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
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Working Papers
2021
- The RQE-CAPM: New insights about the pricing of idiosyncratic risk
CIRANO Working Papers, CIRANO
- The political reception of innovations
Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques
2020
- Forecasting Bank Failures in a Data-Rich Environment
Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management
- Incertitude et effets macroéconomiques: mise à jour dans le contexte de la pandémie COVID-19
CIRANO Papers, CIRANO
- 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)
- 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)
- The Determinants of Consumers' Inflation Expectations: Evidence from the US and Canada
Staff Working Papers, Bank of Canada View citations (2)
2019
- Incertitude macroéconomique canadienne: mesure, évaluation et effets sur lâinvestissement
CIRANO Project Reports, CIRANO
2018
- 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
- Monitoring Bank Failures in a Data-Rich Environment
Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques
- 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
- 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
- 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)
- 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)
- 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)
- 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
- Bank Capital, Credit Market Frictions and International Shocks Transmission
MPRA Paper, University Library of Munich, Germany View citations (1)
2012
- 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
- 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
- Trend inflation, nominal rigidities, and endogenous growth
2010 Meeting Papers, Society for Economic Dynamics
2008
- 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
- 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)
- 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
- 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
- Forecasting with the New-Keynesian Model: An Experiment with Canadian Data
Computing in Economics and Finance 2005, Society for Computational Economics View citations (1)
- Learning and the Welfare Implications of Changing Inflation Targets
Cahiers de recherche, CIRPEE View citations (3)
2004
- 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)
- Search in Financial Markets, and Monetary Policy
Computing in Economics and Finance 2004, Society for Computational Economics View citations (2)
2003
- Simple Monetary Policy Rules in an Open-Economy, Limited-Participation Model
Staff Working Papers, Bank of Canada View citations (7)
2002
- Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data
Staff Working Papers, Bank of Canada View citations (10)
- Inflation Expectations and Learning about Monetary Policy
Staff Working Papers, Bank of Canada View citations (18)
- 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
- 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
- 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
- Does confidence data help forecast business cycles? New evidence from Canada
Applied Economics, 2019, 51, (21), 2289-2312 View citations (1)
2018
- Gradual learning about shocks and the forward premium puzzle
Journal of International Money and Finance, 2018, 88, (C), 79-100 View citations (2)
- Rao’s quadratic entropy and maximum diversification indexation
Quantitative Finance, 2018, 18, (6), 1017-1031 View citations (2)
2017
- 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
- The elusive boost from cheap oil
FRBSF Economic Letter, 2016 View citations (2)
2013
- Forecasting regional GDP with factor models: How useful are national and international data?
Economics Letters, 2013, 121, (2), 267-270 View citations (19)
2010
- 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
- Trend inflation, wage and price rigidities, and productivity growth
Journal of Monetary Economics, 2009, 56, (3), 353-364 View citations (58)
2008
- Are inflation expectations rational?
Journal of Monetary Economics, 2008, 55, (2), 406-422 View citations (64)
See also Working Paper (2007)
- 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
- 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
- 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)
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