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Details about Apostolos Serletis

E-mail:
Homepage:http://econ.ucalgary.ca/serletis.htm
Phone:403-220-4092
Postal address:Apostolos Serletis Department of Economics University of Calgary Calgary, Alberta T2N 1N4 CANADA
Workplace:Department of Economics, University of Calgary, (more information at EDIRC)

Access statistics for papers by Apostolos Serletis.

Last updated 2017-06-24. Update your information in the RePEc Author Service.

Short-id: pse31


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Working Papers

2017

  1. The Zero Lower Bound and Market Spillovers: Evidence from the G7 and Norway
    Discussion Papers, Department of Business and Management Science, Norwegian School of Economics Downloads

2016

  1. Communication Frictions, Sentiments, and Nonlinear Business Cycles
    Working Papers, Department of Economics, University of Calgary Downloads
  2. Electricity Prices, Large-Scale Renewable Integration, and Policy Implications
    Discussion Papers, Department of Business and Management Science, Norwegian School of Economics Downloads
    See also Journal Article in Energy Policy (2017)
  3. Financial Frictions and the Fiscal Theory of Price Level Determination
    Working Papers, Department of Economics, University of Calgary Downloads
    See also Journal Article in Open Economies Review (2017)
  4. Introduction to Macroeconomic Dynamics Special Issue on Dynamics of Oil and Commodities Prices
    Working Papers, Department of Economics, University of Calgary Downloads View citations (1)
  5. Monetary Policy and Leverage Shocks
    Working Papers, Department of Economics, University of Calgary Downloads
  6. Monetary and Fiscal Policy Switching with Time-Varying Volatilities
    Working Papers, Department of Economics, University of Calgary Downloads
    See also Journal Article in Economics Letters (2016)
  7. Money, Velocity, and the Stock Market
    Working Papers, Department of Economics, University of Calgary Downloads
    See also Journal Article in Open Economies Review (2016)
  8. Volatility and a Century of Energy Markets Dynamics
    Working Papers, Department of Economics, University of Calgary Downloads View citations (1)
    See also Journal Article in Energy Economics (2016)

2015

  1. Are the Responses of the U.S. Economy Asymmetric to Positive and Negative Money Supply Shocks?
    Working Papers, Department of Economics, University of Calgary Downloads View citations (2)
    See also Journal Article in Open Economies Review (2016)
  2. Monetary Neutrality
    Working Papers, Department of Economics, University of Calgary Downloads View citations (3)
  3. Oil, Uncertainty, and Gasoline Prices
    Working Papers, Department of Economics, University of Calgary Downloads
  4. Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms
    Working Papers, Department of Economics, University of Calgary Downloads
    See also Journal Article in The Energy Journal (2016)
  5. User Costs, the Financial Firm, and Monetary and Regulatory Policy
    Working Papers, Department of Economics, University of Calgary View citations (1)

2014

  1. A Note on Leverage and the Macroeconomy
    Working Papers, Department of Economics, University of Calgary Downloads
    See also Journal Article in Macroeconomic Dynamics (2016)
  2. Energy Markets Volatility Modelling using GARCH
    Working Papers, Department of Economics, University of Calgary Downloads View citations (29)
    See also Journal Article in Energy Economics (2014)
  3. Introduction to Internally Consistent Modeling, Aggregation, Inference, and Policy
    Working Papers, Department of Economics, University of Calgary Downloads
  4. Introduction to Macroeconomic Dynamics Special Issue on Complexity in Economic Systems
    Working Papers, Department of Economics, University of Calgary Downloads View citations (1)
    See also Journal Article in Macroeconomic Dynamics (2016)
  5. Stochastic Volatility Demand Systems
    Working Papers, Department of Economics, University of Calgary Downloads

2012

  1. MARTINGALES, NONLINEARITY, AND CHAOS
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics Downloads View citations (5)
    Also in Econometrics, EconWPA (1998) Downloads View citations (10)

    See also Journal Article in Journal of Economic Dynamics and Control (2000)
  2. NONLINEAR AND COMPLEX DYNAMICS IN ECONOMICS
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics Downloads
    Also in WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics (2012) Downloads View citations (5)
    Econometrics, EconWPA (1997) Downloads View citations (11)
    MPRA Paper, University Library of Munich, Germany (2012) Downloads

    See also Journal Article in Macroeconomic Dynamics (2015)

2010

  1. A Primal Divisia Technical Change Index Based on the Output Distance Function
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (4)
    See also Journal Article in Journal of Econometrics (2010)
  2. Episodic Nonlinearity in Leading Global Currencies
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads View citations (1)
    See also Journal Article in Open Economies Review (2012)

2009

  1. Efficiency, Technical Change, and Returns to Scale in Large U.S. Banks: Panel Data Evidence from an Output Distance Function Satisfying Theoretical Regularity
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (11)
    See also Journal Article in Journal of Banking & Finance (2010)
  2. Measuring Consumer Preferences and Estimating Demand Systems
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics Downloads View citations (4)
    Also in MPRA Paper, University Library of Munich, Germany (2008) Downloads View citations (39)
  3. On interfuel substitution: some international evidence
    Policy Research Working Paper Series, The World Bank Downloads View citations (10)
  4. The Differential Approach to Demand Analysis and the Rotterdam Model
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2008) Downloads View citations (2)

2008

  1. Consumer preferences and demand systems
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics Downloads View citations (43)
    Also in MPRA Paper, University Library of Munich, Germany (2008) Downloads View citations (44)

    See also Journal Article in Journal of Econometrics (2008)

2006

  1. Threshold Random Walks in the U.S. Stock Market
    Working Papers, Brock University, Department of Economics Downloads

2005

  1. A Note on Imposing Local Curvature in Generalized Leontief Models
    GE, Growth, Math methods, EconWPA Downloads
    Also in Econometrics, EconWPA (2005) Downloads

    See also Journal Article in Macroeconomic Dynamics (2007)
  2. Nonlinear and Complex Dynamics in Real Systems
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics Downloads View citations (4)
    Also in GE, Growth, Math methods, EconWPA (2005) Downloads
  3. The Theory of Monetary Aggregation (book front matter)
    Macroeconomics, EconWPA Downloads View citations (76)
  4. The revenue smoothing hypothesis in an ARIMA Framework: Evidence from the United States, in Claude Diebolt, Catherine Kyrtsou et al. (eds.), New Trends in Macroeconomics
    MPRA Paper, University Library of Munich, Germany Downloads

2000

  1. Do real exchange rates have autoregressive unit roots? a test under the alternative of long memory and breaks
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (7)
  2. Output growth and the variability of exports and imports growth: international evidence from Granger causality tests
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

1999

  1. The North American natural gas liquids markets are chaotic
    MPRA Paper, University Library of Munich, Germany Downloads View citations (12)
    Also in Working Papers, Calgary - Department of Economics (1998)

    See also Chapter (2007)
    Journal Article in The Energy Journal (1999)

1998

  1. On the Fisher Effect
    Working Papers, Calgary - Department of Economics View citations (12)
    See also Journal Article in Journal of Monetary Economics (1999)

1997

  1. Chaos in East European Black-Market Exchange Rates
    Working Papers, Calgary - Department of Economics View citations (17)
    See also Journal Article in Research in Economics (1997)
  2. International Evidence on the Neutrality of Money
    Working Papers, Calgary - Department of Economics View citations (4)
    See also Journal Article in Journal of Money, Credit and Banking (1998)
  3. Is there an East-West split in North-American natural gas markets?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (18)
    See also Journal Article in The Energy Journal (1997)
  4. Resolving the Liquidity Puzzle
    Working Papers, Calgary - Department of Economics View citations (5)
    See also Journal Article in Macroeconomic Dynamics (1997)
  5. Testing for Government Spending Convergence Across Canadian Provinces
    Working Papers, Calgary - Department of Economics
  6. The Cyclical Behavior of Monthly NYMEX Energy Prices
    Working Papers, Calgary - Department of Economics View citations (1)
    See also Chapter (2007)
    Journal Article in Energy Economics (1998)

1994

  1. Business cycles and the behavior of energy prices
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in The Energy Journal (1994)
    Chapter (2007)

1992

  1. Unit root behavior in energy futures prices
    MPRA Paper, University Library of Munich, Germany Downloads View citations (24)
    See also Journal Article in The Energy Journal (1992)

1988

  1. A MICROECONOMIC SYSTEM-WIDE APPROACH TO MODELING THE DEMAND FOR CONSUMPTION GOODS AND LIQUID ASSETS
    Working Papers, Calgary - Department of Economics

Undated

  1. 150 Years of the Oil Price-Macroeconomy Relationship
    Working Papers, Department of Economics, University of Calgary
  2. Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions
    Working Papers, Department of Economics, University of Calgary Downloads View citations (7)
    See also Journal Article in Journal of Money, Credit and Banking (2014)
  3. How Does the U.S. Natural Gas Market React to Demand and Supply Shocks in the Crude Oil Market?
    Working Papers, Department of Economics, University of Calgary Downloads
    See also Journal Article in Energy Economics (2017)
  4. Imposing Theoretical Regularity on Flexible Functional Forms
    Working Papers, Department of Economics, University of Calgary Downloads
    See also Journal Article in Econometric Reviews (2015)
  5. Monetary Aggregation, Rational Expectations, and the Demand for Money in the United States
    Working Paper Series, North Carolina State University, Department of Economics
    See also Journal Article in The North American Journal of Economics and Finance (1998)
  6. The Demand for Gasoline: Evidence from Household Survey Data
    Working Papers, Department of Economics, University of Calgary Downloads View citations (6)
    See also Journal Article in Journal of Applied Econometrics (2014)
  7. Undesirable Outputs and a Primal Divisia Productivity Index Based on the Directional Output Distance Function
    Working Papers, Department of Economics, University of Calgary Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2014)

Journal Articles

2017

  1. Electricity prices, large-scale renewable integration, and policy implications
    Energy Policy, 2017, 101, (C), 550-560 Downloads
    See also Working Paper (2016)
  2. Financial Frictions and the Fiscal Theory of Price Level Determination
    Open Economies Review, 2017, 28, (2), 251-272 Downloads
    See also Working Paper (2016)
  3. Financial intermediary leverage spillovers
    Research in International Business and Finance, 2017, 39, (PB), 1000-1007 Downloads
  4. How does the U.S. natural gas market react to demand and supply shocks in the crude oil market?
    Energy Economics, 2017, 63, (C), 66-74 Downloads
    See also Working Paper

2016

  1. A NOTE ON LEVERAGE AND THE MACROECONOMY
    Macroeconomic Dynamics, 2016, 20, (01), 429-445 Downloads View citations (3)
    See also Working Paper (2014)
  2. Are the Responses of the U.S. Economy Asymmetric to Positive and Negative Money Supply Shocks?
    Open Economies Review, 2016, 27, (2), 303-316 Downloads View citations (2)
    See also Working Paper (2015)
  3. INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE ON COMPLEXITY IN ECONOMIC SYSTEMS
    Macroeconomic Dynamics, 2016, 20, (02), 461-465 Downloads View citations (1)
    See also Working Paper (2014)
  4. Monetary and fiscal policy switching with time-varying volatilities
    Economics Letters, 2016, 145, (C), 202-205 Downloads
    See also Working Paper (2016)
  5. Money, Velocity, and the Stock Market
    Open Economies Review, 2016, 27, (4), 671-695 Downloads
    See also Working Paper (2016)
  6. Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms
    The Energy Journal, 2016, Volume 37, (Number 2) Downloads
    See also Working Paper (2015)
  7. Volatility and a century of energy markets dynamics
    Energy Economics, 2016, 55, (C), 1-9 Downloads View citations (1)
    See also Working Paper (2016)

2015

  1. Imposing Theoretical Regularity on Flexible Functional Forms
    Econometric Reviews, 2015, 34, (1-2), 198-227 Downloads
    See also Working Paper
  2. Introduction to Econometrics with Theory: A Special Issue Honoring William A. Barnett
    Econometric Reviews, 2015, 34, (1-2), 1-5 Downloads
  3. NONLINEAR AND COMPLEX DYNAMICS IN ECONOMICS
    Macroeconomic Dynamics, 2015, 19, (08), 1749-1779 Downloads View citations (1)
    See also Working Paper (2012)
  4. Nonlinearities and financial contagion in Latin American stock markets
    Economic Modelling, 2015, 51, (C), 653-656 Downloads
  5. On the Output Effects of Monetary Variability
    Open Economies Review, 2015, 26, (2), 225-236 Downloads View citations (8)
  6. Recent Evolutions of Oil and Commodity Prices
    Review of Environment, Energy and Economics - Re3, 2015 Downloads

2014

  1. Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions
    Journal of Money, Credit and Banking, 2014, 46, (1), 229-241 Downloads View citations (22)
    See also Working Paper
  2. Energy markets volatility modelling using GARCH
    Energy Economics, 2014, 43, (C), 264-273 Downloads View citations (30)
    See also Working Paper (2014)
  3. THE DEMAND FOR GASOLINE: EVIDENCE FROM HOUSEHOLD SURVEY DATA
    Journal of Applied Econometrics, 2014, 29, (2), 291-313 Downloads View citations (8)
    See also Working Paper
  4. Undesirable outputs and a primal Divisia productivity index based on the directional output distance function
    Journal of Econometrics, 2014, 183, (1), 135-146 Downloads View citations (5)
    See also Working Paper

2013

  1. Interest Rates, Leverage, and Money
    Open Economies Review, 2013, 24, (1), 51-78 Downloads View citations (8)
  2. Oil Price Uncertainty and Industrial Production
    The Energy Journal, 2013, Volume 34, (Number 3) Downloads View citations (4)
  3. PUBLIC INFRASTRUCTURE AND EXTERNALITIES IN U.S. MANUFACTURING: EVIDENCE FROM THE PRICE-AUGMENTING AIM COST FUNCTION
    Macroeconomic Dynamics, 2013, 17, (07), 1367-1410 Downloads View citations (1)
  4. THE CASE FOR DIVISIA MONEY TARGETING
    Macroeconomic Dynamics, 2013, 17, (08), 1638-1658 Downloads View citations (16)

2012

  1. Episodic Nonlinearity in Leading Global Currencies
    Open Economies Review, 2012, 23, (2), 337-357 Downloads View citations (4)
    See also Working Paper (2010)
  2. Imposing local curvature in the QUAIDS
    Economics Letters, 2012, 115, (1), 41-43 Downloads View citations (2)
  3. Oil price uncertainty and the Canadian economy: Evidence from a VARMA, GARCH-in-Mean, asymmetric BEKK model
    Energy Economics, 2012, 34, (2), 603-610 Downloads View citations (21)

2011

  1. INTRODUCTION TO OIL PRICE SHOCKS
    Macroeconomic Dynamics, 2011, 15, (S3), 327-336 Downloads View citations (6)
  2. Inflation and Welfare in Latin America
    Open Economies Review, 2011, 22, (1), 39-52 Downloads View citations (1)
  3. International evidence on aggregate short-run and long-run interfuel substitution
    Energy Economics, 2011, 33, (2), 209-216 Downloads View citations (15)
  4. THE ASYMMETRIC EFFECTS OF OIL PRICE SHOCKS
    Macroeconomic Dynamics, 2011, 15, (S3), 437-471 Downloads View citations (26)
  5. VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS
    Macroeconomic Dynamics, 2011, 15, (S3), 379-395 Downloads View citations (9)

2010

  1. A primal Divisia technical change index based on the output distance function
    Journal of Econometrics, 2010, 159, (2), 320-330 Downloads View citations (3)
    See also Working Paper (2010)
  2. Consumption effects of government purchases
    Journal of Macroeconomics, 2010, 32, (3), 892-905 Downloads
  3. Efficiency, technical change, and returns to scale in large US banks: Panel data evidence from an output distance function satisfying theoretical regularity
    Journal of Banking & Finance, 2010, 34, (1), 127-138 Downloads View citations (41)
    See also Working Paper (2009)
  4. Forecast evaluation in daily commodities futures markets
    International Journal of Financial Markets and Derivatives, 2010, 1, (2), 155-168 Downloads
  5. Interfuel substitution in the United States
    Energy Economics, 2010, 32, (3), 737-745 Downloads View citations (24)
  6. International Evidence on Sectoral Interfuel Substitution
    The Energy Journal, 2010, Volume 31, (Number 4), 1-30 Downloads View citations (9)
  7. Oil Price Uncertainty
    Journal of Money, Credit and Banking, 2010, 42, (6), 1137-1159 Downloads View citations (123)
    See also Book (2012)
  8. Purchasing power parity over a century
    Journal of Economic Studies, 2010, 37, (1), 117-144 Downloads View citations (4)
  9. SEMI-NONPARAMETRIC ESTIMATES OF CURRENCY SUBSTITUTION BETWEEN THE CANADIAN DOLLAR AND THE U.S. DOLLAR
    Macroeconomic Dynamics, 2010, 14, (01), 29-55 Downloads
  10. The asymmetric effects of oil price and monetary policy shocks: A nonlinear VAR approach
    Energy Economics, 2010, 32, (6), 1460-1466 Downloads View citations (33)

2009

  1. A BAYESIAN CLASSIFICATION APPROACH TO MONETARY AGGREGATION
    Macroeconomic Dynamics, 2009, 13, (02), 200-219 Downloads
  2. Efficiency and productivity of the US banking industry, 1998-2005: evidence from the Fourier cost function satisfying global regularity conditions
    Journal of Applied Econometrics, 2009, 24, (1), 105-138 Downloads View citations (16)
  3. Energy sector pricing: On the role of neglected nonlinearity
    Energy Economics, 2009, 31, (3), 492-502 Downloads View citations (19)
  4. Forecasting in inefficient commodity markets
    Journal of Economic Studies, 2009, 36, (4), 383-392 Downloads
  5. Oil price uncertainty in Canada
    Energy Economics, 2009, 31, (6), 852-856 Downloads View citations (20)
  6. Testing for causality in the transmission of Eurodollar and US interest rates
    Applied Financial Economics, 2009, 19, (6), 439-443 Downloads View citations (4)
  7. The Output Effects of Money Growth Uncertainty: Evidence from a Multivariate GARCH-in-Mean VAR
    Open Economies Review, 2009, 20, (5), 607-630 Downloads View citations (8)
  8. The effects of exchange rate uncertainty on exports
    Journal of Macroeconomics, 2009, 31, (3), 500-507 Downloads View citations (10)
  9. The effects of inflation uncertainty: some international evidence
    Journal of Economic Studies, 2009, 36, (5), 541-550 Downloads View citations (2)

2008

  1. Consumer preferences and demand systems
    Journal of Econometrics, 2008, 147, (2), 210-224 Downloads View citations (48)
    See also Working Paper (2008)
  2. Long memory in energy futures prices
    Review of Financial Economics, 2008, 17, (2), 146-155 Downloads View citations (59)
  3. NOTE ON FINITE APPROXIMATIONS OF THE ASYMPTOTICALLY IDEAL MODEL
    Macroeconomic Dynamics, 2008, 12, (04), 579-590 Downloads View citations (4)
  4. Productivity trends in U.S. manufacturing: Evidence from the NQ and AIM cost functions
    Journal of Econometrics, 2008, 142, (1), 281-311 Downloads View citations (25)
  5. Quantifying multiscale inefficiency in electricity markets
    Energy Economics, 2008, 30, (6), 3109-3117 Downloads View citations (16)
  6. Semi-nonparametric estimates of interfuel substitution in U.S. energy demand
    Energy Economics, 2008, 30, (5), 2123-2133 Downloads View citations (16)

2007

  1. A NOTE ON IMPOSING LOCAL CURVATURE IN GENERALIZED LEONTIEF MODELS
    Macroeconomic Dynamics, 2007, 11, (02), 290-294 Downloads View citations (8)
    See also Working Paper (2005)
  2. Detecting signatures of stochastic self-organization in US money and velocity measures
    Physica A: Statistical Mechanics and its Applications, 2007, 385, (1), 281-291 Downloads View citations (3)
  3. Episodic Nonlinear Event Detection in the Canadian Exchange Rate
    Journal of the American Statistical Association, 2007, 102, 68-74 Downloads View citations (11)
  4. Episodic nonlinearity and nonstationarity in Alberta's power and natural gas markets
    Energy Economics, 2007, 29, (1), 94-104 Downloads View citations (5)
  5. FLEXIBLE FUNCTIONAL FORMS, CURVATURE CONDITIONS, AND THE DEMAND FOR ASSETS
    Macroeconomic Dynamics, 2007, 11, (04), 455-486 Downloads View citations (15)
  6. Financial structure and economic growth: the role of heterogeneity
    Applied Financial Economics, 2007, 17, (14), 1129-1139 Downloads View citations (1)
  7. Informational Efficiency and Interchange Transactions in Alberta's Electricity Market
    The Energy Journal, 2007, Volume 28, (Number 3), 121-144 Downloads View citations (3)
  8. On the welfare cost of inflation in Europe
    Applied Economics Letters, 2007, 14, (2), 111-113 Downloads View citations (3)
  9. The Feldstein-Horioka puzzle in an ARIMA framework
    Journal of Economic Studies, 2007, 34, (3), 194-210 Downloads View citations (3)
  10. The Hurst exponent in energy futures prices
    Physica A: Statistical Mechanics and its Applications, 2007, 380, (C), 325-332 Downloads View citations (36)

2006

  1. Chaotic monetary dynamics with confidence
    Journal of Macroeconomics, 2006, 28, (1), 228-252 Downloads View citations (11)
  2. Comments on " 'Singularity bifurcations' by Yijun He and William A. Barnett"
    Journal of Macroeconomics, 2006, 28, (1), 23-26 Downloads
  3. Cross-country Evidence on the Demand for Money
    Economia Internazionale / International Economics, 2006, 59, (2), 199-224 Downloads
  4. Futures trading and the storage of North American natural gas
    OPEC Energy Review, 2006, 30, (1), 19-26 Downloads View citations (3)
    See also Chapter (2007)
  5. Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets
    Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (3), 1-20 Downloads View citations (14)
    See also Chapter (2007)
  6. Monetary aggregation, inflation, and welfare
    Applied Financial Economics, 2006, 16, (7), 499-512 Downloads View citations (1)
    See also Chapter (2006)
  7. Panel Data Evidence on the Demand for Money
    Economia Internazionale / International Economics, 2006, 59, (4), 525-549 Downloads
  8. Randomly Modulated Periodic Signals in Alberta's Electricity Market
    Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (3), 1-15 Downloads View citations (1)
    See also Chapter (2007)
  9. Returns and volatility in the NYMEX Henry Hub natural gas futures market
    OPEC Energy Review, 2006, 30, (3), 171-186 Downloads View citations (4)
    See also Chapter (2007)
  10. Univariate tests for nonlinear structure
    Journal of Macroeconomics, 2006, 28, (1), 154-168 Downloads View citations (16)
  11. VELOCITY AND THE VARIABILITY OF MONEY GROWTH: EVIDENCE FROM A VARMA, GARCH-M MODEL
    Macroeconomic Dynamics, 2006, 10, (05), 652-666 Downloads View citations (16)

2005

  1. Business cycles and natural gas prices
    OPEC Energy Review, 2005, 29, (1), 75-84 Downloads View citations (11)
    See also Chapter (2007)
  2. Long swings in the Canadian dollar
    Applied Financial Economics, 2005, 15, (2), 73-76 Downloads
  3. Microeconometrics and measurement matters: Some results from monetary economics for Canada
    Journal of Macroeconomics, 2005, 27, (2), 307-330 Downloads View citations (1)
  4. Rational bubbles or persistent deviations from market fundamentals?
    Journal of Banking & Finance, 2005, 29, (10), 2523-2539 Downloads View citations (41)
  5. SEMI-NONPARAMETRIC ESTIMATES OF THE DEMAND FOR MONEY IN THE UNITED STATES
    Macroeconomic Dynamics, 2005, 9, (04), 542-559 Downloads View citations (15)
    See also Chapter (2006)
  6. The welfare cost of inflation in Italy
    Applied Economics Letters, 2005, 12, (3), 165-168 Downloads

2004

  1. ABSENCE OF CHAOS AND 1/f SPECTRA, BUT EVIDENCE OF TAR NONLINEARITIES, IN THE CANADIAN EXCHANGE RATE
    Macroeconomic Dynamics, 2004, 8, (04), 543-551 Downloads View citations (7)
  2. External and Domestic Growth Forces in the Performance of European Union Economies
    Economia Internazionale / International Economics, 2004, 57, (1), 41-57
  3. Long-horizon regression tests of the theory of purchasing power parity
    Journal of Banking & Finance, 2004, 28, (8), 1961-1985 Downloads View citations (11)
  4. Random fractal structures in North American energy markets
    Energy Economics, 2004, 26, (3), 389-399 Downloads View citations (29)
    See also Chapter (2007)
  5. Testing for common features in North American energy markets
    Energy Economics, 2004, 26, (3), 401-414 Downloads View citations (54)
    See also Chapter (2007)
  6. The welfare cost of inflation in Canada and the United States
    Economics Letters, 2004, 84, (2), 199-204 Downloads View citations (12)

2003

  1. Bounds Tests of the Gibson Paradox and the Fisher Effect: Evidence from Low-Frequency International Data
    Manchester School, 2003, 71, (6), 673-679 Downloads View citations (12)
  2. Long-run Phillips-type trade-offs in European Union countries
    Economic Modelling, 2003, 20, (4), 679-701 Downloads View citations (15)
  3. Political and Economic Dimensions of the European Union Expansion
    Economia Internazionale / International Economics, 2003, 56, (3), 383-396

2002

  1. Bounds tests of the theory of purchasing power parity
    Journal of Banking & Finance, 2002, 26, (1), 179-199 Downloads View citations (12)
  2. Semi-non-parametric estimates of substitution for Canadian monetary assets
    Canadian Journal of Economics, 2002, 35, (1), 78-91 Downloads View citations (4)

2001

  1. An empirical comparison of flexible demand system functional forms
    Journal of Applied Econometrics, 2001, 16, (1), 59-80 Downloads View citations (35)
    See also Chapter (2006)
  2. Monetary Aggregation and the Neutrality of Money
    Economic Inquiry, 2001, 39, (1), 124-38 View citations (4)
    See also Chapter (2006)
  3. Structural Characteristics of the Maastricht Convergence Criteria
    Economia Internazionale / International Economics, 2001, 54, (3), 283-298

2000

  1. Martingales, nonlinearity, and chaos
    Journal of Economic Dynamics and Control, 2000, 24, (5-7), 703-724 Downloads View citations (36)
    See also Working Paper (2012)
  2. Purchasing power parity, nonlinearity and chaos
    Applied Financial Economics, 2000, 10, (6), 615-622 Downloads View citations (23)

1999

  1. International Evidence on the Tax- and Revenue-Smoothing Hypotheses
    Oxford Economic Papers, 1999, 51, (2), 387-96 View citations (16)
  2. On the Fisher effect
    Journal of Monetary Economics, 1999, 44, (1), 105-130 Downloads View citations (52)
    See also Working Paper (1998)
  3. On the Gibson Paradox
    Review of International Economics, 1999, 7, (1), 117-25 View citations (1)
  4. The Foreign Indebtedness of Moderately and Severely-Indebted Developing Countries
    South African Journal of Economics, 1999, 67, (1), 44-51 Downloads View citations (1)
  5. The North American Natural Gas Liquids Markets are Chaotic
    The Energy Journal, 1999, Volume20, (Number 1), 83-103 Downloads View citations (11)
    See also Chapter (2007)
    Working Paper (1999)
  6. The message in North American energy prices
    Energy Economics, 1999, 21, (5), 471-483 Downloads View citations (54)
    See also Chapter (2007)

1998

  1. Electoral and Partisan Cycle Regularities in Canada
    Canadian Journal of Economics, 1998, 31, (1), 28-46 Downloads View citations (14)
  2. Electoral and Partisan Cycle Regularities: A Cointegration Test
    Journal of Policy Modeling, 1998, 20, (2), 119-140 Downloads View citations (8)
  3. International Evidence on the Neutrality of Money
    Journal of Money, Credit and Banking, 1998, 30, (1), 1-25 View citations (38)
    See also Working Paper (1997)
  4. Monetary aggregation, rational expectations, and the demand for money in the United States
    The North American Journal of Economics and Finance, 1998, 9, (1), 1-13 Downloads
    See also Working Paper
  5. The cyclical behavior of monthly NYMEX energy prices
    Energy Economics, 1998, 20, (3), 265-271 Downloads View citations (5)
    See also Chapter (2007)
    Working Paper (1997)

1997

  1. Breaking Trend Functions in Real Exchange Rates: Evidence from Seventeen OECD Countries
    Journal of Macroeconomics, 1997, 19, (4), 781-802 Downloads View citations (31)
  2. Chaos in East European black market exchange rates
    Research in Economics, 1997, 51, (4), 359-385 Downloads View citations (13)
    See also Working Paper (1997)
  3. Common Stochastic Trends and Convergence of European Union Stock Markets
    The Manchester School of Economic & Social Studies, 1997, 65, (1), 44-57 View citations (47)
  4. Is There an East-West Split in North American Natural Gas Markets?
    The Energy Journal, 1997, Volume18, (Number 1), 47-62 Downloads View citations (12)
    See also Working Paper (1997)
  5. RESOLVING THE LIQUIDITY PUZZLE
    Macroeconomic Dynamics, 1997, 1, (04), 720-739 Downloads View citations (5)
    See also Working Paper (1997)

1996

  1. Empirical evidence on the long-run neutrality hypothesis using low-frequency international data
    Economics Letters, 1996, 50, (3), 323-327 Downloads View citations (21)
  2. Government Activities and Tests of the Long-Run Implications of the Neoclassical Growth Model for Canada
    Canadian Journal of Economics, 1996, 29, (3), 635-42 Downloads View citations (9)
  3. International evidence on the cyclical behavior of inflation
    Economics Letters, 1996, 51, (2), 205-212 Downloads View citations (2)
  4. Is There Chaos in Economic Time Series?
    Canadian Journal of Economics, 1996, 29, (s1), 210-12 View citations (1)
  5. Nominal stylized facts of U. S. business cycles
    Review, 1996, (Jul), 49-54 Downloads View citations (17)
    See also Chapter (2006)
  6. Testing for deterministic nonlinear dependence in the australian dollar-US dollar exchange rate series
    Applied Economics Letters, 1996, 3, (4), 267-269 Downloads
  7. The sensitivity of empirical studies to alternative measures of the monetary base and reserves
    Review, 1996, (Nov), 51-69 Downloads

1995

  1. Random Walks, Breaking Trend Functions, and the Chaotic Structure of the Velocity of Money
    Journal of Business & Economic Statistics, 1995, 13, (4), 453-58 View citations (21)

1994

  1. A cointegration analysis of petroleum futures prices
    Energy Economics, 1994, 16, (2), 93-97 Downloads View citations (35)
  2. Breaking trend functions in the velocity of money: Evidence from the United States and Canada
    The North American Journal of Economics and Finance, 1994, 5, (2), 201-208 Downloads View citations (2)
  3. Business Cycles and the Behavior of Energy Prices
    The Energy Journal, 1994, Volume15, (Number 2), 125-134 Downloads View citations (3)
    See also Chapter (2007)
    Working Paper (1994)
  4. Maximum likelihood cointegration tests of purchasing power parity: Evidence from seventeen OECD countries
    Review of World Economics (Weltwirtschaftliches Archiv), 1994, 130, (3), 476-493 Downloads View citations (9)
  5. Testing the long-run implications of the neoclassical growth model for Canada
    Journal of Macroeconomics, 1994, 16, (2), 329-346 Downloads View citations (10)

1993

  1. International Capital Mobility and the Long-Run Investrnent and Saving in Canada
    Economia Internazionale / International Economics, 1993, 46, (2-3), 147-167 View citations (7)
  2. The role of money in Canada
    Journal of Macroeconomics, 1993, 15, (1), 91-107 Downloads View citations (6)

1992

  1. Consumer Theory and the Demand for Money
    Journal of Economic Literature, 1992, 30, (4), 2086-2119 Downloads View citations (76)
    See also Chapter (2006)
  2. Export growth and Canadian economic development
    Journal of Development Economics, 1992, 38, (1), 133-145 Downloads View citations (32)
  3. Maturity effects in energy futures
    Energy Economics, 1992, 14, (2), 150-157 Downloads View citations (13)
  4. Output trends in EC countries and the implications for transition to monetary union
    Economics Letters, 1992, 40, (2), 211-216 Downloads View citations (2)
  5. The Random Walk in Canadian Output
    Canadian Journal of Economics, 1992, 25, (2), 392-406 Downloads View citations (14)
  6. Unit Root Behavior in Energy Futures Prices
    The Energy Journal, 1992, Volume 13, (Number 2), 119-128 Downloads View citations (28)
    See also Working Paper (1992)

1991

  1. A Time-Series Analysis of the Relationship Between Government Expenditure and Gdp in Canada
    Public Finance Review, 1991, 19, (3), 316-333 Downloads View citations (9)
  2. Exports and GNP Causality in the Industrial Countries: 1950-1985
    Kyklos, 1991, 44, (2), 167-79 View citations (14)
  3. Modeling the demand for consumption goods and liquid assets
    Journal of Macroeconomics, 1991, 13, (3), 435-457 Downloads View citations (1)
  4. Rational expectations, risk and efficiency in energy futures markets
    Energy Economics, 1991, 13, (2), 111-115 Downloads View citations (18)
  5. The Demand for Divisia Money in the United States: A Dynamic Flexible Demand System
    Journal of Money, Credit and Banking, 1991, 23, (1), 35-52 Downloads View citations (13)
  6. The Post-War Aggregate Production Function in Canada: 1946-1988
    Economia Internazionale / International Economics, 1991, 44, (2-3), 168-175

1990

  1. A dispersion-dependency diagnostic test for aggregation error: With applications to monetary economics and income distribution
    Journal of Econometrics, 1990, 43, (1-2), 5-34 Downloads View citations (16)

1989

  1. Velocity and the growth of money in the United States, 1970-1985
    Journal of Macroeconomics, 1989, 11, (3), 323-332 Downloads View citations (5)

1988

  1. New tests of the theory of optimal seigniorage
    Economics Letters, 1988, 27, (4), 361-365 Downloads
  2. The Empirical Relationship between Money, Prices, and Income Revisite d
    Journal of Business & Economic Statistics, 1988, 6, (3), 351-58 View citations (4)
  3. Translog Flexible Functional Forms and Substitutability of Monetary Assets
    Journal of Business & Economic Statistics, 1988, 6, (1), 59-67 View citations (1)

1987

  1. On the Demand for Money in the United States
    Empirical Economics, 1987, 12, (4), 249-55 View citations (4)
  2. The demand for divisia M1, M2, and M3 in the United States
    Journal of Macroeconomics, 1987, 9, (4), 567-591 Downloads View citations (2)

1986

  1. Divisia Aggregation and Substitutability among Monetary Assets
    Journal of Money, Credit and Banking, 1986, 18, (4), 430-46 Downloads View citations (5)
    See also Chapter (2006)

Books

2012

  1. Interfuel Substitution
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads
  2. Oil Price Uncertainty
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads View citations (12)
    See also Journal Article in Journal of Money, Credit and Banking (2010)
  3. Quantitative and Empirical Analysis of Energy Markets
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads View citations (4)
    Also in World Scientific Books, World Scientific Publishing Co. Pte. Ltd. (2007) Downloads View citations (1)

2006

  1. Money and the Economy
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads View citations (11)

Chapters

2007

  1. Business Cycles and Natural Gas Prices
    Chapter 7 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 73-81 Downloads
    See also Journal Article in OPEC Energy Review (2005)
  2. Business Cycles and the Behavior of Energy Prices
    Chapter 4 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 38-45 Downloads
    See also Journal Article in The Energy Journal (1994)
    Working Paper (1994)
  3. Cointegration Analysis of Power Prices in the Western North American Markets
    Chapter 11 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 121-143 Downloads
  4. Futures Trading and the Storage of North American Natural Gas
    Chapter 8 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 82-87 Downloads
    See also Journal Article in OPEC Energy Review (2006)
  5. Imports, Exports, and Prices in Alberta's Deregulated Power Market
    Chapter 10 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 103-120 Downloads
  6. Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets
    Chapter 16 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 205-220 Downloads
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2006)
  7. Power Trade on the Alberta-BC Interconnection
    Chapter 9 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 93-102 Downloads
  8. Random Fractal Structures in North American Energy Markets
    Chapter 18 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 245-255 Downloads
    See also Journal Article in Energy Economics (2004)
  9. Randomly Modulated Periodic Signals in Alberta's Electricity Market
    Chapter 19 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 256-267 Downloads
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2006)
  10. Returns and Volatility in the NYMEX Henry Hub Natural Gas Futures Market
    Chapter 15 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 193-204 Downloads
    See also Journal Article in OPEC Energy Review (2006)
  11. Testing for Common Features in North American Energy Markets
    Chapter 14 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 172-187 Downloads
    See also Journal Article in Energy Economics (2004)
  12. The Cyclical Behavior of Monthly NYMEX Energy Prices
    Chapter 12 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 149-155 Downloads
    See also Working Paper (1997)
    Journal Article in Energy Economics (1998)
  13. The Message in North American Energy Prices
    Chapter 13 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 156-171 Downloads
    See also Journal Article in Energy Economics (1999)
  14. The North American Natural Gas Liquids Markets are Chaotic
    Chapter 17 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 225-244 Downloads
    See also Working Paper (1999)
    Journal Article in The Energy Journal (1999)

2006

  1. An Empirical Comparison of Flexible Demand System Functional Forms
    Chapter 13 in Money And The Economy, 2006, pp 247-277 Downloads
    See also Journal Article in Journal of Applied Econometrics (2001)
  2. Chaotic Analysis of U.S. Money and Velocity Measures
    Chapter 7 in Money And The Economy, 2006, pp 131-143 Downloads
  3. Consumer Theory and the Demand for Money
    Chapter 1 in Money And The Economy, 2006, pp 3-43 Downloads
    See also Journal Article in Journal of Economic Literature (1992)
  4. Divisia Aggregation and Substitutability Among Monetary Assets
    Chapter 8 in Money And The Economy, 2006, pp 147-166 Downloads
    See also Journal Article in Journal of Money, Credit and Banking (1986)
  5. Monetary Aggregation and the Neutrality of Money
    Chapter 4 in Money And The Economy, 2006, pp 72-95 Downloads
    See also Journal Article in Economic Inquiry (2001)
  6. Monetary Aggregation, Inflation, and Welfare
    Chapter 5 in Money And The Economy, 2006, pp 98-116 Downloads
    See also Journal Article in Applied Financial Economics (2006)
  7. Nominal Stylized Facts of U.S. Business Cycles
    Chapter 2 in Money And The Economy, 2006, pp 47-56 Downloads
    See also Journal Article in Review (1996)
  8. Semi-Nonparametric Estimates of the Demand for Money in the United States
    Chapter 14 in Money And The Economy, 2006, pp 278-298 Downloads View citations (3)
    See also Journal Article in Macroeconomic Dynamics (2005)

Software Items

 
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