Details about Patrick Coe

Access statistics for papers by Patrick Coe.

Last updated 2009-10-07. Update your information in the RePEc Author Service.

Short-id: pco28

Working Papers

2003

1. Scope for Cost Minimization in Public Debt Management: the Case of the UK
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations

2000

2. Bounds Tests of the Theory of Purchasing Power Parity
   Working Papers, Department of Economics, University of Calgary
   See also Journal Article in Journal of Banking & Finance (2002)
3. The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations
4. The Transparency and Accountability of UK Debt Management: A Proposal
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge

1999

5. An ARDL Bounds Test Approach to Testing the Fisher Effect in Canada and the United States
   Working Papers, Department of Economics, University of Calgary

1996

6. Long-Run Neutrality in an Arima Framework: Some Further Evidence
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge

Journal Articles

2005

1. The Cost Effectiveness of the UK's Sovereign Debt Portfolio
   Oxford Bulletin of Economics and Statistics, 2005, 67, (4), 467-495

2004

2. Long-run monetary neutrality and long-horizon regressions
   Journal of Applied Econometrics, 2004, 19, (3), 355-373 View citations
3. The disintegrating Canadian labour market? The extent of the market then and now
   Canadian Journal of Economics, 2004, 37, (4), 879-897

2003

4. The long-horizon regression approach to monetary neutrality: how should the evidence be interpreted?
   Economics Letters, 2003, 78, (3), 351-356 View citations

2002

5. An ARDL bounds test of the long-run Fisher effect in the United States and Canada
   Journal of Macroeconomics, 2002, 24, (2), 255-266 View citations
6. Bounds tests of the theory of purchasing power parity
   Journal of Banking & Finance, 2002, 26, (1), 179-199 View citations
   See also Working Paper (2000)
7. Financial Crisis and the Great Depression: A Regime Switching Approach
   Journal of Money, Credit and Banking, 2002, 34, (1), 76-93 View citations
8. Power issues when testing the Markov switching model with the sup likelihood ratio test using U.S. output
   Empirical Economics, 2002, 27, (2), 395-401 View citations