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Christopher James Elias

Personal Details

First Name:Christopher
Middle Name:James
Last Name:Elias
Suffix:
RePEc Short-ID:pel247
[This author has chosen not to make the email address public]
https://sites.google.com/site/cjelias/

Affiliation

Department of Economics
Eastern Michigan University

Ypsilanti, Michigan (United States)
http://www.emich.edu/economics/
RePEc:edi:deemius (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. Christopher J. Elias, 2023. "Bayesian forecasting of U.S. recessions using new Keynesian models with heterogeneous expectations," Applied Economics Letters, Taylor & Francis Journals, vol. 30(9), pages 1218-1221, May.
  2. Elias, Christopher J., 2022. "Adaptive learning with heterogeneous expectations in an estimated medium-scale New Keynesian model," Journal of Macroeconomics, Elsevier, vol. 71(C).
  3. Elias, Christopher J., 2022. "Bayesian Estimation Of A Small-Scale New Keynesian Model With Heterogeneous Expectations," Macroeconomic Dynamics, Cambridge University Press, vol. 26(4), pages 920-944, June.
  4. Elias, Christopher J., 2016. "A heterogeneous agent exchange rate model with speculators and non-speculators," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 203-223.
  5. Elias, Christopher J., 2016. "Asset pricing with expectation shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 65(C), pages 68-82.
  6. Elias Christopher J., 2015. "Percentile and Percentile-t Bootstrap Confidence Intervals: A Practical Comparison," Journal of Econometric Methods, De Gruyter, vol. 4(1), pages 1-9, January.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Elias, Christopher J., 2016. "A heterogeneous agent exchange rate model with speculators and non-speculators," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 203-223.

    Cited by:

    1. Elias, Christopher J., 2022. "Adaptive learning with heterogeneous expectations in an estimated medium-scale New Keynesian model," Journal of Macroeconomics, Elsevier, vol. 71(C).

  2. Elias, Christopher J., 2016. "Asset pricing with expectation shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 65(C), pages 68-82.

    Cited by:

    1. Jia, Fei & Shen, Yao & Ren, Junfan & Xu, Xiangyun, 2021. "The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
    2. Xu, Xin & Xu, Xiaoguang, 2023. "Monetary policy transmission modeling and policy responses," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
    3. Michael Nwogugu, 2020. "Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences," Papers 2005.01709, arXiv.org.
    4. Elias, Christopher J., 2016. "A heterogeneous agent exchange rate model with speculators and non-speculators," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 203-223.
    5. Sangram Keshari Jena & Aviral Kumar Tiwari & Ashutosh Dash & Emmanuel Joel Aikins Abakah, 2021. "Volatility Spillover Dynamics between Large-, Mid-, and Small-Cap Stocks in the Time-Frequency Domain: Implications for Portfolio Management," JRFM, MDPI, vol. 14(11), pages 1-22, November.

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