Details about Apostolos Serletis

Homepage:	https://profiles.ucalgary.ca/apostolos-serletis
Phone:	403-220-4092
Postal address:	Apostolos Serletis Department of Economics University of Calgary Calgary, Alberta T2N 1N4 CANADA
Workplace:	Department of Economics, University of Calgary, (more information at EDIRC)

Access statistics for papers by Apostolos Serletis.

Last updated 2023-09-18. Update your information in the RePEc Author Service.

Short-id: pse31

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Working Papers

2019

1. Consumption, Leisure, and Money
   Working Papers, Department of Economics, University of Calgary View citations (3)
   See also Journal Article in Macroeconomic Dynamics (2021)
2. Interest Rates, Money, and Economic Activity
   Working Papers, Department of Economics, University of Calgary View citations (3)
   See also Journal Article in Macroeconomic Dynamics (2021)
3. Interfuel Substitution: Evidence from the Markov Switching Minflex Laurent Demand System with BEKK Errors
   Working Papers, Department of Economics, University of Calgary View citations (4)
   See also Journal Article in The Energy Journal (2019)
4. Markov Switching Oil Price Uncertainty
   Working Papers, Department of Economics, University of Calgary View citations (11)
   See also Journal Article in Oxford Bulletin of Economics and Statistics (2019)
5. On the Markov Switching Welfare Cost of Inflation
   Working Papers, Department of Economics, University of Calgary View citations (4)
   See also Journal Article in Journal of Economic Dynamics and Control (2019)
6. Technical Change in U.S. Industries
   Working Papers, Department of Economics, University of Calgary
   See also Journal Article in Economic Modelling (2020)

2018

7. Banking Technology in a Markov Switching Economy
   Working Papers, Department of Economics, University of Calgary
   See also Journal Article in Journal of Macroeconomics (2019)
8. Conditional Correlation Demand Systems
   Working Papers, Department of Economics, University of Calgary
   See also Journal Article in Computational Economics (2020)
9. Demand Systems with Heteroscedastic Disturbances
   Working Papers, Department of Economics, University of Calgary View citations (2)
   See also Journal Article in Empirical Economics (2020)
10. International Monetary Policy Spillovers
    Working Papers, Department of Economics, University of Calgary View citations (5)
    See also Journal Article in Open Economies Review (2019)
11. Money Supply Volatility and the Macroeconomy
    Working Papers, Department of Economics, University of Calgary View citations (2)
    See also Journal Article in Macroeconomic Dynamics (2020)
12. The Demand for Assets and Optimal Monetary Aggregation
    Working Papers, Department of Economics, University of Calgary View citations (5)
    See also Journal Article in Journal of Money, Credit and Banking (2019)
13. User Costs, the Financial Firm, and Monetary and Regulatory Policy
    Working Papers, Department of Economics, University of Calgary
    Also in Working Papers, Department of Economics, University of Calgary (2015) View citations (1)
    See also Journal Article in Macroeconomic Dynamics (2020)

2017

14. An Interview with William A. Barnett, Fellow at the Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise*
    Studies in Applied Economics, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise
15. Oil Prices and the Renewable Energy Sector
    Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (1)
    See also Journal Article in The Energy Journal (2019)
16. The Zero Lower Bound and Market Spillovers: Evidence from the G7 and Norway
    Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (5)
    See also Journal Article in Research in International Business and Finance (2018)

2016

17. Communication Frictions, Sentiments, and Nonlinear Business Cycles
    Working Papers, Department of Economics, University of Calgary
    See also Journal Article in International Journal of Economic Theory (2019)
18. Electricity Prices, Large-Scale Renewable Integration, and Policy Implications
    Discussion Papers, Norwegian School of Economics, Department of Business and Management Science View citations (4)
    See also Journal Article in Energy Policy (2017)
19. Financial Frictions and the Fiscal Theory of Price Level Determination
    Working Papers, Department of Economics, University of Calgary
    See also Journal Article in Open Economies Review (2017)
20. Introduction to Macroeconomic Dynamics Special Issue on Dynamics of Oil and Commodities Prices
    Working Papers, Department of Economics, University of Calgary View citations (2)
    See also Journal Article in Macroeconomic Dynamics (2018)
21. Monetary Policy and Leverage Shocks
    Working Papers, Department of Economics, University of Calgary
    See also Journal Article in International Journal of Finance & Economics (2017)
22. Monetary and Fiscal Policy Switching with Time-Varying Volatilities
    Working Papers, Department of Economics, University of Calgary View citations (4)
    See also Journal Article in Economics Letters (2016)
23. Money, Velocity, and the Stock Market
    Working Papers, Department of Economics, University of Calgary View citations (2)
    See also Journal Article in Open Economies Review (2016)
24. Volatility and a Century of Energy Markets Dynamics
    Working Papers, Department of Economics, University of Calgary View citations (14)
    See also Journal Article in Energy Economics (2016)

2015

25. Are the Responses of the U.S. Economy Asymmetric to Positive and Negative Money Supply Shocks?
    Working Papers, Department of Economics, University of Calgary View citations (4)
    See also Journal Article in Open Economies Review (2016)
26. Monetary Neutrality
    Working Papers, Department of Economics, University of Calgary View citations (5)
    See also Journal Article in Macroeconomic Dynamics (2019)
27. Oil, Uncertainty, and Gasoline Prices
    Working Papers, Department of Economics, University of Calgary View citations (3)
    See also Journal Article in Macroeconomic Dynamics (2018)
28. Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms
    Working Papers, Department of Economics, University of Calgary
    See also Journal Article in The Energy Journal (2016)

2014

29. A Note on Leverage and the Macroeconomy
    Working Papers, Department of Economics, University of Calgary View citations (1)
    See also Journal Article in Macroeconomic Dynamics (2016)
30. Energy Markets Volatility Modelling using GARCH
    Working Papers, Department of Economics, University of Calgary View citations (115)
    See also Journal Article in Energy Economics (2014)
31. Introduction to Internally Consistent Modeling, Aggregation, Inference, and Policy
    Working Papers, Department of Economics, University of Calgary View citations (6)
32. Introduction to Macroeconomic Dynamics Special Issue on Complexity in Economic Systems
    Working Papers, Department of Economics, University of Calgary View citations (3)
    See also Journal Article in Macroeconomic Dynamics (2016)
33. Stochastic Volatility Demand Systems
    Working Papers, Department of Economics, University of Calgary View citations (4)
    See also Journal Article in Econometric Reviews (2017)

2012

34. MARTINGALES, NONLINEARITY, AND CHAOS
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics View citations (5)
    Also in Econometrics, University Library of Munich, Germany (1998) View citations (9)
    See also Journal Article in Journal of Economic Dynamics and Control (2000)
35. NONLINEAR AND COMPLEX DYNAMICS IN ECONOMICS
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics View citations (1)
    Also in WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics (2012) View citations (6)
    Econometrics, University Library of Munich, Germany (1997) View citations (12)
    MPRA Paper, University Library of Munich, Germany (2012) View citations (1)
    See also Journal Article in Macroeconomic Dynamics (2015)

2010

36. A Primal Divisia Technical Change Index Based on the Output Distance Function
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (7)
    See also Journal Article in Journal of Econometrics (2010)
37. Episodic Nonlinearity in Leading Global Currencies
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (1)
    See also Journal Article in Open Economies Review (2012)

2009

38. Efficiency, Technical Change, and Returns to Scale in Large U.S. Banks: Panel Data Evidence from an Output Distance Function Satisfying Theoretical Regularity
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (12)
    See also Journal Article in Journal of Banking & Finance (2010)
39. Measuring Consumer Preferences and Estimating Demand Systems
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics View citations (9)
    Also in MPRA Paper, University Library of Munich, Germany (2008) View citations (81)
40. On interfuel substitution: some international evidence
    Policy Research Working Paper Series, The World Bank View citations (16)
41. The Differential Approach to Demand Analysis and the Rotterdam Model
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics View citations (5)
    Also in MPRA Paper, University Library of Munich, Germany (2008) View citations (2)

2008

42. Consumer preferences and demand systems
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics View citations (100)
    Also in MPRA Paper, University Library of Munich, Germany (2008) View citations (101)
    See also Journal Article in Journal of Econometrics (2008)

2006

43. Threshold Random Walks in the U.S. Stock Market
    Working Papers, Brock University, Department of Economics View citations (1)
    See also Journal Article in Chaos, Solitons & Fractals (2008)

2005

44. A Note on Imposing Local Curvature in Generalized Leontief Models
    GE, Growth, Math methods, University Library of Munich, Germany
    Also in Econometrics, University Library of Munich, Germany (2005)
    See also Journal Article in Macroeconomic Dynamics (2007)
45. Nonlinear and Complex Dynamics in Real Systems
    GE, Growth, Math methods, University Library of Munich, Germany View citations (2)
    Also in WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics (2005) View citations (7)
46. The Theory of Monetary Aggregation (book front matter)
    Macroeconomics, University Library of Munich, Germany View citations (90)
47. The revenue smoothing hypothesis in an ARIMA Framework: Evidence from the United States, in Claude Diebolt, Catherine Kyrtsou et al. (eds.), New Trends in Macroeconomics
    MPRA Paper, University Library of Munich, Germany

2000

48. Do real exchange rates have autoregressive unit roots? a test under the alternative of long memory and breaks
    Working Papers, Federal Reserve Bank of St. Louis View citations (9)
49. Output growth and the variability of exports and imports growth: international evidence from Granger causality tests
    MPRA Paper, University Library of Munich, Germany View citations (4)

1999

50. The North American natural gas liquids markets are chaotic
    MPRA Paper, University Library of Munich, Germany View citations (18)
    Also in Working Papers, Calgary - Department of Economics (1998)
    See also Journal Article in The Energy Journal (1999)
    Chapter (2007)

1998

51. On the Fisher Effect
    Working Papers, Calgary - Department of Economics View citations (14)
    See also Journal Article in Journal of Monetary Economics (1999)

1997

52. Chaos in East European Black-Market Exchange Rates
    Working Papers, Calgary - Department of Economics View citations (24)
    See also Journal Article in Research in Economics (1997)
53. International Evidence on the Neutrality of Money
    Working Papers, Calgary - Department of Economics View citations (6)
    See also Journal Article in Journal of Money, Credit and Banking (1998)
54. Is there an East-West split in North-American natural gas markets?
    MPRA Paper, University Library of Munich, Germany View citations (33)
    See also Chapter (2007)
    Journal Article in The Energy Journal (1997)
55. Resolving the Liquidity Puzzle
    Working Papers, Calgary - Department of Economics View citations (7)
    See also Journal Article in Macroeconomic Dynamics (1997)
56. Testing for Government Spending Convergence Across Canadian Provinces
    Working Papers, Calgary - Department of Economics
57. The Cyclical Behavior of Monthly NYMEX Energy Prices
    Working Papers, Calgary - Department of Economics View citations (1)
    See also Journal Article in Energy Economics (1998)
    Chapter (2007)

1994

58. Business cycles and the behavior of energy prices
    MPRA Paper, University Library of Munich, Germany View citations (8)
    See also Chapter (2007)
    Journal Article in The Energy Journal (1994)

1992

59. Unit root behavior in energy futures prices
    MPRA Paper, University Library of Munich, Germany View citations (27)
    See also Chapter (2007)
    Journal Article in The Energy Journal (1992)

1988

60. A MICROECONOMIC SYSTEM-WIDE APPROACH TO MODELING THE DEMAND FOR CONSUMPTION GOODS AND LIQUID ASSETS
    Working Papers, Calgary - Department of Economics
61. MONETARY VELOCITY IN THE UNITED STATES: MONEY GROWTH AND VARIABILITY TESTS ON QUARTERLY AND MONTHLY DATA 1970 - 1985
    Department of Economics and Business - Archive, North Carolina State University, Department of Economics

Undated

62. 150 Years of the Oil Price-Macroeconomy Relationship
    Working Papers, Department of Economics, University of Calgary
    See also Journal Article in Macroeconomic Dynamics (2019)
63. Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions
    Working Papers, Department of Economics, University of Calgary View citations (8)
    See also Journal Article in Journal of Money, Credit and Banking (2014)
64. How Does the U.S. Natural Gas Market React to Demand and Supply Shocks in the Crude Oil Market?
    Working Papers, Department of Economics, University of Calgary View citations (1)
    See also Journal Article in Energy Economics (2017)
65. Imposing Theoretical Regularity on Flexible Functional Forms
    Working Papers, Department of Economics, University of Calgary
    See also Journal Article in Econometric Reviews (2015)
66. Monetary Aggregation, Rational Expectations, and the Demand for Money in the United States
    Working Paper Series, North Carolina State University, Department of Economics
    See also Journal Article in The North American Journal of Economics and Finance (1998)
67. The Demand for Gasoline: Evidence from Household Survey Data
    Working Papers, Department of Economics, University of Calgary View citations (5)
    See also Journal Article in Journal of Applied Econometrics (2014)
68. Undesirable Outputs and a Primal Divisia Productivity Index Based on the Directional Output Distance Function
    Working Papers, Department of Economics, University of Calgary View citations (2)
    See also Journal Article in Journal of Econometrics (2014)

Journal Articles

2023

1. Chaos in long-maturity real rates
   Economics Letters, 2023, 225, (C)
2. Consumer preferences, the demand for Divisia money, and the welfare costs of inflation
   Journal of Macroeconomics, 2023, 75, (C)
3. Correction: Nonlinear dynamics in Divisia monetary aggregates: an application of recurrence quantification analysis
   Financial Innovation, 2023, 9, (1), 1-1
4. Nonlinear dynamics in Divisia monetary aggregates: an application of recurrence quantification analysis
   Financial Innovation, 2023, 9, (1), 1-17
5. Oil price uncertainty and climate risks
   Journal of Economics and Finance, 2023, 47, (2), 323-332
6. Unconventional monetary policy and the stock market
   Journal of Economics and Finance, 2023, 47, (3), 707-722
7. Volatility and dependence in energy markets
   Journal of Economics and Finance, 2023, 47, (1), 15-37

2022

8. A century and a half of the monetary base-stock market relationship
   The Quarterly Review of Economics and Finance, 2022, 85, (C), 118-124
9. CREDIT CARDS, THE DEMAND FOR MONEY, AND MONETARY AGGREGATION
   Macroeconomic Dynamics, 2022, 26, (8), 2161-2203
10. DEPENDENCE STRUCTURE BETWEEN MONEY AND ECONOMIC ACTIVITY: A MARKOV-SWITCHING COPULA VEC APPROACH
    Macroeconomic Dynamics, 2022, 26, (8), 2141-2160
11. Inflation and economic activity in advanced and emerging economies
    International Journal of Finance & Economics, 2022, 27, (4), 4196-4223
12. Interfuel substitution: A copula approach
    Journal of Commodity Markets, 2022, 28, (C)
13. Market Shocks in the G7 Countries
    Open Economies Review, 2022, 33, (1), 33-60
14. Oil Prices and the Hydrocarbon Markets: A Review
    Energies, 2022, 15, (17), 1-9 View citations (1)
15. Spillovers of U.S. monetary policy uncertainty on inflation targeting emerging economies
    Emerging Markets Review, 2022, 51, (PA)
16. The Demand for Assets: Evidence from the Markov Switching Normalized Quadratic Model
    Journal of Money, Credit and Banking, 2022, 54, (4), 989-1025 View citations (1)
17. World Commodity Prices and Economic Activity in Advanced and Emerging Economies
    Open Economies Review, 2022, 33, (2), 347-374

2021

18. CONSUMPTION, LEISURE, AND MONEY
    Macroeconomic Dynamics, 2021, 25, (6), 1412-1441 View citations (3)
    See also Working Paper (2019)
19. Covid-19 and monetary–fiscal policy interactions in Canada
    The Quarterly Review of Economics and Finance, 2021, 81, (C), 376-384 View citations (2)
20. Cryptocurrency shocks
    Manchester School, 2021, 89, (2), 190-202
21. Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy
    Oxford Bulletin of Economics and Statistics, 2021, 83, (5), 1029-1065 View citations (4)
22. INTEREST RATES, MONEY, AND ECONOMIC ACTIVITY
    Macroeconomic Dynamics, 2021, 25, (7), 1842-1891 View citations (2)
    See also Working Paper (2019)
23. Oil Price Uncertainty, Globalization, and Total Factor Productivity: Evidence from the European Union
    Energies, 2021, 14, (12), 1-11 View citations (3)
24. The Relative Importance of Monetary Policy, Uncertainty, and Financial Shocks
    Open Economies Review, 2021, 32, (2), 311-333 View citations (1)
25. The complex relationship between inflation and equity returns
    Journal of Economic Studies, 2021, 49, (1), 159-184
26. The welfare cost of inflation
    Journal of Economic Dynamics and Control, 2021, 128, (C) View citations (2)
    See also Chapter (2007)

2020

27. Biofuel substitution in the U.S. transportation sector
    The Journal of Economic Asymmetries, 2020, 22, (C) View citations (4)
28. Conditional Correlation Demand Systems
    Computational Economics, 2020, 56, (1), 77-86
    See also Working Paper (2018)
29. Demand systems with heteroscedastic disturbances
    Empirical Economics, 2020, 58, (4), 1913-1921 View citations (3)
    See also Working Paper (2018)
30. Emerging Market Volatility Spillovers
    The American Economist, 2020, 65, (1), 78-87 View citations (2)
31. Functional monetary aggregates, monetary policy, and business cycles
    Journal of Economic Dynamics and Control, 2020, 121, (C) View citations (6)
32. MONEY SUPPLY VOLATILITY AND THE MACROECONOMY
    Macroeconomic Dynamics, 2020, 24, (6), 1392-1402
    See also Working Paper (2018)
33. Monetary Policy and Interest Rate Spreads
    Open Economies Review, 2020, 31, (3), 707-727 View citations (1)
34. Monetary policy spillovers in emerging economies
    International Journal of Finance & Economics, 2020, 25, (4), 664-683 View citations (4)
35. Money growth variability and output: evidence with credit card-augmented Divisia monetary aggregates
    Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (5), 11
36. Oil prices shocks and the Russian economy
    The Journal of Economic Asymmetries, 2020, 21, (C) View citations (25)
37. Recent monetary policy and the credit card-augmented Divisia monetary aggregates
    Journal of Macroeconomics, 2020, 64, (C) View citations (6)
38. Risk, uncertainty, and leverage
    Economic Modelling, 2020, 91, (C), 257-273 View citations (13)
39. Technical change in U.S. industries
    Economic Modelling, 2020, 91, (C), 579-600
    See also Working Paper (2019)
40. USER COSTS, THE FINANCIAL FIRM, AND MONETARY AND REGULATORY POLICY
    Macroeconomic Dynamics, 2020, 24, (6), 1547-1573
    See also Working Paper (2018)

2019

41. 150 YEARS OF THE OIL PRICE–MACROECONOMY RELATIONSHIP
    Macroeconomic Dynamics, 2019, 23, (3), 1302-1311 View citations (2)
    See also Working Paper
42. Banking technology in a Markov switching economy
    Journal of Macroeconomics, 2019, 59, (C), 154-168
    See also Working Paper (2018)
43. Business cycles and hydrocarbon gas liquids prices
    The Journal of Economic Asymmetries, 2019, 19, (C), - View citations (5)
44. Communication frictions, sentiments, and nonlinear business cycles
    International Journal of Economic Theory, 2019, 15, (2), 137-152
    See also Working Paper (2016)
45. Interfuel Substitution: Evidence from the Markov Switching Minflex Laurent Demand System with BEKK Errors
    The Energy Journal, 2019, Volume 40, (Number 6) View citations (4)
    See also Working Paper (2019)
46. International Monetary Policy Spillovers
    Open Economies Review, 2019, 30, (1), 87-104 View citations (8)
    See also Working Paper (2018)
47. MONETARY NEUTRALITY
    Macroeconomic Dynamics, 2019, 23, (6), 2133-2149
    See also Working Paper (2015)
48. Markov Switching Oil Price Uncertainty
    Oxford Bulletin of Economics and Statistics, 2019, 81, (5), 1045-1064 View citations (11)
    See also Working Paper (2019)
49. Oil Prices and the Renewable Energy Sector
    The Energy Journal, 2019, Volume 40, (The New Era of Energy Transition) View citations (24)
    See also Working Paper (2017)
50. Oil Prices and the Stock Markets: Evidence from High Frequency Data
    The Energy Journal, 2019, Volume 40, (Special Issue) View citations (4)
51. On the Markov switching welfare cost of inflation
    Journal of Economic Dynamics and Control, 2019, 108, (C) View citations (4)
    See also Working Paper (2019)
52. THE DEMAND FOR LIQUID ASSETS: EVIDENCE FROM THE MINFLEX LAURENT DEMAND SYSTEM WITH CONDITIONALLY HETEROSKEDASTIC ERRORS
    Macroeconomic Dynamics, 2019, 23, (7), 2941-2958 View citations (2)
53. The Demand for Assets and Optimal Monetary Aggregation
    Journal of Money, Credit and Banking, 2019, 51, (4), 929-952 View citations (23)
    See also Working Paper (2018)
54. The demand for banking and shadow banking services
    The North American Journal of Economics and Finance, 2019, 47, (C), 132-146 View citations (4)
55. The ethanol mandate and crude oil and biofuel agricultural commodity price dynamics
    Journal of Commodity Markets, 2019, 15, (C), - View citations (6)
56. Volatility in the Cryptocurrency Market
    Open Economies Review, 2019, 30, (4), 779-811 View citations (22)

2018

57. Broker-dealer Leverage and the Stock Market
    Open Economies Review, 2018, 29, (2), 215-222 View citations (2)
58. Economic policy uncertainty and real output: evidence from the G7 countries
    Applied Economics, 2018, 50, (39), 4222-4233 View citations (35)
59. INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE ON DYNAMICS OF OIL AND COMMODITIES PRICES
    Macroeconomic Dynamics, 2018, 22, (3), 541-545 View citations (1)
    See also Working Paper (2016)
60. OIL, UNCERTAINTY, AND GASOLINE PRICES
    Macroeconomic Dynamics, 2018, 22, (3), 546-561 View citations (4)
    See also Working Paper (2015)
61. Oil Price Shocks and the Credit Default Swap Market
    Open Economies Review, 2018, 29, (2), 283-293 View citations (8)
62. Shadow prices of $$\hbox {CO}_{2}$$ CO 2 emissions at US electric utilities: a random-coefficient, random-directional-vector directional output distance function approach
    Empirical Economics, 2018, 54, (1), 231-258
63. THE ZERO LOWER BOUND AND CRUDE OIL AND FINANCIAL MARKETS SPILLOVERS
    Macroeconomic Dynamics, 2018, 22, (3), 654-665 View citations (16)
64. The zero lower bound and market spillovers: Evidence from the G7 and Norway
    Research in International Business and Finance, 2018, 44, (C), 100-123 View citations (8)
    See also Working Paper (2017)

2017

65. A century of interfuel substitution
    Journal of Commodity Markets, 2017, 8, (C), 28-42 View citations (5)
66. An Interview with William A. Barnett
    Econometrics, 2017, 5, (4), 1-32 View citations (4)
67. Electricity prices, large-scale renewable integration, and policy implications
    Energy Policy, 2017, 101, (C), 550-560 View citations (65)
    See also Working Paper (2016)
68. Financial Frictions and the Fiscal Theory of Price Level Determination
    Open Economies Review, 2017, 28, (2), 251-272 View citations (3)
    See also Working Paper (2016)
69. Financial intermediary leverage spillovers
    Research in International Business and Finance, 2017, 39, (PB), 1000-1007 View citations (3)
70. How does the U.S. natural gas market react to demand and supply shocks in the crude oil market?
    Energy Economics, 2017, 63, (C), 66-74 View citations (43)
    See also Working Paper
71. Monetary policy and leverage shocks
    International Journal of Finance & Economics, 2017, 22, (2), 115-128 View citations (8)
    See also Working Paper (2016)
72. Stochastic volatility demand systems
    Econometric Reviews, 2017, 36, (10), 1111-1122 View citations (12)
    See also Working Paper (2014)

2016

73. A NOTE ON LEVERAGE AND THE MACROECONOMY
    Macroeconomic Dynamics, 2016, 20, (1), 429-445 View citations (10)
    See also Working Paper (2014)
74. Are the Responses of the U.S. Economy Asymmetric to Positive and Negative Money Supply Shocks?
    Open Economies Review, 2016, 27, (2), 303-316 View citations (8)
    See also Working Paper (2015)
75. INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE ON COMPLEXITY IN ECONOMIC SYSTEMS
    Macroeconomic Dynamics, 2016, 20, (2), 461-465 View citations (3)
    See also Working Paper (2014)
76. Monetary and fiscal policy switching with time-varying volatilities
    Economics Letters, 2016, 145, (C), 202-205 View citations (4)
    See also Working Paper (2016)
77. Money, Velocity, and the Stock Market
    Open Economies Review, 2016, 27, (4), 671-695 View citations (2)
    See also Working Paper (2016)
78. Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms
    The Energy Journal, 2016, Volume 37, (Number 2) View citations (5)
    See also Working Paper (2015)
79. Volatility and a century of energy markets dynamics
    Energy Economics, 2016, 55, (C), 1-9 View citations (14)
    See also Working Paper (2016)

2015

80. Imposing Theoretical Regularity on Flexible Functional Forms
    Econometric Reviews, 2015, 34, (1-2), 198-227 View citations (9)
    See also Working Paper
81. Introduction to Econometrics with Theory: A Special Issue Honoring William A. Barnett
    Econometric Reviews, 2015, 34, (1-2), 1-5 View citations (2)
82. NONLINEAR AND COMPLEX DYNAMICS IN ECONOMICS
    Macroeconomic Dynamics, 2015, 19, (8), 1749-1779 View citations (12)
    See also Working Paper (2012)
83. Nonlinearities and financial contagion in Latin American stock markets
    Economic Modelling, 2015, 51, (C), 653-656 View citations (11)
84. On the Output Effects of Monetary Variability
    Open Economies Review, 2015, 26, (2), 225-236 View citations (11)

2014

85. Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions
    Journal of Money, Credit and Banking, 2014, 46, (1), 229-241 View citations (56)
    See also Working Paper
86. Energy markets volatility modelling using GARCH
    Energy Economics, 2014, 43, (C), 264-273 View citations (116)
    See also Working Paper (2014)
87. Oil and the economy: A cross bicorrelation perspective
    The Journal of Economic Asymmetries, 2014, 11, (C), 91-95 View citations (4)
88. THE DEMAND FOR GASOLINE: EVIDENCE FROM HOUSEHOLD SURVEY DATA
    Journal of Applied Econometrics, 2014, 29, (2), 291-313 View citations (14)
    See also Working Paper
89. Undesirable outputs and a primal Divisia productivity index based on the directional output distance function
    Journal of Econometrics, 2014, 183, (1), 135-146 View citations (22)
    See also Working Paper

2013

90. Interest Rates, Leverage, and Money
    Open Economies Review, 2013, 24, (1), 51-78 View citations (16)
91. Is the oil price–output relation asymmetric?
    The Journal of Economic Asymmetries, 2013, 10, (1), 10-20 View citations (10)
92. Oil Price Uncertainty and Industrial Production
    The Energy Journal, 2013, Volume 34, (Number 3) View citations (25)
93. PUBLIC INFRASTRUCTURE AND EXTERNALITIES IN U.S. MANUFACTURING: EVIDENCE FROM THE PRICE-AUGMENTING AIM COST FUNCTION
    Macroeconomic Dynamics, 2013, 17, (7), 1367-1410 View citations (1)
94. THE CASE FOR DIVISIA MONEY TARGETING
    Macroeconomic Dynamics, 2013, 17, (8), 1638-1658 View citations (30)

2012

95. Episodic Nonlinearity in Leading Global Currencies
    Open Economies Review, 2012, 23, (2), 337-357 View citations (4)
    See also Working Paper (2010)
96. Imposing local curvature in the QUAIDS
    Economics Letters, 2012, 115, (1), 41-43 View citations (3)
97. Oil price uncertainty and the Canadian economy: Evidence from a VARMA, GARCH-in-Mean, asymmetric BEKK model
    Energy Economics, 2012, 34, (2), 603-610 View citations (62)

2011

98. INTRODUCTION TO OIL PRICE SHOCKS
    Macroeconomic Dynamics, 2011, 15, (S3), 327-336 View citations (15)
99. Inflation and Welfare in Latin America
    Open Economies Review, 2011, 22, (1), 39-52 View citations (5)
100. International evidence on aggregate short-run and long-run interfuel substitution
     Energy Economics, 2011, 33, (2), 209-216 View citations (31)
101. THE ASYMMETRIC EFFECTS OF OIL PRICE SHOCKS
     Macroeconomic Dynamics, 2011, 15, (S3), 437-471 View citations (77)
102. VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS
     Macroeconomic Dynamics, 2011, 15, (S3), 379-395 View citations (37)

2010

103. A primal Divisia technical change index based on the output distance function
     Journal of Econometrics, 2010, 159, (2), 320-330 View citations (7)
     See also Working Paper (2010)
104. Consumption effects of government purchases
     Journal of Macroeconomics, 2010, 32, (3), 892-905
105. Efficiency, technical change, and returns to scale in large US banks: Panel data evidence from an output distance function satisfying theoretical regularity
     Journal of Banking & Finance, 2010, 34, (1), 127-138 View citations (86)
     See also Working Paper (2009)
106. Forecast evaluation in daily commodities futures markets
     International Journal of Financial Markets and Derivatives, 2010, 1, (2), 155-168
107. Interfuel substitution in the United States
     Energy Economics, 2010, 32, (3), 737-745 View citations (40)
     See also Chapter (2012)
108. International Evidence on Sectoral Interfuel Substitution
     The Energy Journal, 2010, Volume 31, (Number 4), 1-30 View citations (25)
     See also Chapter (2012)
109. Oil Price Uncertainty
     Journal of Money, Credit and Banking, 2010, 42, (6), 1137-1159 View citations (399)
     Also in Journal of Money, Credit and Banking, 2010, 42, (6), 1137-1159 (2010) View citations (149)
110. SEMI-NONPARAMETRIC ESTIMATES OF CURRENCY SUBSTITUTION BETWEEN THE CANADIAN DOLLAR AND THE U.S. DOLLAR
     Macroeconomic Dynamics, 2010, 14, (1), 29-55
111. The asymmetric effects of oil price and monetary policy shocks: A nonlinear VAR approach
     Energy Economics, 2010, 32, (6), 1460-1466 View citations (68)

2009

112. A BAYESIAN CLASSIFICATION APPROACH TO MONETARY AGGREGATION
     Macroeconomic Dynamics, 2009, 13, (2), 200-219 View citations (1)
113. Efficiency and productivity of the US banking industry, 1998-2005: evidence from the Fourier cost function satisfying global regularity conditions
     Journal of Applied Econometrics, 2009, 24, (1), 105-138 View citations (33)
114. Energy sector pricing: On the role of neglected nonlinearity
     Energy Economics, 2009, 31, (3), 492-502 View citations (33)
115. Mean reversion in the US stock market
     Chaos, Solitons & Fractals, 2009, 40, (4), 2007-2015 View citations (27)
116. Oil price uncertainty in Canada
     Energy Economics, 2009, 31, (6), 852-856 View citations (67)
117. The Output Effects of Money Growth Uncertainty: Evidence from a Multivariate GARCH-in-Mean VAR
     Open Economies Review, 2009, 20, (5), 607-630 View citations (16)
118. The effects of exchange rate uncertainty on exports
     Journal of Macroeconomics, 2009, 31, (3), 500-507 View citations (22)
119. The effects of inflation uncertainty: some international evidence
     Journal of Economic Studies, 2009, 36, (5), 541-550 View citations (5)

2008

120. Consumer preferences and demand systems
     Journal of Econometrics, 2008, 147, (2), 210-224 View citations (103)
     See also Working Paper (2008)
121. Long memory in energy futures prices
     Review of Financial Economics, 2008, 17, (2), 146-155 View citations (87)
     Also in Review of Financial Economics, 2008, 17, (2), 146-155 (2008) View citations (7)
122. NOTE ON FINITE APPROXIMATIONS OF THE ASYMPTOTICALLY IDEAL MODEL
     Macroeconomic Dynamics, 2008, 12, (4), 579-590 View citations (4)
123. Productivity trends in U.S. manufacturing: Evidence from the NQ and AIM cost functions
     Journal of Econometrics, 2008, 142, (1), 281-311 View citations (48)
124. Quantifying multiscale inefficiency in electricity markets
     Energy Economics, 2008, 30, (6), 3109-3117 View citations (20)
125. Randomly modulated periodicity in the US stock market
     Chaos, Solitons & Fractals, 2008, 36, (3), 654-659
126. Semi-nonparametric estimates of interfuel substitution in U.S. energy demand
     Energy Economics, 2008, 30, (5), 2123-2133 View citations (22)
127. Threshold random walks in the US stock market
     Chaos, Solitons & Fractals, 2008, 37, (1), 43-48
     See also Working Paper (2006)

2007

128. A NOTE ON IMPOSING LOCAL CURVATURE IN GENERALIZED LEONTIEF MODELS
     Macroeconomic Dynamics, 2007, 11, (2), 290-294 View citations (9)
     See also Working Paper (2005)
129. Chaos, self-organized criticality, and SETAR nonlinearity: An analysis of purchasing power parity between Canada and the United States
     Chaos, Solitons & Fractals, 2007, 33, (5), 1437-1444 View citations (1)
130. Detecting signatures of stochastic self-organization in US money and velocity measures
     Physica A: Statistical Mechanics and its Applications, 2007, 385, (1), 281-291 View citations (5)
131. Effect of noise on estimation of Lyapunov exponents from a time series
     Chaos, Solitons & Fractals, 2007, 32, (2), 883-887 View citations (5)
132. Effect of noise on the bifurcation behavior of nonlinear dynamical systems
     Chaos, Solitons & Fractals, 2007, 33, (3), 914-921 View citations (3)
133. Episodic Nonlinear Event Detection in the Canadian Exchange Rate
     Journal of the American Statistical Association, 2007, 102, 68-74 View citations (16)
134. Episodic nonlinearity and nonstationarity in Alberta's power and natural gas markets
     Energy Economics, 2007, 29, (1), 94-104 View citations (6)
135. FLEXIBLE FUNCTIONAL FORMS, CURVATURE CONDITIONS, AND THE DEMAND FOR ASSETS
     Macroeconomic Dynamics, 2007, 11, (4), 455-486 View citations (24)
136. Informational Efficiency and Interchange Transactions in Alberta's Electricity Market
     The Energy Journal, 2007, Volume 28, (Number 3), 121-144 View citations (5)
137. On fractional integrating dynamics in the US stock market
     Chaos, Solitons & Fractals, 2007, 34, (3), 777-781 View citations (9)
138. On the welfare cost of inflation in Europe
     Applied Economics Letters, 2007, 14, (2), 111-113 View citations (6)
139. The Hurst exponent in energy futures prices
     Physica A: Statistical Mechanics and its Applications, 2007, 380, (C), 325-332 View citations (44)

2006

140. Chaotic monetary dynamics with confidence
     Journal of Macroeconomics, 2006, 28, (1), 228-252 View citations (14)
141. Comments on " 'Singularity bifurcations' by Yijun He and William A. Barnett"
     Journal of Macroeconomics, 2006, 28, (1), 23-26
142. Cross-country Evidence on the Demand for Money
     Economia Internazionale / International Economics, 2006, 59, (2), 199-224
     See also Chapter (2007)
143. Futures trading and the storage of North American natural gas
     OPEC Energy Review, 2006, 30, (1), 19-26 View citations (5)
     See also Chapter (2007)
144. Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets
     Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (3), 1-20 View citations (26)
     See also Chapter (2007)
145. Panel Data Evidence on the Demand for Money
     Economia Internazionale / International Economics, 2006, 59, (4), 525-549
146. Productivity trends in the United States
     Journal of Economic Studies, 2006, 33, (5), 320-335
147. Randomly Modulated Periodic Signals in Alberta's Electricity Market
     Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (3), 1-15 View citations (1)
     See also Chapter (2007)
148. Returns and volatility in the NYMEX Henry Hub natural gas futures market
     OPEC Energy Review, 2006, 30, (3), 171-186 View citations (10)
     See also Chapter (2007)
149. Univariate tests for nonlinear structure
     Journal of Macroeconomics, 2006, 28, (1), 154-168 View citations (20)
150. VELOCITY AND THE VARIABILITY OF MONEY GROWTH: EVIDENCE FROM A VARMA, GARCH-M MODEL
     Macroeconomic Dynamics, 2006, 10, (5), 652-666 View citations (26)

2005

151. Business cycles and natural gas prices
     OPEC Energy Review, 2005, 29, (1), 75-84 View citations (15)
     See also Chapter (2007)
152. Microeconometrics and measurement matters: Some results from monetary economics for Canada
     Journal of Macroeconomics, 2005, 27, (2), 307-330 View citations (2)
153. Rational bubbles or persistent deviations from market fundamentals?
     Journal of Banking & Finance, 2005, 29, (10), 2523-2539 View citations (63)
154. SEMI-NONPARAMETRIC ESTIMATES OF THE DEMAND FOR MONEY IN THE UNITED STATES
     Macroeconomic Dynamics, 2005, 9, (4), 542-559 View citations (24)
     See also Chapter (2006)
155. The welfare cost of inflation in Italy
     Applied Economics Letters, 2005, 12, (3), 165-168 View citations (1)

2004

156. External and Domestic Growth Forces in the Performance of European Union Economies
     Economia Internazionale / International Economics, 2004, 57, (1), 41-57 View citations (1)
157. Long-horizon regression tests of the theory of purchasing power parity
     Journal of Banking & Finance, 2004, 28, (8), 1961-1985 View citations (20)
158. Random fractal structures in North American energy markets
     Energy Economics, 2004, 26, (3), 389-399 View citations (46)
     See also Chapter (2007)
159. Testing for common features in North American energy markets
     Energy Economics, 2004, 26, (3), 401-414 View citations (87)
     See also Chapter (2007)
160. The welfare cost of inflation in Canada and the United States
     Economics Letters, 2004, 84, (2), 199-204 View citations (18)

2003

161. Bounds Tests of the Gibson Paradox and the Fisher Effect: Evidence from Low‐Frequency International Data
     Manchester School, 2003, 71, (6), 673-679 View citations (13)
162. Long-run Phillips-type trade-offs in European Union countries
     Economic Modelling, 2003, 20, (4), 679-701 View citations (16)
163. Political and Economic Dimensions of the European Union Expansion
     Economia Internazionale / International Economics, 2003, 56, (3), 383-396

2002

164. Bounds tests of the theory of purchasing power parity
     Journal of Banking & Finance, 2002, 26, (1), 179-199 View citations (13)
165. Semi-non-parametric estimates of substitution for Canadian monetary assets
     Canadian Journal of Economics, 2002, 35, (1), 78-91 View citations (4)
     Also in Canadian Journal of Economics/Revue canadienne d'économique, 2002, 35, (1), 78-91 (2002)

2001

166. An empirical comparison of flexible demand system functional forms
     Journal of Applied Econometrics, 2001, 16, (1), 59-80 View citations (53)
     See also Chapter (2006)
167. Monetary Aggregation and the Neutrality of Money
     Economic Inquiry, 2001, 39, (1), 124-38 View citations (5)
     See also Chapter (2006)
168. Structural Characteristics of the Maastricht Convergence Criteria
     Economia Internazionale / International Economics, 2001, 54, (3), 283-298

2000

169. Martingales, nonlinearity, and chaos
     Journal of Economic Dynamics and Control, 2000, 24, (5-7), 703-724 View citations (71)
     See also Working Paper (2012)

1999

170. International Evidence on the Tax- and Revenue-Smoothing Hypotheses
     Oxford Economic Papers, 1999, 51, (2), 387-96 View citations (18)
171. On the Fisher effect
     Journal of Monetary Economics, 1999, 44, (1), 105-130 View citations (81)
     See also Working Paper (1998)
172. On the Gibson Paradox
     Review of International Economics, 1999, 7, (1), 117-25 View citations (3)
173. The Foreign Indebtedness of Moderately and Severely‐Indebted Developing Countries
     South African Journal of Economics, 1999, 67, (1), 44-51 View citations (2)
174. The North American Natural Gas Liquids Markets are Chaotic
     The Energy Journal, 1999, Volume20, (Number 1), 83-103 View citations (17)
     See also Working Paper (1999)
     Chapter (2007)
175. The message in North American energy prices
     Energy Economics, 1999, 21, (5), 471-483 View citations (87)
     See also Chapter (2007)

1998

176. Electoral and Partisan Cycle Regularities in Canada
     Canadian Journal of Economics, 1998, 31, (1), 28-46 View citations (18)
177. Electoral and Partisan Cycle Regularities: A Cointegration Test
     Journal of Policy Modeling, 1998, 20, (2), 119-140 View citations (12)
178. International Evidence on the Neutrality of Money
     Journal of Money, Credit and Banking, 1998, 30, (1), 1-25 View citations (44)
     See also Working Paper (1997)
179. Monetary aggregation, rational expectations, and the demand for money in the United States
     The North American Journal of Economics and Finance, 1998, 9, (1), 1-13
     See also Working Paper
180. The cyclical behavior of monthly NYMEX energy prices
     Energy Economics, 1998, 20, (3), 265-271 View citations (9)
     See also Chapter (2007)
     Working Paper (1997)

1997

181. Breaking Trend Functions in Real Exchange Rates: Evidence from Seventeen OECD Countries
     Journal of Macroeconomics, 1997, 19, (4), 781-802 View citations (34)
182. Chaos in East European black market exchange rates
     Research in Economics, 1997, 51, (4), 359-385 View citations (25)
     See also Working Paper (1997)
183. Common Stochastic Trends and Convergence of European Union Stock Markets
     The Manchester School of Economic & Social Studies, 1997, 65, (1), 44-57 View citations (61)
184. Is There an East-West Split in North American Natural Gas Markets?
     The Energy Journal, 1997, Volume18, (Number 1), 47-62 View citations (33)
     See also Chapter (2007)
     Working Paper (1997)
185. RESOLVING THE LIQUIDITY PUZZLE
     Macroeconomic Dynamics, 1997, 1, (4), 720-739 View citations (7)
     See also Working Paper (1997)

1996

186. Empirical evidence on the long-run neutrality hypothesis using low-frequency international data
     Economics Letters, 1996, 50, (3), 323-327 View citations (23)
187. Government Activities and Tests of the Long-Run Implications of the Neoclassical Growth Model for Canada
     Canadian Journal of Economics, 1996, 29, (3), 635-42 View citations (10)
188. International evidence on the cyclical behavior of inflation
     Economics Letters, 1996, 51, (2), 205-212 View citations (4)
189. Is There Chaos in Economic Time Series?
     Canadian Journal of Economics, 1996, 29, (s1), 210-12 View citations (6)
190. Nominal stylized facts of U. S. business cycles
     Review, 1996, 78, (Jul), 49-54 View citations (16)
     See also Chapter (2006)
191. Testing for deterministic nonlinear dependence in the australian dollar-US dollar exchange rate series
     Applied Economics Letters, 1996, 3, (4), 267-269
192. The sensitivity of empirical studies to alternative measures of the monetary base and reserves
     Review, 1996, (Nov), 51-69

1995

193. Random Walks, Breaking Trend Functions, and the Chaotic Structure of the Velocity of Money
     Journal of Business & Economic Statistics, 1995, 13, (4), 453-58 View citations (27)
     See also Chapter (2006)

1994

194. A cointegration analysis of petroleum futures prices
     Energy Economics, 1994, 16, (2), 93-97 View citations (45)
     See also Chapter (2007)
195. Breaking trend functions in the velocity of money: Evidence from the United States and Canada
     The North American Journal of Economics and Finance, 1994, 5, (2), 201-208 View citations (2)
196. Business Cycles and the Behavior of Energy Prices
     The Energy Journal, 1994, Volume15, (Number 2), 125-134 View citations (8)
     See also Chapter (2007)
     Working Paper (1994)
197. Maximum likelihood cointegration tests of purchasing power parity: Evidence from seventeen OECD countries
     Review of World Economics (Weltwirtschaftliches Archiv), 1994, 130, (3), 476-493 View citations (11)
198. Testing the long-run implications of the neoclassical growth model for Canada
     Journal of Macroeconomics, 1994, 16, (2), 329-346 View citations (15)

1993

199. International Capital Mobility and the Long-Run Investrnent and Saving in Canada
     Economia Internazionale / International Economics, 1993, 46, (2-3), 147-167 View citations (8)
200. The role of money in Canada
     Journal of Macroeconomics, 1993, 15, (1), 91-107 View citations (6)

1992

201. Consumer Theory and the Demand for Money
     Journal of Economic Literature, 1992, 30, (4), 2086-2119 View citations (104)
     See also Chapter (2006)
202. Export growth and Canadian economic development
     Journal of Development Economics, 1992, 38, (1), 133-145 View citations (54)
203. Maturity effects in energy futures
     Energy Economics, 1992, 14, (2), 150-157 View citations (23)
     See also Chapter (2007)
204. Output trends in EC countries and the implications for transition to monetary union
     Economics Letters, 1992, 40, (2), 211-216 View citations (3)
205. The Random Walk in Canadian Output
     Canadian Journal of Economics, 1992, 25, (2), 392-406 View citations (15)
206. Unit Root Behavior in Energy Futures Prices
     The Energy Journal, 1992, Volume 13, (Number 2), 119-128 View citations (29)
     See also Working Paper (1992)
     Chapter (2007)

1991

207. A Time-Series Analysis of the Relationship Between Government Expenditure and Gdp in Canada
     Public Finance Review, 1991, 19, (3), 316-333 View citations (16)
208. Exports and GNP Causality in the Industrial Countries: 1950–1985
     Kyklos, 1991, 44, (2), 167-179 View citations (23)
209. Modeling the demand for consumption goods and liquid assets
     Journal of Macroeconomics, 1991, 13, (3), 435-457 View citations (1)
     See also Chapter (2006)
210. Rational expectations, risk and efficiency in energy futures markets
     Energy Economics, 1991, 13, (2), 111-115 View citations (22)
     See also Chapter (2007)
211. The Demand for Divisia Money in the United States: A Dynamic Flexible Demand System
     Journal of Money, Credit and Banking, 1991, 23, (1), 35-52 View citations (16)
     See also Chapter (2006)
212. The Post-War Aggregate Production Function in Canada: 1946-1988
     Economia Internazionale / International Economics, 1991, 44, (2-3), 168-175

1990

213. A dispersion-dependency diagnostic test for aggregation error: With applications to monetary economics and income distribution
     Journal of Econometrics, 1990, 43, (1-2), 5-34 View citations (18)
     See also Chapter (2000)

1989

214. Velocity and the growth of money in the United States, 1970-1985
     Journal of Macroeconomics, 1989, 11, (3), 323-332 View citations (8)

1988

215. New tests of the theory of optimal seigniorage
     Economics Letters, 1988, 27, (4), 361-365 View citations (1)
216. The Empirical Relationship between Money, Prices, and Income Revisite d
     Journal of Business & Economic Statistics, 1988, 6, (3), 351-58 View citations (5)
     See also Chapter (2006)
217. Translog Flexible Functional Forms and Substitutability of Monetary Assets
     Journal of Business & Economic Statistics, 1988, 6, (1), 59-67 View citations (5)
     See also Chapter (2006)

1987

218. On the Demand for Money in the United States
     Empirical Economics, 1987, 12, (4), 249-55 View citations (6)
219. The demand for divisia M1, M2, and M3 in the United States
     Journal of Macroeconomics, 1987, 9, (4), 567-591 View citations (5)
     See also Chapter (2006)

1986

220. Divisia Aggregation and Substitutability among Monetary Assets
     Journal of Money, Credit and Banking, 1986, 18, (4), 430-46 View citations (12)
     See also Chapter (2006)

Books

2012

1. Interfuel Substitution
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd. View citations (1)

2007

2. Quantitative and Empirical Analysis of Energy Markets
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd. View citations (11)
3. The Demand for Money
   Springer Books, Springer View citations (28)

2006

4. Money and the Economy
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd. View citations (13)

Chapters

2018

1. Crude Oil and Biofuel Agricultural Commodity Prices
   Springer View citations (11)

2012

2. Empirical Energy Demand Analysis
   Chapter 1 in Interfuel Substitution, 2012, pp 1-10
3. Interfuel Substitution in the United States
   Chapter 2 in Interfuel Substitution, 2012, pp 11-35
   See also Journal Article in Energy Economics (2010)
4. International Evidence on Sectoral Interfuel Substitution
   Chapter 3 in Interfuel Substitution, 2012, pp 37-65
   See also Journal Article in The Energy Journal (2010)
5. Short- and Long-Run Aggregate Interfuel Substitution
   Chapter 4 in Interfuel Substitution, 2012, pp 67-107

2009

6. Chapter 1 Measuring Consumer Preferences and Estimating Demand Systems
   A chapter in Quantifying Consumer Preferences, 2009, pp 1-35
7. Chapter 3 The Differential Approach to Demand Analysis and the Rotterdam Model
   A chapter in Quantifying Consumer Preferences, 2009, pp 61-81

2007

8. A Cointegration Analysis of Petroleum Futures Prices
   Chapter 5 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 46-54
   See also Journal Article in Energy Economics (1994)
9. Applied Monetary Demand Analysis
   Springer
10. Balanced Growth, the Demand for Money, and Monetary Aggregation
    Springer
11. Bayesian Estimation of Flexible Functional Forms, Curvature Conditions and the Demand for Assets
    A chapter in Functional Structure Inference, 2007, pp 59-83 View citations (1)
12. Business Cycles and Natural Gas Prices
    Chapter 7 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 73-81
    See also Journal Article in OPEC Energy Review (2005)
13. Business Cycles and the Behavior of Energy Prices
    Chapter 4 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 38-45
    See also Journal Article in The Energy Journal (1994)
    Working Paper (1994)
14. Classical Macroeconomic Theory
    Springer
15. Cointegration Analysis of Power Prices in the Western North American Markets
    Chapter 11 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 121-143
16. Cointegration and the Aggregate Demand for Money Function
    Springer
17. Conventional Demand for Money Functions
    Springer
18. Cross-Country Evidence on the Demand for Money
    Springer
    See also Journal Article in Economia Internazionale / International Economics (2006)
19. Future Research Agenda
    Springer
20. Futures Trading and the Storage of North American Natural Gas
    Chapter 8 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 82-87
    See also Journal Article in OPEC Energy Review (2006)
21. Globally Flexible Functional Forms and Demand Systems
    Springer
    Also in Springer (2007)
22. Imports, Exports, and Prices in Alberta's Deregulated Power Market
    Chapter 10 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 103-120 View citations (1)
23. Is There an East-West Split in North American Natural Gas Markets?
    Chapter 6 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 59-72 View citations (1)
    See also Journal Article in The Energy Journal (1997)
    Working Paper (1997)
24. Keynesian Macroeconomic Theory
    Springer
25. Maturity Effects in Energy Futures
    Chapter 3 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 23-37
    See also Journal Article in Energy Economics (1992)
26. Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets
    Chapter 16 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 205-220
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2006)
27. Modeling Trends in the Variables of the Money Demand Function
    Springer
28. Models with Rational Expectations
    Springer
29. Monetary Growth Theory
    Springer
30. Neoclassical Growth Theory
    Springer View citations (6)
31. Nominal Stylized Facts
    Springer
32. On Canada’s Exchange Rate Regime
    A chapter in Functional Structure Inference, 2007, pp 131-141
33. Portfolio Theories of Money Demand
    Springer
34. Power Trade on the Alberta-BC Interconnection
    Chapter 9 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 93-102
35. Productivity and Convergence Trends in the OECD
    A chapter in Functional Structure Inference, 2007, pp 85-106
36. Random Fractal Structures in North American Energy Markets
    Chapter 18 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 245-255 View citations (2)
    See also Journal Article in Energy Economics (2004)
37. Randomly Modulated Periodic Signals in Alberta's Electricity Market
    Chapter 19 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 256-267
    See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2006)
38. Rational Expectations, Risk, and Efficiency in Energy Futures Markets
    Chapter 2 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 15-22
    See also Journal Article in Energy Economics (1991)
39. Returns and Volatility in the NYMEX Henry Hub Natural Gas Futures Market
    Chapter 15 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 193-204 View citations (1)
    See also Journal Article in OPEC Energy Review (2006)
40. Testing for Common Features in North American Energy Markets
    Chapter 14 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 172-187
    See also Journal Article in Energy Economics (2004)
41. The Classics, Keynes, and Friedman
    Springer
42. The Cyclical Behavior of Monthly NYMEX Energy Prices
    Chapter 12 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 149-155
    See also Working Paper (1997)
    Journal Article in Energy Economics (1998)
43. The Econometrics of Demand Systems
    Springer View citations (7)
44. The Message in North American Energy Prices
    Chapter 13 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 156-171
    See also Journal Article in Energy Economics (1999)
45. The Microeconomic Foundations of the Definition of Money
    Springer
46. The New Monetary Aggregates
    Springer
47. The Nonparametric Approach to Demand Analysis
    Springer
48. The North American Natural Gas Liquids Markets are Chaotic
    Chapter 17 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 225-244
    See also Journal Article in The Energy Journal (1999)
    Working Paper (1999)
49. The Parametric Approach to the Demand for Monetary Assets
    Springer
50. The Welfare Cost of Inflation
    Springer View citations (4)
    See also Journal Article in Journal of Economic Dynamics and Control (2021)
51. Transactions Theories of Money Demand
    Springer
52. Unit Root Behavior in Energy Futures Prices
    Chapter 1 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 7-14
    See also Journal Article in The Energy Journal (1992)
    Working Paper (1992)

2006

53. An Empirical Comparison of Flexible Demand System Functional Forms
    Chapter 13 in Money And The Economy, 2006, pp 247-277 View citations (1)
    See also Journal Article in Journal of Applied Econometrics (2001)
54. Chaotic Analysis of U.S. Money and Velocity Measures
    Chapter 7 in Money And The Economy, 2006, pp 131-143
55. Consumer Theory and the Demand for Money
    Chapter 1 in Money And The Economy, 2006, pp 3-43
    Also in A chapter in The Theory of Monetary Aggregation, 2000, pp 389-427 (2000)
    See also Journal Article in Journal of Economic Literature (1992)
56. Divisia Aggregation and Substitutability Among Monetary Assets
    Chapter 8 in Money And The Economy, 2006, pp 147-166
    See also Journal Article in Journal of Money, Credit and Banking (1986)
57. Modeling the Demand for Consumption Goods and Liquid Assets
    Chapter 12 in Money And The Economy, 2006, pp 227-244
    See also Journal Article in Journal of Macroeconomics (1991)
58. Monetary Aggregation and the Neutrality of Money
    Chapter 4 in Money And The Economy, 2006, pp 72-95
    See also Journal Article in Economic Inquiry (2001)
59. Monetary Aggregation, Inflation, and Welfare
    Chapter 5 in Money And The Economy, 2006, pp 98-116 View citations (2)
60. Nominal Stylized Facts of U.S. Business Cycles
    Chapter 2 in Money And The Economy, 2006, pp 47-56
    See also Journal Article in Review (1996)
61. Random Walks, Breaking Trend Functions, and the Chaotic Structure of the Velocity of Money
    Chapter 6 in Money And The Economy, 2006, pp 119-130
    See also Journal Article in Journal of Business & Economic Statistics (1995)
62. Semi-Nonparametric Estimates of the Demand for Money in the United States
    Chapter 14 in Money And The Economy, 2006, pp 278-298 View citations (2)
    See also Journal Article in Macroeconomic Dynamics (2005)
63. The Demand for Divisia M1, M2, and M3 in the United States
    Chapter 9 in Money And The Economy, 2006, pp 167-188
    See also Journal Article in Journal of Macroeconomics (1987)
64. The Demand for Divisia Money in the United States: A Dynamic Flexible Demand System
    Chapter 11 in Money And The Economy, 2006, pp 208-226
    See also Journal Article in Journal of Money, Credit and Banking (1991)
65. The Empirical Relationship Between Money, Prices, and Income Revisited
    Chapter 3 in Money And The Economy, 2006, pp 57-71
    See also Journal Article in Journal of Business & Economic Statistics (1988)
66. Translog Flexible Functional Forms and Substitutability of Monetary Assets
    Chapter 10 in Money And The Economy, 2006, pp 189-205
    See also Journal Article in Journal of Business & Economic Statistics (1988)

2005

67. Revenue Smoothing in an ARIMA Framework: Evidence from the United States
    Springer

2000

68. A Dispersion-Dependency Diagnostic Test for Aggregation Error: With Applications to Monetary Economics and Income Distribution
    A chapter in The Theory of Monetary Aggregation, 2000, pp 167-194
    See also Journal Article in Journal of Econometrics (1990)

1996

69. Convergence issues in the emerging European economic and monetary union
    Chapter 6 in Economic Integration and Public Policy in the European Union, 1996, pp 79-89