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Details about Jean-Francois Lamarche

E-mail:
Homepage:http://coffee.econ.brocku.ca/jfl/index.html
Postal address:500 Glenridge Avenue St. Catharines, Ontario L2S 3A1
Workplace:Department of Economics, Brock University, (more information at EDIRC)

Access statistics for papers by Jean-Francois Lamarche.

Last updated 2017-07-07. Update your information in the RePEc Author Service.

Short-id: pla154


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Working Papers

2011

  1. Structural change tests based on implied probabilities for GEL criteria
    Working Papers, Brock University, Department of Economics Downloads
    See also Journal Article in Econometric Theory (2012)

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)
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2012)
  2. Have Structural Changes Eliminated the Out-of-Sample Ability of Financial Variables To Forecast Real Activity After the Mid-1980s? Evidence From the Canadian Economy
    Working Papers, Brock University, Department of Economics Downloads View citations (2)
    See also Journal Article in Applied Economics (2012)
  3. Instrumental variable estimation of a nonlinear Taylor rule
    Working Papers, Brock University, Department of Economics Downloads View citations (1)
    See also Journal Article in Empirical Economics (2012)
  4. Structural change tests for GEL criteria
    Working Papers, Brock University, Department of Economics Downloads View citations (5)

2008

  1. The Information Content of Implied Probabilities to Detect Structural Change
    Working Papers, Brock University, Department of Economics Downloads
    Also in Cahiers de recherche, CIRPEE (2008) Downloads
  2. The impact of structural breaks on the stability of the out-of-sample predictive content of financial variables for Canada's real GDP growth: An encompassing approach
    Working Papers, Brock University, Department of Economics Downloads

2007

  1. Anticipation and Real Business Cycles
    Working Papers, Brock University, Department of Economics Downloads View citations (1)

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

2001

  1. Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence
    Working Paper, Economics Department, Queen's University Downloads
    See also Journal Article in Journal of Econometrics (2002)

Journal Articles

2012

  1. Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data
    Studies in Nonlinear Dynamics & Econometrics, 2012, 16, (5), 1-26 Downloads View citations (3)
    See also Working Paper (2010)
  2. Have structural changes eliminated the out-of-sample ability of financial variables to forecast real activity after the mid-1980s? Evidence from the Canadian economy
    Applied Economics, 2012, 44, (30), 3965-3985 Downloads View citations (1)
    See also Working Paper (2010)
  3. Instrumental variable estimation of a nonlinear Taylor rule
    Empirical Economics, 2012, 42, (1), 1-20 Downloads View citations (5)
    See also Working Paper (2010)
  4. STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA
    Econometric Theory, 2012, 28, (6), 1186-1228 Downloads
    See also Working Paper (2011)

2010

  1. Evidence of nonlinear mean reversion in the real interest rate
    Applied Economics, 2010, 42, (2), 237-248 Downloads View citations (11)

2006

  1. Estimating baselines for climate change for less developed countries: the case of the Sahel
    Climate Policy, 2006, 6, (2), 231-240 Downloads

2004

  1. The Numerical Performance of Fast Bootstrap Procedures
    Computational Economics, 2004, 23, (4), 379-389 Downloads View citations (4)

2003

  1. A robust bootstrap test under heteroskedasticity
    Economics Letters, 2003, 79, (3), 353-359 Downloads

2002

  1. Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence
    Journal of Econometrics, 2002, 107, (1-2), 213-233 Downloads View citations (10)
    See also Working Paper (2001)
 
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