Details about Jean-Francois Lamarche

Access statistics for papers by Jean-Francois Lamarche.

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Short-id: pla154

Working Papers

2011

1. Structural change tests based on implied probabilities for GEL criteria
   Working Papers, Brock University, Department of Economics
   See also Journal Article STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA, Econometric Theory, Cambridge University Press (2012) (2012)

2010

2. Estimation of a nonlinear Taylor rule using real-time U.S. data
   Working Papers, Brock University, Department of Economics View citations (2)
   See also Journal Article Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2012) View citations (6) (2012)
3. 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 View citations (2)
   See also Journal Article 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, Taylor & Francis Journals (2012) View citations (1) (2012)
4. 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)
5. Structural change tests for GEL criteria
   Working Papers, Brock University, Department of Economics View citations (5)

2008

6. The Information Content of Implied Probabilities to Detect Structural Change
   Cahiers de recherche, CIRPEE
   Also in Working Papers, Brock University, Department of Economics (2008)
7. 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

2007

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

2006

9. 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)
10. Threshold Random Walks in the U.S. Stock Market
    Working Papers, Brock University, Department of Economics View citations (1)

2001

11. Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence
    Working Paper, Economics Department, Queen's University
    See also Journal Article Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence, Journal of Econometrics, Elsevier (2002) View citations (11) (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), 26 View citations (6)
   See also Working Paper Estimation of a nonlinear Taylor rule using real-time U.S. data, Working Papers (2010) View citations (2) (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 View citations (1)
   See also Working Paper 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 (2010) View citations (2) (2010)
3. 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)
4. STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA
   Econometric Theory, 2012, 28, (6), 1186-1228
   See also Working Paper Structural change tests based on implied probabilities for GEL criteria, Working Papers (2011) (2011)

2010

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

2006

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

2004

7. The Numerical Performance of Fast Bootstrap Procedures
   Computational Economics, 2004, 23, (4), 379-389 View citations (5)

2003

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

2002

9. Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence
   Journal of Econometrics, 2002, 107, (1-2), 213-233 View citations (11)
   See also Working Paper Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence, Working Paper (2001) (2001)