All Stories

  1. The complex relationship between inflation and equity returns
  2. Emerging Market Volatility Spillovers
  3. Economic policy uncertainty and real output: evidence from the G7 countries
  4. MONETARY NEUTRALITY
  5. 150 YEARS OF THE OIL PRICE–MACROECONOMY RELATIONSHIP
  6. THE ZERO LOWER BOUND AND CRUDE OIL AND FINANCIAL MARKETS SPILLOVERS
  7. Stochastic volatility demand systems
  8. NONLINEAR AND COMPLEX DYNAMICS IN ECONOMICS
  9. Introduction to internally consistent modeling, aggregation, inference, and policy
  10. Undesirable outputs and a primal Divisia productivity index based on the directional output distance function
  11. Imposing Theoretical Regularity on Flexible Functional Forms
  12. Introduction to Econometrics with Theory: A Special Issue Honoring William A. Barnett
  13. On the Output Effects of Monetary Variability
  14. INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE ON COMPLEXITY IN ECONOMIC SYSTEMS
  15. A NOTE ON LEVERAGE AND THE MACROECONOMY
  16. Oil and the economy: A cross bicorrelation perspective
  17. Energy markets volatility modelling using GARCH
  18. Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions
  19. Oil Price Uncertainty and Industrial Production
  20. Is the oil price–output relation asymmetric?
  21. THE DEMAND FOR GASOLINE: EVIDENCE FROM HOUSEHOLD SURVEY DATA
  22. Interest Rates, Leverage, and Money
  23. THE CASE FOR DIVISIA MONEY TARGETING
  24. PUBLIC INFRASTRUCTURE AND EXTERNALITIES IN U.S. MANUFACTURING: EVIDENCE FROM THE PRICE-AUGMENTING AIM COST FUNCTION
  25. Imposing local curvature in the QUAIDS
  26. Oil Price Uncertainty
  27. Oil price uncertainty and the Canadian economy: Evidence from a VARMA, GARCH-in-Mean, asymmetric BEKK model
  28. Interfuel Substitution
  29. Interfuel Substitution
  30. INTRODUCTION TO OIL PRICE SHOCKS
  31. THE ASYMMETRIC EFFECTS OF OIL PRICE SHOCKS
  32. VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS
  33. International evidence on aggregate short-run and long-run interfuel substitution
  34. Episodic Nonlinearity in Leading Global Currencies
  35. A primal Divisia technical change index based on the output distance function
  36. The asymmetric effects of oil price and monetary policy shocks: A nonlinear VAR approach
  37. International Evidence on Sectoral Interfuel Substitution
  38. Consumption effects of government purchases
  39. Oil Price Uncertainty
  40. Interfuel substitution in the United States
  41. Purchasing power parity over a century
  42. Inflation and Welfare in Latin America
  43. Forecast evaluation in daily commodities futures markets
  44. Efficiency, technical change, and returns to scale in large US banks: Panel data evidence from an output distance function satisfying theoretical regularity
  45. SEMI-NONPARAMETRIC ESTIMATES OF CURRENCY SUBSTITUTION BETWEEN THE CANADIAN DOLLAR AND THE U.S. DOLLAR
  46. Oil price uncertainty in Canada
  47. The effects of inflation uncertainty: some international evidence
  48. Forecasting in inefficient commodity markets
  49. The effects of exchange rate uncertainty on exports
  50. On Interfuel Substitution: Some International Evidence
  51. Energy sector pricing: On the role of neglected nonlinearity
  52. Mean reversion in the US stock market
  53. A BAYESIAN CLASSIFICATION APPROACH TO MONETARY AGGREGATION
  54. Testing for causality in the transmission of Eurodollar and US interest rates
  55. Efficiency and productivity of the US banking industry, 1998–2005: evidence from the Fourier cost function satisfying global regularity conditions
  56. Consumer preferences and demand systems
  57. Quantifying multiscale inefficiency in electricity markets
  58. The Output Effects of Money Growth Uncertainty: Evidence from a Multivariate GARCH-in-Mean VAR
  59. NOTE ON FINITE APPROXIMATIONS OF THE ASYMPTOTICALLY IDEAL MODEL
  60. Semi-nonparametric estimates of interfuel substitution in U.S. energy demand
  61. Threshold random walks in the US stock market
  62. Randomly modulated periodicity in the US stock market
  63. DETRENDED FLUCTUATION ANALYSIS OF THE US STOCK MARKET
  64. Productivity trends in U.S. manufacturing: Evidence from the NQ and AIM cost functions
  65. On fractional integrating dynamics in the US stock market☆
  66. Detecting signatures of stochastic self-organization in US money and velocity measures
  67. Financial structure and economic growth: the role of heterogeneity1
  68. The Feldstein‐Horioka puzzle in an ARIMA framework
  69. Effect of noise on the bifurcation behavior of nonlinear dynamical systems
  70. Chaos, self-organized criticality, and SETAR nonlinearity: An analysis of purchasing power parity between Canada and the United States
  71. Informational Efficiency and Interchange Transactions in Alberta's Electricity Market
  72. The Hurst exponent in energy futures prices
  73. FLEXIBLE FUNCTIONAL FORMS, CURVATURE CONDITIONS, AND THE DEMAND FOR ASSETS
  74. Quantitative and Empirical Analysis of Energy Markets
  75. Effect of noise on estimation of Lyapunov exponents from a time series
  76. A NOTE ON IMPOSING LOCAL CURVATURE IN GENERALIZED LEONTIEF MODELS
  77. Long memory in energy futures prices
  78. Episodic Nonlinear Event Detection in the Canadian Exchange Rate
  79. On the welfare cost of inflation in Europe
  80. Introduction
  81. Quantitative and Empirical Analysis of Energy Markets
  82. Chapter 7 On Canada's Exchange Rate Regime
  83. Episodic nonlinearity and nonstationarity in Alberta's power and natural gas markets
  84. Chapter 4 Bayesian Estimation of Flexible Functional Forms, Curvature Conditions and the Demand for Assets
  85. Chapter 5 Productivity and Convergence Trends in the OECD: Evidence from a Normalized Quadratic Variable Profit Function
  86. Productivity trends in the United States
  87. Returns and volatility in the NYMEX Henry Hub natural gas futures market
  88. Money and the Economy
  89. VELOCITY AND THE VARIABILITY OF MONEY GROWTH: EVIDENCE FROM A VARMA, GARCH-M MODEL
  90. Monetary aggregation, inflation, and welfare
  91. Comments on “ ‘Singularity bifurcations’ by Yijun He and William A. Barnett”
  92. Univariate tests for nonlinear structure
  93. Chaotic monetary dynamics with confidence
  94. Futures trading and the storage of North American natural gas
  95. Randomly Modulated Periodic Signals in Alberta's Electricity Market
  96. Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets
  97. Money and the Economy
  98. Nonlinear and Complex Dynamics in Real Systems
  99. Rational bubbles or persistent deviations from market fundamentals?
  100. SEMI-NONPARAMETRIC ESTIMATES OF THE DEMAND FOR MONEY IN THE UNITED STATES
  101. Microeconometrics and measurement matters: Some results from monetary economics for Canada
  102. Business cycles and natural gas prices
  103. The welfare cost of inflation in Italy
  104. Long swings in the Canadian dollar
  105. ABSENCE OF CHAOS AND 1/f SPECTRA, BUT EVIDENCE OF TAR NONLINEARITIES, IN THE CANADIAN EXCHANGE RATE
  106. The welfare cost of inflation in Canada and the United States
  107. Long-horizon regression tests of the theory of purchasing power parity
  108. Random fractal structures in North American energy markets
  109. Testing for common features in North American energy markets
  110. Random fractal structures in North American energy markets
  111. Bounds Tests of the Gibson Paradox and the Fisher Effect: Evidence from Low‐Frequency International Data
  112. Long-run Phillips-type trade-offs in European Union countries
  113. No evidence of chaos but some evidence of dependence in the US stock market☆
  114. Evidence of a random multifractal turbulent structure in the Dow Jones Industrial Average
  115. Semi‐non‐parametric estimates of substitution for Canadian monetary assets
  116. Convergence in GDP
  117. Testing Wagner’s Law
  118. Canadian Economic Development
  119. Bounds tests of the theory of purchasing power parity
  120. The Demand for Money
  121. An empirical comparison of flexible demand system functional forms
  122. On stochasticity and turbulence in the federal funds market
  123. On stochasticity and turbulence in the federal funds market
  124. Monetary aggregation and the neutrality of money
  125. Monetary aggregation and the neutrality of money
  126. Purchasing power parity, nonlinearity and chaos
  127. OUTPUT GROWTH AND VARIABILITY OF EXPORT AND IMPORT GROWTH: INTERNATIONAL EVIDENCE FROM GRANGER CAUSALITY TESTS
  128. Martingales, nonlinearity, and chaos
  129. Chaotic analysis of US money and velocity measures
  130. The message in North American energy prices
  131. On the Fisher effect
  132. International evidence on the tax- and revenue-smoothing hypotheses
  133. On the Gibson Paradox
  134. The North American Natural Gas Liquids Markets are Chaotic
  135. The cyclical behavior of monthly NYMEX energy prices
  136. Electoral and Partisan Cycle Regularities: A Cointegration Test
  137. Electoral and Partisan Cycle Regularities in Canada
  138. International Evidence on the Neutrality of Money
  139. Monetary aggregation, rational expectations, and the demand for money in the United States
  140. RESOLVING THE LIQUIDITY PUZZLE
  141. Chaos in East European black market exchange rates
  142. Breaking Trend Functions in Real Exchange Rates: Evidence from Seventeen OECD Countries
  143. Is There an East-West Split in North American Natural Gas Markets?
  144. Common Stochastic Trends and Convergence of European Union Stock Markets
  145. GOVERNMENT EXPENDITURES IN THE EUROPEAN UNION: DO THEY CONVERGE OR FOLLOW WAGNER'S LAW?
  146. Government Expenditures in the European Union: Do They Converge or Follow Wagner's Law?
  147. Government Activities and Tests of the Long-Run Implications of the Neoclassical Growth Model for Canada
  148. Permanent and temporary components of Canadian stock prices
  149. International evidence on the cyclical behavior of inflation
  150. Is There Chaos in Economic Time Series?
  151. Testing for deterministic nonlinear dependence in the australian dollar–US dollar exchange rate series
  152. Empirical evidence on the long-run neutrality hypothesis using low-frequency international data
  153. Random Walks, Breaking Trend Functions, and the Chaotic Structure of the Velocity of Money
  154. Random Walks, Breaking Trend Functions, and the Chaotic Structure of the Velocity of Money
  155. THE IMPACT OF INTERNATIONAL INDEBTEDNESS ON THE IMPORT-EXPORT SECTORS OF DEVELOPING COUNTRIES
  156. The Impact of International Indebtedness on the Import-Export Sectors of Developing Countries
  157. International evidence on the long-run implications of the neoclassical growth model
  158. Maximum likelihood cointegration tests of purchasing power parity: Evidence from seventeen OECD countries
  159. Breaking trend functions in the velocity of money: Evidence from the United States and Canada
  160. Business Cycles and the Behavior of Energy Prices
  161. A cointegration analysis of petroleum futures prices
  162. Deterministic trends and money–output causality
  163. Testing the long-run implications of the neoclassical growth model for Canada
  164. International evidence on breaking trend functions in macroeconomic variables
  165. Common stochastic trends in a system of East European black-market exchange rates
  166. The role of money in Canada
  167. Money and stock prices in the United States
  168. Openness in the Canadian economy: 1870–1988
  169. Output trends in EC countries and the implications for transition to monetary union
  170. The Random Walk in Canadian Output
  171. Unit Root Behavior in Energy Futures Prices
  172. Maturity effects in energy futures
  173. Export growth and Canadian economic development
  174. Informational efficiency of commodity futures prices
  175. Modeling the demand for consumption goods and liquid assets
  176. Exports and GNP Causality in the Industrial Countries: 1950–1985
  177. Rational expectations, risk and efficiency in energy futures markets
  178. The Demand for Divisia Money in the United States: A Dynamic Flexible Demand System
  179. Velocity effects of anticipated and unanticipated money growth and its variability
  180. KLEM substitutability: a dynamic flexible demand system
  181. A dispersion-dependency diagnostic test for aggregation error
  182. Velocity and the growth of money in the United States, 1970–1985
  183. The Empirical Relationship Between Money, Prices, and Income Revisited
  184. The Empirical Relationship between Money, Prices, and Income Revisited
  185. The low-frequency relationship between money, prices and income
  186. New tests of the theory of optimal seigniorage
  187. Translog Flexible Functional Forms and Substitutability of Monetary Assets
  188. Translog Flexible Functional Forms and Substitutability of Monetary Assets
  189. On the demand for money in the United States
  190. The demand for divisia M1, M2, and M3 in the United States
  191. Divisia Aggregation and Substitutability among Monetary Assets
  192. The Classics, Keynes, and Friedman
  193. Future Research Agenda
  194. The Nonparametric Approach to Demand Analysis
  195. Models with Rational Expectations
  196. Nominal Stylized Facts
  197. Applied Monetary Demand Analysis
  198. The Welfare Cost of Inflation
  199. Keynesian Macroeconomic Theory
  200. The New Monetary Aggregates
  201. The Econometrics of Demand Systems
  202. Portfolio Theories of Money Demand
  203. Monetary Growth Theory
  204. Globally Flexible Functional Forms and Demand Systems
  205. Classical Macroeconomic Theory
  206. Conventional Demand for Money Functions
  207. Transactions Theories of Money Demand
  208. Neoclassical Growth Theory
  209. Locally Flexible Functional Forms and Demand Systems
  210. Volatility in Oil Prices and Manufacturing Activity: An Investigation of Real Options
  211. Energy Sector Pricing: On the Role of Neglected Nonlinearity
  212. Episodic Nonlinearity in Leading Global Currencies