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Citations of
Stephen Gordon

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

  1. Stephen Gordon & Michel Truchon, 2006. "Social Choice, Optimal Inference and Figure Skating," Cahiers de recherche 0624, CIRPEE. [Downloadable!]
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    Cited by:

    1. Michel Truchon, 2002. "Choix social et comités de sélection : le cas du patinage artistique," CIRANO Burgundy Reports 2002rb-02, CIRANO. [Downloadable!]
    2. Michel Truchon & Stephen Gordon, 2006. "Statistical Comparison of Aggregation Rules for Votes," Cahiers de recherche 0625, CIRPEE. [Downloadable!]
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  2. Michel Truchon & Stephen Gordon, 2006. "Statistical Comparison of Aggregation Rules for Votes," Cahiers de recherche 0625, CIRPEE. [Downloadable!]
    Published as:

    Cited by:

    1. Stephen Gordon & Michel Truchon, 2008. "Social choice, optimal inference and figure skating," Social Choice and Welfare, Springer, vol. 30(2), pages 265-284, February. [Downloadable!] (restricted)
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    2. Michel Truchon, 2005. "Aggregation of Rankings: a Brief Review of Distance-Based Rules," Cahiers de recherche 0534, CIRPEE. [Downloadable!]

  3. John M. Maheu & Stephen Gordon, 2004. "Learning, Forecasting and Structural Breaks," Cahiers de recherche 0422, CIRPEE. [Downloadable!]
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    1. Todd E. Clark & Michael W. McCracken, 2004. "Improving forecast accuracy by combining recursive and rolling forecasts," Research Working Paper RWP 04-10, Federal Reserve Bank of Kansas City. [Downloadable!]
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    2. Luc Bauwens & Jeroen V.K. Rombouts, 2009. "On Marginal Likelihood Computation in Change-point Models," Cahiers de recherche 0942, CIRPEE. [Downloadable!]
    3. Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2004. "‘Forecasting Time Series Subject to Multiple Structural Breaks’," Cambridge Working Papers in Economics 0433, Faculty of Economics, University of Cambridge. [Downloadable!]
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    4. Todd E. Clark & Michael W. McCracken, 2006. "Forecasting of small macroeconomic VARs in the presence of instabilities," Research Working Paper RWP 06-09, Federal Reserve Bank of Kansas City. [Downloadable!]
    5. Zhongfang He & John M Maheu, 2008. "Real Time Detection of Structural Breaks in GARCH Models," Working Papers tecipa-336, University of Toronto, Department of Economics. [Downloadable!]
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    6. John M Maheu & Thomas H McCurdy, 2007. "How useful are historical data for forecasting the long-run equity return distribution?," Working Papers tecipa-293, University of Toronto, Department of Economics. [Downloadable!]
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    7. Gary M. Koop & Simon M. Potter, 2004. "Prior elicitation in multiple change-point models," Staff Reports 197, Federal Reserve Bank of New York. [Downloadable!]
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    8. Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2008. "On the Evolution of Monetary Policy," Working Paper Series 24-08, Rimini Centre for Economic Analysis, revised Jan 2008. [Downloadable!]
    9. Gary M. Koop & Simon M. Potter, 2004. "Forecasting and estimating multiple change-point models with an unknown number of change points," Staff Reports 196, Federal Reserve Bank of New York. [Downloadable!]
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  4. Gordon, Stephen & St-Amour, Pascal, 2003. "Asset Returns and State-Dependent Risk Preferences," Cahiers de recherche 0316, CIRPEE. [Downloadable!]
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    1. Tim Bollerslev & Michael Gibson & Hao Zhou, 2007. "Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities," CREATES Research Papers 2007-16, School of Economics and Management, University of Aarhus. [Downloadable!]
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    2. Bekaert, Geert & Engstrom, Eric & Grenadier, Steve, 2006. "Stock and Bond Returns with Moody Investors," CEPR Discussion Papers 5951, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    3. Angelo Melino & Alan X. Yang, 2003. "State Dependent Preferences Can Explain the Equity Premium Puzzle," Working Papers melino-03-01, University of Toronto, Department of Economics. [Downloadable!]
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    4. Tim Bollerslev & Tzuo Hao & George Tauchen, 2008. "Expected Stock Returns and Variance Risk Premia," CREATES Research Papers 2008-48, School of Economics and Management, University of Aarhus. [Downloadable!]
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    5. Andrei Semenov, 2003. "High-Order Consumption Moments and Asset Pricing," Working Papers 2003_4, York University, Department of Economics, revised Jan 2005. [Downloadable!]
    6. Lettau, Martin & Ludvigson, Sydney, 2005. "Euler Equation Errors," CEPR Discussion Papers 4922, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    7. Ricardo M. Sousa, 2007. "Wealth Shocks and Risk Aversion," NIPE Working Papers 28/2007, NIPE - Universidade do Minho. [Downloadable!]

  5. Gordon, Stephen & St-Amour, Pascal, 1999. "A Preference Regime Model of Bull and Bear Markets," Cahiers de recherche 9906, Université Laval - Département d'économique. [Downloadable!]
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    Cited by:

    1. Antonio Falato, 2008. "Happiness maintenance and asset prices," Finance and Economics Discussion Series 2008-19, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    2. Bekaert, Geert & Engstrom, Eric & Grenadier, Steve, 2006. "Stock and Bond Returns with Moody Investors," CEPR Discussion Papers 5951, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    3. Casey B. Mulligan, 2004. "Robust Aggregate Implications of Stochastic Discount Factor Volatility," NBER Working Papers 10210, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. Angelo Melino & Alan X. Yang, 2003. "State Dependent Preferences Can Explain the Equity Premium Puzzle," Working Papers melino-03-01, University of Toronto, Department of Economics. [Downloadable!]
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    5. Raghu Suryanarayanan, 2006. "Implications of Anticipated Regret and Endogenous Beliefs for Equilibrium Asset Prices: A Theoretical Framework," CSEF Working Papers 162, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
    6. Antonio Falato, 2003. "Happiness Maintenance and Asset Prices," Finance 0310003, EconWPA. [Downloadable!]
    7. Adrian R. Pagan & Kirill A. Sossounov, 2003. "A simple framework for analysing bull and bear markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 23-46. [Downloadable!]
    8. John M Maheu & Thomas H McCurdy & Yong Song, 2009. "Extracting bull and bear markets from stock returns," Working Papers tecipa-369, University of Toronto, Department of Economics. [Downloadable!]
    9. Carlos Capistrán & Allan Timmermann, 2008. "Disagreement and Biases in Inflation Expectations," CREATES Research Papers 2008-56, School of Economics and Management, University of Aarhus. [Downloadable!]
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    10. Ricardo M. Sousa, 2007. "Wealth Shocks and Risk Aversion," NIPE Working Papers 28/2007, NIPE - Universidade do Minho. [Downloadable!]
    11. Fousseni Chabi-Yo & René Garcia & Eric Renault, 2005. "The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-Order Moments," Working Papers 05-2, Bank of Canada. [Downloadable!]
    12. Fousseni Chabi-Yo & René Garcia & Eric Renault, 2005. "State Dependence in Fundamentals and Preferences Explains Risk-Aversion Puzzle," Working Papers 05-9, Bank of Canada. [Downloadable!]

  6. Gordon, Stephen & St-Amour, Pascal, 1997. "Asset Prices with Contingent Preferences," Cahiers de recherche 9712, Université Laval - Département d'économique, revised 08 Jun 1998. [Downloadable!]

    Cited by:

    1. Kirill Sossunov, 2002. "A Real Business Cycle Model with Changing Sentiments," Macroeconomics 0210005, EconWPA. [Downloadable!]
    2. Don Harding & Adrian Pagan, 1999. "Knowing the Cycle," Melbourne Institute Working Paper Series wp1999n12, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]

  7. BOLDUC, Denis & FORTIN, Bernard & GORDON, Stephen, 1995. "Multinomial Probit Estimation of Spatially Interdependent Choices: an Empirical Comparison of Two New Techniques," Cahiers de recherche 9508, Université Laval - Département d'économique.
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    1. David Revelt & Kenneth Train, 2001. "Customer-Specific Taste Parameters and Mixed Logit: Households' Choice of Electricity Supplier," Econometrics 0012001, EconWPA. [Downloadable!]
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    2. Ziegler, Andreas R., 2001. "Simulated z-tests in multinomial probit models," ZEW Discussion Papers 01-53, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    3. Kurt Schmidheiny, 2003. "Income Segregation and Local Progressive Taxation: Empirical Evidence from Switzerland," Diskussionsschriften dp0311, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]
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    4. de Pinto, Alessandro & Nelson, Gerald C., 2004. "A Dynamic Model Of Land Use Change With Spatially Explicit Data," 2004 Annual meeting, August 1-4, Denver, CO 20314, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    5. Ozturk, Erdogan & Irwin, Elena G., 2001. "Explaining Household Location Choices Using A Spatial Probit Model," 2001 Annual meeting, August 5-8, Chicago, IL 20626, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    6. Axel Börsch-Supan & Moshe Ben-Akiva & Kenneth Train & Daniel McFadden, 2002. "Hybrid Choice Models: Progress and Challenges," MEA discussion paper series 02009, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]
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    7. Aßmann, Christian, 2007. "Determinants and Costs of Current Account Reversals under Heterogeneity and Serial Correlation," Economics Working Papers 2007,17, Christian-Albrechts-University of Kiel, Department of Economics. [Downloadable!]
    8. George M. Holmes, 2004. "Does the National Health Service Corps Improve Physician Supply in Underserved Locations?," Eastern Economic Journal, Eastern Economic Association, vol. 30(4), pages 563-581, Fall. [Downloadable!]
    9. Hunt, Len M. & Boxall, Peter C. & Boots, Barry, 2007. "Accommodating Complex Substitution Patterns in a Random Utility Model of Recreational Fishing," Marine Resource Economics, Marine Resources Foundation, vol. 22(2). [Downloadable!]

  8. BERNARD, Jean-Thomas & GORDON, Stephen & TREMBLAY, Josée, 1995. "Electricity Prices and Elections in Québec," Cahiers de recherche 9501, Université Laval - Département d'économique.
    Published as:

    Cited by:

    1. C. Robert Clark & Andrew Leach, 2007. "The Potential for Electricity Market Restructuring in Quebec," Canadian Public Policy, University of Toronto Press, vol. 33(1), pages 1-20, March. [Downloadable!] (restricted)
    2. Goto, Mika & Karolyi, G. Andrew, 2004. "Understanding Electricity Price Volatility within and across Markets," Working Paper Series 2004-12, Ohio State University, Charles A. Dice Center for Research in Financial Economics. [Downloadable!]

  9. GORDON, Stephen, 1995. "Using Mixtures of Flexible Functional Forms to Estimate Factor Demand Elasticities," Cahiers de recherche 9502, Université Laval - Département d'économique.
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    Cited by:

    1. Chua, C.L. & Griffiths, W.E. & O'Donnell, C.J., 2001. "Bayesian Model Averaging in Consumer Demand Systems with Inequality Constraints," Department of Economics - Working Papers Series 806, The University of Melbourne. [Downloadable!]
    2. Hanrahan, Kevin F. & Westhoff, Patrick & Young, Robert E., 2001. "Trade Allocation Modeling: Comparing The Results From Armington And Locally Regular Ai Demand System Specifications Of A Uk Beef Import Demand Allocation Model," 2001 Annual meeting, August 5-8, Chicago, IL 20510, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

  10. Andrew J. Filardo & Stephen F. Gordon, 1995. "Business cycle turning points: two empirical business cycle model approaches," Research Working Paper 95-15, Federal Reserve Bank of Kansas City. [Downloadable!]

    Cited by:

    1. Francis X. Diebold & Glenn D. Rudebusch, 2001. "Five questions about business cycles," Economic Review, Federal Reserve Bank of San Francisco, pages 1-15. [Downloadable!]
    2. Randal J. Verbrugge, 1998. "A cross-country investigation of macroeconomic asymmetries," Macroeconomics 9809017, EconWPA, revised 30 Sep 1998. [Downloadable!]

  11. GORDON, Stephen, 1995. "Stochastic Trends, Deterministic Trends and Business Cycle Turning Points," Cahiers de recherche 9503, Université Laval - Département d'économique. [Downloadable!]
    Published as:

    Cited by:

    1. John M Maheu & Thomas H McCurdy, 2007. "Modeling foreign exchange rates with jumps," Working Papers tecipa-279, University of Toronto, Department of Economics. [Downloadable!]
    2. E. Andersson & D. Bock & M. Frisén, 2006. "Some statistical aspects of methods for detection of turning points in business cycles," Journal of Applied Statistics, Taylor and Francis Journals, vol. 33(3), pages 257-278, April. [Downloadable!] (restricted)
    3. Koskinen, Lasse & Öller, Lars-Erik, 2001. "A Classifying Procedure for Signaling Turning Points," Working Paper Series in Economics and Finance 427, Stockholm School of Economics. [Downloadable!]
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    4. Clements, M.P. & Krolzig, H-M., 1999. "Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression," The Warwick Economics Research Paper Series (TWERPS) 522, University of Warwick, Department of Economics. [Downloadable!]

  12. Andrew J. Filardo & Stephen F. Gordon, 1993. "Business cycle durations," Research Working Paper 93-11, Federal Reserve Bank of Kansas City.
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    Cited by:

    1. John M. Maheu & Thomas H. McCurdy, 2001. "Nonlinear Features of Realized FX Volatility," CIRANO Working Papers 2001s-42, CIRANO. [Downloadable!]
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    2. Manuela Goretti, 2005. "The Brazilian Currency Turmoil of 2002: A Nonlinear Analysis," International Finance 0506001, EconWPA. [Downloadable!]
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    3. Robert Gagné & Simon van Norden & Bruno Versaevel, 2003. "Testing Optimal Punishment Mechanisms Under Price Regulation: the Case of the Retail Market for Gasoline," CIRANO Working Papers 2003s-57, CIRANO. [Downloadable!]
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    4. Smith, Aaron, 2004. "Level Shifts and the Illusion of Long Memory in Economic Time Series," Working Papers 11974, University of California, Davis, Department of Agricultural and Resource Economics. [Downloadable!]
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    5. Remzi Uctum, 2007. "Econométrie des modèles à changements de régimes: un essai de synthèse," Post-Print halshs-00174034_v1, HAL. [Downloadable!]
    6. Penelope A. Smith & Peter M. Summers, 2004. "How Well Do Markov Switching Models Describe Actual Business Cycles? The Case of Synchronization," Melbourne Institute Working Paper Series wp2004n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
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    7. Alex Mandilaras & Graham Bird, 2007. "Foreign exchange markets in south-east Asia 1990-2004: An empirical analysis of spillovers during crisis and non-crisis periods," Money Macro and Finance (MMF) Research Group Conference 2006 40, Money Macro and Finance Research Group. [Downloadable!]
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    8. Martha Misas & María Teresa Ramírez, . "Depressions in the Colombian Economic Growth Durng the XX Century: A Markov Switching Regime Model," Borradores de Economia 340, Banco de la Republica de Colombia. [Downloadable!]
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    9. Philippe J. Deschamps, 2008. "Comparing smooth transition and Markov switching autoregressive models of US unemployment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(4), pages 435-462. [Downloadable!]
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    10. Martha Misas & María Teresa Ramírez, 2006. "Colombian economic growth under Markov switching regimes with endogenous transition probabilities," BORRADORES DE ECONOMIA 002148, BANCO DE LA REPÚBLICA. [Downloadable!]
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    11. Akifumi Isogai & Satoru Kanoh & Toshifumi Tokunaga, 2004. "An Extension of the Markov-Switching Model with Time-Varying Transition Probabilities: Bull-Bear Analysis of the Japanese Stock Market," Hi-Stat Discussion Paper Series d04-43, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
    12. Andrew J. Filardo, 1998. "Choosing information variables for transition probabilities in a time-varying transition probability Markov switching model," Research Working Paper 98-09, Federal Reserve Bank of Kansas City. [Downloadable!]
    13. TCHANA TCHANA , Fulbert, 2008. "The Empirics of Banking Regulation," MPRA Paper 9299, University Library of Munich, Germany. [Downloadable!]
    14. Erlandsson, Ulf, 2005. "Transition Variables in the Markov-switching Model: Some Small Sample Properties," Working Papers 2005:25, Lund University, Department of Economics. [Downloadable!]
    15. Allan Layton & Daniel R. Smith, 2005. "Testing the Power of Leading Indicators to Predict Business Cycle Phase Changes," School of Economics and Finance Discussion Papers and Working Papers Series 200, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
    16. E. Andersson & D. Bock & M. Frisén, 2006. "Some statistical aspects of methods for detection of turning points in business cycles," Journal of Applied Statistics, Taylor and Francis Journals, vol. 33(3), pages 257-278, April. [Downloadable!] (restricted)
    17. Shyh-Wei Chen & Chung-Hua Shen, 2006. "Is there a duration dependence in Taiwan's business cycles?," International Economic Journal, Korean International Economic Association, vol. 20(1), pages 109-128, March. [Downloadable!] (restricted)
    18. Andra C. Ghent & Michael T. Owyang, 2009. "Is housing the business cycle? evidence from U.S. cities," Working Papers 2009-007, Federal Reserve Bank of St. Louis. [Downloadable!]
    19. Siddhartha Chib & Michael J. Dueker, 2004. "Non-Markovian regime switching with endogenous states and time-varying state strengths," Working Papers 2004-030, Federal Reserve Bank of St. Louis. [Downloadable!]
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    20. Erlandsson, Ulf, 2004. "Reconnecting the Markov Switching Model with Economic Fundamentals," Working Papers 2004:4, Lund University, Department of Economics, revised 18 Mar 2004. [Downloadable!]
    21. Everts, Martin, 2006. "Duration of Business Cycles," MPRA Paper 1219, University Library of Munich, Germany. [Downloadable!]
    22. Michael P. Clements & Hans-Martin Krolzig, 2004. "Can regime-switching models reproduce the business cycle features of US aggregate consumption, investment and output?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(1), pages 1-14. [Downloadable!]
    23. Sylvia Kaufmann, 2008. "Dating and forecasting turning points by Bayesian clustering with dynamic structure: A suggestion with an application to Austrian data," Working Papers 144, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
    24. M. Portugal & I.A. de Morais, 2004. "STRUCTURAL CHANGE IN THE BRAZILIAN DEMAND FOR IMPORTS: A regime switching approach," Econometric Society 2004 Latin American Meetings 346, Econometric Society. [Downloadable!]
    25. Penelope A. Smith & Peter M. Summers, 2004. "Identification and normalization in Markov switching models of "business cycles"," Research Working Paper RWP 04-09, Federal Reserve Bank of Kansas City. [Downloadable!]
    26. Chang-Jin Kim & Charles Nelson, 1999. "A Bayesian Approach to Testing for Markov Switching in Univariate and Dynamic Factor Models," Discussion Papers in Economics at the University of Washington 0035, Department of Economics at the University of Washington. [Downloadable!]
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    27. Michael T. Owyang & Abbigail Chiodo, 2002. "Duration dependence in monetary policy: international evidence," Working Papers 2002-021, Federal Reserve Bank of St. Louis. [Downloadable!]
    28. Juan Zalduendo & Manuela Goretti & Bikas Joshi & Atish R. Ghosh & Alun H. Thomas, 2007. "Modeling Aggregate Use of Fund Resources--Analytical Approaches and Medium-Term Projections," IMF Working Papers 07/70, International Monetary Fund. [Downloadable!]
    29. Wai Mun Fong & Kim Hock See, 2003. "Basis variations and regime shifts in the oil futures market," European Journal of Finance, Taylor and Francis Journals, vol. 9(5), pages 499-513, October. [Downloadable!] (restricted)
    30. David N. DeJong & Hariharan Dharmarajan & Roman Liesenfeld & Jean-Francois Richard, 2008. "Exploiting Non-Linearities in GDP Growth for Forecasting and Anticipating Regime Changes," Working Papers 367, University of Pittsburgh, Department of Economics, revised Sep 2008. [Downloadable!]
    31. Shin-Juh Lin & Jian Yang, 2000. "Examining Intraday Returns with Buy/Sell Information," Research Paper Series 38, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    32. Clements, M.P. & Krolzig, H-M., 1999. "Business Cycle Asymmetries: Characterisationand Testing Based on Markov-Switching Autoregression," The Warwick Economics Research Paper Series (TWERPS) 522, University of Warwick, Department of Economics. [Downloadable!]
    33. Roland G. Shami & Catherine S. Forbes, 2002. "Non-linear Modelling of the Australian Business Cycle using a Leading Indicator," Monash Econometrics and Business Statistics Working Papers 5/02, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]

Articles

  1. Truchon, Michel & Gordon, Stephen, 2009. "Statistical comparison of aggregation rules for votes," Mathematical Social Sciences, Elsevier, vol. 57(2), pages 199-212, March. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. John M. Maheu & Stephen Gordon, 2008. "Learning, forecasting and structural breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 553-583. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  3. Stephen Gordon & Michel Truchon, 2008. "Social choice, optimal inference and figure skating," Social Choice and Welfare, Springer, vol. 30(2), pages 265-284, February. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  4. Gordon S. & St-Amour P., 2004. "Asset Returns and State-Dependent Risk Preferences," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 241-252, July. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  5. Stephen Gordon & Pascal St-Amour, 2000. "A Preference Regime Model of Bull and Bear Markets," American Economic Review, American Economic Association, vol. 90(4), pages 1019-1033, September. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  6. Filardo, Andrew J. & Gordon, Stephen F., 1998. "Business cycle durations," Journal of Econometrics, Elsevier, vol. 85(1), pages 99-123, July. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  7. Jean-Thomas Bernard & Stephen Gordon & Josee Tremblay, 1997. "Electricity Prices and Elections in Quebec," Canadian Journal of Economics, Canadian Economics Association, vol. 30(3), pages 505-25, August. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  8. Gordon, Stephen, 1997. "Stochastic Trends, Deterministic Trends, and Business Cycle Turning Points," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(4), pages 411-34, July-Aug.. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  9. Stephen Gordon, 1996. "Using Mixtures of Flexible Functional Forms to Estimate Factor Demand Elasticities," Canadian Journal of Economics, Canadian Economics Association, vol. 29(3), pages 717-36, August. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  10. Gordon, Stephen, 1992. "Costs of Adjustment, the Aggregation Problem and Investment," The Review of Economics and Statistics, MIT Press, vol. 74(3), pages 422-29, August. [Downloadable!] (restricted)

    Cited by:

    1. Lubomir Lizal, 2001. "Does a Soft Macroeconomic Environment Induce Restructuring on the Microeconomic Level during the Transition Period? Evidence from Investment Behavior of Czech Enterprises," Development and Comp Systems 0012010, EconWPA. [Downloadable!]
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    2. Yuriy Gorodnichenko, 2007. "Using Firm Optimization to Evaluate and Estimate Returns to Scale," NBER Working Papers 13666, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

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This page was last updated on 2009-12-19.

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