Details about Stephen Gordon

Access statistics for papers by Stephen Gordon.

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Short-id: pgo166

Working Papers

2016

1. Bargaining power and the incidence of income taxes on high earners in Canada
   Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques

2007

2. Learning, Forecasting and Structural Breaks
   Working Papers, University of Toronto, Department of Economics View citations (4)
   Also in Cahiers de recherche, CIRPEE (2004) View citations (16)
   See also Journal Article in Journal of Applied Econometrics (2008)

2006

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

2003

5. Asset Returns and State-Dependent Risk Preferences
   CIRANO Working Papers, CIRANO
   Also in Cahiers de recherche, CIRPEE (2003) View citations (12)
   See also Journal Article in Journal of Business & Economic Statistics (2004)

1999

6. A Preference Regime Model of Bull and Bear Markets
   Cahiers de recherche, Université Laval - Département d'économique View citations (4)
   See also Journal Article in American Economic Review (2000)

1998

7. Asset Prices with Contingent Preferences
   Cahiers de recherche, Université Laval - Département d'économique View citations (2)
8. Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion
   Cahiers de recherche, Université Laval - Département d'économique View citations (1)

1995

9. Business cycle turning points: two empirical business cycle model approaches
   Research Working Paper, Federal Reserve Bank of Kansas City View citations (5)
10. Echantillonnage de Gibbs et autres application econometriques des chaines merkoviennes
    Working Papers, Laval - Recherche en Politique Economique
    Also in Cahiers de recherche, Université Laval - Département d'économique (1995)
    See also Journal Article in L'Actualité Economique (1996)
11. Electricity Prices and Elections in Québec
    Cahiers de recherche, Université Laval - Département d'économique
    See also Journal Article in Canadian Journal of Economics (1997)
12. Measuring State-Dependent Risk Aversion Using Data Augmentation
    Working Papers, Laval - Recherche en Politique Economique
    Also in Cahiers de recherche, Université Laval - Département d'économique (1995)
13. Multinomial Probit Estimation of Spatially Interdependent Choices: An Empirical Comparison of Two New Techniques
    Working Papers, Laval - Recherche en Politique Economique
    Also in Cahiers de recherche, Université Laval - Département d'économique (1995) View citations (22)
    See also Journal Article in International Regional Science Review (1997)
14. Stochastic Trends, Deterministic Trends and Business Cycle Turning Points
    Cahiers de recherche, Université Laval - Département d'économique
    See also Journal Article in Journal of Applied Econometrics (1997)
15. Using Mixtures of Flexible Functional Forms to Estimate Factor Demand Elasticities
    Cahiers de recherche, Université Laval - Département d'économique
    See also Journal Article in Canadian Journal of Economics (1996)

1994

16. Bayesian Evaluation of Preference Specifications
    Cahiers de recherche, Université Laval - Département d'économique
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (1994) View citations (1)
17. Sampling-Based Estimation of the Intertemporal Marginal Rate of Substitution
    Cahiers de recherche, Université Laval - Département d'économique

1993

18. Business Cycle Durations
    Working Papers, Laval - Recherche en Politique Economique View citations (13)
    Also in Research Working Paper, Federal Reserve Bank of Kansas City (1993) View citations (1)
    See also Journal Article in Journal of Econometrics (1998)
19. How Long is the Firm's Forecast Horizon?
    Working Papers, Laval - Recherche en Politique Economique
    See also Journal Article in Journal of Economic Dynamics and Control (1996)

1991

20. Dynamic Factor Demand and Value Function Methods
    UWO Department of Economics Working Papers, University of Western Ontario, Department of Economics View citations (1)

Journal Articles

2017

1. Integrating Quarterly Data into a Dynamic Factor Model of US Monthly GDP
   Journal of Forecasting, 2017, 36, (4), 325-336

2013

2. The Canadian Manufacturing Sector, 2002-2008: Why is it Called Dutch Disease?
   SPP Research Papers, 2013, 6, (26)

2009

3. Statistical comparison of aggregation rules for votes
   Mathematical Social Sciences, 2009, 57, (2), 199-212 View citations (3)
   See also Working Paper (2006)

2008

4. Learning, forecasting and structural breaks
   Journal of Applied Econometrics, 2008, 23, (5), 553-583 View citations (27)
   See also Working Paper (2007)
5. Social choice, optimal inference and figure skating
   Social Choice and Welfare, 2008, 30, (2), 265-284 View citations (6)
   See also Working Paper (2006)

2004

6. Asset Returns and State-Dependent Risk Preferences
   Journal of Business & Economic Statistics, 2004, 22, 241-252 View citations (37)
   See also Working Paper (2003)

2002

7. Comparing Consumption-Based Asset-Pricing models
   Canadian Journal of Economics, 2002, 35, (3), 586-610 View citations (4)

2000

8. A Preference Regime Model of Bull and Bear Markets
   American Economic Review, 2000, 90, (4), 1019-1033 View citations (49)
   See also Working Paper (1999)

1998

9. Business cycle durations
   Journal of Econometrics, 1998, 85, (1), 99-123 View citations (132)
   See also Working Paper (1993)

1997

10. Electricity Prices and Elections in Quebec
    Canadian Journal of Economics, 1997, 30, (3), 505-25 View citations (5)
    See also Working Paper (1995)
11. Multinomial Probit Estimation of Spatially Interdependent Choices: An Empirical Comparison of Two New Techniques
    International Regional Science Review, 1997, 20, (1-2), 77-101 View citations (18)
    See also Working Paper (1995)
12. Stochastic Trends, Deterministic Trends, and Business Cycle Turning Points
    Journal of Applied Econometrics, 1997, 12, (4), 411-34 View citations (8)
    See also Working Paper (1995)

1996

13. Bayesian Estimation of Stochastic Discount Factors
    Journal of Business & Economic Statistics, 1996, 14, (4), 412-20
14. How long is the firm's forecast horizon?
    Journal of Economic Dynamics and Control, 1996, 20, (6-7), 1145-1176
    See also Working Paper (1993)
15. Using Mixtures of Flexible Functional Forms to Estimate Factor Demand Elasticities
    Canadian Journal of Economics, 1996, 29, (3), 717-36 View citations (4)
    See also Working Paper (1995)
16. Échantillonnage de Gibbs et autres applications économétriques des chaînes markoviennes
    L'Actualité Economique, 1996, 72, (1), 27-49 View citations (1)
    See also Working Paper (1995)

1995

17. Finite-sample inferences about mean-standard deviation bounds for stochastic discount factors
    Economics Letters, 1995, 49, (3), 295-300 View citations (1)

1992

18. Costs of Adjustment, the Aggregation Problem and Investment
    The Review of Economics and Statistics, 1992, 74, (3), 422-29 View citations (10)