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12 months |
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Last month |
3 months |
12 months |
Total |

A Direct Test of the Permanent Income Hypothesis with an Application to the US States |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
131 |

A Further Analysis of Exchange Rate Targeting in Canada |
0 |
0 |
0 |
293 |
0 |
1 |
3 |
1,753 |

A Further Analysis of Exchange Rate Targeting in Canada |
0 |
0 |
0 |
164 |
0 |
3 |
10 |
2,119 |

A Simple Model of the Nominal Term Structure of Interest Rates |
0 |
0 |
0 |
28 |
0 |
0 |
2 |
101 |

A Threshold Stochastic Conditional Duration Model for Financial Transaction Data |
0 |
0 |
1 |
50 |
0 |
0 |
1 |
61 |

A Unified Framework for Estimation od a Sur Model in Accounting Information |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
237 |

Aggregate Consumption Behavior and Liquidity Constraints: The Canadian Evidence |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
245 |

An Empirical Characteristic Function Approach to VaR under a Mixture of Normal Distribution with Time-Varying Volatility |
0 |
0 |
2 |
129 |
0 |
0 |
9 |
398 |

An Empirical Investigation into Government Spending and Private Sector Behaviour |
0 |
0 |
0 |
240 |
1 |
1 |
6 |
1,359 |

An Empirical Investigation into Government Spending and Private Sector Behaviour |
1 |
1 |
1 |
330 |
3 |
3 |
7 |
2,218 |

Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach" |
0 |
0 |
1 |
68 |
1 |
1 |
3 |
173 |

Bayesian Inference of Asymmetric Stochastic Conditional Duration Models |
0 |
0 |
1 |
64 |
0 |
1 |
4 |
71 |

Bayesian Inference of Multiscale Stochastic Conditional Duration Models |
0 |
0 |
3 |
36 |
0 |
0 |
5 |
68 |

Bootstrapping and Jackknifing Neural Networks for Noisy Financial Time Series |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
107 |

Contrasting two approaches in real options valuation: contingent claims versus dynamic programming |
0 |
0 |
1 |
200 |
0 |
0 |
7 |
622 |

Does More Mean Less? The Male/Female Wage Gap and the Proportion of Female at the Establishment Level |
0 |
0 |
0 |
1 |
0 |
1 |
8 |
2,570 |

Does More Mean Less? The Male/Female Wage Gap and the Proportion of Females at the Establishment Level |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
168 |

Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
187 |

Government Expenditures and the Permanent-Income Model |
0 |
0 |
0 |
0 |
1 |
2 |
9 |
154 |

IT Innovation Persistence and State Dependence: An Empirical Investigation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
72 |

Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation |
0 |
0 |
0 |
19 |
0 |
3 |
7 |
93 |

Intertemporal Substitution, Imports and Permanent-Income |
0 |
0 |
0 |
0 |
1 |
4 |
8 |
502 |

Intraperiod and Intertemporal Substitution in Import Demand |
0 |
0 |
2 |
337 |
0 |
1 |
8 |
2,482 |

Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data |
0 |
0 |
0 |
38 |
0 |
2 |
3 |
111 |

Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data |
0 |
0 |
0 |
147 |
0 |
2 |
4 |
363 |

Money Stock Targetting and Money Supply: A Closer Examination of the Data |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
450 |

National Savings and Domestic Investment in the Long Run: Some Time Series Evidence for the U.S. and Canada |
0 |
0 |
0 |
0 |
1 |
4 |
8 |
421 |

On Non-Stationary Linear Regressions Model with a Lagged Dependent Variable |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
371 |

On the Existence and Duration "Wait" Migration in a Generalized Model |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
61 |

Pricing Financial Derivatives by Gram-Charlier Expansions |
0 |
0 |
2 |
21 |
1 |
2 |
10 |
85 |

Re-examining Accounting Conservatism: The Importance of Adjusting for Firm Heterogeneity |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
235 |

Stochastic Conditional Duration Models with Mixture Processes |
0 |
0 |
1 |
42 |
0 |
1 |
7 |
56 |

Testing the Permanent Income Hypothesis: The Evidence from Canadian Data |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
237 |

The Consequences of Specification errors for Sample- selection Model |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
258 |

The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation |
0 |
0 |
0 |
232 |
0 |
0 |
2 |
2,197 |

The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation |
0 |
0 |
0 |
135 |
0 |
1 |
4 |
1,371 |

The Dynamic Demand for Money in Germany, Japan and the United Kingdom |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
801 |

The GMM Estimation of Conditional Heteroskedasticity Models |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
376 |

The Impact of Stochastic Convenience Yield on Long-term Forestry Investment Decisions |
0 |
0 |
0 |
24 |
0 |
1 |
1 |
96 |

The Impacts of Financial Crisis on Sovereign Credit Risk Analysis in Asia and Europe |
0 |
0 |
2 |
40 |
0 |
0 |
4 |
79 |

The Proportion of Females in the Establishment: Discrimination, Preferences and Technology |
0 |
0 |
0 |
65 |
1 |
2 |
5 |
373 |

The Role of Risk Aversion and Uncertainty in Individual's Migration Decision |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
98 |

Time-Deformation Modeling Of Stock Returns Directed By Duration Processes |
0 |
0 |
0 |
197 |
0 |
0 |
3 |
189 |

Uncertainty, Unemployment Insurance, Individual's Optimal Stopping Time and Duration of Unemployment |
0 |
1 |
3 |
35 |
0 |
1 |
8 |
79 |

Total Working Papers |
1 |
2 |
20 |
2,935 |
13 |
48 |
198 |
24,198 |