Details about Kevin Moran

Access statistics for papers by Kevin Moran.

Last updated 2023-03-15. Update your information in the RePEc Author Service.

Short-id: pmo33

Working Papers

2021

1. The RQE-CAPM: New insights about the pricing of idiosyncratic risk
   CIRANO Working Papers, CIRANO
2. The political reception of innovations
   Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques

2020

3. Forecasting Bank Failures in a Data-Rich Environment
   Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management
4. Incertitude et effets macroéconomiques: mise à jour dans le contexte de la pandémie COVID-19
   CIRANO Papers, CIRANO
5. Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications
   Working Paper Series, Federal Reserve Bank of San Francisco View citations (3)
   Also in CIRANO Working Papers, CIRANO (2016) View citations (13)
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2016) View citations (9)
   See also Journal Article in The Review of Economics and Statistics (2023)
6. Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy
   Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management
   Also in CIRANO Working Papers, CIRANO (2020) View citations (4)
   See also Journal Article in Canadian Journal of Economics/Revue canadienne d'économique (2022)
7. The Determinants of Consumers' Inflation Expectations: Evidence from the US and Canada
   Staff Working Papers, Bank of Canada View citations (2)

2019

8. Incertitude macroéconomique canadienne: mesure, évaluation et effets sur lâinvestissement
   CIRANO Project Reports, CIRANO

2018

9. Forecasting with Many Predictors: How Useful are National and International Confidence Data?
   Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques
10. Monitoring Bank Failures in a Data-Rich Environment
    Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques
11. Optimal Bayesian Estimation of Financial Frictions: An Encompassing View
    Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques

2016

12. Using Confidence Data to Forecast the Canadian Business Cycle
    Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques

2015

13. A New Formulation of Maximum Diversification Indexation Using Rao's Quadratic Entropy
    Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques View citations (1)
    Also in Cahiers de recherche, CIRPEE (2015) View citations (1)
14. Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries
    Staff Working Papers, Bank of Canada View citations (1)
    Also in CIRANO Working Papers, CIRANO (2012) View citations (2)
    Cahiers de recherche, CIRPEE (2012) View citations (1)
    See also Journal Article in Canadian Journal of Economics/Revue canadienne d'économique (2017)
15. Securities Transactions Taxes and Financial Crises
    Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques View citations (1)
    Also in CIRANO Working Papers, CIRANO (2015) View citations (1)
    Cahiers de recherche, CIRPEE (2015) View citations (1)
16. Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy
    CIRANO Working Papers, CIRANO View citations (4)
    Also in Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques (2015) View citations (8)
    Cahiers de recherche, CIRPEE (2015) View citations (5)

2014

17. Bank Capital, Credit Market Frictions and International Shocks Transmission
    MPRA Paper, University Library of Munich, Germany View citations (1)

2012

18. Inflation and Growth: A New Keynesian Perspective
    Staff Working Papers, Bank of Canada View citations (3)
    Also in CIRANO Working Papers, CIRANO (2012) View citations (3)
    Cahiers de recherche, CIRPEE (2012) View citations (3)

2011

19. Bank Leverage Regulation and Macroeconomic Dynamics
    Cahiers de recherche, CIRPEE View citations (85)
    Also in 2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (5)
    CIRANO Working Papers, CIRANO (2011) View citations (94)
    Staff Working Papers, Bank of Canada (2011) View citations (100)

2010

20. Trend inflation, nominal rigidities, and endogenous growth
    2010 Meeting Papers, Society for Economic Dynamics

2008

21. The Role of Bank Capital in the Propagation of Shocks
    Staff Working Papers, Bank of Canada View citations (32)
    See also Journal Article in Journal of Economic Dynamics and Control (2010)

2007

22. Are Inflation Expectations Rational?
    Working Paper series, Rimini Centre for Economic Analysis View citations (14)
    Also in Macroeconomics, University Library of Munich, Germany (2005) View citations (12)
    See also Journal Article in Journal of Monetary Economics (2008)
23. Trend Inflation, Wage and Price Rigidities, and Welfare
    Cahiers de recherche, CIRPEE View citations (2)
    Also in Staff Working Papers, Bank of Canada (2007) View citations (2)

2006

24. Forecasting Canadian Time Series With the New-Keynesian Model
    Working Papers Central Bank of Chile, Central Bank of Chile View citations (8)
    Also in Cahiers de recherche, CIRPEE (2005)
    Staff Working Papers, Bank of Canada (2006) View citations (10)
    See also Journal Article in Canadian Journal of Economics (2008)

2005

25. Forecasting with the New-Keynesian Model: An Experiment with Canadian Data
    Computing in Economics and Finance 2005, Society for Computational Economics View citations (1)
26. Learning and the Welfare Implications of Changing Inflation Targets
    Cahiers de recherche, CIRPEE View citations (3)

2004

27. Bank Capital, Agency Costs, and Monetary Policy
    Staff Working Papers, Bank of Canada View citations (36)
    Also in 2004 Meeting Papers, Society for Economic Dynamics (2004) View citations (38)
28. Search in Financial Markets, and Monetary Policy
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (2)

2003

29. Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model
    Staff Working Papers, Bank of Canada View citations (7)

2002

30. Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data
    Staff Working Papers, Bank of Canada View citations (10)
31. Inflation Expectations and Learning about Monetary Policy
    Staff Working Papers, Bank of Canada View citations (18)
32. Labour Markets, Liquidity, and Monetary Policy Regimes
    Staff Working Papers, Bank of Canada View citations (1)
    See also Journal Article in Canadian Journal of Economics (2004)

Journal Articles

2023

1. Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications
   The Review of Economics and Statistics, 2023, 105, (2), 392-407
   See also Working Paper (2020)

2022

2. Macroeconomic uncertainty and the COVID‐19 pandemic: Measure and impacts on the Canadian economy
   Canadian Journal of Economics/Revue canadienne d'économique, 2022, 55, (S1), 379-405 View citations (3)
   See also Working Paper (2020)

2019

3. Does confidence data help forecast business cycles? New evidence from Canada
   Applied Economics, 2019, 51, (21), 2289-2312 View citations (1)

2018

4. Gradual learning about shocks and the forward premium puzzle
   Journal of International Money and Finance, 2018, 88, (C), 79-100 View citations (2)
5. Rao’s quadratic entropy and maximum diversification indexation
   Quantitative Finance, 2018, 18, (6), 1017-1031 View citations (2)

2017

6. Exchange rate fluctuations and labour market adjustments in Canadian manufacturing industries
   Canadian Journal of Economics/Revue canadienne d'économique, 2017, 50, (1), 72-93 View citations (1)
   Also in Canadian Journal of Economics, 2017, 50, (1), 72-93 (2017) View citations (1)
   See also Working Paper (2015)

2016

7. The elusive boost from cheap oil
   FRBSF Economic Letter, 2016 View citations (2)

2013

8. Forecasting regional GDP with factor models: How useful are national and international data?
   Economics Letters, 2013, 121, (2), 267-270 View citations (19)

2010

9. The role of bank capital in the propagation of shocks
   Journal of Economic Dynamics and Control, 2010, 34, (3), 555-576 View citations (356)
   See also Working Paper (2008)

2009

10. Trend inflation, wage and price rigidities, and productivity growth
    Journal of Monetary Economics, 2009, 56, (3), 353-364 View citations (58)

2008

11. Are inflation expectations rational?
    Journal of Monetary Economics, 2008, 55, (2), 406-422 View citations (64)
    See also Working Paper (2007)
12. Forecasting Canadian time series with the New Keynesian model
    Canadian Journal of Economics, 2008, 41, (1), 138-165 View citations (17)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2008, 41, (1), 138-165 (2008) View citations (12)
    See also Working Paper (2006)

2004

13. Labour markets, liquidity, and monetary policy regimes
    Canadian Journal of Economics, 2004, 37, (2), 392-420 View citations (9)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2004, 37, (2), 392-420 (2004) View citations (4)
    See also Working Paper (2002)

2001

14. Dynamic General-Equilibrium Models and Why the Bank of Canada is Interested in Them
    Bank of Canada Review, 2001, 2000-2001, (Winter), 3-12 View citations (3)