Details about Leo Michelis

Access statistics for papers by Leo Michelis.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pmi255

Working Papers

2019

1. Financial Frictions, Durable Goods and Monetary Policy
   Staff Working Papers, Bank of Canada

2011

2. The Greek Debt Crisis: Suggested Solutions and Reforms
   Professional Reports, Rimini Centre for Economic Analysis View citations (2)

2006

3. The Term Structure of Interest Rates in the European Union
   Working Papers, University of Crete, Department of Economics

2005

4. Enlargement and Eurozone: Convergence or Divergence
   Working Papers, University of Crete, Department of Economics View citations (1)
5. Term Structure Linkages Among the New EU Countries and the EMU
   Working Papers, University of Crete, Department of Economics View citations (3)
6. The Term Structures of Interest Rates in the New and Prospective EU Countries
   Working Papers, University of Crete, Department of Economics

2003

7. EU Enlargement: Are the New Countries Ready to Join the EMU?
   University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics View citations (1)

1996

8. Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
   G.R.E.Q.A.M., Universite Aix-Marseille III View citations (52)
   Also in Working Papers, York University, Department of Economics (1996) View citations (43)
   See also Journal Article Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (1999) View citations (1127) (1999)

1995

9. Non-Nested Pretest Tests
   University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics
   Also in Working Papers, York (Canada) - Department of Economics (1994)

1994

10. Orthogonal Regression Models and the Distribution of Non- Nested Tests. n Models
    Working Papers, York (Canada) - Department of Economics
11. The Null Distribution of Non-Nested Tests with Nearly Orthoganal Regression Models
    Working Papers, York (Canada) - Department of Economics
12. The Real Interest Rate Differential in an Economic Union
    Working Papers, York (Canada) - Department of Economics

Undated

13. EUROPEAN INTEGRATION AND REGIONAL CONVERGENCE IN GREECE
    Working Papers, University of Crete, Department of Economics View citations (1)

Journal Articles

2016

1. Measuring the contribution of durable goods to the welfare cost of inflation
   Canadian Journal of Economics, 2016, 49, (2), 815-833

2010

2. Monetary policy in a small open economy with durable goods and differing cash-in-advance constraints
   Economics Letters, 2010, 107, (2), 246-248 View citations (2)
3. On money and capital with durable goods
   Economics Letters, 2010, 107, (1), 36-38
4. SAVINGS, INVESTMENT, EMPLOYMENT, AND INFLATION IN A SMALL OPEN ECONOMY WITH HABIT PERSISTENCE
   Macroeconomic Dynamics, 2010, 14, (3), 365-387 View citations (1)
5. The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach
   Canadian Journal of Economics, 2010, 43, (3), 1016-1039 View citations (33)

2008

6. The term structure of interest rates in the 12 newest EU countries
   Applied Economics, 2008, 40, (4), 479-490 View citations (11)

2007

7. EU Enlargement and the EMU
   Journal of Economic Integration, 2007, 22, 156-180 View citations (3)

2006

8. The transition to a new inflation rate in models with habit formation
   Economics Letters, 2006, 91, (1), 56-60

2005

9. Money, capital, and real liquidity effects with habit formation
   Canadian Journal of Economics, 2005, 38, (2), 430-453 View citations (2)
10. Money, habits and growth
    Journal of Economic Dynamics and Control, 2005, 29, (7), 1267-1285 View citations (3)

2004

11. Income Convergence in the Asia-Pacific Region
    Journal of Economic Integration, 2004, 19, 470-498 View citations (6)
12. Regional convergence in Greece in the 1980s: an econometric investigation
    Applied Economics, 2004, 36, (8), 881-888 View citations (19)

2000

13. European Monetary Union: a cointegration analysis
    Journal of International Money and Finance, 2000, 19, (3), 419-432 View citations (52)

1999

14. Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration
    Journal of Applied Econometrics, 1999, 14, (5), 563-77 View citations (1127)
    See also Working Paper Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration, G.R.E.Q.A.M. (1996) View citations (52) (1996)
15. The distributions of the J and Cox non-nested tests in regression models with weakly correlated regressors
    Journal of Econometrics, 1999, 93, (2), 369-401 View citations (5)