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Details about Kevin Moran

E-mail:
Homepage:http://www.ecn.ulaval.ca/kevin.moran/
Phone:4186562131-5870
Postal address:Department of Economics, Laval University Québec, QC, Canada, G1K 7P4
Workplace:Département d'Économique (Department of Economics), Université Laval (Laval University), (more information at EDIRC)
Bank of Canada, (more information at EDIRC)

Access statistics for papers by Kevin Moran.

Last updated 2019-07-02. Update your information in the RePEc Author Service.

Short-id: pmo33


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Working Papers

2018

  1. 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 Downloads
  2. Monitoring Bank Failures in a Data-Rich Environment
    Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques Downloads
  3. 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 Downloads

2016

  1. Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (5)
    Also in CIRANO Working Papers, CIRANO (2016) Downloads View citations (5)
  2. 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 Downloads

2015

  1. A New Formulation of Maximum Diversification Indexation Using Rao's Quadratic Entropy
    Cahiers de recherche, CIRPEE Downloads View citations (1)
    Also in Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques (2015) Downloads View citations (1)
  2. Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries
    Staff Working Papers, Bank of Canada Downloads View citations (1)
    Also in CIRANO Working Papers, CIRANO (2012) Downloads View citations (1)
    Cahiers de recherche, CIRPEE (2012) Downloads View citations (1)

    See also Journal Article in Canadian Journal of Economics (2017)
  3. Securities Transactions Taxes and Financial Crises
    CIRANO Working Papers, CIRANO Downloads
    Also in Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques (2015) Downloads
    Cahiers de recherche, CIRPEE (2015) Downloads
  4. Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy
    Cahiers de recherche, CIRPEE Downloads View citations (5)
    Also in Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques (2015) Downloads View citations (2)
    CIRANO Working Papers, CIRANO (2015) Downloads View citations (2)

2014

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

2012

  1. Inflation and Growth: A New Keynesian Perspective
    Staff Working Papers, Bank of Canada Downloads View citations (3)
    Also in Cahiers de recherche, CIRPEE (2012) Downloads View citations (1)
    CIRANO Working Papers, CIRANO (2012) Downloads View citations (1)

2011

  1. Bank Leverage Regulation and Macroeconomic Dynamics
    Cahiers de recherche, CIRPEE Downloads View citations (44)
    Also in CIRANO Working Papers, CIRANO (2011) Downloads View citations (55)
    2010 Meeting Papers, Society for Economic Dynamics (2010) Downloads View citations (3)
    Staff Working Papers, Bank of Canada (2011) Downloads View citations (76)

2010

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

2008

  1. The Role of Bank Capital in the Propagation of Shocks
    Staff Working Papers, Bank of Canada Downloads View citations (24)
    See also Journal Article in Journal of Economic Dynamics and Control (2010)

2007

  1. Are Inflation Expectations Rational?
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (3)
    Also in Macroeconomics, University Library of Munich, Germany (2005) Downloads View citations (10)

    See also Journal Article in Journal of Monetary Economics (2008)
  2. Trend Inflation, Wage and Price Rigidities, and Welfare
    Cahiers de recherche, CIRPEE Downloads View citations (2)
    Also in Staff Working Papers, Bank of Canada (2007) Downloads View citations (1)

2006

  1. Forecasting Canadian Time Series With the New-Keynesian Model
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (3)
    Also in Cahiers de recherche, CIRPEE (2005) Downloads
    Staff Working Papers, Bank of Canada (2006) Downloads View citations (3)

    See also Journal Article in Canadian Journal of Economics (2008)

2005

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

2004

  1. Bank Capital, Agency Costs, and Monetary Policy
    2004 Meeting Papers, Society for Economic Dynamics View citations (25)
    Also in Staff Working Papers, Bank of Canada (2004) Downloads View citations (23)
  2. Inflation Expectations and Learning about Monetary Policy
    DNB Staff Reports (discontinued), Netherlands Central Bank Downloads
    Also in Staff Working Papers, Bank of Canada (2002) Downloads View citations (15)
  3. Search in Financial Markets, and Monetary Policy
    Computing in Economics and Finance 2004, Society for Computational Economics Downloads View citations (2)

2003

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

2002

  1. Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data
    Staff Working Papers, Bank of Canada Downloads View citations (8)
  2. Labour Markets, Liquidity, and Monetary Policy Regimes
    Staff Working Papers, Bank of Canada Downloads
    See also Journal Article in Canadian Journal of Economics (2004)

Journal Articles

2019

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

2018

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

2017

  1. Exchange rate fluctuations and labour market adjustments in Canadian manufacturing industries
    Canadian Journal of Economics, 2017, 50, (1), 72-93 Downloads View citations (1)
    See also Working Paper (2015)

2016

  1. The elusive boost from cheap oil
    FRBSF Economic Letter, 2016 Downloads

2013

  1. Forecasting regional GDP with factor models: How useful are national and international data?
    Economics Letters, 2013, 121, (2), 267-270 Downloads View citations (13)

2010

  1. The role of bank capital in the propagation of shocks
    Journal of Economic Dynamics and Control, 2010, 34, (3), 555-576 Downloads View citations (275)
    See also Working Paper (2008)

2009

  1. Trend inflation, wage and price rigidities, and productivity growth
    Journal of Monetary Economics, 2009, 56, (3), 353-364 Downloads View citations (48)

2008

  1. Are inflation expectations rational?
    Journal of Monetary Economics, 2008, 55, (2), 406-422 Downloads View citations (55)
    See also Working Paper (2007)
  2. Forecasting Canadian time series with the New Keynesian model
    Canadian Journal of Economics, 2008, 41, (1), 138-165 View citations (15)
    See also Working Paper (2006)

2004

  1. Labour markets, liquidity, and monetary policy regimes
    Canadian Journal of Economics, 2004, 37, (2), 392-420 Downloads View citations (8)
    See also Working Paper (2002)

2001

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