Details about Zisimos Koustas

Access statistics for papers by Zisimos Koustas.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pko130

Working Papers

2015

1. Monetary Neutrality
   Working Papers, Department of Economics, University of Calgary View citations (5)
   See also Journal Article MONETARY NEUTRALITY, Macroeconomic Dynamics, Cambridge University Press (2019) (2019)

2010

2. Estimation of a nonlinear Taylor rule using real-time U.S. data
   Working Papers, Brock University, Department of Economics View citations (2)
3. Instrumental variable estimation of a nonlinear Taylor rule
   Working Papers, Brock University, Department of Economics View citations (1)
   See also Journal Article Instrumental variable estimation of a nonlinear Taylor rule, Empirical Economics, Springer (2012) View citations (9) (2012)

2006

4. Policy-Induced Mean Reversion in the Real Interest Rate?
   Working Papers, Brock University, Department of Economics View citations (2)
   Also in Working Papers, Brock University, Department of Economics (2005) View citations (1)
5. Threshold Random Walks in the U.S. Stock Market
   Working Papers, Brock University, Department of Economics View citations (1)
   See also Journal Article Threshold random walks in the US stock market, Chaos, Solitons & Fractals, Elsevier (2008) (2008)

1998

6. On the Fisher Effect
   Working Papers, Calgary - Department of Economics View citations (14)
   See also Journal Article On the Fisher effect, Journal of Monetary Economics, Elsevier (1999) View citations (82) (1999)
7. On the Long-Run Fisher Effect: A Fractional Cointegration Approach
   Working Papers, Brock University, Department of Economics

1996

8. Canadian Evidence on Long-Run Neutrality Propositions
   Working Papers, Brock University, Department of Economics View citations (2)
   Also in Working Papers, York (Canada) - Department of Economics (1996)
   See also Journal Article Canadian Evidence on Long-Run Neutrality Propositions, Journal of Macroeconomics, Elsevier (1998) View citations (17) (1998)
9. The prospects for a Common European Currency: An Economic Assessment
   Working Papers, Brock University, Department of Economics
   Also in Working Papers, York (Canada) - Department of Economics (1996)

1994

10. Unemployment Hysteresis in Canada: An Approach Based on Long-Memory Time Series Models
    Working Papers, Brock University, Department of Economics View citations (20)

1989

11. Currency Substitution and Exchange Rate Dynamics: A Note
    Working Papers, Brock University, Department of Economics View citations (2)

Journal Articles

2019

1. MONETARY NEUTRALITY
   Macroeconomic Dynamics, 2019, 23, (6), 2133-2149
   See also Working Paper Monetary Neutrality, Working Papers (2015) View citations (5) (2015)

2012

2. Instrumental variable estimation of a nonlinear Taylor rule
   Empirical Economics, 2012, 42, (1), 1-20 View citations (9)
   See also Working Paper Instrumental variable estimation of a nonlinear Taylor rule, Working Papers (2010) View citations (1) (2010)

2010

3. Evidence of nonlinear mean reversion in the real interest rate
   Applied Economics, 2010, 42, (2), 237-248 View citations (14)

2008

4. Threshold random walks in the US stock market
   Chaos, Solitons & Fractals, 2008, 37, (1), 43-48
   See also Working Paper Threshold Random Walks in the U.S. Stock Market, Working Papers (2006) View citations (1) (2006)

2005

5. Rational bubbles or persistent deviations from market fundamentals?
   Journal of Banking & Finance, 2005, 29, (10), 2523-2539 View citations (65)

2003

6. Long-run Phillips-type trade-offs in European Union countries
   Economic Modelling, 2003, 20, (4), 679-701 View citations (16)

2001

7. Monetary Aggregation and the Neutrality of Money
   Economic Inquiry, 2001, 39, (1), 124-38 View citations (5)
   See also Chapter Monetary Aggregation and the Neutrality of Money, World Scientific Book Chapters, 2006, 72-95 (2006) (2006)

1999

8. On the Fisher effect
   Journal of Monetary Economics, 1999, 44, (1), 105-130 View citations (82)
   See also Working Paper On the Fisher Effect, Working Papers (1998) View citations (14) (1998)

1998

9. Canadian Evidence on Long-Run Neutrality Propositions
   Journal of Macroeconomics, 1998, 20, (2), 397-411 View citations (17)
   See also Working Paper Canadian Evidence on Long-Run Neutrality Propositions, Working Papers (1996) View citations (2) (1996)
10. International Evidence on the Neutrality of Money
    Journal of Money, Credit and Banking, 1998, 30, (1), 1-25 View citations (45)

1988

11. Is there a phillips curve in Canada? A rational expectations approach
    Journal of Macroeconomics, 1988, 10, (3), 421-433 View citations (2)
12. Testing for Short-run Money Neutrality in a Small Open Economy: The Case of Canada
    Empirical Economics, 1988, 13, (2), 103-20 View citations (2)

Chapters

2006

1. Monetary Aggregation and the Neutrality of Money
   Chapter 4 in Money And The Economy, 2006, pp 72-95
   See also Journal Article Monetary Aggregation and the Neutrality of Money, Western Economic Association International (2001) View citations (5) (2001)