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 2025-04-24. 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 CONSUMPTION, LEISURE, AND MONEY, Macroeconomic Dynamics, Cambridge University Press (2021) View citations (3) (2021)
2. Interest Rates, Money, and Economic Activity
   Working Papers, Department of Economics, University of Calgary View citations (3)
   See also Journal Article INTEREST RATES, MONEY, AND ECONOMIC ACTIVITY, Macroeconomic Dynamics, Cambridge University Press (2021) View citations (6) (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 Interfuel Substitution: Evidence from the Markov Switching Minflex Laurent Demand System with BEKK Errors, The Energy Journal (2019) (2019)
4. Markov Switching Oil Price Uncertainty
   Working Papers, Department of Economics, University of Calgary View citations (16)
   See also Journal Article Markov Switching Oil Price Uncertainty, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2019) View citations (16) (2019)
5. On the Markov Switching Welfare Cost of Inflation
   Working Papers, Department of Economics, University of Calgary View citations (5)
   See also Journal Article On the Markov switching welfare cost of inflation, Journal of Economic Dynamics and Control, Elsevier (2019) View citations (5) (2019)
6. Technical Change in U.S. Industries
   Working Papers, Department of Economics, University of Calgary
   See also Journal Article Technical change in U.S. industries, Economic Modelling, Elsevier (2020) (2020)

2018

7. Banking Technology in a Markov Switching Economy
   Working Papers, Department of Economics, University of Calgary
   See also Journal Article Banking technology in a Markov switching economy, Journal of Macroeconomics, Elsevier (2019) (2019)
8. Conditional Correlation Demand Systems
   Working Papers, Department of Economics, University of Calgary
   See also Journal Article Conditional Correlation Demand Systems, Computational Economics, Springer (2020) (2020)
9. Demand Systems with Heteroscedastic Disturbances
   Working Papers, Department of Economics, University of Calgary View citations (2)
   See also Journal Article Demand systems with heteroscedastic disturbances, Empirical Economics, Springer (2020) View citations (3) (2020)
10. International Monetary Policy Spillovers
    Working Papers, Department of Economics, University of Calgary View citations (5)
    See also Journal Article International Monetary Policy Spillovers, Open Economies Review, Springer (2019) View citations (10) (2019)
11. Money Supply Volatility and the Macroeconomy
    Working Papers, Department of Economics, University of Calgary View citations (2)
    See also Journal Article MONEY SUPPLY VOLATILITY AND THE MACROECONOMY, Macroeconomic Dynamics, Cambridge University Press (2020) (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 The Demand for Assets and Optimal Monetary Aggregation, Journal of Money, Credit and Banking, Blackwell Publishing (2019) View citations (28) (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 USER COSTS, THE FINANCIAL FIRM, AND MONETARY AND REGULATORY POLICY, Macroeconomic Dynamics, Cambridge University Press (2020) (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 Oil Prices and the Renewable Energy Sector, The Energy Journal (2019) View citations (4) (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 The zero lower bound and market spillovers: Evidence from the G7 and Norway, Research in International Business and Finance, Elsevier (2018) View citations (9) (2018)

2016

17. Communication Frictions, Sentiments, and Nonlinear Business Cycles
    Working Papers, Department of Economics, University of Calgary
    See also Journal Article Communication frictions, sentiments, and nonlinear business cycles, International Journal of Economic Theory, The International Society for Economic Theory (2019) (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 Electricity prices, large-scale renewable integration, and policy implications, Energy Policy, Elsevier (2017) View citations (78) (2017)
19. Financial Frictions and the Fiscal Theory of Price Level Determination
    Working Papers, Department of Economics, University of Calgary
    See also Journal Article Financial Frictions and the Fiscal Theory of Price Level Determination, Open Economies Review, Springer (2017) View citations (3) (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 INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE ON DYNAMICS OF OIL AND COMMODITIES PRICES, Macroeconomic Dynamics, Cambridge University Press (2018) View citations (1) (2018)
21. Monetary Policy and Leverage Shocks
    Working Papers, Department of Economics, University of Calgary
    See also Journal Article Monetary policy and leverage shocks, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2017) View citations (9) (2017)
22. Monetary and Fiscal Policy Switching with Time-Varying Volatilities
    Working Papers, Department of Economics, University of Calgary View citations (5)
    See also Journal Article Monetary and fiscal policy switching with time-varying volatilities, Economics Letters, Elsevier (2016) View citations (5) (2016)
23. Money, Velocity, and the Stock Market
    Working Papers, Department of Economics, University of Calgary View citations (2)
    See also Journal Article Money, Velocity, and the Stock Market, Open Economies Review, Springer (2016) View citations (2) (2016)
24. Volatility and a Century of Energy Markets Dynamics
    Working Papers, Department of Economics, University of Calgary View citations (19)
    See also Journal Article Volatility and a century of energy markets dynamics, Energy Economics, Elsevier (2016) View citations (18) (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 Are the Responses of the U.S. Economy Asymmetric to Positive and Negative Money Supply Shocks?, Open Economies Review, Springer (2016) View citations (8) (2016)
26. Monetary Neutrality
    Working Papers, Department of Economics, University of Calgary View citations (5)
    See also Journal Article MONETARY NEUTRALITY, Macroeconomic Dynamics, Cambridge University Press (2019) (2019)
27. Oil, Uncertainty, and Gasoline Prices
    Working Papers, Department of Economics, University of Calgary View citations (3)
    See also Journal Article OIL, UNCERTAINTY, AND GASOLINE PRICES, Macroeconomic Dynamics, Cambridge University Press (2018) View citations (5) (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 Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms, The Energy Journal (2016) View citations (1) (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 A NOTE ON LEVERAGE AND THE MACROECONOMY, Macroeconomic Dynamics, Cambridge University Press (2016) View citations (10) (2016)
30. Energy Markets Volatility Modelling using GARCH
    Working Papers, Department of Economics, University of Calgary View citations (132)
    See also Journal Article Energy markets volatility modelling using GARCH, Energy Economics, Elsevier (2014) View citations (132) (2014)
31. Introduction to Internally Consistent Modeling, Aggregation, Inference, and Policy
    Working Papers, Department of Economics, University of Calgary View citations (7)
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 INTRODUCTION TO MACROECONOMIC DYNAMICS SPECIAL ISSUE ON COMPLEXITY IN ECONOMIC SYSTEMS, Macroeconomic Dynamics, Cambridge University Press (2016) View citations (3) (2016)
33. Stochastic Volatility Demand Systems
    Working Papers, Department of Economics, University of Calgary View citations (4)
    See also Journal Article Stochastic volatility demand systems, Econometric Reviews, Taylor & Francis Journals (2017) View citations (12) (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 (8)
    See also Journal Article Martingales, nonlinearity, and chaos, Journal of Economic Dynamics and Control, Elsevier (2000) View citations (72) (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 Econometrics, University Library of Munich, Germany (1997) View citations (13)
    MPRA Paper, University Library of Munich, Germany (2012) View citations (1)
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics (2012) View citations (6)
    See also Journal Article NONLINEAR AND COMPLEX DYNAMICS IN ECONOMICS, Macroeconomic Dynamics, Cambridge University Press (2015) View citations (13) (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 (8)
    See also Journal Article A primal Divisia technical change index based on the output distance function, Journal of Econometrics, Elsevier (2010) View citations (8) (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 Episodic Nonlinearity in Leading Global Currencies, Open Economies Review, Springer (2012) View citations (4) (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 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, Elsevier (2010) View citations (93) (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 (88)
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 (106)
    Also in MPRA Paper, University Library of Munich, Germany (2008) View citations (108)
    See also Journal Article Consumer preferences and demand systems, Journal of Econometrics, Elsevier (2008) View citations (108) (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 Threshold random walks in the US stock market, Chaos, Solitons & Fractals, Elsevier (2008) (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 A NOTE ON IMPOSING LOCAL CURVATURE IN GENERALIZED LEONTIEF MODELS, Macroeconomic Dynamics, Cambridge University Press (2007) View citations (9) (2007)
45. Nonlinear and Complex Dynamics in Real Systems
    WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics View citations (7)
    Also in GE, Growth, Math methods, University Library of Munich, Germany (2005) View citations (2)
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 (19)
    Also in Working Papers, Calgary - Department of Economics (1998)
    See also Journal Article The North American Natural Gas Liquids Markets are Chaotic, The Energy Journal, International Association for Energy Economics (1999) View citations (18) (1999)
    Chapter The North American Natural Gas Liquids Markets are Chaotic, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2007) (2007)

1998

51. On the Fisher Effect
    Working Papers, Calgary - Department of Economics View citations (14)
    See also Journal Article On the Fisher effect, Journal of Monetary Economics, Elsevier (1999) View citations (82) (1999)

1997

52. Chaos in East European Black-Market Exchange Rates
    Working Papers, Calgary - Department of Economics View citations (23)
    See also Journal Article Chaos in East European black market exchange rates, Research in Economics, Elsevier (1997) View citations (24) (1997)
53. International Evidence on the Neutrality of Money
    Working Papers, Calgary - Department of Economics View citations (6)
    See also Journal Article International Evidence on the Neutrality of Money, Journal of Money, Credit and Banking, Blackwell Publishing (1998) View citations (45) (1998)
54. Is there an East-West split in North-American natural gas markets?
    MPRA Paper, University Library of Munich, Germany View citations (34)
    See also Journal Article Is There an East-West Split in North American Natural Gas Markets?, The Energy Journal (1997) View citations (1) (1997)
    Chapter Is There an East-West Split in North American Natural Gas Markets?, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2007) View citations (1) (2007)
55. Resolving the Liquidity Puzzle
    Working Papers, Calgary - Department of Economics View citations (7)
    See also Journal Article RESOLVING THE LIQUIDITY PUZZLE, Macroeconomic Dynamics, Cambridge University Press (1997) View citations (7) (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 Chapter The Cyclical Behavior of Monthly NYMEX Energy Prices, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2007) (2007)
    Journal Article The cyclical behavior of monthly NYMEX energy prices, Energy Economics, Elsevier (1998) View citations (11) (1998)

1994

58. Business cycles and the behavior of energy prices
    MPRA Paper, University Library of Munich, Germany View citations (9)
    See also Chapter Business Cycles and the Behavior of Energy Prices, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2007) (2007)
    Journal Article Business Cycles and the Behavior of Energy Prices, The Energy Journal, International Association for Energy Economics (1994) View citations (9) (1994)

1992

59. Unit root behavior in energy futures prices
    MPRA Paper, University Library of Munich, Germany View citations (27)
    See also Journal Article Unit Root Behavior in Energy Futures Prices, The Energy Journal, International Association for Energy Economics (1992) View citations (29) (1992)
    Chapter Unit Root Behavior in Energy Futures Prices, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2007) (2007)

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 150 YEARS OF THE OIL PRICE–MACROECONOMY RELATIONSHIP, Macroeconomic Dynamics, Cambridge University Press (2019) View citations (2) (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 Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions, Journal of Money, Credit and Banking, Blackwell Publishing (2014) View citations (65) (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 How does the U.S. natural gas market react to demand and supply shocks in the crude oil market?, Energy Economics, Elsevier (2017) View citations (58) (2017)
65. Imposing Theoretical Regularity on Flexible Functional Forms
    Working Papers, Department of Economics, University of Calgary
    See also Journal Article Imposing Theoretical Regularity on Flexible Functional Forms, Econometric Reviews, Taylor & Francis Journals (2015) View citations (10) (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 Monetary aggregation, rational expectations, and the demand for money in the United States, The North American Journal of Economics and Finance, Elsevier (1998) (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 THE DEMAND FOR GASOLINE: EVIDENCE FROM HOUSEHOLD SURVEY DATA, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2014) View citations (15) (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 Undesirable outputs and a primal Divisia productivity index based on the directional output distance function, Journal of Econometrics, Elsevier (2014) View citations (25) (2014)

Journal Articles

2025

1. Distance functions and the analysis of inefficiency
   Macroeconomic Dynamics, 2025, 29, -
2. Monetary Policy Strategies in Advanced and Emerging Economies
   Open Economies Review, 2025, 36, (1), 1-23 View citations (1)
3. Monetary policy in advanced and emerging economies
   Macroeconomic Dynamics, 2025, 29, - View citations (1)
4. The credit-augmented Divisia aggregates and the monetary business cycle
   Macroeconomic Dynamics, 2025, 29, -
5. Volatility and dependence in crude oil and agricultural commodity markets
   Applied Economics, 2025, 57, (12), 1314-1325

2024

6. Business cycles in the USA: the role of monetary policy and oil shocks
   Empirical Economics, 2024, 67, (1), 1-30 View citations (1)
7. Inflation uncertainty
   Empirical Economics, 2024, 66, (5), 1903-1920
8. Interfuel Substitution and Inflation Dynamics in India
   Studies in Nonlinear Dynamics & Econometrics, 2024, 28, (3), 553-566
9. Money demand stability: New evidence from transfer entropy
   International Economics, 2024, 179, (C)
10. Oil Price Uncertainty and Consumer Sentiment in Advanced Economies
    The Energy Journal, 2024, 45, (6), 159-175
11. The Gibson Paradox and the Fisher Effect in Advanced and Emerging Economies
    Open Economies Review, 2024, 35, (5), 955-983
12. The credit card-augmented Divisia monetary aggregates: an analysis based on recurrence plots and visual boundary recurrence plots
    Financial Innovation, 2024, 10, (1), 1-26
13. Volatility and dependence in cryptocurrency and financial markets: a copula approach
    Studies in Nonlinear Dynamics & Econometrics, 2024, 28, (1), 119-149 View citations (1)

2023

14. Chaos in long-maturity real rates
    Economics Letters, 2023, 225, (C)
15. Consumer preferences, the demand for Divisia money, and the welfare costs of inflation
    Journal of Macroeconomics, 2023, 75, (C) View citations (2)
16. Correction: Nonlinear dynamics in Divisia monetary aggregates: an application of recurrence quantification analysis
    Financial Innovation, 2023, 9, (1), 1-1
17. Interactive effects between input and output technical inefficiencies
    Macroeconomic Dynamics, 2023, 27, (4), 1138-1165
18. Macroeconomic Fluctuations in the United States: The Role of Monetary and Fiscal Policy Shocks
    Open Economies Review, 2023, 34, (5), 961-977
19. Nonlinear dynamics in Divisia monetary aggregates: an application of recurrence quantification analysis
    Financial Innovation, 2023, 9, (1), 1-17
20. Oil price uncertainty and climate risks
    Journal of Economics and Finance, 2023, 47, (2), 323-332 View citations (1)
21. Structural change and unbalanced economic growth in open developing economies
    Journal of Economics and Finance, 2023, 47, (4), 844-858
22. The oil price-macroeconomy dependence
    Empirical Economics, 2023, 65, (6), 2501-2520
23. Unconventional monetary policy and the stock market
    Journal of Economics and Finance, 2023, 47, (3), 707-722
24. Volatility and dependence in energy markets
    Journal of Economics and Finance, 2023, 47, (1), 15-37 View citations (1)

2022

25. A century and a half of the monetary base-stock market relationship
    The Quarterly Review of Economics and Finance, 2022, 85, (C), 118-124
26. CREDIT CARDS, THE DEMAND FOR MONEY, AND MONETARY AGGREGATION
    Macroeconomic Dynamics, 2022, 26, (8), 2161-2203 View citations (1)
27. DEPENDENCE STRUCTURE BETWEEN MONEY AND ECONOMIC ACTIVITY: A MARKOV-SWITCHING COPULA VEC APPROACH
    Macroeconomic Dynamics, 2022, 26, (8), 2141-2160
28. Inflation and economic activity in advanced and emerging economies
    International Journal of Finance & Economics, 2022, 27, (4), 4196-4223
29. Interfuel substitution: A copula approach
    Journal of Commodity Markets, 2022, 28, (C) View citations (1)
30. Market Shocks in the G7 Countries
    Open Economies Review, 2022, 33, (1), 33-60
31. Oil Prices and the Hydrocarbon Markets: A Review
    Energies, 2022, 15, (17), 1-9 View citations (1)
32. Spillovers of U.S. monetary policy uncertainty on inflation targeting emerging economies
    Emerging Markets Review, 2022, 51, (PA) View citations (6)
33. 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 (2)
34. World Commodity Prices and Economic Activity in Advanced and Emerging Economies
    Open Economies Review, 2022, 33, (2), 347-374

2021

35. CONSUMPTION, LEISURE, AND MONEY
    Macroeconomic Dynamics, 2021, 25, (6), 1412-1441 View citations (3)
    See also Working Paper Consumption, Leisure, and Money, Working Papers (2019) View citations (3) (2019)
36. Covid-19 and monetary–fiscal policy interactions in Canada
    The Quarterly Review of Economics and Finance, 2021, 81, (C), 376-384 View citations (3)
37. Cryptocurrency shocks
    Manchester School, 2021, 89, (2), 190-202 View citations (1)
38. 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 (5)
39. INTEREST RATES, MONEY, AND ECONOMIC ACTIVITY
    Macroeconomic Dynamics, 2021, 25, (7), 1842-1891 View citations (6)
    See also Working Paper Interest Rates, Money, and Economic Activity, Working Papers (2019) View citations (3) (2019)
40. Oil Price Uncertainty, Globalization, and Total Factor Productivity: Evidence from the European Union
    Energies, 2021, 14, (12), 1-11 View citations (5)
41. The Relative Importance of Monetary Policy, Uncertainty, and Financial Shocks
    Open Economies Review, 2021, 32, (2), 311-333 View citations (2)
42. The complex relationship between inflation and equity returns
    Journal of Economic Studies, 2021, 49, (1), 159-184
43. The welfare cost of inflation
    Journal of Economic Dynamics and Control, 2021, 128, (C) View citations (2)
    See also Chapter The Welfare Cost of Inflation, Springer Books, 2007, 75-85 (2007) View citations (4) (2007)

2020

44. Biofuel substitution in the U.S. transportation sector
    The Journal of Economic Asymmetries, 2020, 22, (C) View citations (4)
45. Conditional Correlation Demand Systems
    Computational Economics, 2020, 56, (1), 77-86
    See also Working Paper Conditional Correlation Demand Systems, Working Papers (2018) (2018)
46. Demand systems with heteroscedastic disturbances
    Empirical Economics, 2020, 58, (4), 1913-1921 View citations (3)
    See also Working Paper Demand Systems with Heteroscedastic Disturbances, Working Papers (2018) View citations (2) (2018)
47. Emerging Market Volatility Spillovers
    The American Economist, 2020, 65, (1), 78-87 View citations (3)
48. Functional monetary aggregates, monetary policy, and business cycles
    Journal of Economic Dynamics and Control, 2020, 121, (C) View citations (10)
49. MONEY SUPPLY VOLATILITY AND THE MACROECONOMY
    Macroeconomic Dynamics, 2020, 24, (6), 1392-1402
    See also Working Paper Money Supply Volatility and the Macroeconomy, Working Papers (2018) View citations (2) (2018)
50. Monetary Policy and Interest Rate Spreads
    Open Economies Review, 2020, 31, (3), 707-727 View citations (1)
51. Monetary policy spillovers in emerging economies
    International Journal of Finance & Economics, 2020, 25, (4), 664-683 View citations (7)
52. Money growth variability and output: evidence with credit card-augmented Divisia monetary aggregates
    Studies in Nonlinear Dynamics & Econometrics, 2020, 24, (5), 11
53. Oil prices shocks and the Russian economy
    The Journal of Economic Asymmetries, 2020, 21, (C) View citations (33)
54. Recent monetary policy and the credit card-augmented Divisia monetary aggregates
    Journal of Macroeconomics, 2020, 64, (C) View citations (8)
55. Risk, uncertainty, and leverage
    Economic Modelling, 2020, 91, (C), 257-273 View citations (17)
56. Technical change in U.S. industries
    Economic Modelling, 2020, 91, (C), 579-600
    See also Working Paper Technical Change in U.S. Industries, Working Papers (2019) (2019)
57. USER COSTS, THE FINANCIAL FIRM, AND MONETARY AND REGULATORY POLICY
    Macroeconomic Dynamics, 2020, 24, (6), 1547-1573
    See also Working Paper User Costs, the Financial Firm, and Monetary and Regulatory Policy, Working Papers (2018) (2018)

2019

58. 150 YEARS OF THE OIL PRICE–MACROECONOMY RELATIONSHIP
    Macroeconomic Dynamics, 2019, 23, (3), 1302-1311 View citations (2)
    See also Working Paper 150 Years of the Oil Price-Macroeconomy Relationship, Working Papers
59. Banking technology in a Markov switching economy
    Journal of Macroeconomics, 2019, 59, (C), 154-168
    See also Working Paper Banking Technology in a Markov Switching Economy, Working Papers (2018) (2018)
60. Business cycles and hydrocarbon gas liquids prices
    The Journal of Economic Asymmetries, 2019, 19, (C), - View citations (6)
61. Communication frictions, sentiments, and nonlinear business cycles
    International Journal of Economic Theory, 2019, 15, (2), 137-152
    See also Working Paper Communication Frictions, Sentiments, and Nonlinear Business Cycles, Working Papers (2016) (2016)
62. Interfuel Substitution: Evidence from the Markov Switching Minflex Laurent Demand System with BEKK Errors
    The Energy Journal, 2019, 40, (6), 111-128
    Also in The Energy Journal, 2019, Volume 40, (Number 6) (2019) View citations (4)
    See also Working Paper Interfuel Substitution: Evidence from the Markov Switching Minflex Laurent Demand System with BEKK Errors, Working Papers (2019) View citations (4) (2019)
63. International Monetary Policy Spillovers
    Open Economies Review, 2019, 30, (1), 87-104 View citations (10)
    See also Working Paper International Monetary Policy Spillovers, Working Papers (2018) View citations (5) (2018)
64. Introduction to Topics on “Uncertainty and Recent Challenges in Oil and Commodity Markets†Papers presented at the fifth International Symposium in Computational Economics and Finance organized in Paris on April 12-14th, 2018 www.iscef.Com
    The Energy Journal, 2019, 40, (2_suppl), 15-18
65. MONETARY NEUTRALITY
    Macroeconomic Dynamics, 2019, 23, (6), 2133-2149
    See also Working Paper Monetary Neutrality, Working Papers (2015) View citations (5) (2015)
66. Markov Switching Oil Price Uncertainty
    Oxford Bulletin of Economics and Statistics, 2019, 81, (5), 1045-1064 View citations (16)
    See also Working Paper Markov Switching Oil Price Uncertainty, Working Papers (2019) View citations (16) (2019)
67. Oil Prices and the Renewable Energy Sector
    The Energy Journal, 2019, 40, (1_suppl), 337-364 View citations (4)
    Also in The Energy Journal, 2019, Volume 40, (The New Era of Energy Transition) (2019) View citations (36)
    See also Working Paper Oil Prices and the Renewable Energy Sector, Discussion Papers (2017) View citations (1) (2017)
68. Oil Prices and the Stock Markets: Evidence from High Frequency Data
    The Energy Journal, 2019, 40, (2_suppl), 101-130
    Also in The Energy Journal, 2019, Volume 40, (Special Issue) (2019) View citations (5)
69. On the Markov switching welfare cost of inflation
    Journal of Economic Dynamics and Control, 2019, 108, (C) View citations (5)
    See also Working Paper On the Markov Switching Welfare Cost of Inflation, Working Papers (2019) View citations (5) (2019)
70. 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)
71. The Demand for Assets and Optimal Monetary Aggregation
    Journal of Money, Credit and Banking, 2019, 51, (4), 929-952 View citations (28)
    See also Working Paper The Demand for Assets and Optimal Monetary Aggregation, Working Papers (2018) View citations (5) (2018)
72. The demand for banking and shadow banking services
    The North American Journal of Economics and Finance, 2019, 47, (C), 132-146 View citations (5)
73. The ethanol mandate and crude oil and biofuel agricultural commodity price dynamics
    Journal of Commodity Markets, 2019, 15, (C), - View citations (14)
74. Volatility in the Cryptocurrency Market
    Open Economies Review, 2019, 30, (4), 779-811 View citations (37)

2018

75. Broker-dealer Leverage and the Stock Market
    Open Economies Review, 2018, 29, (2), 215-222 View citations (2)
76. Economic policy uncertainty and real output: evidence from the G7 countries
    Applied Economics, 2018, 50, (39), 4222-4233 View citations (51)
77. 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 Introduction to Macroeconomic Dynamics Special Issue on Dynamics of Oil and Commodities Prices, Working Papers (2016) View citations (2) (2016)
78. OIL, UNCERTAINTY, AND GASOLINE PRICES
    Macroeconomic Dynamics, 2018, 22, (3), 546-561 View citations (5)
    See also Working Paper Oil, Uncertainty, and Gasoline Prices, Working Papers (2015) View citations (3) (2015)
79. Oil Price Shocks and the Credit Default Swap Market
    Open Economies Review, 2018, 29, (2), 283-293 View citations (10)
80. 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
81. THE ZERO LOWER BOUND AND CRUDE OIL AND FINANCIAL MARKETS SPILLOVERS
    Macroeconomic Dynamics, 2018, 22, (3), 654-665 View citations (17)
82. 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 (9)
    See also Working Paper The Zero Lower Bound and Market Spillovers: Evidence from the G7 and Norway, Discussion Papers (2017) View citations (5) (2017)

2017

83. A century of interfuel substitution
    Journal of Commodity Markets, 2017, 8, (C), 28-42 View citations (6)
84. An Interview with William A. Barnett
    Econometrics, 2017, 5, (4), 1-32 View citations (4)
85. Electricity prices, large-scale renewable integration, and policy implications
    Energy Policy, 2017, 101, (C), 550-560 View citations (78)
    See also Working Paper Electricity Prices, Large-Scale Renewable Integration, and Policy Implications, Discussion Papers (2016) View citations (4) (2016)
86. 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 Financial Frictions and the Fiscal Theory of Price Level Determination, Working Papers (2016) (2016)
87. Financial intermediary leverage spillovers
    Research in International Business and Finance, 2017, 39, (PB), 1000-1007 View citations (3)
88. 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 (58)
    See also Working Paper How Does the U.S. Natural Gas Market React to Demand and Supply Shocks in the Crude Oil Market?, Working Papers View citations (1)
89. Monetary policy and leverage shocks
    International Journal of Finance & Economics, 2017, 22, (2), 115-128 View citations (9)
    See also Working Paper Monetary Policy and Leverage Shocks, Working Papers (2016) (2016)
90. Stochastic volatility demand systems
    Econometric Reviews, 2017, 36, (10), 1111-1122 View citations (12)
    See also Working Paper Stochastic Volatility Demand Systems, Working Papers (2014) View citations (4) (2014)

2016

91. A NOTE ON LEVERAGE AND THE MACROECONOMY
    Macroeconomic Dynamics, 2016, 20, (1), 429-445 View citations (10)
    See also Working Paper A Note on Leverage and the Macroeconomy, Working Papers (2014) View citations (1) (2014)
92. 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 Are the Responses of the U.S. Economy Asymmetric to Positive and Negative Money Supply Shocks?, Working Papers (2015) View citations (4) (2015)
93. 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 Introduction to Macroeconomic Dynamics Special Issue on Complexity in Economic Systems, Working Papers (2014) View citations (3) (2014)
94. Monetary and fiscal policy switching with time-varying volatilities
    Economics Letters, 2016, 145, (C), 202-205 View citations (5)
    See also Working Paper Monetary and Fiscal Policy Switching with Time-Varying Volatilities, Working Papers (2016) View citations (5) (2016)
95. Money, Velocity, and the Stock Market
    Open Economies Review, 2016, 27, (4), 671-695 View citations (2)
    See also Working Paper Money, Velocity, and the Stock Market, Working Papers (2016) View citations (2) (2016)
96. Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms
    The Energy Journal, 2016, 37, (2), 181-200 View citations (1)
    Also in The Energy Journal, 2016, Volume 37, (Number 2) (2016) View citations (6)
    See also Working Paper Sectoral Interfuel Substitution in Canada: An Application of NQ Flexible Functional Forms, Working Papers (2015) (2015)
97. Volatility and a century of energy markets dynamics
    Energy Economics, 2016, 55, (C), 1-9 View citations (18)
    See also Working Paper Volatility and a Century of Energy Markets Dynamics, Working Papers (2016) View citations (19) (2016)

2015

98. Imposing Theoretical Regularity on Flexible Functional Forms
    Econometric Reviews, 2015, 34, (1-2), 198-227 View citations (10)
    See also Working Paper Imposing Theoretical Regularity on Flexible Functional Forms, Working Papers
99. Introduction to Econometrics with Theory: A Special Issue Honoring William A. Barnett
    Econometric Reviews, 2015, 34, (1-2), 1-5 View citations (2)
100. NONLINEAR AND COMPLEX DYNAMICS IN ECONOMICS
     Macroeconomic Dynamics, 2015, 19, (8), 1749-1779 View citations (13)
     See also Working Paper NONLINEAR AND COMPLEX DYNAMICS IN ECONOMICS, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS (2012) View citations (1) (2012)
101. Nonlinearities and financial contagion in Latin American stock markets
     Economic Modelling, 2015, 51, (C), 653-656 View citations (13)
102. On the Output Effects of Monetary Variability
     Open Economies Review, 2015, 26, (2), 225-236 View citations (11)

2014

103. Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions
     Journal of Money, Credit and Banking, 2014, 46, (1), 229-241 View citations (65)
     See also Working Paper Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions, Working Papers View citations (8)
104. Energy markets volatility modelling using GARCH
     Energy Economics, 2014, 43, (C), 264-273 View citations (132)
     See also Working Paper Energy Markets Volatility Modelling using GARCH, Working Papers (2014) View citations (132) (2014)
105. Oil and the economy: A cross bicorrelation perspective
     The Journal of Economic Asymmetries, 2014, 11, (C), 91-95 View citations (5)
106. THE DEMAND FOR GASOLINE: EVIDENCE FROM HOUSEHOLD SURVEY DATA
     Journal of Applied Econometrics, 2014, 29, (2), 291-313 View citations (15)
     See also Working Paper The Demand for Gasoline: Evidence from Household Survey Data, Working Papers View citations (5)
107. 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 (25)
     See also Working Paper Undesirable Outputs and a Primal Divisia Productivity Index Based on the Directional Output Distance Function, Working Papers View citations (2)

2013

108. Interest Rates, Leverage, and Money
     Open Economies Review, 2013, 24, (1), 51-78 View citations (16)
109. Is the oil price–output relation asymmetric?
     The Journal of Economic Asymmetries, 2013, 10, (1), 10-20 View citations (14)
110. Oil Price Uncertainty and Industrial Production
     The Energy Journal, 2013, 34, (3), 191-216
     Also in The Energy Journal, 2013, Volume 34, (Number 3) (2013) View citations (28)
111. 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)
112. THE CASE FOR DIVISIA MONEY TARGETING
     Macroeconomic Dynamics, 2013, 17, (8), 1638-1658 View citations (30)

2012

113. Episodic Nonlinearity in Leading Global Currencies
     Open Economies Review, 2012, 23, (2), 337-357 View citations (4)
     See also Working Paper Episodic Nonlinearity in Leading Global Currencies, DUTH Research Papers in Economics (2010) View citations (1) (2010)
114. Imposing local curvature in the QUAIDS
     Economics Letters, 2012, 115, (1), 41-43 View citations (3)
115. 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 (75)

2011

116. INTRODUCTION TO OIL PRICE SHOCKS
     Macroeconomic Dynamics, 2011, 15, (S3), 327-336 View citations (16)
117. Inflation and Welfare in Latin America
     Open Economies Review, 2011, 22, (1), 39-52 View citations (5)
118. International evidence on aggregate short-run and long-run interfuel substitution
     Energy Economics, 2011, 33, (2), 209-216 View citations (31)
119. THE ASYMMETRIC EFFECTS OF OIL PRICE SHOCKS
     Macroeconomic Dynamics, 2011, 15, (S3), 437-471 View citations (88)
120. VOLATILITY IN OIL PRICES AND MANUFACTURING ACTIVITY: AN INVESTIGATION OF REAL OPTIONS
     Macroeconomic Dynamics, 2011, 15, (S3), 379-395 View citations (42)

2010

121. A primal Divisia technical change index based on the output distance function
     Journal of Econometrics, 2010, 159, (2), 320-330 View citations (8)
     See also Working Paper A Primal Divisia Technical Change Index Based on the Output Distance Function, Monash Econometrics and Business Statistics Working Papers (2010) View citations (8) (2010)
122. Consumption effects of government purchases
     Journal of Macroeconomics, 2010, 32, (3), 892-905
123. 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 (93)
     See also Working Paper 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 (2009) View citations (12) (2009)
124. Forecast evaluation in daily commodities futures markets
     International Journal of Financial Markets and Derivatives, 2010, 1, (2), 155-168
125. Interfuel substitution in the United States
     Energy Economics, 2010, 32, (3), 737-745 View citations (44)
     See also Chapter Interfuel Substitution in the United States, World Scientific Book Chapters, 2012, 11-35 (2012) (2012)
126. International Evidence on Sectoral Interfuel Substitution
     The Energy Journal, 2010, 31, (4), 1-30
     Also in The Energy Journal, 2010, Volume 31, (Number 4), 1-30 (2010) View citations (25)
     See also Chapter International Evidence on Sectoral Interfuel Substitution, World Scientific Book Chapters, 2012, 37-65 (2012) (2012)
127. Oil Price Uncertainty
     Journal of Money, Credit and Banking, 2010, 42, (6), 1137-1159 View citations (463)
     Also in Journal of Money, Credit and Banking, 2010, 42, (6), 1137-1159 (2010) View citations (211)
128. SEMI-NONPARAMETRIC ESTIMATES OF CURRENCY SUBSTITUTION BETWEEN THE CANADIAN DOLLAR AND THE U.S. DOLLAR
     Macroeconomic Dynamics, 2010, 14, (1), 29-55
129. The asymmetric effects of oil price and monetary policy shocks: A nonlinear VAR approach
     Energy Economics, 2010, 32, (6), 1460-1466 View citations (81)

2009

130. A BAYESIAN CLASSIFICATION APPROACH TO MONETARY AGGREGATION
     Macroeconomic Dynamics, 2009, 13, (2), 200-219 View citations (1)
131. 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 (34)
132. Energy sector pricing: On the role of neglected nonlinearity
     Energy Economics, 2009, 31, (3), 492-502 View citations (35)
133. Mean reversion in the US stock market
     Chaos, Solitons & Fractals, 2009, 40, (4), 2007-2015 View citations (29)
134. Oil price uncertainty in Canada
     Energy Economics, 2009, 31, (6), 852-856 View citations (83)
135. Testing for causality in the transmission of Eurodollar and US interest rates
     Applied Financial Economics, 2009, 19, (6), 439-443 View citations (7)
136. 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)
137. The effects of exchange rate uncertainty on exports
     Journal of Macroeconomics, 2009, 31, (3), 500-507 View citations (26)
138. The effects of inflation uncertainty: some international evidence
     Journal of Economic Studies, 2009, 36, (5), 541-550 View citations (5)

2008

139. Consumer preferences and demand systems
     Journal of Econometrics, 2008, 147, (2), 210-224 View citations (108)
     See also Working Paper Consumer preferences and demand systems, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS (2008) View citations (106) (2008)
140. Long memory in energy futures prices
     Review of Financial Economics, 2008, 17, (2), 146-155 View citations (8)
     Also in Review of Financial Economics, 2008, 17, (2), 146-155 (2008) View citations (87)
141. NOTE ON FINITE APPROXIMATIONS OF THE ASYMPTOTICALLY IDEAL MODEL
     Macroeconomic Dynamics, 2008, 12, (4), 579-590 View citations (4)
142. Productivity trends in U.S. manufacturing: Evidence from the NQ and AIM cost functions
     Journal of Econometrics, 2008, 142, (1), 281-311 View citations (50)
143. Quantifying multiscale inefficiency in electricity markets
     Energy Economics, 2008, 30, (6), 3109-3117 View citations (21)
144. Randomly modulated periodicity in the US stock market
     Chaos, Solitons & Fractals, 2008, 36, (3), 654-659
145. Semi-nonparametric estimates of interfuel substitution in U.S. energy demand
     Energy Economics, 2008, 30, (5), 2123-2133 View citations (24)
146. Threshold random walks in the US stock market
     Chaos, Solitons & Fractals, 2008, 37, (1), 43-48
     See also Working Paper Threshold Random Walks in the U.S. Stock Market, Working Papers (2006) View citations (1) (2006)

2007

147. A NOTE ON IMPOSING LOCAL CURVATURE IN GENERALIZED LEONTIEF MODELS
     Macroeconomic Dynamics, 2007, 11, (2), 290-294 View citations (9)
     See also Working Paper A Note on Imposing Local Curvature in Generalized Leontief Models, GE, Growth, Math methods (2005) (2005)
148. 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)
149. 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)
150. Effect of noise on estimation of Lyapunov exponents from a time series
     Chaos, Solitons & Fractals, 2007, 32, (2), 883-887 View citations (5)
151. Effect of noise on the bifurcation behavior of nonlinear dynamical systems
     Chaos, Solitons & Fractals, 2007, 33, (3), 914-921 View citations (3)
152. Episodic Nonlinear Event Detection in the Canadian Exchange Rate
     Journal of the American Statistical Association, 2007, 102, 68-74 View citations (16)
153. Episodic nonlinearity and nonstationarity in Alberta's power and natural gas markets
     Energy Economics, 2007, 29, (1), 94-104 View citations (6)
154. FLEXIBLE FUNCTIONAL FORMS, CURVATURE CONDITIONS, AND THE DEMAND FOR ASSETS
     Macroeconomic Dynamics, 2007, 11, (4), 455-486 View citations (25)
155. Financial structure and economic growth: the role of heterogeneity
     Applied Financial Economics, 2007, 17, (14), 1129-1139 View citations (4)
156. Informational Efficiency and Interchange Transactions in Alberta's Electricity Market
     The Energy Journal, 2007, Volume 28, (Number 3), 121-144 View citations (5)
157. Informational Efficiency and Interchange Transactions in Alberta’s Electricity Market
     The Energy Journal, 2007, 28, (3), 121-144
158. On fractional integrating dynamics in the US stock market
     Chaos, Solitons & Fractals, 2007, 34, (3), 777-781 View citations (9)
159. On the welfare cost of inflation in Europe
     Applied Economics Letters, 2007, 14, (2), 111-113 View citations (6)
160. The Hurst exponent in energy futures prices
     Physica A: Statistical Mechanics and its Applications, 2007, 380, (C), 325-332 View citations (46)

2006

161. Chaotic monetary dynamics with confidence
     Journal of Macroeconomics, 2006, 28, (1), 228-252 View citations (15)
162. Comments on " 'Singularity bifurcations' by Yijun He and William A. Barnett"
     Journal of Macroeconomics, 2006, 28, (1), 23-26
163. Cross-country Evidence on the Demand for Money
     Economia Internazionale / International Economics, 2006, 59, (2), 199-224
     See also Chapter Cross-Country Evidence on the Demand for Money, Springer Books, 2007, 185-196 (2007) (2007)
164. Futures trading and the storage of North American natural gas
     OPEC Energy Review, 2006, 30, (1), 19-26 View citations (5)
     See also Chapter Futures Trading and the Storage of North American Natural Gas, World Scientific Book Chapters, 2007, 82-87 (2007) (2007)
165. Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets
     Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (3), 20 View citations (26)
     See also Chapter Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets, World Scientific Book Chapters, 2007, 205-220 (2007) (2007)
166. Monetary aggregation, inflation, and welfare
     Applied Financial Economics, 2006, 16, (7), 499-512 View citations (2)
     See also Chapter Monetary Aggregation, Inflation, and Welfare, World Scientific Book Chapters, 2006, 98-116 (2006) View citations (2) (2006)
167. Panel Data Evidence on the Demand for Money
     Economia Internazionale / International Economics, 2006, 59, (4), 525-549
168. Productivity trends in the United States
     Journal of Economic Studies, 2006, 33, (5), 320-335
169. Randomly Modulated Periodic Signals in Alberta's Electricity Market
     Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (3), 15 View citations (1)
     See also Chapter Randomly Modulated Periodic Signals in Alberta's Electricity Market, World Scientific Book Chapters, 2007, 256-267 (2007) (2007)
170. 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 Returns and Volatility in the NYMEX Henry Hub Natural Gas Futures Market, World Scientific Book Chapters, 2007, 193-204 (2007) View citations (1) (2007)
171. Univariate tests for nonlinear structure
     Journal of Macroeconomics, 2006, 28, (1), 154-168 View citations (20)
172. VELOCITY AND THE VARIABILITY OF MONEY GROWTH: EVIDENCE FROM A VARMA, GARCH-M MODEL
     Macroeconomic Dynamics, 2006, 10, (5), 652-666 View citations (27)

2005

173. Business cycles and natural gas prices
     OPEC Energy Review, 2005, 29, (1), 75-84 View citations (16)
     See also Chapter Business Cycles and Natural Gas Prices, World Scientific Book Chapters, 2007, 73-81 (2007) (2007)
174. Long swings in the Canadian dollar
     Applied Financial Economics, 2005, 15, (2), 73-76
175. Microeconometrics and measurement matters: Some results from monetary economics for Canada
     Journal of Macroeconomics, 2005, 27, (2), 307-330 View citations (3)
176. Rational bubbles or persistent deviations from market fundamentals?
     Journal of Banking & Finance, 2005, 29, (10), 2523-2539 View citations (65)
177. SEMI-NONPARAMETRIC ESTIMATES OF THE DEMAND FOR MONEY IN THE UNITED STATES
     Macroeconomic Dynamics, 2005, 9, (4), 542-559 View citations (25)
     See also Chapter Semi-Nonparametric Estimates of the Demand for Money in the United States, World Scientific Book Chapters, 2006, 278-298 (2006) View citations (2) (2006)
178. The welfare cost of inflation in Italy
     Applied Economics Letters, 2005, 12, (3), 165-168 View citations (1)

2004

179. External and Domestic Growth Forces in the Performance of European Union Economies
     Economia Internazionale / International Economics, 2004, 57, (1), 41-57 View citations (1)
180. Long-horizon regression tests of the theory of purchasing power parity
     Journal of Banking & Finance, 2004, 28, (8), 1961-1985 View citations (20)
181. Random fractal structures in North American energy markets
     Energy Economics, 2004, 26, (3), 389-399 View citations (48)
     See also Chapter Random Fractal Structures in North American Energy Markets, World Scientific Book Chapters, 2007, 245-255 (2007) View citations (2) (2007)
182. Testing for common features in North American energy markets
     Energy Economics, 2004, 26, (3), 401-414 View citations (91)
     See also Chapter Testing for Common Features in North American Energy Markets, World Scientific Book Chapters, 2007, 172-187 (2007) (2007)
183. The welfare cost of inflation in Canada and the United States
     Economics Letters, 2004, 84, (2), 199-204 View citations (19)

2003

184. 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)
185. Long-run Phillips-type trade-offs in European Union countries
     Economic Modelling, 2003, 20, (4), 679-701 View citations (16)
186. Political and Economic Dimensions of the European Union Expansion
     Economia Internazionale / International Economics, 2003, 56, (3), 383-396

2002

187. Bounds tests of the theory of purchasing power parity
     Journal of Banking & Finance, 2002, 26, (1), 179-199 View citations (13)
188. Semi-non-parametric estimates of substitution for Canadian monetary assets
     Canadian Journal of Economics, 2002, 35, (1), 78-91 View citations (5)
     Also in Canadian Journal of Economics/Revue canadienne d'économique, 2002, 35, (1), 78-91 (2002)

2001

189. An empirical comparison of flexible demand system functional forms
     Journal of Applied Econometrics, 2001, 16, (1), 59-80 View citations (55)
     See also Chapter An Empirical Comparison of Flexible Demand System Functional Forms, World Scientific Book Chapters, 2006, 247-277 (2006) View citations (1) (2006)
190. Monetary Aggregation and the Neutrality of Money
     Economic Inquiry, 2001, 39, (1), 124-38 View citations (5)
     See also Chapter Monetary Aggregation and the Neutrality of Money, World Scientific Book Chapters, 2006, 72-95 (2006) (2006)
191. Structural Characteristics of the Maastricht Convergence Criteria
     Economia Internazionale / International Economics, 2001, 54, (3), 283-298

2000

192. Martingales, nonlinearity, and chaos
     Journal of Economic Dynamics and Control, 2000, 24, (5-7), 703-724 View citations (72)
     See also Working Paper MARTINGALES, NONLINEARITY, AND CHAOS, WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS (2012) View citations (5) (2012)
193. Purchasing power parity, nonlinearity and chaos
     Applied Financial Economics, 2000, 10, (6), 615-622 View citations (27)

1999

194. International Evidence on the Tax- and Revenue-Smoothing Hypotheses
     Oxford Economic Papers, 1999, 51, (2), 387-96 View citations (18)
195. On the Fisher effect
     Journal of Monetary Economics, 1999, 44, (1), 105-130 View citations (82)
     See also Working Paper On the Fisher Effect, Working Papers (1998) View citations (14) (1998)
196. On the Gibson Paradox
     Review of International Economics, 1999, 7, (1), 117-25 View citations (4)
197. The Foreign Indebtedness of Moderately and Severely‐Indebted Developing Countries
     South African Journal of Economics, 1999, 67, (1), 44-51 View citations (2)
198. The North American Natural Gas Liquids Markets are Chaotic
     The Energy Journal, 1999, Volume20, (Number 1), 83-103 View citations (18)
     Also in The Energy Journal, 1999, 20, (1), 83-103 (1999)
     See also Working Paper The North American natural gas liquids markets are chaotic, MPRA Paper (1999) View citations (19) (1999)
     Chapter The North American Natural Gas Liquids Markets are Chaotic, World Scientific Book Chapters, 2007, 225-244 (2007) (2007)
199. The message in North American energy prices
     Energy Economics, 1999, 21, (5), 471-483 View citations (93)
     See also Chapter The Message in North American Energy Prices, World Scientific Book Chapters, 2007, 156-171 (2007) (2007)

1998

200. Electoral and Partisan Cycle Regularities in Canada
     Canadian Journal of Economics, 1998, 31, (1), 28-46 View citations (18)
201. Electoral and Partisan Cycle Regularities: A Cointegration Test
     Journal of Policy Modeling, 1998, 20, (2), 119-140 View citations (12)
202. International Evidence on the Neutrality of Money
     Journal of Money, Credit and Banking, 1998, 30, (1), 1-25 View citations (45)
     See also Working Paper International Evidence on the Neutrality of Money, Working Papers (1997) View citations (6) (1997)
203. 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 Monetary Aggregation, Rational Expectations, and the Demand for Money in the United States, Working Paper Series
204. The cyclical behavior of monthly NYMEX energy prices
     Energy Economics, 1998, 20, (3), 265-271 View citations (11)
     See also Chapter The Cyclical Behavior of Monthly NYMEX Energy Prices, World Scientific Book Chapters, 2007, 149-155 (2007) (2007)
     Working Paper The Cyclical Behavior of Monthly NYMEX Energy Prices, Working Papers (1997) View citations (1) (1997)

1997

205. Breaking Trend Functions in Real Exchange Rates: Evidence from Seventeen OECD Countries
     Journal of Macroeconomics, 1997, 19, (4), 781-802 View citations (34)
206. Chaos in East European black market exchange rates
     Research in Economics, 1997, 51, (4), 359-385 View citations (24)
     See also Working Paper Chaos in East European Black-Market Exchange Rates, Working Papers (1997) View citations (23) (1997)
207. Common Stochastic Trends and Convergence of European Union Stock Markets
     The Manchester School of Economic & Social Studies, 1997, 65, (1), 44-57 View citations (64)
208. Is There an East-West Split in North American Natural Gas Markets?
     The Energy Journal, 1997, 18, (1), 47-62 View citations (1)
     Also in The Energy Journal, 1997, Volume18, (Number 1), 47-62 (1997) View citations (34)
     See also Working Paper Is there an East-West split in North-American natural gas markets?, MPRA Paper (1997) View citations (34) (1997)
     Chapter Is There an East-West Split in North American Natural Gas Markets?, World Scientific Book Chapters, 2007, 59-72 (2007) View citations (1) (2007)
209. RESOLVING THE LIQUIDITY PUZZLE
     Macroeconomic Dynamics, 1997, 1, (4), 720-739 View citations (7)
     See also Working Paper Resolving the Liquidity Puzzle, Working Papers (1997) View citations (7) (1997)

1996

210. Empirical evidence on the long-run neutrality hypothesis using low-frequency international data
     Economics Letters, 1996, 50, (3), 323-327 View citations (23)
211. 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)
212. International evidence on the cyclical behavior of inflation
     Economics Letters, 1996, 51, (2), 205-212 View citations (5)
213. Is There Chaos in Economic Time Series?
     Canadian Journal of Economics, 1996, 29, (s1), 210-12 View citations (7)
214. Nominal stylized facts of U. S. business cycles
     Review, 1996, 78, (Jul), 49-54 View citations (16)
     See also Chapter Nominal Stylized Facts of U.S. Business Cycles, World Scientific Book Chapters, 2006, 47-56 (2006) (2006)
215. Testing for deterministic nonlinear dependence in the australian dollar-US dollar exchange rate series
     Applied Economics Letters, 1996, 3, (4), 267-269
216. The sensitivity of empirical studies to alternative measures of the monetary base and reserves
     Review, 1996, (Nov), 51-69

1995

217. 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 Random Walks, Breaking Trend Functions, and the Chaotic Structure of the Velocity of Money, World Scientific Book Chapters, 2006, 119-130 (2006) (2006)

1994

218. A cointegration analysis of petroleum futures prices
     Energy Economics, 1994, 16, (2), 93-97 View citations (46)
     See also Chapter A Cointegration Analysis of Petroleum Futures Prices, World Scientific Book Chapters, 2007, 46-54 (2007) (2007)
219. 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)
220. Business Cycles and the Behavior of Energy Prices
     The Energy Journal, 1994, Volume15, (Number 2), 125-134 View citations (9)
     Also in The Energy Journal, 1994, 15, (2), 125-134 (1994)
     See also Chapter Business Cycles and the Behavior of Energy Prices, World Scientific Book Chapters, 2007, 38-45 (2007) (2007)
     Working Paper Business cycles and the behavior of energy prices, MPRA Paper (1994) View citations (9) (1994)
221. 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)
222. Testing the long-run implications of the neoclassical growth model for Canada
     Journal of Macroeconomics, 1994, 16, (2), 329-346 View citations (16)

1993

223. 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)
224. The role of money in Canada
     Journal of Macroeconomics, 1993, 15, (1), 91-107 View citations (6)

1992

225. Consumer Theory and the Demand for Money
     Journal of Economic Literature, 1992, 30, (4), 2086-2119 View citations (107)
     See also Chapter Consumer Theory and the Demand for Money, World Scientific Book Chapters, 2006, 3-43 (2006) (2006)
226. Export growth and Canadian economic development
     Journal of Development Economics, 1992, 38, (1), 133-145 View citations (54)
227. Maturity effects in energy futures
     Energy Economics, 1992, 14, (2), 150-157 View citations (25)
     See also Chapter Maturity Effects in Energy Futures, World Scientific Book Chapters, 2007, 23-37 (2007) (2007)
228. Output trends in EC countries and the implications for transition to monetary union
     Economics Letters, 1992, 40, (2), 211-216 View citations (3)
229. The Random Walk in Canadian Output
     Canadian Journal of Economics, 1992, 25, (2), 392-406 View citations (15)
230. Unit Root Behavior in Energy Futures Prices
     The Energy Journal, 1992, Volume 13, (Number 2), 119-128 View citations (29)
     Also in The Energy Journal, 1992, 13, (2), 119-128 (1992) View citations (1)
     See also Working Paper Unit root behavior in energy futures prices, MPRA Paper (1992) View citations (27) (1992)
     Chapter Unit Root Behavior in Energy Futures Prices, World Scientific Book Chapters, 2007, 7-14 (2007) (2007)

1991

231. 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)
232. Exports and GNP Causality in the Industrial Countries: 1950–1985
     Kyklos, 1991, 44, (2), 167-179 View citations (24)
233. Modeling the demand for consumption goods and liquid assets
     Journal of Macroeconomics, 1991, 13, (3), 435-457 View citations (1)
     See also Chapter Modeling the Demand for Consumption Goods and Liquid Assets, World Scientific Book Chapters, 2006, 227-244 (2006) (2006)
234. Rational expectations, risk and efficiency in energy futures markets
     Energy Economics, 1991, 13, (2), 111-115 View citations (23)
     See also Chapter Rational Expectations, Risk, and Efficiency in Energy Futures Markets, World Scientific Book Chapters, 2007, 15-22 (2007) (2007)
235. 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 (18)
     See also Chapter The Demand for Divisia Money in the United States: A Dynamic Flexible Demand System, World Scientific Book Chapters, 2006, 208-226 (2006) (2006)
236. The Post-War Aggregate Production Function in Canada: 1946-1988
     Economia Internazionale / International Economics, 1991, 44, (2-3), 168-175

1990

237. 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 A Dispersion-Dependency Diagnostic Test for Aggregation Error: With Applications to Monetary Economics and Income Distribution, Contributions to Economic Analysis, 2000, 167-194 (2000) (2000)

1989

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

1988

239. New tests of the theory of optimal seigniorage
     Economics Letters, 1988, 27, (4), 361-365 View citations (1)
240. 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 The Empirical Relationship Between Money, Prices, and Income Revisited, World Scientific Book Chapters, 2006, 57-71 (2006) (2006)
241. 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 Translog Flexible Functional Forms and Substitutability of Monetary Assets, World Scientific Book Chapters, 2006, 189-205 (2006) (2006)

1987

242. On the Demand for Money in the United States
     Empirical Economics, 1987, 12, (4), 249-55 View citations (6)
243. 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 The Demand for Divisia M1, M2, and M3 in the United States, World Scientific Book Chapters, 2006, 167-188 (2006) (2006)

1986

244. Divisia Aggregation and Substitutability among Monetary Assets
     Journal of Money, Credit and Banking, 1986, 18, (4), 430-46 View citations (11)
     See also Chapter Divisia Aggregation and Substitutability Among Monetary Assets, World Scientific Book Chapters, 2006, 147-166 (2006) (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 Interfuel substitution in the United States, Elsevier (2010) View citations (44) (2010)
4. International Evidence on Sectoral Interfuel Substitution
   Chapter 3 in Interfuel Substitution, 2012, pp 37-65
   See also Journal Article International Evidence on Sectoral Interfuel Substitution, (2010) (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 View citations (1)
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 A cointegration analysis of petroleum futures prices, Elsevier (1994) View citations (46) (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 Business cycles and natural gas prices, Organization of the Petroleum Exporting Countries (2005) View citations (16) (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 Working Paper Business cycles and the behavior of energy prices, University Library of Munich, Germany (1994) View citations (9) (1994)
    Journal Article Business Cycles and the Behavior of Energy Prices, International Association for Energy Economics (1994) View citations (9) (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 Cross-country Evidence on the Demand for Money, Camera di Commercio Industria Artigianato Agricoltura di Genova (2006) (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 Futures trading and the storage of North American natural gas, Organization of the Petroleum Exporting Countries (2006) View citations (5) (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 Working Paper Is there an East-West split in North-American natural gas markets?, University Library of Munich, Germany (1997) View citations (34) (1997)
    Journal Article Is There an East-West Split in North American Natural Gas Markets?, (1997) View citations (1) (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 Maturity effects in energy futures, Elsevier (1992) View citations (25) (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 Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets, De Gruyter (2006) View citations (26) (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 Random fractal structures in North American energy markets, Elsevier (2004) View citations (48) (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 Randomly Modulated Periodic Signals in Alberta's Electricity Market, De Gruyter (2006) View citations (1) (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 Rational expectations, risk and efficiency in energy futures markets, Elsevier (1991) View citations (23) (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 Returns and volatility in the NYMEX Henry Hub natural gas futures market, Organization of the Petroleum Exporting Countries (2006) View citations (10) (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 Testing for common features in North American energy markets, Elsevier (2004) View citations (91) (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 Journal Article The cyclical behavior of monthly NYMEX energy prices, Elsevier (1998) View citations (11) (1998)
    Working Paper The Cyclical Behavior of Monthly NYMEX Energy Prices, Calgary - Department of Economics (1997) View citations (1) (1997)
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 The message in North American energy prices, Elsevier (1999) View citations (93) (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 The North American Natural Gas Liquids Markets are Chaotic, International Association for Energy Economics (1999) View citations (18) (1999)
    Working Paper The North American natural gas liquids markets are chaotic, University Library of Munich, Germany (1999) View citations (19) (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 The welfare cost of inflation, Elsevier (2021) View citations (2) (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 Unit Root Behavior in Energy Futures Prices, International Association for Energy Economics (1992) View citations (29) (1992)
    Working Paper Unit root behavior in energy futures prices, University Library of Munich, Germany (1992) View citations (27) (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 An empirical comparison of flexible demand system functional forms, John Wiley & Sons, Ltd. (2001) View citations (55) (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 Consumer Theory and the Demand for Money, American Economic Association (1992) View citations (107) (1992)
56. Divisia Aggregation and Substitutability Among Monetary Assets
    Chapter 8 in Money And The Economy, 2006, pp 147-166
    See also Journal Article Divisia Aggregation and Substitutability among Monetary Assets, Blackwell Publishing (1986) View citations (11) (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 Modeling the demand for consumption goods and liquid assets, Elsevier (1991) View citations (1) (1991)
58. Monetary Aggregation and the Neutrality of Money
    Chapter 4 in Money And The Economy, 2006, pp 72-95
    See also Journal Article Monetary Aggregation and the Neutrality of Money, Western Economic Association International (2001) View citations (5) (2001)
59. Monetary Aggregation, Inflation, and Welfare
    Chapter 5 in Money And The Economy, 2006, pp 98-116 View citations (2)
    See also Journal Article Monetary aggregation, inflation, and welfare, Taylor & Francis Journals (2006) View citations (2) (2006)
60. Nominal Stylized Facts of U.S. Business Cycles
    Chapter 2 in Money And The Economy, 2006, pp 47-56
    See also Journal Article Nominal stylized facts of U. S. business cycles, Federal Reserve Bank of St. Louis (1996) View citations (16) (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 Random Walks, Breaking Trend Functions, and the Chaotic Structure of the Velocity of Money, American Statistical Association (1995) View citations (27) (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 SEMI-NONPARAMETRIC ESTIMATES OF THE DEMAND FOR MONEY IN THE UNITED STATES, Cambridge University Press (2005) View citations (25) (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 The demand for divisia M1, M2, and M3 in the United States, Elsevier (1987) View citations (5) (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 The Demand for Divisia Money in the United States: A Dynamic Flexible Demand System, Blackwell Publishing (1991) View citations (18) (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 The Empirical Relationship between Money, Prices, and Income Revisite d, American Statistical Association (1988) View citations (5) (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 Translog Flexible Functional Forms and Substitutability of Monetary Assets, American Statistical Association (1988) View citations (5) (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 A dispersion-dependency diagnostic test for aggregation error: With applications to monetary economics and income distribution, Elsevier (1990) View citations (18) (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