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Details about Michel Normandin

E-mail:
Homepage:http://www2.hec.ca/en/iea/profs/mnormandin/
Phone:514 340-6841
Postal address:HEC Montréal Institute of Applied Economics, 3000 Chemin de la Côte-Sainte-Catherine, Montréal, Québec, Canada, H3T 2A7
Workplace:Institut d'Économie Appliquée (Institute of Applied Economics), HEC Montréal (École des Hautes Études Commerciales) (HEC Montreal Business School), (more information at EDIRC)

Access statistics for papers by Michel Normandin.

Last updated 2019-03-31. Update your information in the RePEc Author Service.

Short-id: pno3


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Working Papers

2011

  1. Fiscal Policy and External Adjustment: New Evidence
    Cahiers de recherche, CIRPEE Downloads View citations (5)
    See also Journal Article in Journal of International Money and Finance (2014)

2010

  1. Equity Premia and State-Dependent Risks
    Cahiers de recherche, CIRPEE Downloads
    See also Journal Article in International Review of Economics & Finance (2015)
  2. Measuring the Effects of Fiscal Policy
    Cahiers de recherche, CIRPEE Downloads View citations (4)
    See also Journal Article in Journal of Economic Dynamics and Control (2014)
  3. Stock Returns and Monetary Policy: Are There Any Ties ?
    Cahiers de recherche, CIRPEE Downloads View citations (1)
    See also Journal Article in Journal of Macroeconomics (2013)

2008

  1. Do Tax Cuts Generate Twin Deficits? A Multi-Country Analysis
    Cahiers de recherche, CIRPEE Downloads View citations (1)
    See also Journal Article in Canadian Journal of Economics (2012)
  2. External and Budget Deficits in Developing Countries
    Cahiers de recherche, CIRPEE Downloads
  3. Fluctuations in the Foreign Exchange Market: How Important are Monetary Policy Shocks?
    Cahiers de recherche, CIRPEE Downloads View citations (1)
    See also Journal Article in Journal of International Economics (2010)
  4. Macroeconomic Effects of Terrorist Shocks in Israel
    Cahiers de recherche, CIRPEE Downloads
    See also Journal Article in Defence and Peace Economics (2010)

2006

  1. Fiscal Policies, External Deficits, and Budget Deficits
    Cahiers de recherche, HEC Montréal, Institut d'économie appliquée Downloads View citations (1)
    Also in Cahiers de recherche, CIRPEE (2006) Downloads View citations (2)
  2. Global versus Country-Specific Shocks and International Business Cycles
    Cahiers de recherche, CIRPEE Downloads View citations (3)
    Also in Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2005) Downloads

    See also Journal Article in Journal of Macroeconomics (2010)
  3. The Effects of Monetary-Policy Shocks on Real Wages: A Multi-Country Investigation The Effects of Monetary-Policy Shocks on Real Wages: A Multi-Country Investigationv
    Cahiers de recherche, HEC Montréal, Institut d'économie appliquée Downloads

2005

  1. An Empirical Analysis of U.S. Aggregate Portfolio Allocations
    CIRANO Working Papers, CIRANO Downloads View citations (2)
    Also in Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie (2005) Downloads View citations (2)
    Cahiers de recherche, CIRPEE (2005) Downloads View citations (2)
    Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2005) Downloads View citations (2)
  2. Closing International Real Business Cycle Models with Restricted Financial Markets
    Cahiers de recherche, HEC Montréal, Institut d'économie appliquée Downloads View citations (7)
    Also in Cahiers de recherche, CIRPEE (2005) Downloads View citations (9)

    See also Journal Article in Journal of International Money and Finance (2008)

2004

  1. Econometric Inference, Cyclical Fluctuations, and Superior Information
    Cahiers de recherche, HEC Montréal, Institut d'économie appliquée Downloads
    Also in Cahiers de recherche, CIRPEE (2004) Downloads
  2. The Current Account and the Interest Differential In Canada
    Cahiers de recherche, HEC Montréal, Institut d'économie appliquée Downloads View citations (2)
    Also in Cahiers de recherche, CIRPEE (2004) Downloads View citations (3)

2003

  1. Canadian and U.S. Financial Markets: Testing the International Integration Hypothesis Under Time-Varying Conditional Volatility
    Cahiers de recherche, HEC Montréal, Institut d'économie appliquée Downloads View citations (1)
    See also Journal Article in Canadian Journal of Economics (2004)
  2. Dynamics of the Current Account and Interest Differentials
    Cahiers de recherche, HEC Montréal, Institut d'économie appliquée Downloads View citations (6)
    Also in Cahiers de recherche, CIRPEE (2003) Downloads

    See also Journal Article in Journal of International Economics (2008)
  3. Monetary Policy Shocks: Testing Identification Conditions Under Time-Varying Conditional Volatility
    Cahiers de recherche, CIRPEE Downloads View citations (10)
    Also in Cahiers de recherche, HEC Montréal, Institut d'économie appliquée (2003) Downloads View citations (1)

    See also Journal Article in Journal of Monetary Economics (2004)
  4. Recursive Measures of Total Wealth and Portfolio Return
    Cahiers de recherche, HEC Montréal, Institut d'économie appliquée Downloads
    Also in Cahiers de recherche, CIRPEE (2003) Downloads

    See also Journal Article in Applied Financial Economics (2005)

2001

  1. Canadian Consumption and Portfolio Shares
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal Downloads View citations (3)
    See also Journal Article in Canadian Journal of Economics (2002)
  2. Labor Hoarding, Superior Information and Business Cycle Dynamics
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal Downloads View citations (2)
    See also Journal Article in Journal of Economic Dynamics and Control (2003)

2000

  1. General Equilibrium Macroeconomic Models and Superior Information
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal Downloads
    See also Journal Article in Applied Economics Letters (2002)

1999

  1. Capacity Utilization and the Dynamics of Business Cycle Fluctuations
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal Downloads View citations (2)
  2. The Integration of Financial Markets and the Conduct of Monetary Policies: The Case of Canada and the United States
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal Downloads View citations (2)
  3. Total Wealth, Consumption and Portfolio Shares: Evidence and Theory
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal Downloads

1997

  1. Aggregate Employment, Real Business Cycles, and Superior Information
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal Downloads View citations (12)
    See also Journal Article in Journal of Monetary Economics (2002)

1996

  1. Budget Deficit Persistence and the Twin Deficits Hypothesis
    Macroeconomics, University Library of Munich, Germany Downloads
    Also in Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (1994) Downloads View citations (20)

    See also Journal Article in Journal of International Economics (1999)
  2. Substitution, Risk Aversion, Taste Shocks and Equity Premia
    Working Papers, Laval - Recherche en Politique Economique
    Also in Cahiers de recherche, Université Laval - Département d'économique (1996) Downloads View citations (5)
    Finance, University Library of Munich, Germany (1996) Downloads View citations (3)
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (1996)

    See also Journal Article in Journal of Applied Econometrics (1998)
  3. The Liquidity Effect: Testing Identification Conditions Under Time-Varying Conditional Volatility
    Econometrics, University Library of Munich, Germany Downloads View citations (4)
    Also in Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal (1996) Downloads View citations (1)

1994

  1. Monetary Policy Shocks and the Labor Market
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal
  2. Precautionary Saving Motives: An Assessment from U.K. Time Series of Cross-Sections
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal View citations (11)
    See also Journal Article in Economic Journal (1996)

1992

  1. Precautionary Saving: An Explanation for Excess Sensitivity of Consumption
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal
    See also Journal Article in Journal of Business & Economic Statistics (1994)
  2. Precautionary Saving: An Explanation for Excess Smoothness of Consumption
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal View citations (1)
  3. Épargne de précaution et revenu de travail incertain: un survol de la littérature
    Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal
    See also Journal Article in L'Actualité Economique (1993)

Journal Articles

2018

  1. Separating the wheat from the chaff: A disaggregate analysis of the effects of public spending in the US
    Canadian Journal of Economics, 2018, 51, (2), 361-390 Downloads
  2. THE CONVENTIONAL MONETARY POLICY AND TERM STRUCTURE OF INTEREST RATES DURING THE FINANCIAL CRISIS
    Macroeconomic Dynamics, 2018, 22, (8), 2032-2069 Downloads

2017

  1. The price of imported capital and consumption fluctuations in emerging economies
    Journal of International Economics, 2017, 108, (C), 67-81 Downloads View citations (1)

2015

  1. Equity premia and state-dependent risks
    International Review of Economics & Finance, 2015, 38, (C), 393-409 Downloads
    See also Working Paper (2010)

2014

  1. Fiscal policy and external adjustment: New evidence
    Journal of International Money and Finance, 2014, 40, (C), 1-20 Downloads View citations (5)
    See also Working Paper (2011)
  2. Measuring the effects of fiscal policy
    Journal of Economic Dynamics and Control, 2014, 47, (C), 123-151 Downloads View citations (8)
    See also Working Paper (2010)

2013

  1. External and budget deficits in some developing countries
    Journal of International Money and Finance, 2013, 32, (C), 77-98 Downloads View citations (4)
  2. Stock returns and monetary policy: Are there any ties?
    Journal of Macroeconomics, 2013, 36, (C), 33-50 Downloads View citations (4)
    See also Working Paper (2010)

2012

  1. Do tax cuts generate twin deficits? A multi-country analysis
    Canadian Journal of Economics, 2012, 45, (4), 1667-1699 Downloads View citations (6)
    See also Working Paper (2008)

2011

  1. A procedure to evaluate cyclical fluctuations under superior information
    Applied Economics, 2011, 43, (1), 53-62 Downloads
  2. Déficits extérieur et budgétaire: jumeaux, petits cousins ou parfaits étrangers?
    L'Actualité Economique, 2011, 87, (4), 407-443 Downloads

2010

  1. Fluctuations in the foreign exchange market: How important are monetary policy shocks?
    Journal of International Economics, 2010, 81, (1), 139-153 Downloads View citations (51)
    See also Working Paper (2008)
  2. Global versus country-specific shocks and international business cycles
    Journal of Macroeconomics, 2010, 32, (1), 1-16 Downloads View citations (3)
    See also Working Paper (2006)
  3. MACROECONOMIC EFFECTS OF TERRORIST SHOCKS IN ISRAEL
    Defence and Peace Economics, 2010, 21, (4), 317-336 Downloads View citations (3)
    See also Working Paper (2008)

2008

  1. An empirical analysis of aggregate household portfolios
    Journal of Banking & Finance, 2008, 32, (8), 1583-1597 Downloads View citations (7)
  2. Closing international real business cycle models with restricted financial markets
    Journal of International Money and Finance, 2008, 27, (5), 733-756 Downloads View citations (16)
    See also Working Paper (2005)
  3. Dynamics of the current account and interest differentials
    Journal of International Economics, 2008, 74, (1), 35-52 Downloads View citations (7)
    See also Working Paper (2003)

2005

  1. Recursive measures of total wealth and portfolio return
    Applied Financial Economics, 2005, 15, (4), 287-291 Downloads
    See also Working Paper (2003)

2004

  1. Canadian and U.S. financial markets: testing the international integration hypothesis under time-varying conditional volatility
    Canadian Journal of Economics, 2004, 37, (4), 1021-1041 Downloads View citations (3)
    See also Working Paper (2003)
  2. Monetary policy shocks:: Testing identification conditions under time-varying conditional volatility
    Journal of Monetary Economics, 2004, 51, (6), 1217-1243 Downloads View citations (47)
    See also Working Paper (2003)

2003

  1. Capacity utilization, superior information, and the business cycle
    Journal of Macroeconomics, 2003, 25, (3), 283-309 Downloads
  2. Labor hoarding, superior information, and business cycle dynamics
    Journal of Economic Dynamics and Control, 2003, 28, (2), 397-418 Downloads View citations (3)
    See also Working Paper (2001)

2002

  1. Aggregate employment, real business cycles, and superior information
    Journal of Monetary Economics, 2002, 49, (3), 495-520 Downloads View citations (14)
    See also Working Paper (1997)
  2. Canadian consumption and portfolio shares
    Canadian Journal of Economics, 2002, 35, (4), 737-756 Downloads View citations (5)
    See also Working Paper (2001)
  3. General equilibrium macroeconomic models and superior information
    Applied Economics Letters, 2002, 9, (11), 727-730 Downloads
    See also Working Paper (2000)

1999

  1. Budget deficit persistence and the twin deficits hypothesis
    Journal of International Economics, 1999, 49, (1), 171-193 Downloads View citations (56)
    See also Working Paper (1996)

1998

  1. Substitution, risk aversion, taste shocks and equity premia
    Journal of Applied Econometrics, 1998, 13, (3), 265-281 Downloads View citations (26)
    See also Working Paper (1996)

1997

  1. Precautionary saving and the Deaton paradox
    Applied Economics Letters, 1997, 4, (3), 187-190 Downloads View citations (2)

1996

  1. Precautionary Saving Motives: An Assessment from UK Time Series of Cross-Sections
    Economic Journal, 1996, 106, (438), 1193-1208 Downloads View citations (36)
    See also Working Paper (1994)

1994

  1. Precautionary Saving: An Explanation for Excess Sensitivity of Consumption
    Journal of Business & Economic Statistics, 1994, 12, (2), 205-19 View citations (7)
    See also Working Paper (1992)

1993

  1. Épargne de précaution et revenu de travail incertain: un survol de la littérature
    L'Actualité Economique, 1993, 69, (4), 347-364 Downloads View citations (1)
    See also Working Paper (1992)
 
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