| 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 |
11 |
13 |
13 |
135 |
| A MICROECONOMIC SYSTEM-WIDE APPROACH TO MODELING THE DEMAND FOR CONSUMPTION GOODS AND LIQUID ASSETS |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
509 |
| A Note on Imposing Local Curvature in Generalized Leontief Models |
0 |
0 |
0 |
122 |
0 |
4 |
4 |
401 |
| A Note on Imposing Local Curvature on Generalized Leontief Models |
0 |
0 |
0 |
100 |
0 |
5 |
5 |
402 |
| A Note on Leverage and the Macroeconomy |
0 |
0 |
0 |
78 |
1 |
5 |
7 |
143 |
| A Primal Divisia Technical Change Index Based on the Output Distance Function |
0 |
0 |
0 |
67 |
1 |
7 |
8 |
894 |
| 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 |
1 |
5 |
7 |
25 |
| Are the Responses of the U.S. Economy Asymmetric to Positive and Negative Money Supply Shocks? |
0 |
0 |
0 |
52 |
3 |
7 |
8 |
89 |
| Banking Technology in a Markov Switching Economy |
0 |
0 |
0 |
6 |
0 |
3 |
4 |
63 |
| Business cycles and the behavior of energy prices |
0 |
0 |
0 |
97 |
0 |
2 |
3 |
239 |
| Chaos in East European Black-Market Exchange Rates |
0 |
0 |
0 |
0 |
1 |
7 |
13 |
1,488 |
| Communication Frictions, Sentiments, and Nonlinear Business Cycles |
0 |
0 |
0 |
62 |
0 |
2 |
8 |
58 |
| Conditional Correlation Demand Systems |
0 |
0 |
0 |
4 |
0 |
2 |
5 |
34 |
| Consumer preferences and demand systems |
0 |
0 |
0 |
129 |
2 |
14 |
23 |
399 |
| Consumer preferences and demand systems |
0 |
0 |
0 |
392 |
1 |
6 |
9 |
1,593 |
| Consumption, Leisure, and Money |
0 |
0 |
0 |
0 |
0 |
6 |
8 |
116 |
| Demand Systems with Heteroscedastic Disturbances |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
51 |
| Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions |
0 |
0 |
1 |
88 |
0 |
4 |
7 |
144 |
| Do real exchange rates have autoregressive unit roots? a test under the alternative of long memory and breaks |
0 |
0 |
0 |
113 |
1 |
4 |
7 |
374 |
| 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 |
5 |
8 |
348 |
| Electricity Prices, Large-Scale Renewable Integration, and Policy Implications |
0 |
0 |
0 |
39 |
1 |
5 |
6 |
81 |
| Energy Markets Volatility Modelling using GARCH |
0 |
0 |
1 |
78 |
2 |
6 |
10 |
203 |
| Episodic Nonlinearity in Leading Global Currencies |
0 |
0 |
1 |
69 |
1 |
15 |
17 |
250 |
| Financial Frictions and the Fiscal Theory of Price Level Determination |
0 |
1 |
3 |
40 |
0 |
4 |
7 |
72 |
| How Does the U.S. Natural Gas Market React to Demand and Supply Shocks in the Crude Oil Market? |
0 |
0 |
0 |
63 |
3 |
6 |
9 |
109 |
| Imposing Theoretical Regularity on Flexible Functional Forms |
0 |
0 |
0 |
21 |
1 |
4 |
7 |
69 |
| Interest Rates, Money, and Economic Activity |
0 |
0 |
1 |
38 |
0 |
1 |
4 |
141 |
| Interfuel Substitution: Evidence from the Markov Switching Minflex Laurent Demand System with BEKK Errors |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
46 |
| International Evidence on the Neutrality of Money |
0 |
0 |
0 |
1 |
2 |
5 |
8 |
1,697 |
| International Monetary Policy Spillovers |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
137 |
| Introduction to Internally Consistent Modeling, Aggregation, Inference, and Policy |
0 |
0 |
0 |
50 |
6 |
8 |
9 |
99 |
| Introduction to Macroeconomic Dynamics Special Issue on Complexity in Economic Systems |
0 |
0 |
0 |
89 |
0 |
5 |
8 |
80 |
| Introduction to Macroeconomic Dynamics Special Issue on Dynamics of Oil and Commodities Prices |
0 |
0 |
0 |
50 |
0 |
2 |
2 |
67 |
| Is there an East-West split in North-American natural gas markets? |
0 |
0 |
0 |
31 |
0 |
4 |
7 |
175 |
| MARTINGALES, NONLINEARITY, AND CHAOS |
0 |
0 |
0 |
39 |
1 |
7 |
11 |
153 |
| MONETARY VELOCITY IN THE UNITED STATES: MONEY GROWTH AND VARIABILITY TESTS ON QUARTERLY AND MONTHLY DATA 1970 - 1985 |
0 |
0 |
0 |
2 |
2 |
9 |
11 |
25 |
| Markov Switching Oil Price Uncertainty |
0 |
0 |
0 |
11 |
0 |
3 |
6 |
55 |
| Martingales, Nonlinearity, and Chaos |
0 |
0 |
0 |
1,375 |
0 |
9 |
10 |
3,121 |
| Measuring Consumer Preferences and Estimating Demand Systems |
0 |
0 |
1 |
101 |
0 |
4 |
10 |
305 |
| Measuring Consumer Preferences and Estimating Demand Systems |
0 |
0 |
0 |
661 |
3 |
10 |
13 |
2,104 |
| Monetary Aggregation, Rational Expectations, and the Demand for Money in the United States |
0 |
0 |
0 |
167 |
0 |
3 |
3 |
529 |
| Monetary Neutrality |
0 |
0 |
0 |
47 |
0 |
2 |
6 |
130 |
| Monetary Policy and Leverage Shocks |
0 |
0 |
0 |
16 |
0 |
3 |
4 |
88 |
| Monetary and Fiscal Policy Switching with Time-Varying Volatilities |
0 |
0 |
1 |
79 |
0 |
3 |
5 |
76 |
| Money Supply Volatility and the Macroeconomy |
0 |
0 |
0 |
0 |
4 |
9 |
10 |
89 |
| Money, Velocity, and the Stock Market |
0 |
0 |
1 |
84 |
0 |
9 |
13 |
201 |
| NONLINEAR AND COMPLEX DYNAMICS IN ECONOMICS |
0 |
0 |
0 |
77 |
1 |
9 |
14 |
235 |
| Nonlinear and Complex Dynamics in Economics |
0 |
0 |
0 |
64 |
0 |
5 |
8 |
240 |
| Nonlinear and Complex Dynamics in Economics |
0 |
0 |
2 |
1,434 |
0 |
7 |
11 |
2,812 |
| Nonlinear and Complex Dynamics in Economics |
1 |
1 |
1 |
51 |
5 |
15 |
22 |
155 |
| Nonlinear and Complex Dynamics in Real Systems |
0 |
0 |
0 |
251 |
0 |
3 |
3 |
597 |
| Nonlinear and Complex Dynamics in Real Systems |
0 |
0 |
0 |
133 |
0 |
4 |
8 |
419 |
| Oil Prices and the Renewable Energy Sector |
0 |
0 |
0 |
71 |
1 |
6 |
7 |
134 |
| Oil, Uncertainty, and Gasoline Prices |
0 |
0 |
2 |
77 |
0 |
4 |
8 |
199 |
| On interfuel substitution: some international evidence |
0 |
0 |
0 |
90 |
2 |
17 |
28 |
278 |
| On the Fisher Effect |
0 |
0 |
0 |
1 |
1 |
11 |
16 |
2,098 |
| On the Markov Switching Welfare Cost of Inflation |
0 |
0 |
0 |
30 |
1 |
13 |
16 |
93 |
| Output growth and the variability of exports and imports growth: international evidence from Granger causality tests |
0 |
0 |
0 |
73 |
0 |
5 |
11 |
284 |
| Resolving the Liquidity Puzzle |
0 |
0 |
0 |
0 |
0 |
7 |
9 |
849 |
| Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms |
0 |
0 |
1 |
34 |
0 |
3 |
5 |
144 |
| Stochastic Volatility Demand Systems |
0 |
0 |
0 |
71 |
0 |
3 |
4 |
113 |
| Technical Change in U.S. Industries |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
44 |
| Testing for Government Spending Convergence Across Canadian Provinces |
0 |
0 |
0 |
0 |
4 |
6 |
10 |
892 |
| The Cyclical Behavior of Monthly NYMEX Energy Prices |
0 |
0 |
0 |
1 |
1 |
2 |
4 |
1,379 |
| The Demand for Assets and Optimal Monetary Aggregation |
0 |
0 |
0 |
0 |
0 |
7 |
9 |
57 |
| The Demand for Gasoline: Evidence from Household Survey Data |
0 |
0 |
0 |
76 |
2 |
3 |
7 |
268 |
| The Differential Approach to Demand Analysis and the Rotterdam Model |
0 |
0 |
0 |
204 |
1 |
6 |
12 |
690 |
| The Differential Approach to Demand Analysis and the Rotterdam Model |
0 |
0 |
0 |
56 |
2 |
9 |
15 |
194 |
| The North American Natural Gas Liquids Markets are Chaotic |
0 |
0 |
0 |
0 |
1 |
8 |
10 |
1,383 |
| The North American natural gas liquids markets are chaotic |
0 |
0 |
0 |
62 |
1 |
7 |
9 |
237 |
| The Theory of Monetary Aggregation (book front matter) |
0 |
0 |
0 |
332 |
0 |
2 |
4 |
920 |
| The Zero Lower Bound and Market Spillovers: Evidence from the G7 and Norway |
0 |
0 |
0 |
34 |
0 |
6 |
10 |
75 |
| 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 |
3 |
11 |
13 |
75 |
| Threshold Random Walks in the U.S. Stock Market |
0 |
0 |
0 |
187 |
6 |
14 |
18 |
620 |
| Undesirable Outputs and a Primal Divisia Productivity Index Based on the Directional Output Distance Function |
0 |
0 |
0 |
50 |
2 |
8 |
10 |
223 |
| Unit root behavior in energy futures prices |
0 |
0 |
0 |
87 |
0 |
4 |
8 |
256 |
| User Costs, the Financial Firm, and Monetary and Regulatory Policy |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
38 |
| User Costs, the Financial Firm, and Monetary and Regulatory Policy |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
35 |
| Volatility and a Century of Energy Markets Dynamics |
0 |
0 |
0 |
61 |
2 |
3 |
8 |
108 |
| Total Working Papers |
1 |
2 |
16 |
8,237 |
85 |
458 |
680 |
33,751 |
| 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 |
1 |
5 |
0 |
4 |
5 |
40 |
| A BAYESIAN CLASSIFICATION APPROACH TO MONETARY AGGREGATION |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
82 |
| A NOTE ON IMPOSING LOCAL CURVATURE IN GENERALIZED LEONTIEF MODELS |
0 |
0 |
0 |
34 |
0 |
4 |
5 |
147 |
| A NOTE ON LEVERAGE AND THE MACROECONOMY |
0 |
0 |
0 |
17 |
0 |
3 |
5 |
67 |
| A Time-Series Analysis of the Relationship Between Government Expenditure and Gdp in Canada |
0 |
0 |
0 |
61 |
1 |
2 |
5 |
122 |
| A century and a half of the monetary base-stock market relationship |
0 |
0 |
0 |
4 |
0 |
7 |
8 |
21 |
| A century of interfuel substitution |
0 |
0 |
0 |
2 |
0 |
4 |
8 |
29 |
| A cointegration analysis of petroleum futures prices |
0 |
0 |
0 |
273 |
0 |
5 |
5 |
612 |
| A dispersion-dependency diagnostic test for aggregation error: With applications to monetary economics and income distribution |
0 |
0 |
0 |
30 |
1 |
3 |
5 |
177 |
| A primal Divisia technical change index based on the output distance function |
0 |
0 |
0 |
27 |
0 |
6 |
8 |
750 |
| An Interview with William A. Barnett |
0 |
0 |
0 |
2 |
0 |
3 |
5 |
26 |
| An empirical comparison of flexible demand system functional forms |
0 |
0 |
0 |
348 |
8 |
29 |
36 |
954 |
| Are the Responses of the U.S. Economy Asymmetric to Positive and Negative Money Supply Shocks? |
0 |
0 |
0 |
12 |
1 |
7 |
8 |
71 |
| Banking technology in a Markov switching economy |
0 |
0 |
0 |
13 |
1 |
4 |
7 |
60 |
| Biofuel substitution in the U.S. transportation sector |
0 |
0 |
0 |
3 |
2 |
5 |
7 |
19 |
| Bounds Tests of the Gibson Paradox and the Fisher Effect: Evidence from Low‐Frequency International Data |
0 |
0 |
0 |
98 |
1 |
7 |
8 |
393 |
| Bounds tests of the theory of purchasing power parity |
0 |
0 |
0 |
47 |
0 |
2 |
3 |
256 |
| Breaking Trend Functions in Real Exchange Rates: Evidence from Seventeen OECD Countries |
0 |
1 |
1 |
38 |
0 |
2 |
3 |
228 |
| Breaking trend functions in the velocity of money: Evidence from the United States and Canada |
0 |
0 |
0 |
27 |
0 |
1 |
2 |
162 |
| Broker-dealer Leverage and the Stock Market |
0 |
0 |
1 |
16 |
1 |
7 |
12 |
100 |
| Business Cycles and the Behavior of Energy Prices |
0 |
0 |
0 |
6 |
1 |
5 |
6 |
80 |
| Business Cycles and the Behavior of Energy Prices* |
0 |
0 |
0 |
0 |
0 |
4 |
5 |
6 |
| Business cycles and hydrocarbon gas liquids prices |
0 |
0 |
0 |
8 |
1 |
5 |
8 |
54 |
| Business cycles and natural gas prices |
0 |
0 |
0 |
168 |
0 |
3 |
7 |
686 |
| Business cycles in the USA: the role of monetary policy and oil shocks |
0 |
1 |
1 |
4 |
2 |
4 |
7 |
14 |
| CONSUMPTION, LEISURE, AND MONEY |
0 |
0 |
3 |
10 |
1 |
2 |
8 |
65 |
| CREDIT CARDS, THE DEMAND FOR MONEY, AND MONETARY AGGREGATION |
0 |
0 |
2 |
7 |
0 |
2 |
5 |
18 |
| Chaos in East European black market exchange rates |
0 |
0 |
1 |
371 |
1 |
5 |
11 |
2,029 |
| Chaos in long-maturity real rates |
0 |
0 |
0 |
4 |
1 |
6 |
9 |
16 |
| Chaos, self-organized criticality, and SETAR nonlinearity: An analysis of purchasing power parity between Canada and the United States |
1 |
1 |
1 |
1 |
12 |
59 |
60 |
68 |
| Chaotic monetary dynamics with confidence |
0 |
0 |
0 |
35 |
1 |
10 |
14 |
132 |
| Comments on " 'Singularity bifurcations' by Yijun He and William A. Barnett" |
0 |
0 |
0 |
12 |
2 |
2 |
2 |
99 |
| Common Stochastic Trends and Convergence of European Union Stock Markets |
0 |
0 |
0 |
0 |
0 |
4 |
6 |
581 |
| Communication frictions, sentiments, and nonlinear business cycles |
0 |
0 |
0 |
0 |
0 |
7 |
8 |
23 |
| Conditional Correlation Demand Systems |
0 |
0 |
0 |
2 |
1 |
3 |
5 |
21 |
| Consumer Theory and the Demand for Money |
0 |
0 |
3 |
225 |
2 |
3 |
12 |
785 |
| Consumer preferences and demand systems |
1 |
1 |
4 |
219 |
1 |
9 |
25 |
622 |
| Consumer preferences, the demand for Divisia money, and the welfare costs of inflation |
0 |
0 |
0 |
1 |
1 |
3 |
7 |
24 |
| Consumption effects of government purchases |
0 |
0 |
0 |
54 |
2 |
6 |
10 |
200 |
| Correction: Nonlinear dynamics in Divisia monetary aggregates: an application of recurrence quantification analysis |
0 |
0 |
1 |
4 |
0 |
1 |
3 |
9 |
| Covid-19 and monetary–fiscal policy interactions in Canada |
0 |
0 |
10 |
129 |
3 |
11 |
51 |
460 |
| Cross-country Evidence on the Demand for Money |
0 |
0 |
2 |
11 |
2 |
5 |
7 |
142 |
| Cryptocurrency shocks |
0 |
0 |
1 |
12 |
1 |
4 |
9 |
65 |
| DEPENDENCE STRUCTURE BETWEEN MONEY AND ECONOMIC ACTIVITY: A MARKOV-SWITCHING COPULA VEC APPROACH |
0 |
0 |
2 |
5 |
0 |
3 |
6 |
14 |
| Demand systems with heteroscedastic disturbances |
0 |
0 |
1 |
5 |
0 |
2 |
5 |
32 |
| Detecting signatures of stochastic self-organization in US money and velocity measures |
0 |
0 |
0 |
5 |
0 |
8 |
12 |
53 |
| Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy |
0 |
0 |
0 |
10 |
0 |
3 |
8 |
37 |
| Distance functions and the analysis of inefficiency |
0 |
0 |
2 |
2 |
0 |
4 |
10 |
10 |
| Divisia Aggregation and Substitutability among Monetary Assets |
0 |
0 |
0 |
49 |
1 |
5 |
7 |
265 |
| Divisia Monetary Aggregates for India |
0 |
0 |
2 |
2 |
0 |
1 |
3 |
3 |
| Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions |
0 |
1 |
2 |
38 |
0 |
4 |
11 |
129 |
| Economic policy uncertainty and real output: evidence from the G7 countries |
0 |
1 |
2 |
24 |
1 |
6 |
15 |
108 |
| Effect of noise on estimation of Lyapunov exponents from a time series |
0 |
0 |
0 |
1 |
0 |
2 |
4 |
19 |
| Effect of noise on the bifurcation behavior of nonlinear dynamical systems |
0 |
0 |
0 |
1 |
0 |
2 |
2 |
12 |
| 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 |
6 |
9 |
848 |
| 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 |
1 |
4 |
12 |
681 |
| Electoral and Partisan Cycle Regularities in Canada |
0 |
0 |
0 |
4 |
1 |
5 |
9 |
536 |
| Electoral and Partisan Cycle Regularities: A Cointegration Test |
0 |
0 |
0 |
14 |
0 |
2 |
3 |
107 |
| Electricity prices, large-scale renewable integration, and policy implications |
0 |
1 |
5 |
42 |
2 |
7 |
22 |
179 |
| Emerging Market Volatility Spillovers |
0 |
0 |
0 |
3 |
0 |
4 |
5 |
35 |
| Empirical evidence on the long-run neutrality hypothesis using low-frequency international data |
0 |
1 |
2 |
34 |
0 |
3 |
6 |
172 |
| Energy markets volatility modelling using GARCH |
0 |
1 |
6 |
88 |
2 |
10 |
35 |
297 |
| Energy sector pricing: On the role of neglected nonlinearity |
0 |
0 |
0 |
56 |
2 |
8 |
9 |
205 |
| Episodic Nonlinear Event Detection in the Canadian Exchange Rate |
0 |
0 |
0 |
35 |
0 |
2 |
3 |
126 |
| Episodic Nonlinearity in Leading Global Currencies |
0 |
0 |
0 |
16 |
0 |
15 |
17 |
117 |
| Episodic nonlinearity and nonstationarity in Alberta's power and natural gas markets |
0 |
0 |
0 |
30 |
1 |
3 |
3 |
111 |
| Export growth and Canadian economic development |
0 |
0 |
0 |
285 |
1 |
9 |
15 |
831 |
| Exports and GNP Causality in the Industrial Countries: 1950–1985 |
0 |
0 |
1 |
22 |
2 |
8 |
10 |
65 |
| External and Domestic Growth Forces in the Performance of European Union Economies |
0 |
0 |
0 |
0 |
1 |
5 |
5 |
79 |
| FLEXIBLE FUNCTIONAL FORMS, CURVATURE CONDITIONS, AND THE DEMAND FOR ASSETS |
0 |
1 |
2 |
106 |
0 |
5 |
8 |
280 |
| Financial Frictions and the Fiscal Theory of Price Level Determination |
0 |
1 |
5 |
17 |
0 |
5 |
12 |
63 |
| Financial intermediary leverage spillovers |
0 |
0 |
0 |
13 |
0 |
2 |
4 |
55 |
| Financial structure and economic growth: the role of heterogeneity |
0 |
0 |
0 |
70 |
0 |
5 |
6 |
182 |
| Forecast evaluation in daily commodities futures markets |
0 |
0 |
0 |
22 |
2 |
4 |
6 |
94 |
| Forecasting in inefficient commodity markets |
0 |
0 |
0 |
20 |
2 |
5 |
6 |
98 |
| Functional monetary aggregates, monetary policy, and business cycles |
0 |
0 |
1 |
3 |
5 |
9 |
15 |
44 |
| Futures trading and the storage of North American natural gas |
0 |
0 |
0 |
91 |
1 |
3 |
5 |
261 |
| Government Activities and Tests of the Long-Run Implications of the Neoclassical Growth Model for Canada |
0 |
0 |
0 |
9 |
1 |
2 |
6 |
120 |
| How does the U.S. natural gas market react to demand and supply shocks in the crude oil market? |
0 |
0 |
0 |
24 |
0 |
0 |
6 |
106 |
| INTEREST RATES, MONEY, AND ECONOMIC ACTIVITY |
0 |
0 |
4 |
14 |
1 |
9 |
17 |
47 |
| INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE ON COMPLEXITY IN ECONOMIC SYSTEMS |
0 |
0 |
1 |
17 |
0 |
4 |
8 |
61 |
| INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE ON DYNAMICS OF OIL AND COMMODITIES PRICES |
0 |
0 |
0 |
11 |
1 |
6 |
8 |
48 |
| INTRODUCTION TO OIL PRICE SHOCKS |
0 |
0 |
1 |
51 |
0 |
0 |
5 |
133 |
| Imposing Theoretical Regularity on Flexible Functional Forms |
0 |
1 |
2 |
19 |
3 |
6 |
12 |
76 |
| Imposing local curvature in the QUAIDS |
0 |
0 |
1 |
26 |
0 |
3 |
7 |
120 |
| Inflation and Welfare in Latin America |
0 |
0 |
0 |
40 |
0 |
6 |
6 |
146 |
| Inflation and economic activity in advanced and emerging economies |
0 |
0 |
0 |
5 |
0 |
1 |
2 |
13 |
| Inflation uncertainty |
0 |
0 |
0 |
2 |
1 |
4 |
8 |
20 |
| Informational Efficiency and Interchange Transactions in Alberta's Electricity Market |
0 |
0 |
0 |
10 |
0 |
3 |
4 |
170 |
| Informational Efficiency and Interchange Transactions in Alberta’s Electricity Market |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
6 |
| Interactive effects between input and output technical inefficiencies |
1 |
1 |
2 |
2 |
1 |
3 |
7 |
8 |
| Interest Rates, Leverage, and Money |
0 |
0 |
0 |
49 |
0 |
7 |
12 |
183 |
| Interfuel Substitution and Inflation Dynamics in India |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
4 |
| Interfuel Substitution: Evidence from the Markov Switching Minflex Laurent Demand System with BEKK Errors |
0 |
0 |
0 |
3 |
0 |
3 |
6 |
19 |
| Interfuel Substitution: Evidence from the Markov Switching Minflex Laurent Demand System with BEKK Errors |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
4 |
| Interfuel substitution in the United States |
0 |
0 |
1 |
86 |
2 |
12 |
15 |
246 |
| Interfuel substitution: A copula approach |
0 |
0 |
0 |
3 |
0 |
5 |
7 |
13 |
| International Capital Mobility and the Long-Run Investrnent and Saving in Canada |
0 |
0 |
0 |
0 |
2 |
7 |
10 |
116 |
| International Evidence on Sectoral Interfuel Substitution |
0 |
0 |
1 |
45 |
3 |
7 |
11 |
168 |
| International Evidence on Sectoral Interfuel Substitution |
0 |
1 |
1 |
1 |
0 |
5 |
8 |
9 |
| International Evidence on the Neutrality of Money |
0 |
0 |
0 |
0 |
1 |
3 |
7 |
517 |
| International Evidence on the Tax- and Revenue-Smoothing Hypotheses |
0 |
0 |
0 |
1 |
0 |
4 |
5 |
303 |
| International Monetary Policy Spillovers |
0 |
0 |
1 |
32 |
2 |
11 |
15 |
110 |
| International evidence on aggregate short-run and long-run interfuel substitution |
0 |
0 |
1 |
52 |
1 |
3 |
6 |
171 |
| International evidence on the cyclical behavior of inflation |
0 |
0 |
0 |
11 |
3 |
5 |
10 |
80 |
| Introduction to Econometrics with Theory: A Special Issue Honoring William A. Barnett |
0 |
0 |
0 |
31 |
0 |
1 |
2 |
127 |
| 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 |
2 |
5 |
5 |
| Is There Chaos in Economic Time Series? |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
209 |
| Is There an East-West Split in North American Natural Gas Markets? |
0 |
0 |
0 |
7 |
0 |
4 |
6 |
85 |
| Is There an East-West Split in North American Natural Gas Markets? |
0 |
0 |
0 |
0 |
0 |
43 |
47 |
47 |
| Is the oil price–output relation asymmetric? |
0 |
0 |
0 |
8 |
0 |
5 |
6 |
43 |
| Long memory in energy futures prices |
0 |
0 |
2 |
78 |
0 |
3 |
8 |
236 |
| Long memory in energy futures prices |
0 |
0 |
0 |
1 |
2 |
6 |
11 |
24 |
| Long swings in the Canadian dollar |
0 |
0 |
0 |
36 |
0 |
2 |
5 |
289 |
| Long-horizon regression tests of the theory of purchasing power parity |
0 |
0 |
0 |
92 |
1 |
5 |
5 |
322 |
| Long-run Phillips-type trade-offs in European Union countries |
0 |
0 |
0 |
47 |
0 |
13 |
13 |
199 |
| MONETARY NEUTRALITY |
0 |
0 |
1 |
17 |
1 |
6 |
10 |
53 |
| MONEY SUPPLY VOLATILITY AND THE MACROECONOMY |
0 |
0 |
2 |
11 |
1 |
2 |
6 |
41 |
| Macroeconomic Fluctuations in the United States: The Role of Monetary and Fiscal Policy Shocks |
0 |
0 |
5 |
7 |
0 |
6 |
20 |
25 |
| Macroeconomic shocks and business cycle dynamics: a comparative analysis |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Market Shocks in the G7 Countries |
0 |
2 |
3 |
4 |
0 |
3 |
7 |
21 |
| Markov Switching Oil Price Uncertainty |
0 |
0 |
1 |
13 |
0 |
1 |
6 |
38 |
| Martingales, nonlinearity, and chaos |
0 |
0 |
0 |
143 |
0 |
9 |
11 |
465 |
| Maturity effects in energy futures |
0 |
0 |
0 |
107 |
0 |
0 |
2 |
234 |
| Maximum likelihood cointegration tests of purchasing power parity: Evidence from seventeen OECD countries |
0 |
0 |
0 |
31 |
0 |
5 |
6 |
108 |
| Mean reversion in the US stock market |
0 |
0 |
0 |
16 |
5 |
12 |
15 |
59 |
| Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets |
0 |
0 |
0 |
157 |
2 |
10 |
12 |
534 |
| Microeconometrics and measurement matters: Some results from monetary economics for Canada |
0 |
0 |
0 |
13 |
0 |
4 |
7 |
96 |
| Modeling the demand for consumption goods and liquid assets |
0 |
0 |
0 |
14 |
0 |
4 |
5 |
70 |
| Monetary Aggregation and the Neutrality of Money |
0 |
0 |
0 |
0 |
0 |
4 |
6 |
429 |
| Monetary Policy Strategies in Advanced and Emerging Economies |
0 |
0 |
7 |
7 |
3 |
9 |
22 |
24 |
| Monetary Policy Uncertainty in the United States and Investment Sentiment in Advanced Economies |
1 |
2 |
2 |
2 |
1 |
4 |
6 |
6 |
| Monetary Policy and Interest Rate Spreads |
0 |
0 |
1 |
36 |
0 |
7 |
15 |
110 |
| Monetary aggregation, inflation, and welfare |
0 |
0 |
0 |
49 |
1 |
5 |
5 |
142 |
| Monetary aggregation, rational expectations, and the demand for money in the United States |
0 |
0 |
0 |
21 |
0 |
3 |
5 |
88 |
| Monetary and fiscal policy switching with time-varying volatilities |
0 |
0 |
3 |
14 |
0 |
4 |
13 |
52 |
| Monetary policy and leverage shocks |
0 |
0 |
0 |
4 |
3 |
9 |
10 |
34 |
| Monetary policy in advanced and emerging economies |
0 |
2 |
10 |
11 |
1 |
14 |
30 |
43 |
| Monetary policy spillovers from the USA to advanced and emerging economies |
0 |
1 |
2 |
2 |
3 |
13 |
18 |
18 |
| Monetary policy spillovers in emerging economies |
1 |
2 |
4 |
19 |
1 |
7 |
19 |
59 |
| Money demand stability: New evidence from transfer entropy |
0 |
2 |
2 |
2 |
4 |
16 |
25 |
26 |
| Money growth variability and output: evidence with credit card-augmented Divisia monetary aggregates |
0 |
0 |
0 |
5 |
1 |
6 |
11 |
40 |
| Money, Velocity, and the Stock Market |
1 |
1 |
1 |
18 |
3 |
17 |
20 |
114 |
| NONLINEAR AND COMPLEX DYNAMICS IN ECONOMICS |
0 |
1 |
2 |
25 |
1 |
10 |
16 |
144 |
| NOTE ON FINITE APPROXIMATIONS OF THE ASYMPTOTICALLY IDEAL MODEL |
0 |
0 |
0 |
30 |
0 |
4 |
5 |
94 |
| New tests of the theory of optimal seigniorage |
0 |
0 |
0 |
6 |
2 |
4 |
6 |
42 |
| Nominal stylized facts of U. S. business cycles |
0 |
0 |
0 |
91 |
1 |
5 |
7 |
294 |
| Nonlinear dynamics in Divisia monetary aggregates: an application of recurrence quantification analysis |
0 |
0 |
0 |
2 |
0 |
6 |
13 |
21 |
| Nonlinearities and financial contagion in Latin American stock markets |
0 |
0 |
0 |
9 |
0 |
3 |
5 |
64 |
| OIL, UNCERTAINTY, AND GASOLINE PRICES |
0 |
0 |
0 |
12 |
0 |
3 |
6 |
65 |
| Oil Price Shocks and the Credit Default Swap Market |
0 |
0 |
1 |
13 |
1 |
4 |
7 |
63 |
| Oil Price Uncertainty |
0 |
0 |
0 |
285 |
2 |
8 |
24 |
789 |
| Oil Price Uncertainty |
0 |
1 |
4 |
37 |
4 |
14 |
51 |
162 |
| Oil Price Uncertainty and Consumer Sentiment in Advanced Economies |
0 |
0 |
4 |
5 |
0 |
0 |
10 |
13 |
| Oil Price Uncertainty and Industrial Production |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
9 |
| Oil Price Uncertainty and Industrial Production |
0 |
0 |
0 |
62 |
1 |
4 |
10 |
160 |
| Oil Price Uncertainty, Globalization, and Total Factor Productivity: Evidence from the European Union |
0 |
0 |
0 |
4 |
2 |
2 |
3 |
25 |
| Oil Prices and the Hydrocarbon Markets: A Review |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
9 |
| Oil Prices and the Renewable Energy Sector |
0 |
1 |
1 |
2 |
2 |
6 |
11 |
12 |
| Oil Prices and the Renewable Energy Sector |
0 |
0 |
0 |
14 |
3 |
6 |
15 |
94 |
| Oil Prices and the Stock Markets: Evidence from High Frequency Data |
0 |
0 |
0 |
0 |
0 |
5 |
6 |
6 |
| Oil Prices and the Stock Markets: Evidence from High Frequency Data |
0 |
0 |
0 |
8 |
1 |
4 |
6 |
48 |
| Oil and the economy: A cross bicorrelation perspective |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
21 |
| Oil price uncertainty and climate risks |
0 |
0 |
0 |
3 |
1 |
1 |
5 |
17 |
| Oil price uncertainty and the Canadian economy: Evidence from a VARMA, GARCH-in-Mean, asymmetric BEKK model |
0 |
0 |
4 |
222 |
1 |
5 |
16 |
578 |
| Oil price uncertainty in Canada |
0 |
0 |
1 |
141 |
2 |
3 |
10 |
425 |
| Oil prices shocks and the Russian economy |
1 |
1 |
8 |
55 |
2 |
11 |
30 |
175 |
| On fractional integrating dynamics in the US stock market |
0 |
0 |
0 |
2 |
0 |
3 |
4 |
21 |
| On the Demand for Money in the United States |
0 |
0 |
0 |
0 |
2 |
4 |
5 |
107 |
| On the Fisher effect |
0 |
0 |
1 |
293 |
1 |
4 |
13 |
640 |
| On the Gibson Paradox |
0 |
0 |
0 |
0 |
0 |
6 |
6 |
226 |
| On the Markov switching welfare cost of inflation |
0 |
0 |
1 |
14 |
5 |
12 |
36 |
92 |
| On the Output Effects of Monetary Variability |
0 |
0 |
0 |
17 |
2 |
6 |
10 |
79 |
| On the welfare cost of inflation in Europe |
0 |
0 |
0 |
49 |
1 |
5 |
7 |
140 |
| Output trends in EC countries and the implications for transition to monetary union |
0 |
0 |
0 |
8 |
0 |
5 |
7 |
375 |
| PUBLIC INFRASTRUCTURE AND EXTERNALITIES IN U.S. MANUFACTURING: EVIDENCE FROM THE PRICE-AUGMENTING AIM COST FUNCTION |
0 |
0 |
0 |
7 |
2 |
5 |
7 |
40 |
| Panel Data Evidence on the Demand for Money |
1 |
1 |
1 |
9 |
2 |
5 |
6 |
177 |
| Political and Economic Dimensions of the European Union Expansion |
0 |
0 |
0 |
0 |
0 |
4 |
8 |
171 |
| Productivity trends in U.S. manufacturing: Evidence from the NQ and AIM cost functions |
0 |
0 |
1 |
132 |
0 |
4 |
7 |
434 |
| Productivity trends in the United States |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
| Purchasing power parity over a century |
1 |
1 |
3 |
46 |
2 |
5 |
11 |
136 |
| Purchasing power parity, nonlinearity and chaos |
0 |
0 |
0 |
110 |
0 |
2 |
6 |
366 |
| Quantifying multiscale inefficiency in electricity markets |
0 |
0 |
0 |
24 |
2 |
2 |
3 |
136 |
| RESOLVING THE LIQUIDITY PUZZLE |
0 |
0 |
0 |
30 |
0 |
6 |
7 |
106 |
| Random Walks, Breaking Trend Functions, and the Chaotic Structure of the Velocity of Money |
0 |
0 |
0 |
0 |
1 |
7 |
8 |
279 |
| Random fractal structures in North American energy markets |
0 |
0 |
0 |
69 |
0 |
4 |
5 |
284 |
| Randomly Modulated Periodic Signals in Alberta's Electricity Market |
0 |
0 |
0 |
33 |
0 |
5 |
7 |
227 |
| Randomly modulated periodicity in the US stock market |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
6 |
| Rational bubbles or persistent deviations from market fundamentals? |
0 |
0 |
2 |
149 |
1 |
5 |
12 |
364 |
| Rational expectations, risk and efficiency in energy futures markets |
0 |
0 |
1 |
138 |
0 |
4 |
6 |
281 |
| Recent monetary policy and the credit card-augmented Divisia monetary aggregates |
0 |
0 |
0 |
6 |
4 |
6 |
14 |
42 |
| Returns and volatility in the NYMEX Henry Hub natural gas futures market |
0 |
0 |
0 |
149 |
1 |
5 |
5 |
685 |
| Risk, uncertainty, and leverage |
0 |
1 |
3 |
11 |
0 |
6 |
13 |
79 |
| SEMI-NONPARAMETRIC ESTIMATES OF CURRENCY SUBSTITUTION BETWEEN THE CANADIAN DOLLAR AND THE U.S. DOLLAR |
0 |
0 |
0 |
41 |
0 |
3 |
3 |
102 |
| SEMI-NONPARAMETRIC ESTIMATES OF THE DEMAND FOR MONEY IN THE UNITED STATES |
0 |
0 |
1 |
55 |
0 |
5 |
10 |
194 |
| Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms |
0 |
0 |
1 |
15 |
0 |
5 |
14 |
98 |
| Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms |
0 |
0 |
1 |
1 |
2 |
9 |
11 |
11 |
| Semi-non-parametric estimates of substitution for Canadian monetary assets |
0 |
0 |
0 |
29 |
0 |
2 |
3 |
149 |
| Semi-nonparametric estimates of interfuel substitution in U.S. energy demand |
0 |
1 |
2 |
64 |
0 |
4 |
6 |
181 |
| Semi‐non‐parametric estimates of substitution for Canadian monetary assets |
0 |
0 |
0 |
0 |
0 |
6 |
9 |
10 |
| 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 |
2 |
5 |
12 |
73 |
| Spillovers of U.S. monetary policy uncertainty on inflation targeting emerging economies |
1 |
1 |
10 |
39 |
4 |
15 |
37 |
99 |
| Stochastic volatility demand systems |
0 |
0 |
0 |
5 |
0 |
8 |
13 |
42 |
| Stock Market Uncertainty and Business Optimism in Major Emerging Economies |
0 |
1 |
1 |
1 |
0 |
3 |
8 |
8 |
| Structural Characteristics of the Maastricht Convergence Criteria |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
225 |
| Structural change and unbalanced economic growth in open developing economies |
0 |
0 |
0 |
2 |
0 |
3 |
6 |
19 |
| THE ASYMMETRIC EFFECTS OF OIL PRICE SHOCKS |
0 |
0 |
0 |
161 |
1 |
7 |
13 |
393 |
| THE CASE FOR DIVISIA MONEY TARGETING |
0 |
1 |
1 |
5 |
1 |
8 |
11 |
52 |
| THE DEMAND FOR GASOLINE: EVIDENCE FROM HOUSEHOLD SURVEY DATA |
0 |
1 |
4 |
41 |
2 |
8 |
15 |
161 |
| THE DEMAND FOR LIQUID ASSETS: EVIDENCE FROM THE MINFLEX LAURENT DEMAND SYSTEM WITH CONDITIONALLY HETEROSKEDASTIC ERRORS |
0 |
0 |
1 |
8 |
0 |
3 |
6 |
33 |
| THE ZERO LOWER BOUND AND CRUDE OIL AND FINANCIAL MARKETS SPILLOVERS |
0 |
0 |
0 |
16 |
1 |
6 |
9 |
56 |
| Technical change in U.S. industries |
0 |
0 |
0 |
3 |
0 |
3 |
5 |
24 |
| Testing for causality in the transmission of Eurodollar and US interest rates |
0 |
0 |
0 |
39 |
1 |
6 |
6 |
162 |
| Testing for common features in North American energy markets |
0 |
0 |
2 |
128 |
0 |
7 |
12 |
316 |
| Testing for deterministic nonlinear dependence in the australian dollar-US dollar exchange rate series |
0 |
0 |
0 |
19 |
2 |
6 |
7 |
170 |
| Testing the long-run implications of the neoclassical growth model for Canada |
0 |
0 |
0 |
29 |
0 |
3 |
7 |
106 |
| The Demand for Assets and Optimal Monetary Aggregation |
0 |
0 |
0 |
6 |
1 |
7 |
9 |
43 |
| The Demand for Assets: Evidence from the Markov Switching Normalized Quadratic Model |
0 |
0 |
1 |
2 |
0 |
8 |
14 |
21 |
| The Demand for Divisia Money in the United States: A Dynamic Flexible Demand System |
0 |
0 |
0 |
49 |
0 |
4 |
4 |
262 |
| The Empirical Relationship between Money, Prices, and Income Revisite d |
0 |
0 |
0 |
0 |
0 |
4 |
5 |
324 |
| The Feldstein‐Horioka puzzle in an ARIMA framework |
0 |
0 |
0 |
14 |
0 |
5 |
6 |
79 |
| The Foreign Indebtedness of Moderately and Severely‐Indebted Developing Countries |
0 |
0 |
0 |
22 |
0 |
2 |
3 |
120 |
| The Gibson Paradox and the Fisher Effect in Advanced and Emerging Economies |
0 |
0 |
1 |
1 |
3 |
9 |
19 |
25 |
| The Hurst exponent in energy futures prices |
0 |
2 |
2 |
21 |
0 |
5 |
9 |
96 |
| The North American Natural Gas Liquids Markets are Chaotic |
0 |
0 |
0 |
4 |
1 |
2 |
3 |
76 |
| The North American Natural Gas Liquids Markets are Chaotic |
0 |
0 |
1 |
2 |
0 |
2 |
4 |
6 |
| The Output Effects of Money Growth Uncertainty: Evidence from a Multivariate GARCH-in-Mean VAR |
0 |
0 |
0 |
61 |
0 |
6 |
8 |
172 |
| The Post-War Aggregate Production Function in Canada: 1946-1988 |
0 |
0 |
0 |
0 |
2 |
6 |
7 |
60 |
| The Random Walk in Canadian Output |
0 |
0 |
0 |
9 |
0 |
3 |
4 |
106 |
| The Relative Importance of Monetary Policy, Uncertainty, and Financial Shocks |
0 |
0 |
1 |
19 |
1 |
3 |
7 |
72 |
| The asymmetric effects of oil price and monetary policy shocks: A nonlinear VAR approach |
0 |
0 |
0 |
223 |
4 |
10 |
22 |
605 |
| The complex relationship between inflation and equity returns |
0 |
1 |
8 |
19 |
4 |
8 |
20 |
42 |
| The credit card-augmented Divisia monetary aggregates: an analysis based on recurrence plots and visual boundary recurrence plots |
0 |
1 |
1 |
2 |
1 |
31 |
34 |
36 |
| The credit-augmented Divisia aggregates and the monetary business cycle |
0 |
0 |
2 |
4 |
1 |
3 |
7 |
11 |
| The cyclical behavior of monthly NYMEX energy prices |
0 |
0 |
0 |
50 |
1 |
4 |
6 |
183 |
| The demand for banking and shadow banking services |
0 |
0 |
0 |
10 |
0 |
2 |
3 |
69 |
| The demand for divisia M1, M2, and M3 in the United States |
0 |
0 |
0 |
22 |
0 |
2 |
4 |
185 |
| The demand for money: the evidence from the different types of money |
0 |
0 |
6 |
6 |
1 |
7 |
22 |
22 |
| The effects of exchange rate uncertainty on exports |
0 |
0 |
0 |
137 |
2 |
7 |
12 |
465 |
| The effects of inflation uncertainty: some international evidence |
0 |
1 |
1 |
35 |
0 |
5 |
6 |
126 |
| The ethanol mandate and crude oil and biofuel agricultural commodity price dynamics |
0 |
0 |
0 |
7 |
3 |
6 |
9 |
65 |
| The message in North American energy prices |
0 |
2 |
2 |
116 |
0 |
7 |
10 |
320 |
| The oil price-macroeconomy dependence |
0 |
0 |
0 |
5 |
0 |
2 |
5 |
16 |
| The role of money in Canada |
0 |
0 |
0 |
26 |
0 |
4 |
5 |
124 |
| The sensitivity of empirical studies to alternative measures of the monetary base and reserves |
0 |
0 |
0 |
62 |
0 |
3 |
3 |
269 |
| The welfare cost of inflation |
0 |
1 |
2 |
17 |
0 |
10 |
17 |
82 |
| The welfare cost of inflation in Canada and the United States |
0 |
0 |
0 |
94 |
1 |
3 |
6 |
351 |
| The welfare cost of inflation in Italy |
0 |
0 |
0 |
99 |
0 |
2 |
6 |
356 |
| The zero lower bound and market spillovers: Evidence from the G7 and Norway |
0 |
0 |
0 |
2 |
0 |
4 |
7 |
45 |
| Threshold random walks in the US stock market |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
9 |
| Translog Flexible Functional Forms and Substitutability of Monetary Assets |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
140 |
| USER COSTS, THE FINANCIAL FIRM, AND MONETARY AND REGULATORY POLICY |
0 |
0 |
2 |
6 |
0 |
0 |
4 |
21 |
| Unconventional monetary policy and the stock market |
0 |
1 |
5 |
9 |
2 |
8 |
18 |
39 |
| Undesirable outputs and a primal Divisia productivity index based on the directional output distance function |
0 |
0 |
2 |
23 |
1 |
6 |
13 |
503 |
| Unit Root Behavior in Energy Futures Prices |
0 |
0 |
0 |
14 |
0 |
9 |
11 |
112 |
| Unit Root Behavior in Energy Futures Prices* |
0 |
0 |
0 |
0 |
1 |
6 |
7 |
8 |
| Univariate tests for nonlinear structure |
0 |
0 |
0 |
102 |
0 |
3 |
4 |
268 |
| VELOCITY AND THE VARIABILITY OF MONEY GROWTH: EVIDENCE FROM A VARMA, GARCH-M MODEL |
0 |
0 |
1 |
97 |
0 |
1 |
7 |
238 |
| VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS |
0 |
0 |
0 |
57 |
0 |
3 |
6 |
128 |
| Velocity and the growth of money in the United States, 1970-1985 |
0 |
0 |
1 |
40 |
1 |
5 |
9 |
142 |
| Volatility and a century of energy markets dynamics |
0 |
0 |
0 |
23 |
1 |
7 |
11 |
96 |
| Volatility and dependence in crude oil and agricultural commodity markets |
0 |
1 |
1 |
1 |
0 |
2 |
3 |
3 |
| Volatility and dependence in cryptocurrency and financial markets: a copula approach |
0 |
0 |
2 |
6 |
4 |
7 |
18 |
27 |
| Volatility and dependence in energy markets |
1 |
1 |
1 |
1 |
4 |
14 |
26 |
35 |
| Volatility in the Cryptocurrency Market |
1 |
2 |
12 |
98 |
3 |
11 |
53 |
368 |
| World Commodity Prices and Economic Activity in Advanced and Emerging Economies |
0 |
0 |
0 |
2 |
1 |
4 |
7 |
32 |
| Total Journal Articles |
12 |
51 |
244 |
10,230 |
247 |
1,464 |
2,607 |
42,708 |
| 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 |
1 |
1 |
2 |
3 |
4 |
6 |
| A Dispersion-Dependency Diagnostic Test for Aggregation Error: With Applications to Monetary Economics and Income Distribution |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
| An Empirical Comparison of Flexible Demand System Functional Forms |
0 |
0 |
0 |
5 |
4 |
9 |
17 |
55 |
| Applied Monetary Demand Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| Balanced Growth, the Demand for Money, and Monetary Aggregation |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
7 |
| Bayesian Estimation of Flexible Functional Forms, Curvature Conditions and the Demand for Assets |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
4 |
| Business Cycles and Natural Gas Prices |
0 |
0 |
0 |
4 |
0 |
2 |
4 |
41 |
| Business Cycles and the Behavior of Energy Prices |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
13 |
| Chaotic Analysis of U.S. Money and Velocity Measures |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
11 |
| Chapter 1 Measuring Consumer Preferences and Estimating Demand Systems |
0 |
0 |
1 |
1 |
0 |
4 |
6 |
6 |
| Chapter 3 The Differential Approach to Demand Analysis and the Rotterdam Model |
0 |
0 |
0 |
0 |
0 |
4 |
6 |
7 |
| Classical Macroeconomic Theory |
0 |
0 |
0 |
1 |
0 |
2 |
4 |
20 |
| Cointegration Analysis of Power Prices in the Western North American Markets |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
| Cointegration and the Aggregate Demand for Money Function |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
3 |
| Consumer Theory and the Demand for Money |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
9 |
| Consumer Theory and the Demand for Money |
0 |
0 |
3 |
17 |
1 |
4 |
10 |
61 |
| Conventional Demand for Money Functions |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
11 |
| Convergence issues in the emerging European economic and monetary union |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
4 |
| Cross-Country Evidence on the Demand for Money |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
7 |
| Crude Oil and Biofuel Agricultural Commodity Prices |
0 |
0 |
0 |
1 |
3 |
6 |
7 |
27 |
| Divisia Aggregation and Substitutability Among Monetary Assets |
0 |
0 |
0 |
0 |
0 |
7 |
7 |
16 |
| Empirical Energy Demand Analysis |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
| Future Research Agenda |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
| Futures Trading and the Storage of North American Natural Gas |
0 |
0 |
0 |
4 |
2 |
8 |
10 |
25 |
| Globally Flexible Functional Forms and Demand Systems |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
| Imports, Exports, and Prices in Alberta's Deregulated Power Market |
0 |
0 |
0 |
2 |
0 |
4 |
5 |
21 |
| Interfuel Substitution in the United States |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
6 |
| International Evidence on Sectoral Interfuel Substitution |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
6 |
| Is There an East-West Split in North American Natural Gas Markets? |
0 |
0 |
0 |
0 |
0 |
5 |
6 |
19 |
| Keynesian Macroeconomic Theory |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
| Locally Flexible Functional Forms and Demand Systems |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
| Maturity Effects in Energy Futures |
0 |
0 |
0 |
1 |
0 |
3 |
4 |
10 |
| Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets |
0 |
0 |
0 |
3 |
1 |
4 |
7 |
35 |
| Modeling Trends in the Variables of the Money Demand Function |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Modeling the Demand for Consumption Goods and Liquid Assets |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
5 |
| Models with Rational Expectations |
0 |
0 |
0 |
0 |
1 |
5 |
7 |
12 |
| Monetary Aggregation and the Neutrality of Money |
0 |
0 |
0 |
0 |
6 |
9 |
11 |
22 |
| Monetary Aggregation, Inflation, and Welfare |
0 |
0 |
0 |
3 |
0 |
5 |
6 |
24 |
| Monetary Growth Theory |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
7 |
| Neoclassical Growth Theory |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
10 |
| Nominal Stylized Facts |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
| Nominal Stylized Facts of U.S. Business Cycles |
0 |
0 |
0 |
5 |
2 |
5 |
6 |
30 |
| On Canada’s Exchange Rate Regime |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
| Portfolio Theories of Money Demand |
0 |
0 |
0 |
0 |
2 |
6 |
6 |
16 |
| Power Trade on the Alberta-BC Interconnection |
0 |
0 |
0 |
2 |
0 |
3 |
4 |
24 |
| Productivity and Convergence Trends in the OECD |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Random Fractal Structures in North American Energy Markets |
0 |
0 |
0 |
6 |
0 |
2 |
4 |
28 |
| Random Walks, Breaking Trend Functions, and the Chaotic Structure of the Velocity of Money |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
8 |
| Randomly Modulated Periodic Signals in Alberta's Electricity Market |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
15 |
| Rational Expectations, Risk, and Efficiency in Energy Futures Markets |
0 |
0 |
0 |
2 |
0 |
4 |
4 |
8 |
| Returns and Volatility in the NYMEX Henry Hub Natural Gas Futures Market |
0 |
0 |
0 |
15 |
1 |
2 |
7 |
107 |
| Revenue Smoothing in an ARIMA Framework: Evidence from the United States |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
6 |
| Semi-Nonparametric Estimates of the Demand for Money in the United States |
0 |
0 |
0 |
1 |
2 |
5 |
8 |
25 |
| Short- and Long-Run Aggregate Interfuel Substitution |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| Testing for Common Features in North American Energy Markets |
0 |
0 |
0 |
3 |
0 |
5 |
11 |
38 |
| The Classics, Keynes, and Friedman |
0 |
0 |
0 |
2 |
1 |
1 |
4 |
32 |
| The Cyclical Behavior of Monthly NYMEX Energy Prices |
0 |
0 |
0 |
5 |
1 |
5 |
8 |
30 |
| The Demand for Divisia M1, M2, and M3 in the United States |
0 |
0 |
0 |
0 |
1 |
4 |
6 |
10 |
| The Demand for Divisia Money in the United States: A Dynamic Flexible Demand System |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
| The Econometrics of Demand Systems |
0 |
0 |
0 |
0 |
2 |
5 |
6 |
10 |
| The Empirical Relationship Between Money, Prices, and Income Revisited |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
| The Message in North American Energy Prices |
0 |
0 |
0 |
10 |
0 |
11 |
14 |
71 |
| The Microeconomic Foundations of the Definition of Money |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
| The New Monetary Aggregates |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| The Nonparametric Approach to Demand Analysis |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
7 |
| The North American Natural Gas Liquids Markets are Chaotic |
0 |
0 |
0 |
1 |
0 |
4 |
7 |
26 |
| The Parametric Approach to the Demand for Monetary Assets |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
| The Welfare Cost of Inflation |
0 |
0 |
0 |
0 |
5 |
14 |
17 |
23 |
| Transactions Theories of Money Demand |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
| Translog Flexible Functional Forms and Substitutability of Monetary Assets |
0 |
0 |
0 |
4 |
0 |
3 |
3 |
8 |
| Unit Root Behavior in Energy Futures Prices |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
8 |
| Total Chapters |
0 |
0 |
5 |
106 |
40 |
214 |
325 |
1,107 |
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