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Details about Pierre Siklos

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Homepage:http://www.wlu.ca/sbe/psiklos
Postal address:Department of Economics Wilfrid Laurier University 75 University Ave. Waterloo ON CANADA N2L 3C5
Workplace:Department of Economics, School of Business and Economics, Wilfrid Laurier University, (more information at EDIRC)
Viessmann European Research Centre, Wilfrid Laurier University, (more information at EDIRC)
Centre for International Governance Innovation (CIGI), (more information at EDIRC)
Centre for Applied Macroeconomic Analysis
Rimini Centre for Economic Analysis (RCEA), (more information at EDIRC)

Access statistics for papers by Pierre Siklos.

Last updated 2014-07-16. Update your information in the RePEc Author Service.

Short-id: psi78


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Working Papers

2014

  1. THE CREDIT CYCLE AND THE BUSINESS CYCLE IN CANADA AND THE U.S.: TWO SOLITUDES
    LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis Downloads
  2. WHEN IS LIFT-OFF? EVALUATING FORWARD GUIDANCE FROM THE SHADOW
    LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis Downloads View citations (1)
    Also in Research Papers in Economics, University of Trier, Department of Economics (2014) Downloads

2013

  1. How Monetary Policy is Made: Two Canadian Tales
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) Downloads View citations (1)
  2. Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads View citations (1)

2012

  1. Female Labour Force Participation in Arab Countries: The Role of Identity
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) Downloads
  2. No coupling, no decoupling, only mutual inter-dependence: Business cycles in emerging vs. mature economies
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads View citations (2)

2011

  1. Communication for Multi-Taskers: Perspectives on Dealing with Both Monetary Policy and Financial Stability
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads
  2. Data Revisions, Gradualism, and US Inflation Pressure in Real Time
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads
    Also in Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2008) Downloads
  3. Do Short Selling Restrictions Destabilize Stock Markets? Lessons from Taiwan
    Working Papers, Hong Kong Institute for Monetary Research Downloads
    See also Journal Article in The Quarterly Review of Economics and Finance (2012)
  4. Emerging Market Yield Spreads: Domestic, External Determinants, and Volatility Spillovers
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (3)
    See also Journal Article in Global Finance Journal (2011)
  5. Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (1)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2011) Downloads View citations (1)

    See also Journal Article in Pacific-Basin Finance Journal (2012)
  6. What’s in a Second Opinion? Shadowing the ECB and the Bank of England
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) Downloads View citations (1)
    See also Journal Article in European Journal of Political Economy (2013)

2010

  1. Central Bank Transparency: Another Look
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (1)
    See also Journal Article in Applied Economics Letters (2011)
  2. Financial Frictions and Credit Spreads
    Working Papers, Czech National Bank, Research Department Downloads
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2010) Downloads
  3. Sources of Disagreement in Inflation Forecasts: A Cross-Country Empirical Investigation
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan Downloads
  4. Taking Monetary Aggregates Seriously
    e-briefs, C.D. Howe Institute Downloads View citations (10)

2009

  1. Has Inflation Targeting Improved Monetary Policy? Evaluating Policy Effectiveness in Australia, Canada, and New Zealand
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads View citations (2)
  2. Revisiting the Shocking Aspects of Asian Monetary Unification
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (1)
    See also Journal Article in Journal of Asian Economics (2010)
  3. Stock Return Seasonalities and Investor Structure: Evidence from China’s B-Share Markets
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster Downloads
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2009) Downloads

    See also Journal Article in China Economic Review (2010)
  4. The quality of monetary policy and inflation performance: globalization and its aftermath
    Research Discussion Papers, Bank of Finland Downloads
    See also Journal Article in Manchester School (2011)

2008

  1. Determinants of Emerging Market Spreads: Domestic, Global Factors, and Volatility
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (1)
  2. Explaining Movements in the NZ Dollar - Central Bank Communication and the Surprise Element in Monetary Policy?
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads View citations (3)

2007

  1. Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads
    Also in Working Papers, Wilfrid Laurier University, Department of Economics (2006) Downloads

    See also Journal Article in Open Economies Review (2009)
  2. Identifying the Shocks Driving Inflation in China
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (1)
    See also Journal Article in Pacific Economic Review (2010)
  3. Is Sterilized Intervention Effective? New International Evidence
    Working Papers, Hong Kong Institute for Monetary Research Downloads
  4. Policy Words and Policy Deeds: The ECB and the Euro
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads View citations (6)
    Also in Research Discussion Papers, Bank of Finland (2006) Downloads View citations (7)
    Working Papers, Wilfrid Laurier University, Department of Economics (2006) Downloads View citations (7)

    See also Journal Article in International Journal of Finance & Economics (2008)
  5. Revisiting the Coyne Affair: A Singular Event That Changed the Course of Canadian Monetary History
    Working Papers, Wilfrid Laurier University, Department of Economics Downloads View citations (2)
    See also Journal Article in Canadian Journal of Economics (2010)
  6. The FedÕs Reaction to the Stock Market During the Great Depression: Fact or Artefact?
    Working Paper Series, The Rimini Centre for Economic Analysis Downloads
    See also Journal Article in Explorations in Economic History (2008)

2006

  1. A Threshold Model of Real US GDP and the Problem of Constructing Confidence Intervals in TAR Models
    Working Papers, Wilfrid Laurier University, Department of Economics Downloads
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2007)
  2. Measuring the Impact of Intervention on Exchange Market Pressure
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics Downloads View citations (1)
    Also in Working Papers, Wilfrid Laurier University, Department of Economics (2006) Downloads View citations (1)
  3. What Can We Learn from Comprehensive Data Revisions for Forecasting Inflation: Some US Evidence
    Working Papers, Wilfrid Laurier University, Department of Economics Downloads View citations (6)

2005

  1. The Bundesbank's Communications Strategy and Policy Conflicts with the Federal Government
    Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe Downloads
    See also Journal Article in Southern Economic Journal (2005)
  2. The Role of Asset Prices in Euro Area Monetary Policy: Specification and Estimation of Policy Rules and Implications for the European Central Bank
    Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe Downloads
  3. Trading Behavior During Stock Market Downturns: The Dow, 1915 - 2004
    Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe Downloads

2004

  1. Asset Prices in Taylor Rules: Specification, Estimation, and Policy Implications for the ECB
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads View citations (10)
  2. Empirical Evidence on Feedback Trading in Mature and Emerging Stock Markets
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (3)
    See also Journal Article in Applied Financial Economics (2008)
  3. The Term Spread International Evidence of Non-Linear Adjustment
    Working Papers, York University, Department of Economics Downloads

2003

  1. Did the Bundesbank React to Stock Price Movements?
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads View citations (8)

2002

  1. The Potential Consequences of Alternative Exchange Rate Regimes: A Study of Three Candidate Regions
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads View citations (1)
    See also Journal Article in International Journal of Finance & Economics (2003)

2001

  1. Dectecting speculative bubbles in stock prices: A new approach and some evidence for the US
    Research Notes, Deutsche Bank Research Downloads
  2. Foreign Exchange Market Intervention in Two Small Open Economies: The Canadian and Australian Experience
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (3)
    See also Journal Article in Journal of International Money and Finance (2003)

2000

  1. Monetary policy transparency, public commentary, and market perceptions about monetary policy in Canada
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, Research Centre Downloads View citations (2)

1999

  1. Inflation Targets and the Yield Curve: New Zealand and Australia vs. the US
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (1)

1997

  1. Exchange Rate Regimes and Shfts in Inflation Persistence: Does Nothing Else Matter?
    Working Papers, Wilfrid Laurier University, Department of Economics View citations (1)
    See also Journal Article in Journal of Money, Credit and Banking (1999)
  2. Money Velocity with Costly Credit
    Working Papers, Wilfrid Laurier University, Department of Economics View citations (3)
    Also in Department of Economics - Working Papers Series, The University of Melbourne (1996) View citations (2)
  3. Regime Sensitive Cointegration with an Application to Interest rate Parity
    Working Papers, Wilfrid Laurier University, Department of Economics View citations (37)
    See also Journal Article in Macroeconomic Dynamics (1997)
  4. Seasonal Adjustment and Volatility Dynamics
    CIRANO Working Papers, CIRANO Downloads View citations (1)
  5. The Effect of Canadian and U.S. M1 Announcements on Canadian Financial Markets: The Crow Years
    Working Papers, Wilfrid Laurier University, Department of Economics
  6. The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data
    Working Papers, Wilfrid Laurier University, Department of Economics View citations (9)
    See also Journal Article in International Journal of Forecasting (1997)
  7. The Unemployment Insurance Compensation Experience of Immigrants in Canada, 1980-1988
    Working Papers, Wilfrid Laurier University, Department of Economics
    See also Journal Article in Journal of Population Economics (1998)

1996

  1. Capital Flows in a Transitional Economy and the Sterilization Dilemma
    IMF Working Papers, International Monetary Fund Downloads View citations (3)

1995

  1. Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?
    CIRANO Working Papers, CIRANO Downloads View citations (2)
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) Downloads
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995)

    See also Journal Article in Journal of Business & Economic Statistics (1996)

1994

  1. Varieties of Monetary Reforms
    IMF Working Papers, International Monetary Fund Downloads View citations (2)
    Also in Working Papers, Wilfrid Laurier University, Department of Economics (1993) View citations (3)

1993

  1. Can There Be a Currency Union Without Political Union? The Early Soviet Experience
    Working Papers, Wilfrid Laurier University, Department of Economics
  2. Constraints on Enterprise Liquidity and its Impact on the Monetary Sector in Hungary
    Working Papers, Wilfrid Laurier University, Department of Economics
  3. Constraints on Enterprise Liquidity and their Impact on the Monetary Sector in Formerly Centrally Planned Economies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
  4. Convergence in Interest Rates and Inflation Rates Across Countries and Across Time
    Working Papers, Wilfrid Laurier University, Department of Economics
  5. Crippled Monetary Policy in Transforming Economies: Why Central Bank Does not Restore Control
    Working Papers, Wilfrid Laurier University, Department of Economics
  6. Political Effects on Central Bank Behavior: Some International Evidence
    Working Papers, Wilfrid Laurier University, Department of Economics
  7. Systematic Sampling, Temporal Aggregation, Seasonal Adjustment, and Cointegration: Theory and Evidence
    Working Papers, Wilfrid Laurier University, Department of Economics
    See also Journal Article in Journal of Econometrics (1995)
  8. The Common Development of Institutional Change as Measured by Income Velocity: A Century of Evidence from Industrialized Countries
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  9. The Tales of Parallel Currencies: The Early Soviet Experience
    Working Papers, Wilfrid Laurier University, Department of Economics View citations (1)
  10. The Tchervonetz Experiment in Discriminatory Monetary Policy
    Working Papers, Wilfrid Laurier University, Department of Economics

1992

  1. An Empirical Analysis of the Link Between Immigration and Unemployment in Canada
    Working Papers, Wilfrid Laurier University, Department of Economics
  2. On the (MIS)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data
    Working Papers, Wilfrid Laurier University, Department of Economics
    Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1992) Downloads View citations (5)
    Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1992) View citations (1)

    See also Journal Article in Empirical Economics (1993)
  3. Politics and U.S. Business Cycles: A Century of Evidence
    Working Papers, Wilfrid Laurier University, Department of Economics
  4. The Influence of Seasonal Adjustment on the Canadian Consumption Function; 1947-1991
    Working Papers, Wilfrid Laurier University, Department of Economics
    See also Journal Article in Canadian Journal of Economics (1993)

1991

  1. Income Velocity and Institutional Change: Some New Time Series Evidence, 1870-1986
    Working Papers, Wilfrid Laurier University, Department of Economics
    See also Journal Article in Journal of Money, Credit and Banking (1993)
  2. Interpreting a Change in Monetary Policy Regimes: A Reappraisal of the First Hungarian Hyperinflation and Stabilization, 1921-1928
    Working Papers, Wilfrid Laurier University, Department of Economics
  3. Seasonality in Time Series: Money-Income Causality in U.S. Data Revisited
    Working Papers, Wilfrid Laurier University, Department of Economics
  4. The Influence of Seasonal Adjustment on Unit Roots and Cointegration: The Case of the Consumption Function for Canada, 1947,1987
    Working Papers, Wilfrid Laurier University, Department of Economics
  5. The Money Growth - Inflation Relationship Under Hyperinflation: An Illustration from Hungary's Postwar Experience
    Working Papers, Wilfrid Laurier University, Department of Economics View citations (1)
  6. Unit Roots and Seasonal Unit Roots in Macroeconomic Time Series: Canadian Evidence
    Working Papers, Wilfrid Laurier University, Department of Economics View citations (10)
    See also Journal Article in Economics Letters (1991)

1990

  1. HYPERINFLATION: THEIR ORIGINS, DEVELOPMENT AND TERMINATION
    Working Papers, Wilfrid Laurier University, Department of Economics View citations (2)
    See also Journal Article in Journal of Economic Surveys (1990)
  2. PRICE INERTIA AND POLICY INEFFECTIVENESS IN THE UNITED STATES, 1890-1984: A REAPPRAISAL
    Working Papers, Wilfrid Laurier University, Department of Economics
    See also Journal Article in Journal of Economics and Business (1990)
  3. THE LINK BETWEEN MONEY AND PRICES UNDER DIFFERENT POLICY REGIMES: THE POSTWAR HUNGARIAN EXPERIENCE
    Working Papers, Wilfrid Laurier University, Department of Economics View citations (1)
    See also Journal Article in Explorations in Economic History (1990)

1989

  1. THE TRANSITION FROM HYPERINFLATION TO PRICE STABILITY: FURTHER EVIDENCE
    Working Papers, Wilfrid Laurier University, Department of Economics
    See also Journal Article in Eastern Economic Journal (1990)
  2. VELOCITY AND INSTITUTIONAL CHANGE: EVIDENCE FROM CANADA, THE U.K. AND U.S., 1870-1986
    Economics Series Working Papers, University of Oxford, Department of Economics

1988

  1. CYCLICAL FLUCTUATIONS IN U.S. MONETARY POLICY AND OUTPUT: A TEST OF THEIR RELATIONSHIP
    Working Papers, Wilfrid Laurier University, Department of Economics
  2. SOME QUALMS ABOUT THE REST OF THE INSTITUTIONALIST HYPOTHESIS OF THE LONG -RUN BEHAVIOR OF VELOCITY
    Working Papers, Wilfrid Laurier University, Department of Economics View citations (3)
  3. THE DEFICIT - INTEREST RATE LINK: EMPIRICAL EVIDENCE FOR CANADA
    Working Papers, Wilfrid Laurier University, Department of Economics
    Also in Working Papers, Wilfrid Laurier University, Department of Economics (1988)
  4. THE END OF THE HUNGARIAN HYPERINFLATION OF 1945-1946
    Working Papers, Wilfrid Laurier University, Department of Economics
    See also Journal Article in Journal of Money, Credit and Banking (1989)

Journal Articles

2014

  1. Short-selling bans and institutional investors' herding behaviour: Evidence from the global financial crisis
    International Review of Financial Analysis, 2014, 33, (C), 262-269 Downloads
  2. The Ill Wind that Blows from Europe: Implications for Canada's Economy
    C.D. Howe Institute Commentary, 2014, (402) Downloads

2013

  1. Are short sellers positive feedback traders? Evidence from the global financial crisis
    Journal of Financial Stability, 2013, 9, (3), 337-346 Downloads
  2. Sources of disagreement in inflation forecasts: An international empirical investigation
    Journal of International Economics, 2013, 90, (1), 218-231 Downloads View citations (6)
  3. What's in a second opinion? Shadowing the ECB and the Bank of England
    European Journal of Political Economy, 2013, 32, (C), 135-148 Downloads View citations (1)
    See also Working Paper (2011)

2012

  1. Do short selling restrictions destabilize stock markets? Lessons from Taiwan
    The Quarterly Review of Economics and Finance, 2012, 52, (2), 198-206 Downloads View citations (1)
    See also Working Paper (2011)
  2. Enter the dragon: Interactions between Chinese, US and Asia-Pacific equity markets, 1995–2010
    Pacific-Basin Finance Journal, 2012, 20, (3), 521-541 Downloads View citations (1)
    See also Working Paper (2011)

2011

  1. Central bank transparency: another look
    Applied Economics Letters, 2011, 18, (10), 929-933 Downloads View citations (12)
    See also Working Paper (2010)
  2. Emerging market yield spreads: Domestic, external determinants, and volatility spillovers
    Global Finance Journal, 2011, 22, (2), 83-100 Downloads View citations (3)
    See also Working Paper (2011)
  3. Fiscal and monetary institutions and policies: onward and upward?
    Journal of Financial Economic Policy, 2011, 3, (4), 340-354 Downloads
  4. THE COUPLING AND DECOUPLING OF BUSINESS CYCLES IN HISTORICAL PERSPECTIVE: SCANDINAVIAN EVIDENCE FROM THE EARLY 19TH CENTURY
    Manchester School, 2011, 79, (2), 239-267 Downloads
  5. THE QUALITY OF MONETARY POLICY AND INFLATION PERFORMANCE: GLOBALIZATION AND ITS AFTERMATH
    Manchester School, 2011, 79, (s1), 617-645 Downloads View citations (1)
    See also Working Paper (2009)

2010

  1. Faceoff: Should the Bank of Canada Release its Projections of the Interest Rate Path? – The Cases For and Against
    C.D. Howe Institute Backgrounder, 2010, (134) Downloads View citations (12)
  2. IDENTIFYING THE SHOCKS DRIVING INFLATION IN CHINA
    Pacific Economic Review, 2010, 15, (2), 204-223 Downloads View citations (1)
    See also Working Paper (2007)
  3. INFLATION TARGETING: IT'S NOT BROKE, IT DOESN'T NEED FIXING, BUT CAN IT SURVIVE?
    Journal of International Commerce, Economics and Policy (JICEP), 2010, 01, (01), 59-80 Downloads
  4. Meeting Maastricht: Nominal convergence of the new member states toward EMU
    Economic Modelling, 2010, 27, (2), 507-515 Downloads View citations (1)
  5. Revisiting the Coyne Affair: a singular event that changed the course of Canadian monetary history
    Canadian Journal of Economics, 2010, 43, (3), 994-1015 Downloads View citations (1)
    See also Working Paper (2007)
  6. Revisiting the shocking aspects of Asian monetary unification
    Journal of Asian Economics, 2010, 21, (5), 445-455 Downloads View citations (8)
    See also Working Paper (2009)
  7. Stock return seasonalities and investor structure: Evidence from China's B-share markets
    China Economic Review, 2010, 21, (1), 190-201 Downloads
    See also Working Paper (2009)

2009

  1. As Good As It Gets? The International Dimension to Canada's Monetary Policy Strategy Choices
    C.D. Howe Institute Commentary, 2009, (292) Downloads View citations (5)
  2. Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule
    Open Economies Review, 2009, 20, (1), 39-59 Downloads View citations (11)
    See also Working Paper (2007)
  3. Not quite as advertised: Canada's managed float in the 1950s and Bank of Canada intervention
    European Review of Economic History, 2009, 13, (03), 413-435 Downloads
  4. The euro area stock market channel: Does one size fit all?
    Finance Research Letters, 2009, 6, (4), 230-235 Downloads View citations (3)

2008

  1. Empirical evidence on feedback trading in mature and emerging stock markets
    Applied Financial Economics, 2008, 18, (17), 1379-1389 Downloads View citations (4)
    See also Working Paper (2004)
  2. European Stock Markets and the ECB's Monetary Policy Surprises*
    International Finance, 2008, 11, (2), 117-130 Downloads View citations (13)
  3. Inflation Targeting Around the World
    Emerging Markets Finance and Trade, 2008, 44, (6), 17-37 Downloads View citations (5)
  4. No single definition of central bank independence is right for all countries
    European Journal of Political Economy, 2008, 24, (4), 802-816 Downloads View citations (15)
  5. Policy words and policy deeds: the ECB and the euro
    International Journal of Finance & Economics, 2008, 13, (3), 247-265 Downloads View citations (2)
    See also Working Paper (2007)
  6. The Fed's reaction to the stock market during the great depression: Fact or artefact?
    Explorations in Economic History, 2008, 45, (2), 164-184 Downloads View citations (1)
    See also Working Paper (2007)
  7. What has driven Chinese monetary policy since 1990? Investigating the People's bank's policy rule
    Journal of International Money and Finance, 2008, 27, (5), 847-859 Downloads View citations (25)

2007

  1. A Threshold Model of Real U.S. GDP and the Problem of Constructing Confidence Intervals in TAR Models
    Studies in Nonlinear Dynamics & Econometrics, 2007, 11, (3), 1-28 Downloads View citations (2)
    See also Working Paper (2006)
  2. Do actions speak louder than words? Evaluating monetary policy at the Bundesbank
    Journal of Macroeconomics, 2007, 29, (2), 368-386 Downloads View citations (3)
  3. Do central banks react to the stock market? The case of the Bundesbank
    Journal of Banking & Finance, 2007, 31, (3), 719-733 Downloads View citations (15)
  4. Mindentől függetlenül. A monetáris politika hatása a gazdasági ciklusra Magyarországon
    (Irrespective of everything. The effect of monetary policy on the economic cycle)
    Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2007, LIV, (11), 945-959 Downloads

2006

  1. Asset pricing puzzles in finance: Introduction
    The North American Journal of Economics and Finance, 2006, 17, (2), 103-105 Downloads
  2. Comments on S. Arndt: “Regional currency arrangements in North Americaâ€\x9D
    International Economics and Economic Policy, 2006, 3, (3), 287-291 Downloads
  3. Hungary's entry into the euro area: Lessons for prospective members from a monetary policy perspective
    Economic Systems, 2006, 30, (4), 366-384 Downloads View citations (1)
  4. Introductory Remarks for the "Contemporary Economic Policy" Special Section on "Monetary Policy Issues of New EU-Member and Candidate Countries"
    Contemporary Economic Policy, 2006, 24, (4), 473-474 Downloads View citations (1)
  5. Managed floating as a strategy to achieve selected monetary policy objectives
    Journal of Economics and Business, 2006, 58, (5-6), 447-464 Downloads View citations (2)
  6. The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment
    Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (4), 1-34 Downloads View citations (4)

2005

  1. Allan H. Meltzer, A History of the Federal Reserve, Volume 1: 1913 1951 (Chicago: University of Chicago Press, 2002. xiii + 600 pp. $75)
    Financial History Review, 2005, 12, (02), 313-315 Downloads
  2. Real-time data and monetary policy
    The North American Journal of Economics and Finance, 2005, 16, (3), 271-276 Downloads View citations (5)
  3. The Bundesbank's Communications Strategy and Policy Conflicts with the Federal Government
    Southern Economic Journal, 2005, 72, (2), 395–409
    See also Working Paper (2005)

2004

  1. Central Bank Behavior, the Institutional Framework, and Policy Regimes: Inflation Versus Noninflation Targeting Countries
    Contemporary Economic Policy, 2004, 22, (3), 331-343 Downloads View citations (5)
  2. Optimal Monetary Policy Rules and Inflation Targets: Are Australia, Canada, and New Zealand Different from the U.S.?
    Open Economies Review, 2004, 15, (4), 347-362 Downloads View citations (19)
  3. Secrets to the successful Hungarian bank privatization: the benefits of foreign ownership through strategic partnerships
    Economic Systems, 2004, 28, (2), 111-123 Downloads View citations (5)
  4. The Bundesbank's Inflation Policy and Asymmetric Behavior of the German Term Structure
    Review of International Economics, 2004, 12, (3), 495-508 Downloads View citations (1)
  5. The macroeconomics of low inflation and the prospects for global deflation
    The North American Journal of Economics and Finance, 2004, 15, (1), 1-3 Downloads
  6. The present value model of U.S. stock prices redux: a new testing strategy and some evidence
    The Quarterly Review of Economics and Finance, 2004, 44, (2), 208-223 Downloads View citations (18)

2003

  1. Assessing the Impact of Changes in Transparency and Accountability at the Bank of Canada
    Canadian Public Policy, 2003, 29, (3), 279-299 Downloads View citations (7)
  2. Foreign exchange market intervention in two small open economies: the Canadian and Australian experience
    Journal of International Money and Finance, 2003, 22, (3), 393-416 Downloads View citations (28)
    See also Working Paper (2001)
  3. The potential consequences of alternative exchange rate regimes: A study of three candidate regions
    International Journal of Finance & Economics, 2003, 8, (4), 327-349 Downloads View citations (8)
    See also Working Paper (2002)

2002

  1. Alternative exchange-rate regimes: The options for Latin America
    The North American Journal of Economics and Finance, 2002, 13, (3), 195-211 Downloads View citations (13)
  2. Asymmetric adjustment from structural booms and slumps
    Economics Letters, 2002, 77, (3), 329-333 Downloads View citations (3)
  3. Is Hungary ready for inflation targeting?
    Economic Systems, 2002, 26, (4), 309-333 Downloads View citations (9)
  4. Volatility clustering in real interest rates: international evidence
    Journal of Macroeconomics, 2002, 24, (2), 193-209 Downloads View citations (4)

2001

  1. Cointegration and Threshold Adjustment
    Journal of Business & Economic Statistics, 2001, 19, (2), 166-76 View citations (221)
  2. Monetary aggregates as indicators of economic activity in Canada: empirical evidence
    Canadian Journal of Economics, 2001, 34, (1), 1-17 Downloads View citations (15)
  3. SESSION 4B: THE GREAT DEPRESSION MACRO
    The Journal of Economic History, 2001, 61, (02), 522-522 Downloads

2000

  1. Capital flows in a transitional economy and the sterilization dilemma: The hungarian experience, 1992-97
    Journal of Economic Policy Reform, 2000, 3, (4), 373-392 Downloads View citations (5)
  2. Inflation Targets and the Yield Curve: New Zealand and Australia versus the US
    International Journal of Finance & Economics, 2000, 5, (1), 15-32 Downloads View citations (1)
  3. Is the MCI a Useful Signal of Monetary Policy Conditions? An Empirical Investigation
    International Finance, 2000, 3, (3), 413-37 Downloads View citations (14)

1999

  1. A suggestion for a simple cross-country empirical proxy for trend unemployment
    Applied Economics Letters, 1999, 6, (7), 447-451 Downloads
  2. Exchange Rate Regimes and Shifts in Inflation Persistence: Does Nothing Else Matter?
    Journal of Money, Credit and Banking, 1999, 31, (2), 235-47 View citations (31)
    See also Working Paper (1997)
  3. Inflation-target design: changing inflation performance and persistence in industrial countries
    Review, 1999, (Mar), 46-58 Downloads View citations (28)
  4. Stock returns and inflation: a new test of competing hypotheses
    Applied Financial Economics, 1999, 9, (6), 567-581 Downloads View citations (7)

1998

  1. Manuel H. Johnson and Robert E. Keleher, Monetary Policy, a Market Price Approach
    Journal of Comparative Economics, 1998, 26, (3), 580-582 Downloads
  2. The unemployment insurance compensation experience of immigrants in Canada, 1980-1988
    Journal of Population Economics, 1998, 11, (1), 127-147 Downloads
    See also Working Paper (1997)

1997

  1. Convergence in Interest Rates and Inflation Rates across Countries and over Time
    Review of International Economics, 1997, 5, (1), 129-41 View citations (23)
  2. Income Velocity in Turbulent Times: The Role of Institutional Factors in the New Zealand Experience
    Journal of Macroeconomics, 1997, 19, (1), 31-52 Downloads View citations (3)
  3. Institutional Change and the Velocity of Money: A Century of Evidence
    Economic Inquiry, 1997, 35, (4), 710-24 View citations (8)
  4. REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY
    Macroeconomic Dynamics, 1997, 1, (03), 640-657 Downloads View citations (31)
    See also Working Paper (1997)
  5. The role of seasonality in economic time series reinterpreting money-output causality in U.S. data
    International Journal of Forecasting, 1997, 13, (3), 381-391 Downloads View citations (9)
    See also Working Paper (1997)

1996

  1. Cointegration and the term structure: A multicountry comparison
    International Review of Economics & Finance, 1996, 5, (1), 21-34 Downloads View citations (3)
  2. Fundamentals and devaluation expectations in target zones: Some new evidence from the ERM
    Open Economies Review, 1996, 7, (1), 35-59 Downloads View citations (6)
  3. Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?
    Journal of Business & Economic Statistics, 1996, 14, (3), 374-86 View citations (23)
    See also Working Paper (1995)
  4. Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply
    Journal of Business & Economic Statistics, 1996, 14, (3), 396-97 View citations (7)
  5. Political and Economic Determinants of Interest Rate Behavior: Are Central Banks Different?
    Economic Inquiry, 1996, 34, (4), 708-29 View citations (4)

1995

  1. A note on the critical values for the maximum likelihood (seasonal) cointegration tests
    Economics Letters, 1995, 49, (2), 137-145 Downloads View citations (12)
  2. Long-run and short-run money demand: which price deflator to use? Some evidence using New Zealand data
    Applied Economics Letters, 1995, 2, (6), 199-202 Downloads View citations (2)
  3. Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence
    Journal of Econometrics, 1995, 66, (1-2), 357-369 Downloads View citations (32)
    See also Working Paper (1993)

1994

  1. Constraints on Enterprise Liquidity and Its Impact on the Monetary Sector in Formerly Centrally Planned Economies&ast
    Comparative Economic Studies, 1994, 36, (1), 13-32 Downloads
  2. The link between immigration and unemployment in Canada
    Journal of Policy Modeling, 1994, 16, (1), 1-25 Downloads View citations (22)

1993

  1. Income Velocity and Institutional Change: Some New Time Series Evidence, 1870-1986
    Journal of Money, Credit and Banking, 1993, 25, (3), 377-92 Downloads View citations (8)
    See also Working Paper (1991)
  2. On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data
    Empirical Economics, 1993, 18, (4), 747-60 View citations (7)
    See also Working Paper (1992)
  3. The Influence of Seasonal Adjustment on the Canadian Consumption Function, 1947-1991
    Canadian Journal of Economics, 1993, 26, (3), 575-89 Downloads
    See also Working Paper (1992)

1991

  1. Unit roots and seasonal unit roots in macroeconomic time series: Canadian evidence
    Economics Letters, 1991, 35, (3), 273-277 Downloads View citations (10)
    See also Working Paper (1991)

1990

  1. Hyperinflations: Their Origins, Development and Termination
    Journal of Economic Surveys, 1990, 4, (3), 225-48 View citations (2)
    See also Working Paper (1990)
  2. Price inertia and policy ineffectiveness in the United States, 1890-1984: A reappraisal
    Journal of Economics and Business, 1990, 42, (4), 265-277 Downloads
    See also Working Paper (1990)
  3. The Transition from Hyperinflation to Price Stability: Further Evidence
    Eastern Economic Journal, 1990, 16, (1), 65-69 Downloads
    See also Working Paper (1989)
  4. The link between money and prices under different policy regimes: The postwar Hungarian experience
    Explorations in Economic History, 1990, 27, (4), 468-482 Downloads View citations (1)
    See also Working Paper (1990)

1989

  1. Canadian economic forecasting in a world where all's unsure: Mervin Daub, (Kingston, Ont., Canada: McGill-Queen's University Press, 1987), $32.50, pp. 236
    International Journal of Forecasting, 1989, 5, (3), 432-434 Downloads
  2. The End of the Hungarian Hyperinflation of 1945-1946
    Journal of Money, Credit and Banking, 1989, 21, (2), 135-47 Downloads
    See also Working Paper (1988)
  3. Unit root behavior in velocity: Cross-country tests using recursive estimation
    Economics Letters, 1989, 30, (3), 231-236 Downloads

1988

  1. Output-inflation trade-offs: Some new evidence from postwar U.S. quarterly data
    Journal of Macroeconomics, 1988, 10, (2), 249-260 Downloads
  2. Some Qualms about the Test of the Institutional Hypothesis of the Long-run Behavior of Velocity
    Economic Inquiry, 1988, 26, (3), 537-45 View citations (2)
  3. The Role of Fiscal Policy in the St. Louis Model: Nonparametric Estimates for a Small Open Economy
    Empirical Economics, 1988, 13, (3/4), 169-86

1987

  1. Additional Thoughts on the Hungarian Hyperinflation of 1945-46
    South African Journal of Economics, 1987, 55, (1), 55-57 Downloads

1986

  1. The Role of Fiscal Policy in the St. Louis Model: An Evaluation and Some New Evidence
    Journal of Applied Econometrics, 1986, 1, (3), 287-94 Downloads View citations (1)

Books

2011

  1. Macro-Financial Linkages: Theory and Applications, vol 9
    Occasional Publications - Edited Volumes, Czech National Bank, Research Department Downloads

2006

  1. The Changing Face of Central Banking
    Cambridge Books, Cambridge University Press
    Also in Cambridge Books, Cambridge University Press (2002) View citations (32)

2004

  1. From Floating to Monetary Union: The Economic Distance between Exchange Rate Regimes
    SUERF Studies, SUERF - The European Money and Finance Forum Downloads View citations (2)
    See also Chapter (2004)

Edited books

2013

  1. Central Bank Communication, Decision Making, and Governance: Issues, Challenges, and Case Studies, vol 1
    MIT Press Books, The MIT Press
  2. Challenges in Central Banking
    Cambridge Books, Cambridge University Press

2010

  1. Challenges in Central Banking
    Cambridge Books, Cambridge University Press
  2. Deflation
    Cambridge Books, Cambridge University Press

2004

  1. Deflation
    Cambridge Books, Cambridge University Press

Chapters

2013

  1. Forecast disagreement and the anchoring of inflation expectations in the Asia-Pacific Region
    A chapter in Globalisation and inflation dynamics in Asia and the Pacific, 2013, vol. 70, pp 25-40 Downloads

2010

  1. Relative Price Shocks, Inflation Expectations, and the Role of Monetary Policy
    A chapter in Inflation in an Era of Relative Price Shocks, 2010 Downloads View citations (1)

2004

  1. From Floating to Monetary Union: The Economic Distance between Exchange Rate Regimes
    SUERF - The European Money and Finance Forum Downloads View citations (2)
    See also Book (2004)

Software Items

Editor

  1. The North American Journal of Economics and Finance
    Elsevier
 
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