Publications

by members of

Viessmann European Research Centre
Wilfrid Laurier University
Waterloo, Canada

Working papers

2008

1. Özer Karagedikli & Pierre L. Siklos, 2008. "Explaining Movements in the NZ Dollar - Central Bank Communication and the Surprise Element in Monetary Policy?," Reserve Bank of New Zealand Discussion Paper Series DP2008/02, Reserve Bank of New Zealand. [Downloadable!]

2007

1. Pierre L. Siklos & Martin T. Bohl, 2007. "Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule," Working Paper Series 32-07, Rimini Centre for Economic Analysis, revised Jul 2007. [Downloadable!]
2. Pierre L. Siklos & Yang Zhang, 2007. "Identifying the Shocks Driving Inflation in China," Working Paper Series 34-07, Rimini Centre for Economic Analysis, revised Jul 2007. [Downloadable!]
3. Pierre L. Siklos & Martin T. Bohl, 2007. "Policy Words and Policy Deeds: The ECB and the Euro," Working Paper Series 35-07, Rimini Centre for Economic Analysis, revised Jul 2007. [Downloadable!]
4. Pierre L. Siklos, 2007. "The FedÕs Reaction to the Stock Market During the Great Depression: Fact or Artefact?," Working Paper Series 33-07, Rimini Centre for Economic Analysis, revised Jul 2007. [Downloadable!]
5. Pierre Siklos, 2007. "Revisiting the Coyne Affair: A Singular Event That Changed the Course of Canadian Monetary History," Working Papers eg0047, Wilfrid Laurier University, Department of Economics, revised 2007. [Downloadable!]
6. Pierre L. Siklos & Diana N. Weymark, 2007. "Is Sterilized Intervention Effective? New International Evidence," Working Papers 142007, Hong Kong Institute for Monetary Research. [Downloadable!]

2006

1. Pierre L. Siklos & Diana N. Weymark, 2006. "Measuring the Impact of Intervention on Exchange Market Pressure," Working Papers 0604, Department of Economics, Vanderbilt University. [Downloadable!]
2. Siklos, Pierre & Bohl , Martin, 2006. "Policy words and policy deeds: the ECB and the euro," Research Discussion Papers 2/2006, Bank of Finland. [Downloadable!]
3. Pierre Siklos, 2006. "What Can We Learn from Comprehensive Data Revisions for Forecasting Inflation: Some US Evidence," Working Papers eg0049, Wilfrid Laurier University, Department of Economics, revised 2006. [Downloadable!]
4. P. Siklos, M. Bohl, 2006. "Policy Words and Policy Deeds: The ECB and the Euro," Working Papers eg0050, Wilfrid Laurier University, Department of Economics, revised 2006. [Downloadable!]
5. P. Siklos & M. Bohl, 2006. "Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule," Working Papers eg0053, Wilfrid Laurier University, Department of Economics, revised 2006. [Downloadable!]
6. P. Siklos, W. Enders & B. Falk, 2006. "A Threshold Model of Real US GDP and the Problem of Constructing Confidence Intervals in TAR Models," Working Papers eg0052, Wilfrid Laurier University, Department of Economics, revised 2006. [Downloadable!]
7. P. Siklos, D. Waymark, 2006. "Measuring the Impact of Intervention on Exchange Market Pressure," Working Papers eg0048, Wilfrid Laurier University, Department of Economics, revised 2006. [Downloadable!]

2004

1. Martin T. Bohl & Pierre Siklos, 2004. "Empirical Evidence on Feedback Trading in Mature and Emerging Stock Markets," Research Paper Series 137, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
2. Siklos, Pierre L. & Werner, Thomas & Bohl, Martin T., 2004. "Asset Prices in Taylor Rules : Specification, Estimation, and Policy Implications for the ECB," Discussion Paper Series 1: Economic Studies 2004,22, Deutsche Bundesbank, Research Centre. [Downloadable!]

2003

1. Bohl, Martin T. & Siklos, Pierre L. & Werner, Thomas, 2003. "Did the Bundesbank React to Stock Price Movements?," Discussion Paper Series 1: Economic Studies 2003,14, Deutsche Bundesbank, Research Centre. [Downloadable!]

2002

1. Eduard Hochreiter & Anton Korinek & Pierre L. Siklos, 2002. "The Potential Consequences of Alternative Exchange Rate Regimes: A Study of Three Candidate Regions*Monetary Union: European Lessons, Latin American Prospects," Working Papers 76, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
2. Alfred A. Haug & Pierre L. Siklos, 2002. "The Term Spread International Evidence of Non-Linear Adjustment," Working Papers 2002_08, York University, Department of Economics, revised Jul 2004. [Downloadable!]

2001

1. Jeff M. Rogers & Pierre Siklos, 2001. "Foreign Exchange Market Intervention in Two Small Open Economies: The Canadian and Australian Experience," Research Paper Series 57, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]

2000

1. Siklos, Pierre L., 2000. "Monetary policy transparency, public commentary, and market perceptions about monetary policy in Canada," Discussion Paper Series 1: Economic Studies 2000,08, Deutsche Bundesbank, Research Centre. [Downloadable!]

1999

1. Pierre Siklos, 1999. "Inflation Targets and the Yield Curve: New Zealand and Australia vs. the US," Research Paper Series 25, Quantitative Finance Research Centre, University of Technology, Sydney.

1997

1. Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos, 1997. "Seasonal Adjustment and Volatility Dynamics," CIRANO Working Papers 97s-39, CIRANO. [Downloadable!]
2. Lee, H.S. & Siklos, P.L., 1997. "The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data," Working Papers 97-1, Wilfrid Laurier University, Department of Economics.
3. Siklos, P.L. & Anusiewicz, J., 1997. "The Effect of Canadian and U.S. M1 Announcements on Canadian Financial Markets: The Crow Years," Working Papers 97-3, Wilfrid Laurier University, Department of Economics.
4. Gillman, M. & Siklos, P.L. & Silver, J.L., 1997. "Money Velocity with Costly Credit," Working Papers 97-4, Wilfrid Laurier University, Department of Economics.
5. Siklos, P.L. & Granger, C.W.J., 1997. "Regime Sensitive Cointegration with an Application to Interest rate Parity," Working Papers 97-5, Wilfrid Laurier University, Department of Economics.
6. Burdekin, R.C.K. & Siklos, P.L., 1997. "Exchange Rate Regimes and Shfts in Inflation Persistence: Does Nothing Else Matter?," Working Papers 97-2, Wilfrid Laurier University, Department of Economics.
7. Siklos, P.L., 1997. "The Unemployment Insurance Compensation Experience of Immigrants in Canada, 1980-1988," Working Papers 97-6, Wilfrid Laurier University, Department of Economics.

1996

1. Pierre L. Siklos & Clive W.J. Granger, 1996. "Temporary Cointegration With an Application to Interest Rate Parity," University of California at San Diego, Economics Working Paper Series 96-11, Department of Economics, UC San Diego. [Downloadable!]
2. Gillman M. & Siklos & P.L.Silver & J.L., 1996. "Money Velocity with Costly Credit," Department of Economics - Working Papers Series 515, The University of Melbourne.
3. Pierre L. Siklos, 1996. "Capital Flows in a Transitional Economy and the Sterilization Dilemma - The Hungarian Case," IMF Working Papers 96/86, International Monetary Fund.

1995

1. Ghysels, E. & Granger, C.W.J. & Siklos, P.L., 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process," Cahiers de recherche 9517, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
2. Ghysels, E. & Granger, C.W.J. & Siklos, P.L., 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process," Cahiers de recherche 9517, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
3. Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos, 1995. "Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?," CIRANO Working Papers 95s-19, CIRANO. [Downloadable!]

1994

1. Pierre L. Siklos, 1994. "Varieties of Monetary Reforms," IMF Working Papers 94/57, International Monetary Fund.

1993

1. Michael D. Bordo & Lars Jonung & Pierre Siklos, 1993. "The Common Development of Institutional Change as Measured by Income Velocity: A Century of Evidence from Industrialized Countries," NBER Working Papers 4379, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
2. Abel, István & Siklos, Pierre L, 1993. "Constraints on Enterprise Liquidity and their Impact on the Monetary Sector in Formerly Centrally Planned Economies," CEPR Discussion Papers 841, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
3. Abel, I. & Bonin, J.P. & Siklos, P.L., 1993. "Crippled Monetary Policy in Transforming Economies: Why Central Bank Does not Restore Control," Working Papers 93014, Wilfrid Laurier University, Department of Economics.
4. Siklos, P.L. & Wohar, M.E., 1993. "Convergence in Interest Rates and Inflation Rates Across Countries and Across Time," Working Papers 93004, Wilfrid Laurier University, Department of Economics.
5. Siklos, P.L., 1993. "The Tales of Parallel Currencies: The Early Soviet Experience," Working Papers 93008, Wilfrid Laurier University, Department of Economics.
6. Abel, I. & Siklos, P.L., 1993. "Constraints on Enterprise Liquidity and its Impact on the Monetary Sector in Hungary," Working Papers 93012, Wilfrid Laurier University, Department of Economics.
7. Siklos, P.L., 1993. "Can There Be a Currency Union Without Political Union? The Early Soviet Experience," Working Papers 93009, Wilfrid Laurier University, Department of Economics.
8. Granger, C.W.J. & Siklos, P.L., 1993. "Systematic Sampling, Temporal Aggregation, Seasonal Adjustment, and Cointegration: Theory and Evidence," Working Papers 93001, Wilfrid Laurier University, Department of Economics.
9. Siklos, P.L. & Johnson, D.R., 1993. "Political Effects on Central Bank Behavior: Some International Evidence," Working Papers 93011, Wilfrid Laurier University, Department of Economics.
10. Siklos, P.L., 1993. "The Tchervonetz Experiment in Discriminatory Monetary Policy," Working Papers 93010, Wilfrid Laurier University, Department of Economics.
11. Siklos, P.L., 1993. "Varieties of Monetary Reforms," Working Papers 93013, Wilfrid Laurier University, Department of Economics.

1992

1. Ghysels, E. & Lee, H.S. & Siklos, P.L., 1992. "On the (Mis)Specification of Seasonality and Its Consequences: an Empirical Investigation with U.S. Data," Cahiers de recherche 9237, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
2. Ghysels, E. & Lee, H.S. & Siklos, P.L., 1992. "On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation With U.S. Data," Cahiers de recherche 9237, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
3. Siklos, P.L., 1992. "Politics and U.S. Business Cycles : A Century of Evidence," Working Papers 92004, Wilfrid Laurier University, Department of Economics.
4. Siklos, P.L. & Lee, H.S., 1992. "The Influence of Seasonal Adjustment on the Canadian Consumption Function; 1947-1991," Working Papers 92006, Wilfrid Laurier University, Department of Economics.
5. Ghysels, E. & Lee, H.S. & Siklos, P.L., 1992. "On the (MIS)Specification of Seasonality and Its Consequences : An Empirical Investigation with U.S. Data," Working Papers 92008, Wilfrid Laurier University, Department of Economics.
6. Marr, W.L. & Siklos, P.L., 1992. "An Empirical Analysis of the Link Between Immigration and Unemployment in Canada," Working Papers 92007, Wilfrid Laurier University, Department of Economics.

1991

1. Siklos, P.L., 1991. "The Money Growth - Inflation Relationship Under Hyperinflation: An Illustration from Hungary's Postwar Experience," Working Papers 91139, Wilfrid Laurier University, Department of Economics.
2. Shik Lee, H. & Siklos, P.L., 1991. "Seasonality in Time Series: Money-Income Causality in U.S. Data Revisited," Working Papers 91148, Wilfrid Laurier University, Department of Economics.
3. Lee Shik, H. & Siklos, P.L., 1991. "The Influence of Seasonal Adjustment on Unit Roots and Cointegration: The Case of the Consumption Function for Canada, 1947,1987," Working Papers 91149, Wilfrid Laurier University, Department of Economics.
4. Siklos, P.L., 1991. "Income Velocity and Institutional Change: Some New Time Series Evidence, 1870-1986," Working Papers 91150, Wilfrid Laurier University, Department of Economics.
5. Siklos, P.L., 1991. "Interpreting a Change in Monetary Policy Regimes: A Reappraisal of the First Hungarian Hyperinflation and Stabilization, 1921-1928," Working Papers 91147, Wilfrid Laurier University, Department of Economics.
6. Lee, H.S. & Siklos, P.L., 1991. "Unit Roots and Seasonal Unit Roots in Macroeconomic Time Series: Canadian Evidence," Working Papers 91143, Wilfrid Laurier University, Department of Economics.

1990

1. Siklos, P., 1990. "Price Inertia And Policy Ineffectiveness In The United States, 1890-1984: A Reappraisal," Working Papers 90136, Wilfrid Laurier University, Department of Economics.
2. Siklos, P.L., 1990. "The Link Between Money And Prices Under Different Policy Regimes: The Postwar Hungarian Experience," Working Papers 90134, Wilfrid Laurier University, Department of Economics.
3. Siklos, P.L., 1990. "Hyperinflation: Their Origins, Development And Termination," Working Papers 90135, Wilfrid Laurier University, Department of Economics.

1989

1. Siklos, P., 1989. "Velocity And Institutional Change: Evidence From Canada, The U.K. And U.S., 1870-1986," Economics Series Working Papers 9977, University of Oxford, Department of Economics.
2. Siklos, P.L., 1989. "The Transition From Hyperinflation To Price Stability: Further Evidence," Working Papers 89131, Wilfrid Laurier University, Department of Economics.

1988

1. Siklos, P.L., 1988. "The Deficit - Interest Rate Link: Empirical Evidence For Canada," Working Papers 88119, Wilfrid Laurier University, Department of Economics.
2. Siklos, P.L., 1988. "Cyclical Fluctuations In U.S. Monetary Policy And Output: A Test Of Their Relationship," Working Papers 88116, Wilfrid Laurier University, Department of Economics.
3. Raj, B. & Siklos, P.L., 1988. "Some Qualms About The Rest Of The Institutionalist Hypothesis Of The Long -Run Behavior Of Velocity," Working Papers 88121, Wilfrid Laurier University, Department of Economics.
4. Siklos, P.L., 1988. "The End Of The Hungarian Hyperinflation Of 1945-1946," Working Papers 88125, Wilfrid Laurier University, Department of Economics.
5. Siklos, P.L., 1988. "The Deficit - Interest Rate Link: Empirical Evidence For Canada," Working Papers 88113, Wilfrid Laurier University, Department of Economics.

Journal articles

2008

1. Pierre L. Siklos & Martin T. Bohl, 2008. "Policy words and policy deeds: the ECB and the euro," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(3), pages 247-265. [Downloadable!]
2. Burdekin, Richard C.K. & Siklos, Pierre L., 2008. "What has driven Chinese monetary policy since 1990? Investigating the People's bank's policy rule," Journal of International Money and Finance, Elsevier, vol. 27(5), pages 847-859, September. [Downloadable!] (restricted)
3. Siklos, Pierre L., 2008. "The Fed's reaction to the stock market during the great depression: Fact or artefact?," Explorations in Economic History, Elsevier, vol. 45(2), pages 164-184, April. [Downloadable!] (restricted)

2007

1. Bohl, Martin T. & Siklos, Pierre L. & Werner, Thomas, 2007. "Do central banks react to the stock market? The case of the Bundesbank," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 719-733, March. [Downloadable!] (restricted)
2. Siklos, Pierre L. & Bohl, Martin T., 2007. "Do actions speak louder than words? Evaluating monetary policy at the Bundesbank," Journal of Macroeconomics, Elsevier, vol. 29(2), pages 368-386, June. [Downloadable!] (restricted)
3. Walter Enders & Barry Falk & Pierre Siklos, 2007. "A Threshold Model of Real U.S. GDP and the Problem of Constructing Confidence Intervals in TAR Models," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 11(3), pages 1322-1322. [Downloadable!] (restricted)

2006

1. Hurn, Stan & Siklos, Pierre L., 2006. "Asset pricing puzzles in finance: Introduction," The North American Journal of Economics and Finance, Elsevier, vol. 17(2), pages 103-105, August. [Downloadable!] (restricted)
2. Siklos, Pierre L., 2006. "Managed floating as a strategy to achieve selected monetary policy objectives," Journal of Economics and Business, Elsevier, vol. 58(5-6), pages 447-464. [Downloadable!] (restricted)
3. Eduard Hochreiter & Pierre Siklos, 2006. "Introductory Remarks for the Contemporary Economic Policy Special Section on "Monetary Policy Issues of New EU-Member and Candidate Countries"," Contemporary Economic Policy, Oxford University Press, vol. 24(4), pages 473-474, October.
4. Pierre Siklos, 2006. "Comments on S. Arndt: “Regional currency arrangements in North Americaâ€," International Economics and Economic Policy, Springer, vol. 3(3), pages 287-291, December. [Downloadable!] (restricted)
5. Siklos, Pierre L., 2006. "Hungary's entry into the euro area: Lessons for prospective members from a monetary policy perspective," Economic Systems, Elsevier, vol. 30(4), pages 366-384, December. [Downloadable!] (restricted)
6. Alfred Haug & Pierre Siklos, 2006. "The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 10(4), pages 1276-1276. [Downloadable!] (restricted)

2005

1. Herrmann, Heinz & Orphanides, Athanasios & Siklos, Pierre L., 2005. "Real-time data and monetary policy," The North American Journal of Economics and Finance, Elsevier, vol. 16(3), pages 271-276, December. [Downloadable!] (restricted)
2. Siklos, Pierre L., 2005. "Allan H. Meltzer, A History of the Federal Reserve, volume 1: 1913 1951 (Chicago: University of Chicago Press, 2002. xiii + 600 pp. $75)," Financial History Review, Cambridge University Press, vol. 12(02), pages 313-315, October. [Downloadable!]
3. Siklos, Pierre L. & Granger, Clive W.J., 2005. "Regime-Sensitive Cointegration With An Application To Interest-Rate Parity," Macroeconomic Dynamics, Cambridge University Press, vol. 1(03), pages 640-657, March. [Downloadable!]
4. Pierre L. Siklos & Martin T. Bohl, 2005. "The Bundesbank's Communications Strategy and Policy Conflicts with the Federal Government," Southern Economic Journal, Southern Economic Association, vol. 72(2), pages 395–409, October.

2004

1. Siklos, Pierre L., 2004. "The macroeconomics of low inflation and the prospects for global deflation," The North American Journal of Economics and Finance, Elsevier, vol. 15(1), pages 1-3, March. [Downloadable!] (restricted)
2. Bohl, Martin T. & Siklos, Pierre L., 2004. "The present value model of U.S. stock prices redux: a new testing strategy and some evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(2), pages 208-223, May. [Downloadable!] (restricted)
3. Martin T. Bohl & Pierre L. Siklos, 2004. "The Bundesbank's Inflation Policy and Asymmetric Behavior of the German Term Structure," Review of International Economics, Blackwell Publishing, vol. 12(3), pages 495-508, 08. [Downloadable!] (restricted)
4. Sean Collins & Pierre L. Siklos, 2004. "Optimal Monetary Policy Rules and Inflation Targets: Are Australia, Canada, and New Zealand Different from the U.S.?," Open Economies Review, Springer, vol. 15(4), pages 347-362, October. [Downloadable!]
5. Pierre L. Siklos, 2004. "Central Bank Behavior, the Institutional Framework, and Policy Regimes: Inflation Versus Noninflation Targeting Countries," Contemporary Economic Policy, Oxford University Press, vol. 22(3), pages 331-343, July.
6. Abel, Istvan & Siklos, Pierre L., 2004. "Secrets to the successful Hungarian bank privatization: the benefits of foreign ownership through strategic partnerships," Economic Systems, Elsevier, vol. 28(2), pages 111-123, June. [Downloadable!] (restricted)

2003

1. Pierre L. Siklos, 2003. "Assessing the Impact of Changes in Transparency and Accountability at the Bank of Canada," Canadian Public Policy, University of Toronto Press, vol. 29(3), pages 279-299, September. [Downloadable!] (restricted)
2. Eduard Hochreiter & Anton Korinek & Pierre L. Siklos, 2003. "The potential consequences of alternative exchange rate regimes: A study of three candidate regions," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(4), pages 327-349. [Downloadable!]
3. Rogers, J. M. & Siklos, P. L., 2003. "Foreign exchange market intervention in two small open economies: the Canadian and Australian experience," Journal of International Money and Finance, Elsevier, vol. 22(3), pages 393-416, June. [Downloadable!] (restricted)

2002

1. Siklos, Pierre L. & Abel, Istvan, 2002. "Is Hungary ready for inflation targeting?," Economic Systems, Elsevier, vol. 26(4), pages 309-333, December. [Downloadable!] (restricted)
2. Hochreiter, Eduard & Siklos, Pierre L., 2002. "Alternative exchange-rate regimes: The options for Latin America," The North American Journal of Economics and Finance, Elsevier, vol. 13(3), pages 195-211, December. [Downloadable!] (restricted)
3. Siklos, Pierre L., 2002. "Asymmetric adjustment from structural booms and slumps," Economics Letters, Elsevier, vol. 77(3), pages 329-333, November. [Downloadable!] (restricted)
4. Siklos, Pierre L. & Skoczylas, Leslaw F., 2002. "Volatility clustering in real interest rates: international evidence," Journal of Macroeconomics, Elsevier, vol. 24(2), pages 193-209, June. [Downloadable!] (restricted)

2001

1. Enders, Walter & Siklos, Pierre L, 2001. "Cointegration and Threshold Adjustment," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(2), pages 166-76, April.
2. Pierre L. Siklos & Andrew G. Barton, 2001. "Monetary aggregates as indicators of economic activity in Canada: empirical evidence," Canadian Journal of Economics, Canadian Economics Association, vol. 34(1), pages 1-17, February. [Downloadable!] (restricted)
3. Siklos, Pierre, 2001. "Session 4b: The Great Depression Macro," The Journal of Economic History, Cambridge University Press, vol. 61(02), pages 522-522, August. [Downloadable!]

2000

1. Siklos, Pierre L, 2000. "Inflation Targets and the Yield Curve: New Zealand and Australia versus the US," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(1), pages 15-32, February. [Downloadable!] (restricted)
2. Siklos, Pierre L, 2000. "Is the MCI a Useful Signal of Monetary Policy Conditions? An Empirical Investigation," International Finance, Blackwell Publishing, vol. 3(3), pages 413-37, November. [Downloadable!] (restricted)

1999

1. Siklos, Pierre L & Kwok, Ben, 1999. "Stock Returns and Inflation: A New Test of Competing Hypotheses," Applied Financial Economics, Taylor and Francis Journals, vol. 9(6), pages 567-81, December. [Downloadable!] (restricted)
2. Murchison, Stephen C & Siklos, Pierre L, 1999. "A Suggestion for a Simple Cross-Country Empirical Proxy for Trend Unemployment," Applied Economics Letters, Taylor and Francis Journals, vol. 6(7), pages 447-51, July. [Downloadable!] (restricted)
3. Pierre L. Siklos, 1999. "Inflation-target design: changing inflation performance and persistence in industrial countries," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 46-58. [Downloadable!]
4. Burdekin, Richard C K & Siklos, Pierre L, 1999. "Exchange Rate Regimes and Shifts in Inflation Persistence: Does Nothing Else Matter?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 31(2), pages 235-47, May.

1998

1. Pierre L. Siklos & William L. Marr, 1998. "The unemployment insurance compensation experience of immigrants in Canada, 1980-1988," Journal of Population Economics, Springer, vol. 11(1), pages 127-147. [Downloadable!] (restricted)
2. Siklos, Pierre L., 1998. "Manuel H. Johnson and Robert E. Keleher, Monetary Policy, a Market Price Approach," Journal of Comparative Economics, Elsevier, vol. 26(3), pages 580-582, September. [Downloadable!] (restricted)

1997

1. Siklos, Pierre L & Wohar, Mark E, 1997. "Convergence in Interest Rates and Inflation Rates across Countries and over Time," Review of International Economics, Blackwell Publishing, vol. 5(1), pages 129-41, February.
2. Bordo, Michael D & Jonung, Lars & Siklos, Pierre L, 1997. "Institutional Change and the Velocity of Money: A Century of Evidence," Economic Inquiry, Oxford University Press, vol. 35(4), pages 710-24, October.
3. Siklos, Pierre L. & Eckhold, Kelly R., 1997. "Income Velocity in Turbulent Times: The Role of Institutional Factors in the New Zealand Experience," Journal of Macroeconomics, Elsevier, vol. 19(1), pages 31-52, January. [Downloadable!] (restricted)
4. Lee, Hahn Shik & Siklos, Pierre L., 1997. "The role of seasonality in economic time series reinterpreting money-output causality in U.S. data," International Journal of Forecasting, Elsevier, vol. 13(3), pages 381-391, September. [Downloadable!] (restricted)

1996

1. Siklos, Pierre L, 1996. "An Empirical Exploration of Revisions in U.S. National Income Aggregates," Applied Financial Economics, Taylor and Francis Journals, vol. 6(1), pages 59-70, February. [Downloadable!] (restricted)
2. Johnson, David R & Siklos, Pierre L, 1996. "Political and Economic Determinants of Interest Rate Behavior: Are Central Banks Different?," Economic Inquiry, Oxford University Press, vol. 34(4), pages 708-29, October.
3. Ghysels, Eric & Granger, Clive W J & Siklos, Pierre L, 1996. "Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 374-86, July.
4. Ghysels, Eric & Granger, Clive W J & Siklos, Pierre L, 1996. "Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(3), pages 396-97, July.
5. Siklos, Pierre L. & Wohar, Mark E., 1996. "Cointegration and the term structure: A multicountry comparison," International Review of Economics & Finance, Elsevier, vol. 5(1), pages 21-34. [Downloadable!] (restricted)
6. Pierre Siklos & Rod Tarajos, 1996. "Fundamentals and devaluation expectations in target zones: Some new evidence from the ERM," Open Economies Review, Springer, vol. 7(1), pages 35-59, January. [Downloadable!] (restricted)

1995

1. Siklos, Pierre L, 1995. "Long-Run and Short-Run Money Demand: Which Price Deflator to Use? Some Evidence Using New Zealand Data," Applied Economics Letters, Taylor and Francis Journals, vol. 2(6), pages 199-202, June. [Downloadable!] (restricted)
2. Lee, Hahn S. & Siklos, Pierre L., 1995. "A note on the critical values for the maximum likelihood (seasonal) cointegration tests," Economics Letters, Elsevier, vol. 49(2), pages 137-145, August. [Downloadable!] (restricted)
3. Granger, C. W. J. & Siklos, Pierre L., 1995. "Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 357-369. [Downloadable!] (restricted)

1994

1. Marr, William L. & Siklos, Pierre L., 1994. "The link between immigration and unemployment in Canada," Journal of Policy Modeling, Elsevier, vol. 16(1), pages 1-25, February. [Downloadable!] (restricted)

1993

1. Siklos, Pierre L, 1993. "Income Velocity and Institutional Change: Some New Time Series Evidence, 1870-1986," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(3), pages 377-92, August. [Downloadable!] (restricted)
2. Hahn S. Lee & Pierre L. Siklos, 1993. "The Influence of Seasonal Adjustment on the Canadian Consumption Function, 1947-1991," Canadian Journal of Economics, Canadian Economics Association, vol. 26(3), pages 575-89, August. [Downloadable!] (restricted)
3. Ghysels, Eric & Lee, Hahn S & Siklos, Pierre L, 1993. "On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data," Empirical Economics, Springer, vol. 18(4), pages 747-60.

1991

1. Siklos, Pierre L, 1991. "The Money Growth-Inflation Relationship under Hyperinflation: An Illustration from Hungary's Postwar Experience," Applied Economics, Taylor and Francis Journals, vol. 23(9), pages 1453-60, September.
2. Lee, Hahn Shik & Siklos, Pierre L., 1991. "Unit roots and seasonal unit roots in macroeconomic time series : Canadian evidence," Economics Letters, Elsevier, vol. 35(3), pages 273-277, March. [Downloadable!] (restricted)

1990

1. Siklos, Pierre L, 1990. " Hyperinflations: Their Origins, Development and Termination," Journal of Economic Surveys, Blackwell Publishing, vol. 4(3), pages 225-48.
2. Siklos, P. L., 1990. "Price inertia and policy ineffectiveness in the United States, 1890-1984: A reappraisal," Journal of Economics and Business, Elsevier, vol. 42(4), pages 265-277, November. [Downloadable!] (restricted)
3. Siklos, Pierre L., 1990. "The link between money and prices under different policy regimes: The postwar Hungarian experience," Explorations in Economic History, Elsevier, vol. 27(4), pages 468-482, October. [Downloadable!] (restricted)
4. Pierre L. Siklos, 1990. "The Transition from Hyperinflation to Price Stability: Further Evidence," Eastern Economic Journal, Eastern Economic Association, vol. 16(1), pages 65-69, Jan-Mar. [Downloadable!]
5. Pierre L. Siklos, 1990. "The Transition from Hyperinflation to Price Stability: Further Evidence," Eastern Economic Journal, Palgrave Macmillan Journals, vol. 16(1), pages 65-69, Jan-Mar. [Downloadable!] (restricted)

1989

1. Siklos, Pierre L, 1989. "The End of the Hungarian Hyperinflation of 1945-1946," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 21(2), pages 135-47, May. [Downloadable!] (restricted)
2. Siklos, Pierre L., 1989. "Unit root behavior in velocity : Cross-country tests using recursive estimation," Economics Letters, Elsevier, vol. 30(3), pages 231-236, September. [Downloadable!] (restricted)
3. Siklos, Pierre L., 1989. "Canadian economic forecasting in a world where all's unsure : Mervin Daub, (Kingston, Ont., Canada: McGill-Queen's University Press, 1987), $32.50, pp. 236," International Journal of Forecasting, Elsevier, vol. 5(3), pages 432-434. [Downloadable!] (restricted)

1988

1. Siklos, Pierre L, 1988. "The Deficit-Interest Rate Link: Empirical Evidence for Canada," Applied Economics, Taylor and Francis Journals, vol. 20(12), pages 1563-77, December.
2. Raj, Baldev & Siklos, Pierre L, 1988. "The Role of Fiscal Policy in the St. Louis Model: Nonparametric Estimates for a Small Open Economy," Empirical Economics, Springer, vol. 13(3/4), pages 169-86.
3. Raj, Baldev & Siklos, Pierre L, 1988. "Some Qualms about the Test of the Institutional Hypothesis of the Long-run Behavior of Velocity," Economic Inquiry, Oxford University Press, vol. 26(3), pages 537-45, July.
4. Siklos, Pierre L., 1988. "Output-inflation trade-offs: Some new evidence from postwar U.S. quarterly data," Journal of Macroeconomics, Elsevier, vol. 10(2), pages 249-260. [Downloadable!] (restricted)

1987

1. P. L. Siklos, 1987. "Additional Thoughts on the Hungarian Hyperinflation of 1945-46," South African Journal of Economics, Economic Society of South Africa, vol. 55(1), pages 55-57, 03. [Downloadable!] (restricted)

1986

1. Raj, Baldev & Siklos, Pierre L, 1986. "The Role of Fiscal Policy in the St. Louis Model: An Evaluation and Some New Evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(3), pages 287-94, July. [Downloadable!] (restricted)

Books

2004

1. Eduard Hochreiter & Pierre Siklos, 2004. "From Floating to Monetary Union: The Economic Distance between Exchange Rate Regimes," SUERF Studies, SUERF - The European Money and Finance Forum, number 2004/5 edited by Morten Balling. [Downloadable!]

This page was last updated on 2008-10-1.