Working Papers

From Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management
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Bibliographic data for series maintained by Dalibor Stevanovic and Alain Guay ().

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25-03: Estimation of Non-Gaussian SVAR Using Tensor Singular Value Decomposition: Alain Guay and Dalibor Stevanovic
25-02: What Drives Low and Stable Inflation?: Joshua Brault and Louis Phaneuf
25-01: Time-Varying Inflation Target and Unbiased Taylor Rule Estimation: Joshua Brault, Qazi Haque and Louis Phaneuf
24-09: Geography and the Technique Effect: Evidence from Canada: Kevin Andrew, Jevan Cherniwchan, Mamoon Kader and Hashmat Khan
24-08: Are New Keynesian Models Useful When Trend Inflation is Not Low?: Sergio Lago Alves and Hashmat Khan
24-07: Collateral Shocks: A Dominant Source of U.S. Business Cycles?: Mamoon Kader and Hashmat Khan
24-05: Inflation, Attention and Expectations: Etienne Briand, Massimiliano Marcellino and Dalibor Stevanovic
24-04: Shocking the Economy from 1967 up to 2023: Reinforcing the Relevance of Divisia Money in US Monetary Policy: Christophe Barrette and Alain Paquet
24-02: Does Immigration Help Alleviate Economy-Wide Labour Shortages ?: Pierre Fortin
23-04: From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks: Philippe Goulet Coulombe, Mikael Frenette and Karin Klieber
23-03: Frictions and Adjustments in Firm-to-Firm Trade: Francois Fontaine, Julien Martin and Isabelle Mejean
23-02: Occupational Choice, Human Capital, and Financial Constraints: Rui Castro and Pavel Ševčík
23-01: Maximally Machine-Learnable Portfolios: Philippe Goulet Coulombe and Maximilian Gobel
22-08: Dynamic Identification in VARs: Paul Beaudry, Fabrice Collard, Patrick Fève, Alain Guay and Franck Portier
22-07: Search and Multiple Jobholding: Etienne Lalé
22-06: The demand and supply of information about inflation: Massimiliano Marcellino and Dalibor Stevanovic
22-05: De lâ€™influence de la pensÃ©e macroÃ©conomique sur la direction des politiques Ã©conomiques au QuÃ©bec de 1936 Ã 2003: Alain Paquet
22-04: Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models: Francis Diebold, Maximilian Gobel and Philippe Goulet Coulombe
22-03: School Closures and Effective In-Person Learning during COVID-19: André Kurmann and Etienne Lalé
22-02: Zero-hours Contracts in a Frictional Labor Market: Juan Dolado, Etienne Lalé and Hélène Turon
22-01: A Neural Phillips Curve and a Deep Output Gap: Philippe Goulet Coulombe
21-11: Schumpeterian Growth, Price Rigidities, and the Business Cycles: Adil Mahroug and Alain Paquet
21-10: Higher Order Interest-Smoothing, Time-Varying Inflation Target and the Prospect of Indeterminacy: Joshua Brault and Louis Phaneuf
21-09: Did the Fed Remain at the ZLB Long Enough? Lessons from the 2008-2019 Period: Joshua Brault, Hashmat Khan, Louis Phaneuf and Jean Gardy Victor
21-08: The Fiscal and Welfare Effects of Policy Responses to the Covid-19 School Closures: Nicola Fuchs-Schundeln, Dirk Krueger, André Kurmann, Etienne Lalé, Alexander Ludwig and Irina Popova
21-07: SVARs in the Frequency Domain using a Continuum of Restrictions: Alain Guay and Florian Pelgrin
21-06: The Short-Run, Dynamic Employment Effects of Natural Disasters: New Insights: Alessandro Barattieri, Patrice Borda, Alberto Brugnoli, Martino Pelli and Jeanne Tschopp
21-05: The Macroeconomy as a Random Forest: Philippe Goulet Coulombe
21-04: Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis: Philippe Goulet Coulombe and Maximilian Gobel
21-03: To Bag is to Prune: Philippe Goulet Coulombe
21-02: Slow-Growing Trees: Philippe Goulet Coulombe
21-01: Can Machine Learning Catch the COVID-19 Recession?: Philippe Goulet Coulombe, Massimiliano Marcellino and Dalibor Stevanovic
20-21: From Dual to Unified Employment Protection: Transition and Steady State: Juan Dolado, Etienne Lalé and Nawid Siassi
20-20: A Simple Unit Root Test Consistent Against Any Stationary Alternative: Frederique Bec and Alain Guay
20-19: Identification of Structural Vector Autoregressions Through Higher Unconditional Moments: Alain Guay
20-18: Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy: Kevin Moran, Dalibor Stevanovic and Adam Kader Toure
20-17: Macroeconomic Data Transformations Matter: Philippe Goulet Coulombe, Maxime Leroux, Dalibor Stevanovic and Stephane Surprenant
20-16: The Ins and Outs of Involuntary Part-time Employment: Daniel Borowczyk-Martins and Etienne Lalé
20-15: Is Unconventional Monetary Policy Stabilizing? Evidence From the Great Recession and Recovery Years: Joshua Brault, Hashmat Khan, Louis Phaneuf and Jean Gardy Victor
20-14: Forecasting the COVID-19 recession and recovery: Lessons from the financial crisis: Claudia Foroni, Massimiliano Marcellino and Dalibor Stevanovic
20-13: Forecasting Bank Failures in a Data-Rich Environment: Jean-Armand Gnagne and Kevin Moran
20-12: Misallocation and Intersectoral Linkages: Sophie Osotimehin and Latchezar Popov
20-11: Sectoral Impact of COVID19: Cascading Risks: Sophie Osotimehin and Latchezar Popov
20-10: Nominal GDP Level Targeting: Steve Ambler
20-09: Predicting Financial Crises: Debt versus Debt Service Ratios: Steve Ambler and Jeremy Kronick
20-08: Rule-Based Monetary Policy and the Threat of Indeterminacy When Trend Inflation Is Low: Hashmat Khan, Louis Phaneuf and Jean Gardy Victor
20-07: A Large Canadian Database for Macroeconomic Analysis: Olivier Fortin-Gagnon, Maxime Leroux, Dalibor Stevanovic and Stephane Surprenant
20-06: GDP Forecast Accuracy During Recessions: Rachidi Kotchoni and Dalibor Stevanovic
20-05: Can New Keynesian Models Survive the Barro-King Curse?: Guido Ascari, Louis Phaneuf and Eric Sims
20-04: Nominal Contracting With Positive Trend Inflation: Which Way to Go?: Louis Phaneuf and Jean Gardy Victor
20-03: A Tale of Two Major Postwar Business Cycle Episodes: Hashmat Khan, Louis Phaneuf and Jean Gardy Victor
20-02: The Impact of COVID-19 on Small Business Employment and Hours: Real-Time Estimates With Homebase Data: André Kurmann, Etienne Lalé and Lien Ta
20-01: How is Machine Learning Useful for Macroeconomic Forecasting?: Philippe Goulet Coulombe, Maxime Leroux, Dalibor Stevanovic and Stephane Surprenant