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Jean-Francois Lamarche

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This is information that was supplied by Jean-Francois Lamarche in registering through RePEc. If you are Jean-Francois Lamarche , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Jean-Francois
Middle Name:
Last Name: Lamarche
Suffix:

RePEc Short-ID: pla154

Email:
Homepage: http://coffee.econ.brocku.ca/jfl/index.html
Postal Address: 500 Glenridge Avenue St. Catharines, Ontario L2S 3A1
Phone:

Affiliation

Department of Economics
Brock University
Location: St. Catherines, Canada
Homepage: http://www.brocku.ca/economics/
Email:
Phone: (905) 688-5550 3325
Fax: (905) 988-9388
Postal: 500 Glenridge Avenue, St. Catharines, Ontario, L2S 3A1
Handle: RePEc:edi:debroca (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Queen's Economics Department PhD Graduates

Works

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Working papers

  1. Zisimos Koustas & Jean-Francois Lamarche, 2010. "Estimation of a nonlinear Taylor rule using real-time U.S. data," Working Papers 1005, Brock University, Department of Economics.
  2. Alain Guay & Jean-Francois Lamarche, 2010. "Structural change tests for GEL criteria," Working Papers 1002, Brock University, Department of Economics.
  3. Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2009. "Have Structural Changes Eliminated the Out-of-Sample Ability of Financial Variables To Forecast Real Activity After the Mid-1980s? Evidence From the Canadian Economy," Working Papers 0910, Brock University, Department of Economics, revised Oct 2010.
  4. Zisimos Koustas & Jean-Francois Lamarche, 2009. "Instrumental variable estimation of a nonlinear Taylor rule," Working Papers 0909, Brock University, Department of Economics, revised Jul 2010.
  5. Alain Guay & Jean-Francois Lamarche, 2009. "Structural change tests based on implied probabilities for GEL criteria," Working Papers 0904, Brock University, Department of Economics, revised May 2011.
  6. Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2008. "The impact of structural breaks on the stability of the out-of-sample predictive content of financial variables for Canada's real GDP growth: An encompassing approach," Working Papers 0803, Brock University, Department of Economics.
  7. Alain Guay & Jean-François Lamarche, 2008. "The Information Content of Implied Probabilities to Detect Structural Change," Cahiers de recherche 0833, CIRPEE.
  8. Zisimos Koustas & Jean-Francois Lamarche & Apostolos Serletis, 2006. "Threshold Random Walks in the U.S. Stock Market," Working Papers 0602, Brock University, Department of Economics, revised May 2006.
  9. Zisimos Koustas & Jean-Francois Lamarche, 2005. "Policy-Induced Mean Reversion in the Real Interest Rate?," Working Papers 0503, Brock University, Department of Economics, revised Jul 2005.
  10. David R.F. Love & Jean-Francois Lamarche, 2004. "Anticipation and Real Business Cycles," Working Papers 0703, Brock University, Department of Economics, revised Sep 2007.
  11. Allan W. Gregory & Jean-Francois Lamarche & Gregor W. Smith, 2001. "Information-Theoretic Estimation of Preference Parameters: Macroeconomic Applications and Simulation Evidence," Working Papers 1249, Queen's University, Department of Economics.

Articles

  1. Zisimos Koustas & Jean-François Lamarche, 2012. "Instrumental variable estimation of a nonlinear Taylor rule," Empirical Economics, Springer, vol. 42(1), pages 1-20, February.
  2. Guay, Alain & Lamarche, Jean-François, 2012. "Structural Change Tests Based On Implied Probabilities For Gel Criteria," Econometric Theory, Cambridge University Press, vol. 28(06), pages 1186-1228, December.
  3. Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2012. "Have structural changes eliminated the out-of-sample ability of financial variables to forecast real activity after the mid-1980s? Evidence from the Canadian economy," Applied Economics, Taylor & Francis Journals, vol. 44(30), pages 3965-3985, October.
  4. Lamarche Jean-Francois & Koustasy Zisimos, 2012. "Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(5), pages 1-26, December.
  5. Zisimos Koustas & Jean-Francois Lamarche, 2010. "Evidence of nonlinear mean reversion in the real interest rate," Applied Economics, Taylor & Francis Journals, vol. 42(2), pages 237-248.
  6. Jean-FranÁois Lamarche, 2004. "The Numerical Performance of Fast Bootstrap Procedures," Computational Economics, Society for Computational Economics, vol. 23(4), pages 379-389, 06.
  7. Lamarche, Jean-Francois, 2003. "A robust bootstrap test under heteroskedasticity," Economics Letters, Elsevier, vol. 79(3), pages 353-359, June.
  8. Gregory, Allan W. & Lamarche, Jean-Francois & Smith, Gregor W., 2002. "Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 213-233, March.

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2008-08-06
  2. NEP-CBA: Central Banking (2) 2010-01-16 2010-07-17
  3. NEP-DGE: Dynamic General Equilibrium (1) 2008-08-06
  4. NEP-ECM: Econometrics (4) 2008-10-28 2008-11-04 2009-07-17 2010-01-16. Author is listed
  5. NEP-ETS: Econometric Time Series (1) 2005-07-25
  6. NEP-FDG: Financial Development & Growth (1) 2010-01-16
  7. NEP-FMK: Financial Markets (1) 2005-07-25
  8. NEP-FOR: Forecasting (1) 2010-01-16
  9. NEP-MAC: Macroeconomics (4) 2005-07-25 2006-02-26 2008-08-06 2008-08-06. Author is listed
  10. NEP-MON: Monetary Economics (2) 2006-02-26 2010-07-17
  11. NEP-ORE: Operations Research (1) 2010-07-17

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