Details about Michel Normandin

Access statistics for papers by Michel Normandin.

Last updated 2009-07-06. Update your information in the RePEc Author Service.

Short-id: pno3

Working Papers

2008

1. Do Tax Cuts Generate Twin Deficits? A Multi-Country Analysis
   Cahiers de recherche, CIRPEE
2. External and Budget Deficits in Developing Countries
   Cahiers de recherche, CIRPEE
3. Fluctuations in the Foreign Exchange Market: How Important are Monetary Policy Shocks?
   Cahiers de recherche, CIRPEE
4. Macroeconomic Effects of Terrorist Shocks in Israel
   Cahiers de recherche, CIRPEE

2006

5. Fiscal Policies, External Deficits, and Budget Deficits
   Cahiers de recherche, CIRPEE
   Also in Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2006)
6. Global versus Country-Specific Shocks and International Business Cycles
   Cahiers de recherche, CIRPEE
   Also in Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2005) View citations
7. The Effects of Monetary-Policy Shocks on Real Wages: A Multi-Country Investigation The Effects of Monetary-Policy Shocks on Real Wages: A Multi-Country Investigationv
   Cahiers de recherche, HEC Montréal, Institut d'économie appliquée

2005

8. An Empirical Analysis of U.S. Aggregate Portfolio Allocations
   Cahiers de recherche, HEC Montréal, Institut d'économie appliquée View citations
   Also in Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP), Université de Lausanne, Faculté des HEC, DEEP (2005) View citations
   Cahiers de recherche, CIRPEE (2005) View citations
   CIRANO Working Papers, CIRANO (2005) View citations
9. Closing International Real Business Cycle Models with Restricted Financial Markets
   Cahiers de recherche, HEC Montréal, Institut d'économie appliquée View citations
   Also in Cahiers de recherche, CIRPEE (2005) View citations
   See also Journal Article in Journal of International Money and Finance (2008)

2004

10. Econometric Inference, Cyclical Fluctuations, and Superior Information
    Cahiers de recherche, CIRPEE
    Also in Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2004)
11. The Current Account and the Interest Differential In Canada
    Cahiers de recherche, HEC Montréal, Institut d'économie appliquée
    Also in Cahiers de recherche, CIRPEE (2004)

2003

12. Canadian and U.S. Financial Markets: Testing the International Integration Hypothesis Under Time-Varying Conditional Volatility
    Cahiers de recherche, HEC Montréal, Institut d'économie appliquée
    See also Journal Article in Canadian Journal of Economics (2004)
13. Dynamics of the Current Account and Interest Differentials
    Cahiers de recherche, HEC Montréal, Institut d'économie appliquée View citations
    Also in Cahiers de recherche, CIRPEE (2003)
    See also Journal Article in Journal of International Economics (2008)
14. Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility
    Cahiers de recherche, HEC Montréal, Institut d'économie appliquée View citations
    Also in Cahiers de recherche, CIRPEE (2003) View citations
    See also Journal Article in Journal of Monetary Economics (2004)
15. Recursive Measures of Total Wealth and Portfolio Return
    Cahiers de recherche, CIRPEE
    Also in Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2003)
    See also Journal Article in Applied Financial Economics (2005)

2001

16. Canadian Consumption and Portfolio Shares
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal View citations
    See also Journal Article in Canadian Journal of Economics (2002)
17. Labor Hoarding, Superior Information and Business Cycle Dynamics
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal View citations
    See also Journal Article in Journal of Economic Dynamics and Control (2003)

2000

18. General Equilibrium Macroeconomic Models and Superior Information
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal
    See also Journal Article in Applied Economics Letters (2002)

1999

19. Capacity Utilization and the Dynamics of Business Cycle Fluctuations
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal View citations
20. The Integration of Financial Markets and the Conduct of Monetary Policies: The Case of Canada and the United States
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal View citations
21. Total Wealth, Consumption and Portfolio Shares: Evidence and Theory
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal

1997

22. Aggregate Employment, Real Business Cycles, and Superior Information
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal View citations
    See also Journal Article in Journal of Monetary Economics (2002)

1996

23. Budget Deficit Persistence and the Twin Deficits Hypothesis
    Macroeconomics, EconWPA
    Also in Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (1994) View citations
    See also Journal Article in Journal of International Economics (1999)
24. Substitution, Risk Aversion, Taste Shocks and Equity Premia
    Working Papers, Laval - Recherche en Politique Economique
    Also in Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (1996)
    Finance, EconWPA (1996) View citations
    Cahiers de recherche, Université Laval - Département d'économique (1996)
    See also Journal Article in Journal of Applied Econometrics (1998)
25. The Liquidity Effect: Testing Identification Conditions Under Time-Varying Conditional Volatility
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal
    Also in Econometrics, EconWPA (1996) View citations

1994

26. Monetary Policy Shocks and the Labor Market
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal
27. Precautionary Saving Motives: An Assessment from U.K. Time Series of Cross-Sections
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal View citations
    See also Journal Article in Economic Journal (1996)

1992

28. Precautionary Saving: An Explanation for Excess Sensitivity of Consumption
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal
    See also Journal Article in Journal of Business & Economic Statistics (1994)
29. Precautionary Saving: An Explanation for Excess Smoothness of Consumption
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal
30. Épargne de précaution et revenu de travail incertain: un survol de la littérature
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal

Journal Articles

2008

1. An empirical analysis of aggregate household portfolios
   Journal of Banking & Finance, 2008, 32, (8), 1583-1597
2. Closing international real business cycle models with restricted financial markets
   Journal of International Money and Finance, 2008, 27, (5), 733-756
   See also Working Paper (2005)
3. Dynamics of the current account and interest differentials
   Journal of International Economics, 2008, 74, (1), 35-52 View citations
   See also Working Paper (2003)

2005

4. Recursive measures of total wealth and portfolio return
   Applied Financial Economics, 2005, 15, (4), 287-291
   See also Working Paper (2003)

2004

5. Canadian and U.S. financial markets: testing the international integration hypothesis under time-varying conditional volatility
   Canadian Journal of Economics, 2004, 37, (4), 1021-1041 View citations
   See also Working Paper (2003)
6. Monetary policy shocks:: Testing identification conditions under time-varying conditional volatility
   Journal of Monetary Economics, 2004, 51, (6), 1217-1243 View citations
   See also Working Paper (2003)

2003

7. Capacity utilization, superior information, and the business cycle
   Journal of Macroeconomics, 2003, 25, (3), 283-309
8. Labor hoarding, superior information, and business cycle dynamics
   Journal of Economic Dynamics and Control, 2003, 28, (2), 397-418 View citations
   See also Working Paper (2001)

2002

9. Aggregate employment, real business cycles, and superior information
   Journal of Monetary Economics, 2002, 49, (3), 495-520 View citations
   See also Working Paper (1997)
10. Canadian consumption and portfolio shares
    Canadian Journal of Economics, 2002, 35, (4), 737-756 View citations
    See also Working Paper (2001)
11. General Equilibrium Macroeconomic Models and Superior Information
    Applied Economics Letters, 2002, 9, (11), 727-30
    See also Working Paper (2000)

1999

12. Budget deficit persistence and the twin deficits hypothesis
    Journal of International Economics, 1999, 49, (1), 171-193 View citations
    See also Working Paper (1996)

1998

13. Substitution, risk aversion, taste shocks and equity premia
    Journal of Applied Econometrics, 1998, 13, (3), 265-281 View citations
    See also Working Paper (1996)

1997

14. Precautionary Saving and the Deaton Paradox
    Applied Economics Letters, 1997, 4, (3), 187-90

1996

15. Precautionary Saving Motives: An Assessment from UK Time Series of Cross-Sections
    Economic Journal, 1996, 106, (438), 1193-1208 View citations
    See also Working Paper (1994)

1994

16. Precautionary Saving: An Explanation for Excess Sensitivity of Consumption
    Journal of Business & Economic Statistics, 1994, 12, (2), 205-19
    See also Working Paper (1992)