2 3 23 799
Oil Price Uncertainty and Consumer Sentiment in Advanced Economies 0 0 0 5 1 1 8 19
Oil Price Uncertainty and Industrial Production 0 0 0 0 1 1 7 13
Oil Price Uncertainty, Globalization, and Total Factor Productivity: Evidence from the European Union 0 0 0 4 1 1 8 31
Oil Prices and the Hydrocarbon Markets: A Review 0 0 0 2 1 1 5 12
Oil Prices and the Renewable Energy Sector 0 0 2 3 3 3 17 21
Oil Prices and the Stock Markets: Evidence from High Frequency Data 0 0 0 0 0 0 5 6
Oil and the economy: A cross bicorrelation perspective 0 0 0 2 0 1 5 25
Oil price uncertainty and climate risks 0 0 0 3 4 4 11 25
Oil price uncertainty and the Canadian economy: Evidence from a VARMA, GARCH-in-Mean, asymmetric BEKK model 1 1 2 223 3 5 16 587
Oil price uncertainty in Canada 0 0 2 143 3 5 18 439
Oil prices shocks and the Russian economy 0 0 6 59 3 4 49 211
On Measuring the Welfare Cost of Inflation 1 1 1 1 2 2 5 5
On fractional integrating dynamics in the US stock market 0 0 0 2 1 2 9 27
On the Demand for Money in the United States 0 0 0 0 3 56 65 168
On the Fisher effect 2 3 5 298 6 9 21 653
On the Gibson Paradox 0 0 0 0 3 3 14 234
On the Markov switching welfare cost of inflation 0 0 0 14 3 7 31 109
On the Output Effects of Monetary Variability 0 0 0 17 1 1 12 84
On the welfare cost of inflation in Europe 0 0 1 50 3 6 14 148
Output trends in EC countries and the implications for transition to monetary union 1 1 1 9 1 2 9 378
PUBLIC INFRASTRUCTURE AND EXTERNALITIES IN U.S. MANUFACTURING: EVIDENCE FROM THE PRICE-AUGMENTING AIM COST FUNCTION 0 0 0 7 3 4 12 47
Panel Data Evidence on the Demand for Money 0 0 1 9 2 3 10 181
Political and Economic Dimensions of the European Union Expansion 0 0 0 0 16 16 25 191
Productivity trends in U.S. manufacturing: Evidence from the NQ and AIM cost functions 0 0 0 132 3 3 12 441
Productivity trends in the United States 0 1 2 2 3 4 11 12
Purchasing power parity over a century 0 0 1 46 1 1 9 140
Purchasing power parity, nonlinearity and chaos 0 0 0 110 3 3 12 375
Quantifying multiscale inefficiency in electricity markets 0 0 0 24 2 2 9 142
RESOLVING THE LIQUIDITY PUZZLE 0 0 0 30 3 3 13 112
Random Walks, Breaking Trend Functions, and the Chaotic Structure of the Velocity of Money 0 0 0 0 1 1 9 281
Random fractal structures in North American energy markets 0 0 0 69 3 3 11 291
Randomly Modulated Periodic Signals in Alberta's Electricity Market 0 0 0 33 1 1 8 230
Randomly modulated periodicity in the US stock market 0 0 0 1 1 2 6 11
Rational bubbles or persistent deviations from market fundamentals? 0 0 0 149 3 4 12 371
Rational expectations, risk and efficiency in energy futures markets 0 0 0 138 2 2 7 284
Recent monetary policy and the credit card-augmented Divisia monetary aggregates 0 0 0 6 4 4 21 52
Returns and volatility in the NYMEX Henry Hub natural gas futures market 0 0 0 149 2 3 20 700
Risk, uncertainty, and leverage 0 0 1 11 0 0 13 85
SEMI-NONPARAMETRIC ESTIMATES OF CURRENCY SUBSTITUTION BETWEEN THE CANADIAN DOLLAR AND THE U.S. DOLLAR 0 0 0 41 1 2 9 108
SEMI-NONPARAMETRIC ESTIMATES OF THE DEMAND FOR MONEY IN THE UNITED STATES 0 0 0 55 0 0 8 196
Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms 0 0 1 1 1 2 18 18
Semi-non-parametric estimates of substitution for Canadian monetary assets 0 0 0 29 3 5 7 154
Semi-nonparametric estimates of interfuel substitution in U.S. energy demand 0 0 1 64 2 2 13 190
Semi‐non‐parametric estimates of substitution for Canadian monetary assets 0 0 0 0 3 3 12 15
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 1 2 9 76
Spillovers of U.S. monetary policy uncertainty on inflation targeting emerging economies 0 1 6 43 4 6 36 118
Stochastic volatility demand systems 0 0 0 5 0 0 14 45
Stock Market Uncertainty and Business Optimism in Major Emerging Economies 0 0 1 1 2 2 13 16
Structural Characteristics of the Maastricht Convergence Criteria 0 0 0 0 2 2 8 230
Structural change and unbalanced economic growth in open developing economies 0 1 1 3 2 5 14 30
THE ASYMMETRIC EFFECTS OF OIL PRICE SHOCKS 0 0 1 162 2 2 16 401
THE CASE FOR DIVISIA MONEY TARGETING 0 0 1 5 2 2 12 56
THE DEMAND FOR GASOLINE: EVIDENCE FROM HOUSEHOLD SURVEY DATA 2 2 4 43 6 6 21 172
THE DEMAND FOR LIQUID ASSETS: EVIDENCE FROM THE MINFLEX LAURENT DEMAND SYSTEM WITH CONDITIONALLY HETEROSKEDASTIC ERRORS 0 0 1 9 0 0 6 36
THE ZERO LOWER BOUND AND CRUDE OIL AND FINANCIAL MARKETS SPILLOVERS 0 0 0 16 0 0 10 60
Technical change in U.S. industries 0 0 1 4 1 1 7 27
Testing for causality in the transmission of Eurodollar and US interest rates 0 0 0 39 1 4 12 168
Testing for common features in North American energy markets 0 0 0 128 2 4 14 323
Testing for deterministic nonlinear dependence in the australian dollar-US dollar exchange rate series 0 0 0 19 2 3 11 174
Testing the long-run implications of the neoclassical growth model for Canada 0 0 0 29 2 2 10 113
The Demand for Assets and Optimal Monetary Aggregation 0 0 0 6 1 1 15 50
The Demand for Assets: Evidence from the Markov Switching Normalized Quadratic Model 0 0 0 2 1 3 16 26
The Demand for Divisia Money in the United States: A Dynamic Flexible Demand System 0 0 0 49 3 3 8 266
The Empirical Relationship between Money, Prices, and Income Revisite d 0 0 0 0 1 1 8 328
The Feldstein‐Horioka puzzle in an ARIMA framework 0 0 0 14 2 2 9 83
The Foreign Indebtedness of Moderately and Severely‐Indebted Developing Countries 0 0 1 23 2 2 6 124
The Gibson Paradox and the Fisher Effect in Advanced and Emerging Economies 0 0 3 4 2 3 24 39
The Hurst exponent in energy futures prices 0 0 2 21 2 3 18 109
The North American Natural Gas Liquids Markets are Chaotic 0 0 0 2 1 3 11 15
The Output Effects of Money Growth Uncertainty: Evidence from a Multivariate GARCH-in-Mean VAR 0 0 0 61 0 0 9 173
The Post-War Aggregate Production Function in Canada: 1946-1988 0 0 0 0 2 2 9 62
The Random Walk in Canadian Output 0 0 0 9 1 1 6 109
The Relative Importance of Monetary Policy, Uncertainty, and Financial Shocks 0 0 0 19 1 1 15 82
The asymmetric effects of oil price and monetary policy shocks: A nonlinear VAR approach 1 1 1 224 2 3 25 616
The complex relationship between inflation and equity returns 0 1 2 20 4 7 18 51
The credit card-augmented Divisia monetary aggregates: an analysis based on recurrence plots and visual boundary recurrence plots 0 0 3 4 1 1 43 47
The cyclical behavior of monthly NYMEX energy prices 0 0 0 50 2 2 10 188
The demand for banking and shadow banking services 0 0 0 10 1 2 6 73
The demand for divisia M1, M2, and M3 in the United States 0 0 0 22 1 1 4 186
The effects of exchange rate uncertainty on exports 0 0 1 138 1 1 16 473
The effects of inflation uncertainty: some international evidence 0 0 1 35 2 3 9 130
The ethanol mandate and crude oil and biofuel agricultural commodity price dynamics 0 1 1 8 0 1 13 71
The message in North American energy prices 0 0 2 116 3 4 16 329
The oil price-macroeconomy dependence 0 0 0 5 2 2 7 21
The role of money in Canada 0 0 0 26 1 2 6 126
The sensitivity of empirical studies to alternative measures of the monetary base and reserves 0 0 0 62 0 0 8 274
The welfare cost of inflation 0 0 3 19 4 8 28 99
The welfare cost of inflation in Canada and the United States 0 0 0 94 1 1 5 352
The welfare cost of inflation in Italy 0 0 0 99 2 4 10 362
The zero lower bound and market spillovers: Evidence from the G7 and Norway 0 0 0 2 3 5 14 55
Threshold random walks in the US stock market 0 0 0 0 1 1 2 10
Translog Flexible Functional Forms and Substitutability of Monetary Assets 0 0 0 0 1 1 5 142
USER COSTS, THE FINANCIAL FIRM, AND MONETARY AND REGULATORY POLICY 0 0 0 6 2 2 7 27
Unconventional monetary policy and the stock market 0 0 2 10 3 4 22 51
Undesirable outputs and a primal Divisia productivity index based on the directional output distance function 0 0 0 23 0 2 14 511
Unit Root Behavior in Energy Futures Prices* 1 1 1 1 1 1 9 10
Univariate tests for nonlinear structure 0 0 0 102 2 2 7 272
VELOCITY AND THE VARIABILITY OF MONEY GROWTH: EVIDENCE FROM A VARMA, GARCH-M MODEL 0 0 1 97 3 4 10 245
VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS 0 0 0 57 2 3 7 132
Velocity and the growth of money in the United States, 1970-1985 0 0 0 40 0 0 6 143
Volatility and a century of energy markets dynamics 0 0 0 23 5 6 16 104
Volatility and dependence in crude oil and agricultural commodity markets 0 0 2 2 10 13 24 25
Volatility and dependence in cryptocurrency and financial markets: a copula approach 1 3 4 9 5 13 31 49
Volatility and dependence in energy markets 0 1 4 4 1 3 28 43
Volatility in the Cryptocurrency Market 0 0 4 98 2 3 29 382
World Commodity Prices and Economic Activity in Advanced and Emerging Economies 0 0 0 2 3 3 10 38
Total Journal Articles 19 40 175 10,118 483 739 3,450 43,315
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Interfuel Substitution 0 0 0 7 0 0 11 51
Money and the Economy 0 0 0 3 1 2 18 61
Quantitative and Empirical Analysis of Energy Markets 0 0 3 9 3 3 21 87
The Demand for Money 0 0 0 1 0 1 14 60
Total Books 0 0 3 20 4 6 64 259


Chapter File Downloads Abstract Views
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A Cointegration Analysis of Petroleum Futures Prices 0 0 1 2 1 1 7 10
A Dispersion-Dependency Diagnostic Test for Aggregation Error: With Applications to Monetary Economics and Income Distribution 0 0 0 0 1 1 1 3
An Empirical Comparison of Flexible Demand System Functional Forms 0 0 0 5 3 3 21 60
Applied Monetary Demand Analysis 0 0 0 0 3 4 7 8
Balanced Growth, the Demand for Money, and Monetary Aggregation 0 0 0 0 0 0 9 11
Bayesian Estimation of Flexible Functional Forms, Curvature Conditions and the Demand for Assets 0 0 0 1 0 0 3 7
Business Cycles and Natural Gas Prices 0 0 0 4 1 2 7 46
Business Cycles and the Behavior of Energy Prices 0 0 0 0 2 2 7 17
Chaotic Analysis of U.S. Money and Velocity Measures 0 0 0 2 7 8 9 20
Chapter 1 Measuring Consumer Preferences and Estimating Demand Systems 0 0 0 1 1 2 8 10
Chapter 3 The Differential Approach to Demand Analysis and the Rotterdam Model 0 1 1 1 0 3 11 13
Classical Macroeconomic Theory 0 0 0 1 0 0 11 28
Cointegration Analysis of Power Prices in the Western North American Markets 0 0 0 0 4 4 8 14
Cointegration and the Aggregate Demand for Money Function 0 0 0 0 0 0 4 5
Consumer Theory and the Demand for Money 0 0 0 0 1 1 7 12
Consumer Theory and the Demand for Money 0 0 0 17 2 2 9 66
Conventional Demand for Money Functions 0 0 0 0 0 0 3 11
Convergence issues in the emerging European economic and monetary union 0 0 0 0 3 3 7 7
Cross-Country Evidence on the Demand for Money 0 0 0 0 1 1 4 8
Crude Oil and Biofuel Agricultural Commodity Prices 0 0 0 1 0 0 11 32
Divisia Aggregation and Substitutability Among Monetary Assets 0 0 0 0 1 2 13 22
Empirical Energy Demand Analysis 0 0 0 0 2 3 5 6
Future Research Agenda 0 0 0 0 0 0 6 8
Futures Trading and the Storage of North American Natural Gas 0 0 0 4 2 2 12 29
Globally Flexible Functional Forms and Demand Systems 0 0 0 0 2 2 4 8
Imports, Exports, and Prices in Alberta's Deregulated Power Market 0 0 0 2 1 2 7 24
Interfuel Substitution in the United States 0 0 0 1 2 2 6 10
International Evidence on Sectoral Interfuel Substitution 0 0 0 1 2 3 8 13
Is There an East-West Split in North American Natural Gas Markets? 0 0 0 0 0 0 8 21
Keynesian Macroeconomic Theory 0 0 0 0 2 2 8 10
Locally Flexible Functional Forms and Demand Systems 1 1 1 1 3 5 6 8
Maturity Effects in Energy Futures 0 0 0 1 6 6 11 18
Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets 0 0 0 3 0 0 6 36
Modeling Trends in the Variables of the Money Demand Function 0 0 0 0 0 0 1 2
Modeling the Demand for Consumption Goods and Liquid Assets 1 1 1 1 5 5 9 11
Models with Rational Expectations 0 0 0 0 1 1 8 14
Monetary Aggregation and the Neutrality of Money 0 0 0 0 2 3 16 29
Monetary Aggregation, Inflation, and Welfare 0 0 0 3 1 2 8 27
Monetary Growth Theory 0 0 0 0 0 0 7 10
Neoclassical Growth Theory 0 0 0 0 2 2 6 14
Nominal Stylized Facts 0 0 0 0 0 0 2 5
Nominal Stylized Facts of U.S. Business Cycles 0 0 0 5 1 1 13 37
On Canada’s Exchange Rate Regime 0 0 0 0 1 1 3 5
Portfolio Theories of Money Demand 0 0 0 0 2 2 11 21
Power Trade on the Alberta-BC Interconnection 0 0 0 2 3 3 9 29
Productivity and Convergence Trends in the OECD 0 0 0 0 2 2 6 7
Random Fractal Structures in North American Energy Markets 0 0 0 6 2 2 8 32
Random Walks, Breaking Trend Functions, and the Chaotic Structure of the Velocity of Money 0 0 0 2 0 0 1 8
Randomly Modulated Periodic Signals in Alberta's Electricity Market 0 0 0 0 2 2 7 19
Rational Expectations, Risk, and Efficiency in Energy Futures Markets 0 0 0 2 2 3 9 13
Returns and Volatility in the NYMEX Henry Hub Natural Gas Futures Market 0 0 0 15 2 2 10 113
Revenue Smoothing in an ARIMA Framework: Evidence from the United States 0 0 0 0 1 1 5 8
Semi-Nonparametric Estimates of the Demand for Money in the United States 0 0 0 1 3 3 10 29
Short- and Long-Run Aggregate Interfuel Substitution 0 0 0 0 0 0 3 4
Testing for Common Features in North American Energy Markets 0 0 0 3 3 3 16 46
The Classics, Keynes, and Friedman 0 0 0 2 0 2 8 38
The Cyclical Behavior of Monthly NYMEX Energy Prices 0 0 0 5 3 3 12 36
The Demand for Divisia M1, M2, and M3 in the United States 0 0 0 0 2 3 9 15
The Demand for Divisia Money in the United States: A Dynamic Flexible Demand System 0 0 0 0 1 1 6 11
The Econometrics of Demand Systems 0 0 0 0 2 2 8 13
The Empirical Relationship Between Money, Prices, and Income Revisited 0 0 0 0 0 1 3 6
The Message in North American Energy Prices 0 0 0 10 0 0 13 72
The Microeconomic Foundations of the Definition of Money 0 0 0 0 2 2 4 10
The New Monetary Aggregates 0 0 0 0 1 2 5 6
The Nonparametric Approach to Demand Analysis 0 0 0 0 2 2 4 9
The North American Natural Gas Liquids Markets are Chaotic 0 0 0 1 2 2 7 29
The Parametric Approach to the Demand for Monetary Assets 0 0 0 0 0 1 3 6
The Welfare Cost of Inflation 0 0 0 0 1 1 24 32
Transactions Theories of Money Demand 0 0 0 0 2 2 5 9
Translog Flexible Functional Forms and Substitutability of Monetary Assets 0 0 0 4 0 0 5 10
Unit Root Behavior in Energy Futures Prices 0 0 0 0 1 2 6 12
Total Chapters 2 3 4 110 107 130 544 1,398
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Statistics updated 2026-11-12