Details about Kevin Moran

Access statistics for papers by Kevin Moran.

Last updated 2025-04-24. Update your information in the RePEc Author Service.

Short-id: pmo33

Working Papers

2025

1. Impacts macroéconomiques d’une guerre tarifaire Canada–États-Unis
   CIRANO Papers, CIRANO
2. Macroeconomic Impacts of a Canada-U.S. Tariff War
   CIRANO Papers, CIRANO

2024

3. Pessimism could plunge us into a recession
   CIRANO Papers, CIRANO
4. Risk Scenarios and Macroeconomic Forecasts
   Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management
5. Risk Scenarios and Macroeconomic Impacts: Insights for Canadian Policy
   CIRANO Working Papers, CIRANO
6. Scénarios de risque et prévisions macroéconomiques
   CIRANO Project Reports, CIRANO

2023

7. Confiance et activité économique: analyse d’impact sur l’économie canadienne
   CIRANO Project Reports, CIRANO View citations (2)
8. Financial analysts, market discipline in banking and economic stabilization
   Post-Print, HAL
9. Le pessimisme risque de nous plonger dans une récession
   CIRANO Papers, CIRANO

2021

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

2020

12. Forecasting Bank Failures in a Data-Rich Environment
    Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management
13. Incertitude et effets macroéconomiques: mise à jour dans le contexte de la pandémie COVID-19
    CIRANO Papers, CIRANO
14. 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 Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications, The Review of Economics and Statistics, MIT Press (2023) (2023)
15. 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 (6)
    See also Journal Article Macroeconomic uncertainty and the COVID‐19 pandemic: Measure and impacts on the Canadian economy, Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2022) View citations (6) (2022)
16. The Determinants of Consumers' Inflation Expectations: Evidence from the US and Canada
    Staff Working Papers, Bank of Canada View citations (2)

2019

17. Incertitude macroéconomique canadienne: mesure, évaluation et effets sur l’investissement
    CIRANO Project Reports, CIRANO

2018

18. 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
19. Monitoring Bank Failures in a Data-Rich Environment
    Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques View citations (1)
20. 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 View citations (1)

2016

21. 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

22. 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)
23. 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 Exchange rate fluctuations and labour market adjustments in Canadian manufacturing industries, Canadian Journal of Economics, Canadian Economics Association (2017) View citations (1) (2017)
24. Securities Transactions Taxes and Financial Crises
    CIRANO Working Papers, CIRANO View citations (1)
    Also in Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques (2015) View citations (1)
    Cahiers de recherche, CIRPEE (2015) View citations (1)
25. Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy
    Cahiers de recherche, CIRPEE View citations (5)
    Also in CIRANO Working Papers, CIRANO (2015) View citations (4)
    Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques (2015) View citations (8)
    See also Journal Article Unifying Portfolio Diversification Measures Using Rao’s Quadratic Entropy, Journal of Quantitative Economics, Springer (2023) (2023)

2014

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

2012

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

2011

28. Bank Leverage Regulation and Macroeconomic Dynamics
    CIRANO Working Papers, CIRANO View citations (100)
    Also in Staff Working Papers, Bank of Canada (2011) View citations (106)
    Cahiers de recherche, CIRPEE (2011) View citations (90)
    2010 Meeting Papers, Society for Economic Dynamics (2010) View citations (5)

2010

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

2008

30. The Role of Bank Capital in the Propagation of Shocks
    Staff Working Papers, Bank of Canada View citations (33)
    See also Journal Article The role of bank capital in the propagation of shocks, Journal of Economic Dynamics and Control, Elsevier (2010) View citations (387) (2010)

2007

31. 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 Are inflation expectations rational?, Journal of Monetary Economics, Elsevier (2008) View citations (66) (2008)
32. Trend Inflation, Wage and Price Rigidities, and Welfare
    Staff Working Papers, Bank of Canada View citations (2)
    Also in Cahiers de recherche, CIRPEE (2007) View citations (2)

2006

33. 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 Forecasting Canadian time series with the New Keynesian model, Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2008) View citations (14) (2008)

2005

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

2004

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

2003

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

2002

39. Estimated DGE Models and Forecasting Accuracy: A Preliminary Investigation with Canadian Data
    Staff Working Papers, Bank of Canada View citations (10)
40. Inflation Expectations and Learning about Monetary Policy
    Staff Working Papers, Bank of Canada View citations (18)
41. Labour Markets, Liquidity, and Monetary Policy Regimes
    Staff Working Papers, Bank of Canada View citations (1)
    See also Journal Article Labour markets, liquidity, and monetary policy regimes, Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2004) View citations (4) (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 Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications, Working Paper Series (2020) View citations (3) (2020)
2. Unifying Portfolio Diversification Measures Using Rao’s Quadratic Entropy
   Journal of Quantitative Economics, 2023, 21, (4), 769-802
   See also Working Paper Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy, Cahiers de recherche (2015) View citations (5) (2015)

2022

3. 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 (6)
   See also Working Paper Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy, Working Papers (2020) (2020)

2019

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

2018

5. Gradual learning about shocks and the forward premium puzzle
   Journal of International Money and Finance, 2018, 88, (C), 79-100 View citations (2)
6. Rao’s quadratic entropy and maximum diversification indexation
   Quantitative Finance, 2018, 18, (6), 1017-1031 View citations (3)

2017

7. Exchange rate fluctuations and labour market adjustments in Canadian manufacturing industries
   Canadian Journal of Economics, 2017, 50, (1), 72-93 View citations (1)
   Also in Canadian Journal of Economics/Revue canadienne d'économique, 2017, 50, (1), 72-93 (2017) View citations (1)
   See also Working Paper Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries, Staff Working Papers (2015) View citations (1) (2015)

2016

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

2013

9. Forecasting regional GDP with factor models: How useful are national and international data?
   Economics Letters, 2013, 121, (2), 267-270 View citations (22)

2010

10. The role of bank capital in the propagation of shocks
    Journal of Economic Dynamics and Control, 2010, 34, (3), 555-576 View citations (387)
    See also Working Paper The Role of Bank Capital in the Propagation of Shocks, Staff Working Papers (2008) View citations (33) (2008)

2009

11. Trend inflation, wage and price rigidities, and productivity growth
    Journal of Monetary Economics, 2009, 56, (3), 353-364 View citations (66)

2008

12. Are inflation expectations rational?
    Journal of Monetary Economics, 2008, 55, (2), 406-422 View citations (66)
    See also Working Paper Are Inflation Expectations Rational?, Working Paper series (2007) View citations (14) (2007)
13. Forecasting Canadian time series with the New Keynesian model
    Canadian Journal of Economics/Revue canadienne d'économique, 2008, 41, (1), 138-165 View citations (14)
    Also in Canadian Journal of Economics, 2008, 41, (1), 138-165 (2008) View citations (18)
    See also Working Paper Forecasting Canadian Time Series With the New-Keynesian Model, Working Papers Central Bank of Chile (2006) View citations (8) (2006)

2004

14. Labour markets, liquidity, and monetary policy regimes
    Canadian Journal of Economics/Revue canadienne d'économique, 2004, 37, (2), 392-420 View citations (4)
    Also in Canadian Journal of Economics, 2004, 37, (2), 392-420 (2004) View citations (9)
    See also Working Paper Labour Markets, Liquidity, and Monetary Policy Regimes, Staff Working Papers (2002) View citations (1) (2002)

2001

15. 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)