Similar Search Results

Canadian evidence on long-run neutrality propositions

Koustas, Zisimos - In: Journal of macroeconomics 20 (1998) 2, pp. 397-411

Persistent link: https://www.econbiz.de/10001239246

Some model-based tests of expectational rationality

Koustas, Zisimos - In: Atlantic economic journal : AEJ 17 (1989) 2, pp. 53-64

Persistent link: https://www.econbiz.de/10001067124

Is there a Phillips curve in Canada? : a rational expectations approach

Koustas, Zisimos - In: Journal of macroeconomics 10 (1988) 3, pp. 421-433

Persistent link: https://www.econbiz.de/10001087706

Information-theoretic estimation of preference parameters : macroeconomic applications and simulation evidence

Gregory, Allan W.; Lamarche, Jean-Francois; Smith, Gregor W. - 2001 - First draft February 2000

This paper investigates the behaviour of estimators based on the Kullback-Leibler information criterion (KLIC), as an alternative to the generalized method of moments (GMM). We first study the estimators in a Monte Carlo simulation model of consumption growth with power utility. Then we compare...

Persistent link: https://www.econbiz.de/10009676158

Have structural changes eliminated the out-of-sample ability of financial variables to forecast real activity after the mid-1980s? : evidence from the Canadian economy

Faroque, Akhter; Veloce, William; Lamarche, Jean-Francois - In: Applied economics 44 (2012) 28/30, pp. 3965-3985

Persistent link: https://www.econbiz.de/10009712632

On the Fisher effect

Koustas, Zisimos; Serletis, Apostolos - In: Journal of monetary economics 44 (1999) 1, pp. 105-130

Persistent link: https://www.econbiz.de/10001399826

International evidence on the neutrality of money

Serletis, Apostolos - In: Journal of money, credit and banking : JMCB 30 (1998) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10001235906

Unemployment hysteresis in Canada : an approach based on long-memory time series models

Koustas, Zisimos - In: Applied economics 28 (1996) 7, pp. 823-831

Persistent link: https://www.econbiz.de/10001205039

Testing for short-run money neutrality in a small open economy : the case of Canada

Koustas, Zisimos - In: Empirical economics : a journal of the Institute for … 13 (1988) 2, pp. 103-120

Persistent link: https://www.econbiz.de/10001045575

Canadian monetary policy shocks

Koustas, Zisimos; Serletis, Apostolos - In: Money and finance in the global economy : challenges …, (pp. 153-166). 2002

Persistent link: https://www.econbiz.de/10003333291