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Details about Zisimos Koustas

Homepage:http://spartan.ac.brocku.ca/~zkoustas/
Workplace:Department of Economics, Brock University, (more information at EDIRC)

Access statistics for papers by Zisimos Koustas.

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

Short-id: pko130


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Working Papers

2015

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

2010

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

2006

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

1998

  1. 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) Downloads View citations (82) (1999)
  2. On the Long-Run Fisher Effect: A Fractional Cointegration Approach
    Working Papers, Brock University, Department of Economics

1996

  1. 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) Downloads View citations (17) (1998)
  2. The prospects for a Common European Currency: An Economic Assessment
    Working Papers, York (Canada) - Department of Economics
    Also in Working Papers, Brock University, Department of Economics (1996)

1994

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

1989

  1. 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 Downloads
    See also Working Paper Monetary Neutrality, Working Papers (2015) Downloads View citations (5) (2015)

2012

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

2010

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

2008

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

2005

  1. Rational bubbles or persistent deviations from market fundamentals?
    Journal of Banking & Finance, 2005, 29, (10), 2523-2539 Downloads View citations (64)

2003

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

2001

  1. 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) Downloads (2006)

1999

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

1998

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

1988

  1. Is there a phillips curve in Canada? A rational expectations approach
    Journal of Macroeconomics, 1988, 10, (3), 421-433 Downloads View citations (2)
  2. 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 Downloads
    See also Journal Article Monetary Aggregation and the Neutrality of Money, Western Economic Association International (2001) View citations (5) (2001)
 
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