Details about Stephen Gordon

Access statistics for papers by Stephen Gordon.

Last updated 2009-04-06. Update your information in the RePEc Author Service.

Short-id: pgo166

Working Papers

2007

1. Learning, Forecasting and Structural Breaks
   Working Papers, University of Toronto, Department of Economics View citations
   Also in Cahiers de recherche, CIRPEE (2004) View citations
   See also Journal Article in Journal of Applied Econometrics (2008)

2006

2. Social Choice, Optimal Inference and Figure Skating
   Cahiers de recherche, CIRPEE View citations
   See also Journal Article in Social Choice and Welfare (2008)
3. Statistical Comparison of Aggregation Rules for Votes
   Cahiers de recherche, CIRPEE View citations
   See also Journal Article in Mathematical Social Sciences (2009)

2003

4. Asset Returns and State-Dependent Risk Preferences
   Cahiers de recherche, CIRPEE View citations
   Also in CIRANO Working Papers, CIRANO (2003)
   See also Journal Article in Journal of Business & Economic Statistics (2004)

1999

5. A Preference Regime Model of Bull and Bear Markets
   Cahiers de recherche, Université Laval - Département d'économique View citations
   See also Journal Article in American Economic Review (2000)

1998

6. Asset Prices with Contingent Preferences
   Cahiers de recherche, Université Laval - Département d'économique View citations
7. Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion
   Cahiers de recherche, Université Laval - Département d'économique

1995

8. Business cycle turning points: two empirical business cycle model approaches
   Research Working Paper, Federal Reserve Bank of Kansas City View citations
9. Echantillonnage de Gibbs et autres application econometriques des chaines merkoviennes
   Working Papers, Laval - Recherche en Politique Economique
   Also in Cahiers de recherche, Université Laval - Département d'économique (1995)
10. Electricity Prices and Elections in Québec
    Cahiers de recherche, Université Laval - Département d'économique
    See also Journal Article in Canadian Journal of Economics (1997)
11. Measuring State-Dependent Risk Aversion Using Data Augmentation
    Working Papers, Laval - Recherche en Politique Economique
    Also in Cahiers de recherche, Université Laval - Département d'économique (1995)
12. Multinomial Probit Estimation of Spatially Interdependent Choices: An Empirical Comparison of Two New Techniques
    Working Papers, Laval - Recherche en Politique Economique
    Also in Cahiers de recherche, Université Laval - Département d'économique (1995) View citations
13. Stochastic Trends, Deterministic Trends and Business Cycle Turning Points
    Cahiers de recherche, Université Laval - Département d'économique
    See also Journal Article in Journal of Applied Econometrics (1997)
14. Using Mixtures of Flexible Functional Forms to Estimate Factor Demand Elasticities
    Cahiers de recherche, Université Laval - Département d'économique
    See also Journal Article in Canadian Journal of Economics (1996)

1994

15. Bayesian Evaluation of Preference Specifications
    Cahiers de recherche, Université Laval - Département d'économique
    Also in Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP (1994)
16. Sampling-Based Estimation of the Intertemporal Marginal Rate of Substitution
    Cahiers de recherche, Université Laval - Département d'économique

1993

17. Business Cycle Durations
    Working Papers, Laval - Recherche en Politique Economique View citations
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (1993) View citations
    See also Journal Article in Journal of Econometrics (1998)
18. How Long is the Firm's Forecast Horizon?
    Working Papers, Laval - Recherche en Politique Economique
    See also Journal Article in Journal of Economic Dynamics and Control (1996)

1991

19. Dynamic Factor Demand and Value Function Methods
    UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics

Journal Articles

2009

1. Statistical comparison of aggregation rules for votes
   Mathematical Social Sciences, 2009, 57, (2), 199-212
   See also Working Paper (2006)

2008

2. Learning, forecasting and structural breaks
   Journal of Applied Econometrics, 2008, 23, (5), 553-583 View citations
   See also Working Paper (2007)
3. Social choice, optimal inference and figure skating
   Social Choice and Welfare, 2008, 30, (2), 265-284
   See also Working Paper (2006)

2004

4. Asset Returns and State-Dependent Risk Preferences
   Journal of Business & Economic Statistics, 2004, 22, 241-252 View citations
   See also Working Paper (2003)

2002

5. Comparing Consumption-Based Asset-Pricing models
   Canadian Journal of Economics, 2002, 35, (3), 586-610

2000

6. A Preference Regime Model of Bull and Bear Markets
   American Economic Review, 2000, 90, (4), 1019-1033 View citations
   See also Working Paper (1999)

1998

7. Business cycle durations
   Journal of Econometrics, 1998, 85, (1), 99-123 View citations
   See also Working Paper (1993)

1997

8. Electricity Prices and Elections in Quebec
   Canadian Journal of Economics, 1997, 30, (3), 505-25 View citations
   See also Working Paper (1995)
9. Stochastic Trends, Deterministic Trends, and Business Cycle Turning Points
   Journal of Applied Econometrics, 1997, 12, (4), 411-34 View citations
   See also Working Paper (1995)

1996

10. Bayesian Estimation of Stochastic Discount Factors
    Journal of Business & Economic Statistics, 1996, 14, (4), 412-20
11. How long is the firm's forecast horizon?
    Journal of Economic Dynamics and Control, 1996, 20, (6-7), 1145-1176
    See also Working Paper (1993)
12. Using Mixtures of Flexible Functional Forms to Estimate Factor Demand Elasticities
    Canadian Journal of Economics, 1996, 29, (3), 717-36 View citations
    See also Working Paper (1995)

1995

13. Finite-sample inferences about mean-standard deviation bounds for stochastic discount factors
    Economics Letters, 1995, 49, (3), 295-300

1992

14. Costs of Adjustment, the Aggregation Problem and Investment
    The Review of Economics and Statistics, 1992, 74, (3), 422-29 View citations
15. Stylized Facts of Investment in Canada
    Applied Economics, 1992, 24, (8), 907-23