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Publications

by members of

Carleton University → Department of Economics → Centre for Monetary and Financial Economics (CMFE)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
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Working papers

2025

  1. Jean-Marie Dufour & Emmanuel Flachaire & Lynda Khalaf & Abdallah Zalghout, 2025, "Directional Tests and Confidence Bounds on Economic Inequality," Post-Print, HAL, number hal-05069139, Jan, DOI: 10.1016/j.ecosta.2022.02.003.

2024

  1. Christoph Görtz & Christopher Gunn & Thomas A. Lubik, 2024, "The Changing Nature of Technology Shocks," CESifo Working Paper Series, CESifo, number 11385.
  2. Jean-Marie Dufour & Emmanuel Flachaire & Lynda Khalaf & Abdallah Zalghout, 2024, "Identification-robust methods for comparing inequality with an application to regional disparities," Post-Print, HAL, number hal-04676480, Feb, DOI: 10.1007/s10888-023-09600-x.

2022

  1. Shafuillah Qureshi & Ba Chu & Fanny S. Demers & Michel Demers, 2022, "Using Natural Language Processing to Measure COVID-19-Induced Economic Policy Uncertainty for Canada and the US," Carleton Economic Papers, Carleton University, Department of Economics, number 22-01, Jan.
  2. Christoph Gortz & Christopher Gunn & Thomas Lubik, 2022, "Split Personalities: The Changing Nature of Technology Shocks," Carleton Economic Papers, Carleton University, Department of Economics, number 22-06, Jun.
  3. Mamoon Kader & Hashmat Khan & Minjoon Lee & Raul Razo-Garcia, 2022, "The Welfare and Distributional Consequences of Corporate Tax Cuts in Open Economies," Carleton Economic Papers, Carleton University, Department of Economics, number 22-08, Aug.

2021

  1. Shafiullah Qureshi & Ba Chu & Fanny S. Demers, 2021, "Forecasting Canadian GDP Growth with Machine Learning," Carleton Economic Papers, Carleton University, Department of Economics, number 21-05, May.
  2. Ba Chu & Shafiullah Qureshi, 2021, "Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth," Carleton Economic Papers, Carleton University, Department of Economics, number 21-12, Oct.
  3. Lynda Khalaf & Maral Kichian & Charles Saunders & Marcel Voia, 2021, "Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit," Post-Print, HAL, number hal-03528880, Feb, DOI: 10.1016/j.jeconom.2020.04.015.
  4. Anand Acharya & Lynda Khalaf & Marcel Voia & Myra Yazbeck & David Wensley, 2021, "Severity of Illness and the Duration of Intensive Care," Working Papers, Human Capital and Economic Opportunity Working Group, number 2021-003, Jan.

2020

  1. Ba Chu & Shafiullah Qureshi, 2020, "Predicting the COVID-19 Pandemic in Canada and the US," Carleton Economic Papers, Carleton University, Department of Economics, number 20-05, May, revised 30 Jul 2020.
  2. Shafiullah Qureshi & Ba M. Chu & Fanny S. Demers, 2020, "Forecasting Canadian GDP growth using XGBoost," Carleton Economic Papers, Carleton University, Department of Economics, number 20-14, Aug, revised 24 Aug 2020.
  3. Christoph Gortz & Christopher Gunn & Thomas A. Lubik, 2020, "Is There News in Inventories?," Discussion Papers, Department of Economics, University of Birmingham, number 20-07, May.
  4. Christopher M. Gunn & Alok Johri & Marc-Andre Letendre, 2020, "Charge-offs, Defaults and the Financial Accelerator," Department of Economics Working Papers, McMaster University, number 2020-17, Oct.
  5. Jean-Marie Dufour & Emmanuel Flachaire & Lynda Khalaf & Abdallah Zalghout, 2020, "Identification-robust Inequality Analysis," CIRANO Working Papers, CIRANO, number 2020s-23, Apr.
  6. Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2020, "Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference," CIRANO Working Papers, CIRANO, number 2020s-30, May.

2019

  1. Christoph Gortz & Christopher Gunn & Thomas A. Lubik, 2019, "What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs," Discussion Papers, Department of Economics, University of Birmingham, number 19-09, Sep.
  2. Christopher M. Gunn & Alok Johri & Marc-André Letendre, 2019, "Charge-offs, Defaults and U.S. Business Cycles," Carleton Economic Papers, Carleton University, Department of Economics, number 19-04, Jul.
  3. Jean-Marie Dufour & Emmanuel Flachaire & Lynda Khalaf, 2019, "Permutation Tests for Comparing Inequality Measures," Post-Print, HAL, number hal-02172793, Jul, DOI: 10.1080/07350015.2017.1371027.

2018

  1. Shahzad Ahmad & Waqas Ahmed & Ehsan Choudhri & Farooq Pasha & Abdullah Tahir, 2018, "A Model for Forecasting and Policy Analysis in Pakistan: The Role of Government and External Sectors," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 95, Feb.
  2. Ba M. Chu & Kim Huynh & David T. Jacho-Chávez & Oleksiy Kryvtsov, 2018, "On the Evolution of the United Kingdom Price Distributions," Staff Working Papers, Bank of Canada, number 18-25, DOI: 10.34989/swp-2018-25.
  3. Christoph Görtz & Christopher Gunn & Thomas Lubik, 2018, "Taking Stock of TFP News Shocks: The Inventory Comovement Puzzle," Carleton Economic Papers, Carleton University, Department of Economics, number 18-05, Jun, revised 14 Jul 2018.
  4. Jean-Marie Dufour & Emmanuel Flachaire & Lynda Khalaf & Abdallah Zalghout, 2018, "Confidence Sets for Inequality Measures: Fieller-Type Methods," Post-Print, HAL, number hal-01986513, Feb.

2017

  1. Jean-Thomas Bernard & Ba Chu & Lynda Khalaf & Marcel-Cristian Voia, 2017, "Non-standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data," Carleton Economic Papers, Carleton University, Department of Economics, number 17-05, Jan.
  2. Azadeh Rahimi & Ba M. Chu & Marc Lavoie, 2017, "Linear and nonlinear Granger causality between short-term and long-term interest rates: a rolling-window strategy," Post-Print, HAL, number hal-01435721.
  3. Chu, Ba, 2017, "Composite Quasi-Maximum Likelihood Estimation of Dynamic Panels with Group-Specific Heterogeneity and Spatially Dependent Errors," MPRA Paper, University Library of Munich, Germany, number 79709.
  4. Anand Acharya & Lynda Khalaf & Marcel Voia & Myra Yazbeck & David Wensley, 2017, "Simulation-based robust IV inference for lifetime data," Canadian Stata Users' Group Meetings 2017, Stata Users Group, number 15, Sep.

2016

  1. Azadeh Rahimi & Marc Lavoie & Ba Chu, 2016, "Linear and nonlinear Granger causality between short-term and long-term interest rates during business cycles," Post-Print, HAL, number hal-01343734, Nov.

2015

  1. Ali Alichi & Mr. Jaromir Benes & Mr. Joshua Felman & Irene Feng & Charles Freedman & Mr. Douglas Laxton & Mr. Evan C Tanner & David Vávra & Hou Wang, 2015, "Frontiers of Monetary Policymaking: Adding the Exchange Rate as a Tool to Combat Deflationary Risks in the Czech Republic," IMF Working Papers, International Monetary Fund, number 2015/074, Apr.
  2. Kevin Clinton & Charles Freedman & Michel Juillard & Mr. Ondrej Kamenik & Mr. Douglas Laxton & Hou Wang, 2015, "Inflation-Forecast Targeting: Applying the Principle of Transparency," IMF Working Papers, International Monetary Fund, number 2015/132, Jun.
  3. Ali Alichi & Kevin Clinton & Charles Freedman & Mr. Ondrej Kamenik & Michel Juillard & Mr. Douglas Laxton & Mr. Jarkko Turunen & Hou Wang, 2015, "Avoiding Dark Corners: A Robust Monetary Policy Framework for the United States," IMF Working Papers, International Monetary Fund, number 2015/134, Jun.
  4. Nadav Ben Zeev & Christopher M. Gunn & Hashmat Khan, 2015, "Monetary News Shocks," Carleton Economic Papers, Carleton University, Department of Economics, number 15-02, Mar, revised 17 Feb 2017.
  5. Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & Yelou, Clement, 2015, "Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?," Working Papers, University of Laval, Center for Research on the Economics of the Environment, Agri-food, Transports and Energy (CREATE), number 208082, Aug, DOI: 10.22004/ag.econ.208082.
  6. Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2015, "Exact confidence sets and goodness-of-fit methods for stable distributions," CIRANO Working Papers, CIRANO, number 2015s-25, Jun.
  7. Marcellino, Massimiliano & Kapetanios, George & Khalaf, Lynda, 2015, "Factor based identification-robust inference in IV regressions," CEPR Discussion Papers, Centre for Economic Policy Research, number 10390, Feb.

2014

  1. Michael D. Bordo & Ehsan U. Choudhri & Giorgio Fazio & Ronald MacDonald, 2014, "The Real Exchange Rate in the Long Run: Balassa-Samuelson Effects Reconsidered," NBER Working Papers, National Bureau of Economic Research, Inc, number 20228, Jun.
  2. Ehsan U. Choudhri & Antonio Marasco, 2014, "Asymmetric Technological Change in the Melitz Model: Are Foreign Technological Improvements Harmful?," Carleton Economic Papers, Carleton University, Department of Economics, number 14-04, Jun.
  3. Ehsan U. Choudhri & Dalia S. Hakura, 2014, "The Exchange Rate Pass-Through to Import and Export Prices: The Role of Nominal Rigidities and Currency Choice," Carleton Economic Papers, Carleton University, Department of Economics, number 14-09, Jul.
  4. Christopher M. Gunn, 2014, "Overaccumulation, Interest, and Prices," Carleton Economic Papers, Carleton University, Department of Economics, number 14-07, Jul.
  5. Alok Johri & Christopher M. Gunn, 2014, "Financial News, Banks and Business Cycles," Department of Economics Working Papers, McMaster University, number 2014-12, Oct.

2013

  1. Ehsan U. Choudhri & Lawrence L. Schembri, 2013, "Productivity, Commodity Prices and the Real Exchange Rate: The Long-Run Behavior of the Canada-US Exchange Rate," Working Paper series, Rimini Centre for Economic Analysis, number 45_13, Aug.
  2. Ehsan U. Choudhri & Lawrence L. Schembri, 2013, "A Tale of Two Countries and Two Booms, Canada and the United States in the 1920s and the 2000s: The Roles of Monetary and Financial Stability Policies," Working Paper series, Rimini Centre for Economic Analysis, number 44_13, Aug.
  3. Chu, Ba & Huynh, Kim & Jacho-Chavez, David, 2013, "Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours," MPRA Paper, University Library of Munich, Germany, number 79670, revised 2012.
  4. Bravo, Francesco & Chu, Ba & Jacho-Chavez, David, 2013, "Semiparametric estimation of moment condition models with weakly dependent data," MPRA Paper, University Library of Munich, Germany, number 79686, revised 2016.
  5. Ioan Carabenciov & Charles Freedman & Mr. Roberto Garcia-Saltos & Mr. Douglas Laxton & Mr. Ondrej Kamenik & Mr. Petar Manchev, 2013, "GPM6: The Global Projection Model with 6 Regions," IMF Working Papers, International Monetary Fund, number 2013/087, Apr.
  6. Christopher M. Gunn & Alok Johri, 2013, "An Expectations-Driven Interpretation of the "Great Recession"," Carleton Economic Papers, Carleton University, Department of Economics, number 13-02, Feb.
  7. Christopher M. Gunn & Alok Johri, 2013, "Fear of Sovereign Default, Banks, and Expectations-Driven Business Cycles," Carleton Economic Papers, Carleton University, Department of Economics, number 13-03, May.
  8. Christopher M. Gunn, 2013, "Animal Spirits as an Engine of Boom-Busts and Throttle of Productivity Growth," Carleton Economic Papers, Carleton University, Department of Economics, number 13-04, Jun, revised 10 Apr 2015.
  9. Jean-Marie Dufour & Lynda Khalaf & Marcel Voia, 2013, "Finite-sample resampling-based combined hypothesis tests, with applications to serial correlation and predictability," CIRANO Working Papers, CIRANO, number 2013s-40, Oct.

2012

  1. Christopher M. Gunn & Alok Johri, 2012, "News, Credit Spreads and Default Costs: An expectations-driven interpretation of the recent boom-bust cycle in the U.S," Department of Economics Working Papers, McMaster University, number 2012-04, May.
  2. David Belsley & Cathy W.S. Chen & Christian Francq & Giampiero Gallo & Lynda Khalaf & Erricos John Kontoghiorghes & Herman van Dijk, 2012, "The sixth special issue on computational econometrics," Post-Print, HAL, number hal-05431349, Nov, DOI: 10.1016/J.CSDA.2012.04.005.

2011

  1. Christopher M. Gunn & Alok Johri, 2011, "News, Intermediation Efficiency and Expectations-driven Boom-bust Cycles," Department of Economics Working Papers, McMaster University, number 2011-02, Mar.
  2. Christopher M. Gunn, 2011, "From growth to cycles through beliefs," Department of Economics Working Papers, McMaster University, number 2011-04, Jun.
  3. Bernard, Jean-Thomas & Gavin, Michael & Khalaf, Lynda & Voia, Marcel, 2011, "The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification," Working Papers, University of Laval, Center for Research on the Economics of the Environment, Agri-food, Transports and Energy (CREATE), number 119109, Dec, DOI: 10.22004/ag.econ.119109.
  4. Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2011, "Identification-robust estimation and testing of the zero-beta CAPM," CIRANO Working Papers, CIRANO, number 2011s-21, Feb.
  5. Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2011, "An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices," CIRANO Working Papers, CIRANO, number 2011s-22, Feb.
  6. Raul Razo-Garcia, 2011, "The Duration of Intermediate Exchange Rate Regimes and Capital Controls," Carleton Economic Papers, Carleton University, Department of Economics, number 11-01, Jan, revised 17 Oct 2011.
  7. Barry Eichengreen & Raul Razo-Garcia, 2011, "How Reliable are De Facto Exchange Rate Regime Classifications?," NBER Working Papers, National Bureau of Economic Research, Inc, number 17318, Oct.

2010

  1. Ba Chu & Marcel Voia, 2010, "Modeling the contemporaneous duration dependence for high-frequency stock prices," Post-Print, HAL, number hal-04926656, Sep, DOI: 10.1016/j.frl.2010.02.006.
  2. Mr. Michael Kumhof & Mr. Dirk V Muir & Carlos de Resende & Jan in ‘t Veld & René Lalonde & Davide Furceri & Annabelle Mourougane & John Roberts & Stephen Snudden & Mathias Trabandt & Günter Coenen & S, 2010, "Effects of Fiscal Stimulus in Structural Models," IMF Working Papers, International Monetary Fund, number 2010/073, Mar.
  3. Ms. Inci Ötker & Charles Freedman, 2010, "Important Elements for Inflation Targeting for Emerging Economies," IMF Working Papers, International Monetary Fund, number 2010/113, May.

2009

  1. Ehsan U. Choudhri & Lawrence L. Schembri, 2009, "Productivity, the Terms of Trade, and the Real Exchange Rate: The Balassa-Samuelson Hypothesis Revisited," Staff Working Papers, Bank of Canada, number 09-22, DOI: 10.34989/swp-2009-22.
  2. Mr. Jaewoo Lee & Mr. Douglas Laxton & Mr. Michael Kumhof & Charles Freedman, 2009, "The Case for Global Fiscal Stimulus," IMF Staff Position Notes, International Monetary Fund, number 2009/003, Mar.
  3. Charles Freedman & Mr. Douglas Laxton, 2009, "Why Inflation Targeting?," IMF Working Papers, International Monetary Fund, number 2009/086, Apr.
  4. Mr. Douglas Laxton & Charles Freedman, 2009, "It Framework Design Parameters," IMF Working Papers, International Monetary Fund, number 2009/087, Apr.
  5. Ms. Inci Ötker & Charles Freedman, 2009, "Country Experiences with the Introduction and Implementation of Inflation Targeting," IMF Working Papers, International Monetary Fund, number 2009/161, Jul.
  6. Mr. Roberto Garcia-Saltos & Mr. Douglas Laxton & Michal Andrle & Haris Munandar & Charles Freedman & Danny Hermawan, 2009, "Adding Indonesia to the Global Projection Model," IMF Working Papers, International Monetary Fund, number 2009/253, Nov.
  7. Mr. Douglas Laxton & Mr. Dirk V Muir & Mr. Michael Kumhof & Susanna Mursula & Charles Freedman, 2009, "Fiscal Stimulus to the Rescue? Short-Run Benefits and Potential Long-Run Costs of Fiscal Deficits," IMF Working Papers, International Monetary Fund, number 2009/255, Nov.
  8. Mr. Douglas Laxton & Charles Freedman, 2009, "Inflation Targeting Pillars - Transparency and Accountability," IMF Working Papers, International Monetary Fund, number 2009/262, Dec.
  9. Christopher M. Gunn & Alok Johri, 2009, "News and knowledge capital," Department of Economics Working Papers, McMaster University, number 2009-02, Feb.
  10. Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009, "Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit," Staff Working Papers, Bank of Canada, number 09-19, DOI: 10.34989/swp-2009-19.
  11. Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009, "Structural Inflation Models with Real Wage Rigidities: The Case of Canada," Staff Working Papers, Bank of Canada, number 09-21, DOI: 10.34989/swp-2009-21.
  12. Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009, "Assessing Indexation-Based Calvo Inflation Models," Staff Working Papers, Bank of Canada, number 09-7, DOI: 10.34989/swp-2009-7.

2008

  1. Igor Ermolaev & Michel Juillard & Ioan Carabenciov & Charles Freedman & Mr. Douglas Laxton & Mr. Ondrej Kamenik & Dmitry Korshunov, 2008, "A Small Quarterly Projection Model of the US Economy," IMF Working Papers, International Monetary Fund, number 2008/278, Dec.
  2. Jared Laxton & Igor Ermolaev & Charles Freedman & Mr. Ondrej Kamenik & Michel Juillard & Mr. Douglas Laxton & Ioan Carabenciov & Dmitry Korshunov, 2008, "A Small Quarterly Multi-Country Projection Model," IMF Working Papers, International Monetary Fund, number 2008/279, Dec.
  3. Michel Juillard & Charles Freedman & Dmitry Korshunov & Mr. Douglas Laxton & Mr. Ondrej Kamenik & Ioan Carabenciov & Igor Ermolaev & Jared Laxton, 2008, "A Small Quarterly Multi-Country Projection Model with Financial-Real Linkages and Oil Prices," IMF Working Papers, International Monetary Fund, number 2008/280, Dec.
  4. Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien, 2008, "Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield," Cahiers de recherche, GREEN, number 0801.
  5. Vivek Dehejia & Jiankang Zhang, 2008, "Can Median-Maximizing Behavior Be Rational?," Carleton Economic Papers, Carleton University, Department of Economics, number 08-09, Nov.

2007

  1. Richard A. Brecher & Zhiqi Chen & Ehsan Choudhri, 2007, "Optimal Taxation in a Dynamic Model of Shirking and Unemployment: Shapiro and Stiglitz Meet Chamley," Carleton Economic Papers, Carleton University, Department of Economics, number 07-07, Jul, revised Aug 2010.
  2. Sumru G. Altuğ & Fanny S. Demers & Michel Demers, 2007, "Political Risk and Irreversible Investment," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 0707, May.

2006

  1. Ehsan U. Choudhri & Mr. Hamid Faruqee & Mr. Stephen Tokarick, 2006, "Trade Liberalization, Macroeconomic Adjustment, and Welfare: Unifying Trade and Macro Models," IMF Working Papers, International Monetary Fund, number 2006/304, Dec.
  2. Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon, 2006, "Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion," Staff Working Papers, Bank of Canada, number 06-14, DOI: 10.34989/swp-2006-14.
  3. Lynda Khalaf & Maral Kichian, 2006, "Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada," Staff Working Papers, Bank of Canada, number 06-2, DOI: 10.34989/swp-2006-2.
  4. Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2006, "Structural Estimation and Evaluation of Calvo-Style Inflation Models," Computing in Economics and Finance 2006, Society for Computational Economics, number 161, Jul.
  5. Marie-Claude Beaulieu & Lynda Khalaf & Marie-Hélène Gagnon, 2006, "Testing Financial Integration: Finite Sample Motivated Mothods," Computing in Economics and Finance 2006, Society for Computational Economics, number 233, Jul.

2005

  1. Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005, "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis," Staff Working Papers, Bank of Canada, number 05-27, DOI: 10.34989/swp-2005-27.
  2. Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," CIRANO Working Papers, CIRANO, number 2005s-03, Feb.
  3. Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf, 2005, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," CIRANO Working Papers, CIRANO, number 2005s-05, Feb.
  4. Maral Kichian & Lynda Khalaf, 2005, "Testing for Structural Breaks in Covariance: Exchange Rate Pass-Through in Canada," Computing in Economics and Finance 2005, Society for Computational Economics, number 376, Nov.
  5. Denis Bolduc & Lynda Khalaf & Clément Yélou, 2005, "Identification Robust Confidence Sets Methods for Inference on Parameter Ratios and their Application to Estimating Value-of-Time," Computing in Economics and Finance 2005, Society for Computational Economics, number 48, Nov.

2004

  1. Mr. Mohsin S. Khan & Ehsan U. Choudhri, 2004, "Real Exchange Rates In Developing Countries: Are Balassa-Samuelson Effects Present?," IMF Working Papers, International Monetary Fund, number 2004/188, Oct.
  2. Lynda Khalaf & Maral Kichian, 2004, "Estimating New Keynesian Phillips Curves Using Exact Methods," Staff Working Papers, Bank of Canada, number 04-11, DOI: 10.34989/swp-2004-11.
  3. Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian, 2004, "Structural Change and Forecasting Long-Run Energy Prices," Staff Working Papers, Bank of Canada, number 04-5, DOI: 10.34989/swp-2004-5.
  4. Lynda Khalaf & Jean-Marie Dufour, 2004, "Simulation-Based Finite-Sample Inference in Simultaneous Equations," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 239, Aug.
  5. Maral Kichian & Jean-Marie Dufour & Lynda Khalaf, 2004, "Are New Keynesian Phillips Curves Identified ?," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 424, Aug.

2003

  1. Lynda Khalaf & Maral Kichian, 2003, "Testing the Stability of the Canadian Phillips Curve Using Exact Methods," Staff Working Papers, Bank of Canada, number 03-7, DOI: 10.34989/swp-2003-7.
  2. Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu, 2003, "Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models," CIRANO Working Papers, CIRANO, number 2003s-33, Mar.
  3. Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu, 2003, "Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models," CIRANO Working Papers, CIRANO, number 2003s-34, Apr.

2002

  1. Mr. Hamid Faruqee & Ms. Dalia S Hakura & Ehsan U. Choudhri, 2002, "Explaining the Exchange Rate Pass-Through in Different Prices," IMF Working Papers, International Monetary Fund, number 2002/224, Dec.
  2. Charles Freedman & Clyde Goodlet, 2002, "The Financial Services Sector: An Update on Recent Developments," Technical Reports, Bank of Canada, number 91, DOI: 10.34989/tr-91.
  3. Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2002, "Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach," CIRANO Working Papers, CIRANO, number 2002s-85, Nov.
  4. Lynda Khalaf & Maral Kichian, 2002, "Exact Testing of the Stability of the Phillips Curve," Computing in Economics and Finance 2002, Society for Computational Economics, number 321, Jul.

2001

  1. Ehsan U. Choudhri & Ms. Dalia S Hakura, 2001, "International Trade in Manufactured Products: A Ricardo-Heckscher-Ohlin Explanation with Monopolistic Competition," IMF Working Papers, International Monetary Fund, number 2001/041, Mar.
  2. Ms. Dalia S Hakura & Ehsan U. Choudhri, 2001, "Exchange Rate Pass-Through to Domestic Prices: Does the Inflationary Environment Matter?," IMF Working Papers, International Monetary Fund, number 2001/194, Dec.
  3. Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf, 2001, "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," CIRANO Working Papers, CIRANO, number 2001s-25, Apr.
  4. Dufour, Jean-Marie & Khalaf, Lynda, 2001, "Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions," Cahiers de recherche, Université Laval - Département d'économique, number 0111.

2000

  1. Richard A. Brecher & Zhiqi Chen & Ehsan U. Choudhri, 2000, "Absolute and Comparative Advantage, Reconsidered: The Pattern of International Trade with Optimal Saving," Carleton Economic Papers, Carleton University, Department of Economics, number 00-02, revised Nov 2002.
  2. R.A. Brecher & Z. Chen & E.U. Choudhri, 2000, "Unemployment and Growth in the Long Run: An Efficiency-Wage Model with Optimal Savings," Carleton Economic Papers, Carleton University, Department of Economics, number 00-01, revised Sep 2002.
  3. Ehsan U. Choudhri & Ms. Dalia S Hakura, 2000, "International Trade and Productivity Growth: Exploring the Sectoral Effects for Developing Countries," IMF Working Papers, International Monetary Fund, number 2000/017, Jan.
  4. Altug, Sumru & Demers, Fanny S & Demers, Michel, 2000, "Political Risk And Irreversible Investment: Theory And An Application To Quebec," CEPR Discussion Papers, Centre for Economic Policy Research, number 2405, Mar.
  5. Lynda Khalaf & Maral Kichian, 2000, "Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry," Staff Working Papers, Bank of Canada, number 00-8, DOI: 10.34989/swp-2000-8.
  6. Jean-Marie Dufour & Lynda Khalaf, 2000, "Simulation Based Finite and Large Sample Tests in Multivariate Regressions," CIRANO Working Papers, CIRANO, number 2000s-15, May.
  7. Jean-Marie Dufour & Lynda Khalaf, 2000, "Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions," CIRANO Working Papers, CIRANO, number 2000s-16, May.
  8. Lynda Khalaf, 2000, "Simulation Based Inference in Simultaneous Equations," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1078, Aug.
  9. Saphores, J.D. & Khalaf, L. & Pelletier, D., 2000, "On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests," Papers, Laval - Recherche en Energie, number 00-03.
  10. Khalaf, L. & Saphores, J. & Bilodeau, J.F., 2000, "Simulation-Based Exact Tests in Jump-Diffusion Models in the Presence of Unidentified Nuisance Parameters: an Application to Commodity Spot Prices," Papers, Laval - Recherche en Energie, number 00-04.
  11. Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-François, 2000, "Simulation-Based Exact Tests with Unidentified Nuisance Parameters under the Null Hypothesis : the Case of Jumps Tests in Model with Conditional Heteroskedasticity," Cahiers de recherche, Université Laval - Département d'économique, number 0004.
  12. Lynda Khalaf & Jean-Franois Bilodeau & Jean-Daniel Saphores, 2000, "Simulation-Based Exact Tests For Structural Discontinuities With Unidentified Nuisance Parameters: An Application To Commodities Spot Prices," Computing in Economics and Finance 2000, Society for Computational Economics, number 157, Jul.

1999

  1. Ehsan U. Choudhri & Lawrence L. Schembri, 1999, "Productivity Performance and International Competitiveness: A New Test of an Old Theory," Carleton Economic Papers, Carleton University, Department of Economics, number 99-02, revised May 2002.
  2. Michael D. Bordo & Ehsan U. Choudhri & Anna J. Schwartz, 1999, "Was Expansionary Monetary Policy Feasible During the Great Contraction? An Examination of the Gold Standard Constraint," NBER Working Papers, National Bureau of Economic Research, Inc, number 7125, May.
  3. Charles Freedman, 1999, "The Regulation of Central Securities Depositories and the Linkages between CSDs and Large-Value Payment Systems," Technical Reports, Bank of Canada, number 87, DOI: 10.34989/tr-87.
  4. Jean-Marie Dufour & Lynda Khalaf, 1999, "Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations," Computing in Economics and Finance 1999, Society for Computational Economics, number 824, Mar.
  5. Jiankang Zhang, 1999, "Subjective Ambiguity, Expected Utility and Choquet Expected Utility," Carleton Economic Papers, Carleton University, Department of Economics, number 99-19, Nov, revised Aug 2002.
  6. Larry G. Epstein & Jiankang Zhang, 1999, "Subjective Probabilities on Subjectively Unambiguous Events," Carleton Economic Papers, Carleton University, Department of Economics, number 99-18, Nov.

1998

  1. Charles Freedman, 1998, "The Canadian Banking System," Technical Reports, Bank of Canada, number 81, DOI: 10.34989/tr-81.
  2. Charles Freedman & Clyde Goodlet, 1998, "The Financial Services Sector: Past Changes and Future Prospects," Technical Reports, Bank of Canada, number 82, DOI: 10.34989/tr-82.
  3. Charles Freedman & Clyde Goodlet, 1998, "Canadian payments system: recent developments in structure and regulation," Proceedings, Federal Reserve Bank of Chicago, number 579.
  4. DUFOUR, Jean-Marie & KHALAF, Lynda, 1998, "Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9813.
  5. Epstein, L.G. & Zhang, J., 1998, "Subjective Probabilities on Subjectivity Unambiguous Event," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 456.

1995

  1. Richard A. Brecher & Eshan Choudhri & Lawrence Schembri, 1995, "Trade Liberalization and Sectoral Productivity Growth: Some Evidence for Canada and the United States," Carleton Economic Papers, Carleton University, Department of Economics, number 95-01, revised May 1996.

1994

  1. Richard A. Brecher & Ehsan U. Choudhri, 1994, "Liberalizing Multinational Investment: The Stolper-Samuelson Question Revisited," Carleton Economic Papers, Carleton University, Department of Economics, number 94-06, Oct, revised 1996.
  2. Demers, Fanny S. & Demers, Michel, 1994, "Prudence, demand uncertainty background risk and the law of supply : anonexpected utility approach to the firm," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9425.
  3. Demers, Fanny S. & Demers, Michel & Schaller, Huntley, 1994, "Irreversible investment and costs of adjustment," CEPREMAP Working Papers (Couverture Orange), CEPREMAP, number 9416.
  4. Eric Ghysels & Lynda Khalaf & Cosme Vodounou, 1994, "Simulation Based Inference in Moving Average Models," CIRANO Working Papers, CIRANO, number 94s-11, Oct.

1993

  1. Michael D. Bordo & Ehsan U. Choudhri & Anna J. Schwartz, 1993, "Could Stable Money Have Averted The Great Contraction?," NBER Working Papers, National Bureau of Economic Research, Inc, number 4481, Oct.
  2. Huntley Schaller & Fanny Demers & Michel Demers, 1993, "Investments Under Uncertainty and Irreversibility," Carleton Economic Papers, Carleton University, Department of Economics, number 93-10, revised Sep 1990.

1992

  1. Richard Brecher & Eshan Choudhri, 1992, "Some Empirical Support for the Heckscher-Ohlin Model of Production," Carleton Economic Papers, Carleton University, Department of Economics, number 92-08.

1991

  1. Richard Brecher & Eshan Choudhri, 1991, "Pareto Gains from Trade, Reconsidered: Compensating for Job Lost," Carleton Economic Papers, Carleton University, Department of Economics, number 91-16, revised May 1994.
  2. Fanny Demers & Michel Demers, 1991, "Saving Under Uncertainty : A Bivariate Non-Expected Utility Approach," Carleton Economic Papers, Carleton University, Department of Economics, number 91-15, revised Jun 1992.
  3. Fanny Demers & Michel Demers, 1991, "Multivariate Risk Aversion and Uninsurable Risks: Theory and Applications," Carleton Economic Papers, Carleton University, Department of Economics, number 91-04, revised Jun 1991.
  4. Fanny Demers & Michel Demers, 1991, "Increases in Risk and the Optimal Deductible," Carleton Economic Papers, Carleton University, Department of Economics, number 91-03, revised Dec 1991.

1989

  1. Michael D. Bordo & Ehsan U. Choudhri & Anna J. Schwartz, 1989, "Money Stock Targeting, Base Drift and Price-Level Predictability: Lessons From the U.K. Experience," NBER Working Papers, National Bureau of Economic Research, Inc, number 2825, Jan.
  2. Fanny Demers & Michel Demers, 1989, "Price Uncertainty, The Competitive Firm and the Dual Theory of Choice Under Risk," Carleton Industrial Organization Research Unit (CIORU), Carleton University, Department of Economics, number 89-09.

1984

  1. Michael D. Bordo & Ehsan U. Choudhri & Anna J. Schwartz, 1984, "Money Growth Variability and Money Supply Interdependence Under InterestRate Control: Some Evidence For Canada," NBER Working Papers, National Bureau of Economic Research, Inc, number 1480, Sep.

1981

  1. Charles Freedman, 1981, "Some Theoretical Aspects of Base Control," NBER Working Papers, National Bureau of Economic Research, Inc, number 0650, Mar.
  2. Charles Freedman, 1981, "Monetary Aggregates as Targets: Some Theoretical Aspects," NBER Working Papers, National Bureau of Economic Research, Inc, number 0775, Sep.

1980

  1. Michael D. Bordo & Ehsan U. Choudhri, 1980, "Currency Substitution and the Semand for Money: Some Evidence for Canada," UCLA Economics Working Papers, UCLA Department of Economics, number 190, Oct.
  2. Charles Freedman & David Longworth, 1980, "Some Aspects of the Canadian Experience with Flexible Exchange Rates in the 1970s," NBER Working Papers, National Bureau of Economic Research, Inc, number 0535, Aug.

1979

  1. Charles Freedman, 1979, "The Canadian Dollar, 1971-76: An Exploratory Investigation of Short Run Movements," NBER Working Papers, National Bureau of Economic Research, Inc, number 0380, Aug.

Undated

  1. Jean-Marie Dufour & Linda Khalaf, undated, "Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models," Computing in Economics and Finance 1997, Society for Computational Economics, number 141.

Journal articles

2026

  1. Khalaf, Lynda & Lin, Zhenjiang & Tang, Haowei, 2026, "Monetary policy surprises: Robust dynamic causal effects," Journal of Economic Dynamics and Control, Elsevier, volume 186, issue C, DOI: 10.1016/j.jedc.2026.105309.

2025

  1. Christoph Gortz & Christopher Gunn & Thomas A. Lubik, 2025, "What Can News Shocks Tell Us About the Effects of AI?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 25, issue 16, April.
  2. Christoph Görtz & Christopher Gunn & Thomas A. Lubik, 2025, "What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs," Journal of Money, Credit and Banking, Blackwell Publishing, volume 57, issue 7, pages 1907-1929, October, DOI: 10.1111/jmcb.13197.
  3. Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda, 2025, "Identification-robust and simultaneous inference in multifactor asset pricing models," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105915.
  4. Dufour, Jean-Marie & Flachaire, Emmanuel & Khalaf, Lynda & Zalghout, Abdallah, 2025, "Directional Tests and Confidence Bounds on Economic Inequality," Econometrics and Statistics, Elsevier, volume 33, issue C, pages 230-245, DOI: 10.1016/j.ecosta.2022.02.003.
  5. Lynda Khalaf & Zhenjiang Lin & Abeer Reza, 2025, "Finite‐Sample Identification‐Robust Inference for Nonlinear DSGE Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 7, pages 788-802, November, DOI: 10.1002/jae.70004.

2024

  1. Jean-Marie Dufour & Emmanuel Flachaire & Lynda Khalaf & Abdallah Zalghout, 2024, "Identification-robust methods for comparing inequality with an application to regional disparities," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 22, issue 2, pages 433-452, June, DOI: 10.1007/s10888-023-09600-x.

2023

  1. Chu, Ba, 2023, "A distance-based test of independence between two multivariate time series," Journal of Multivariate Analysis, Elsevier, volume 195, issue C, DOI: 10.1016/j.jmva.2022.105151.
  2. Ba Chu & Shafiullah Qureshi, 2023, "Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth," Computational Economics, Springer;Society for Computational Economics, volume 62, issue 4, pages 1567-1609, December, DOI: 10.1007/s10614-022-10312-z.
  3. Gunn Christopher M. & Johri Alok & Letendre Marc-André, 2023, "Charge-offs, Defaults and the Financial Accelerator," The B.E. Journal of Macroeconomics, De Gruyter, volume 23, issue 1, pages 427-471, January, DOI: 10.1515/bejm-2021-0078.
  4. Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda & Melin, Olena, 2023, "Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.04.008.
  5. Lynda Khalaf, 2023, "Comment on: Identification Robust Testing of Risk Premia in Finite Samples," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 2, pages 298-302.
  6. Bertille Antoine & Lynda Khalaf & Maral Kichian & Zhenjiang Lin, 2023, "Identification-Robust Inference With Simulation-Based Pseudo-Matching," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 2, pages 321-338, April, DOI: 10.1080/07350015.2021.2019046.

2022

  1. Chu Ba, 2022, "Time-specific average estimation of dynamic panel regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 4, pages 581-616, September, DOI: 10.1515/snde-2019-0084.
  2. Görtz, Christoph & Gunn, Christopher & Lubik, Thomas A., 2022, "Is there news in inventories?," Journal of Monetary Economics, Elsevier, volume 126, issue C, pages 87-104, DOI: 10.1016/j.jmoneco.2022.01.005.
  3. Christoph Gortz & Christopher Gunn & Thomas A. Lubik, 2022, "How Expectations About Future Productivity Drive Inventories," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 22, issue 03, March.
  4. Lynda Khalaf & Arturo Leccadito & Giovanni Urga, 2022, "Multilevel and Tail Risk Management
    [Backtesting Expected Shortfall]    ," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 5, pages 839-874.
  5. Marie-Claude Beaulieu & Lynda Khalaf & Maral Kichian & Olena Melin, 2022, "Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds," Econometric Reviews, Taylor & Francis Journals, volume 41, issue 10, pages 1205-1242, November, DOI: 10.1080/07474938.2022.2114625.

2021

  1. Khalaf, Lynda & Lin, Zhenjiang, 2021, "Projection-based inference with particle swarm optimization," Journal of Economic Dynamics and Control, Elsevier, volume 128, issue C, DOI: 10.1016/j.jedc.2021.104138.
  2. Khalaf, Lynda & Kichian, Maral & Saunders, Charles J. & Voia, Marcel, 2021, "Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit," Journal of Econometrics, Elsevier, volume 220, issue 2, pages 589-605, DOI: 10.1016/j.jeconom.2020.04.015.

2020

  1. Ba Chu & Shafiullah Qureshi, 2020, "Predicting the COVID-19 pandemic in Canada and the US," Economics Bulletin, AccessEcon, volume 40, issue 3, pages 2565-2585.
  2. Ba M. Chu & David T. Jacho-Chávez & Oliver B. Linton, 2020, "Standard Errors for Nonparametric Regression," Econometric Reviews, Taylor & Francis Journals, volume 39, issue 7, pages 674-690, August, DOI: 10.1080/07474938.2020.1772563.
  3. Nadav Ben Zeev & Christopher Gunn & Hashmat Khan, 2020, "Monetary News Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue 7, pages 1793-1820, October, DOI: 10.1111/jmcb.12686.
  4. Khalaf, Lynda & Saunders, Charles J., 2020, "Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels," Journal of Econometrics, Elsevier, volume 218, issue 2, pages 419-434, DOI: 10.1016/j.jeconom.2020.04.023.
  5. Lynda Khalaf & Beatriz Peraza López, 2020, "Simultaneous Indirect Inference, Impulse Responses and ARMA Models," Econometrics, MDPI, volume 8, issue 2, pages 1-26, April.
  6. Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf, 2020, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, volume 96, issue 4, pages 545-566.

2019

  1. Jean-Thomas Bernard & Ba Chu & Lynda Khalaf & Marcel Voia, 2019, "Non-Standard Confidence Sets for Ratios and Tipping Points with Applications to Dynamic Panel Data," Annals of Economics and Statistics, GENES, issue 134, pages 79-108, DOI: 10.15609/annaeconstat2009.134.0079.
  2. Bergamelli, Michele & Bianchi, Annamaria & Khalaf, Lynda & Urga, Giovanni, 2019, "Combining p-values to test for multiple structural breaks in cointegrated regressions," Journal of Econometrics, Elsevier, volume 211, issue 2, pages 461-482, DOI: 10.1016/j.jeconom.2019.01.013.
  3. Jean-Marie Dufour & Emmanuel Flachaire & Lynda Khalaf, 2019, "Permutation Tests for Comparing Inequality Measures," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 37, issue 3, pages 457-470, July, DOI: 10.1080/07350015.2017.1371027.

2018

  1. Gunn, Christopher M. & Johri, Alok, 2018, "Financial News, Banks, And Business Cycles," Macroeconomic Dynamics, Cambridge University Press, volume 22, issue 2, pages 173-198, March.
  2. Christopher M. Gunn, 2018, "Overaccumulation, Interest, and Prices," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 2-3, pages 479-511, March, DOI: 10.1111/jmcb.12468.
  3. Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & Yelou, Clement, 2018, "Oil Price Forecasts For The Long Term: Expert Outlooks, Models, Or Both?," Macroeconomic Dynamics, Cambridge University Press, volume 22, issue 3, pages 581-599, April.

2017

  1. Ehsan U. Choudhri & Antonio Marasco, 2017, "Is Foreign Technological Advance Harmful in the Melitz Model?," Open Economies Review, Springer, volume 28, issue 1, pages 149-166, February, DOI: 10.1007/s11079-016-9417-9.
  2. Bordo, Michael D. & Choudhri, Ehsan U. & Fazio, Giorgio & MacDonald, Ronald, 2017, "The real exchange rate in the long run: Balassa-Samuelson effects reconsidered," Journal of International Money and Finance, Elsevier, volume 75, issue C, pages 69-92, DOI: 10.1016/j.jimonfin.2017.03.011.
  3. Azadeh Rahimi & Ba M. Chu & Marc Lavoie, 2017, "Linear and Non-Linear Granger Causality Between Short-Term and Long-Term Interest Rates: A Rolling Window Strategy," Metroeconomica, Wiley Blackwell, volume 68, issue 4, pages 882-902, November.
  4. Bravo, Francesco & Chu, Ba M. & Jacho-Chávez, David T., 2017, "Generalized empirical likelihood M testing for semiparametric models with time series data," Econometrics and Statistics, Elsevier, volume 4, issue C, pages 18-30, DOI: 10.1016/j.ecosta.2016.12.004.
  5. Francesco Bravo & Ba M. Chu & David T. Jacho-Chávez, 2017, "Semiparametric estimation of moment condition models with weakly dependent data," Journal of Nonparametric Statistics, Taylor & Francis Journals, volume 29, issue 1, pages 108-136, January, DOI: 10.1080/10485252.2016.1254781.
  6. Khalaf, Lynda & Saunders, Charles J., 2017, "Monte Carlo forecast evaluation with persistent data," International Journal of Forecasting, Elsevier, volume 33, issue 1, pages 1-10, DOI: 10.1016/j.ijforecast.2016.06.004.
  7. López-Suárez, Carlos Felipe & Razo-Garcia, Raul, 2017, "Speculative attacks in a two-peg model," Journal of International Money and Finance, Elsevier, volume 70, issue C, pages 234-256, DOI: 10.1016/j.jimonfin.2016.09.001.

2016

  1. Ba Chu & Stephen Satchell, 2016, "Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence," Econometrics, MDPI, volume 4, issue 2, pages 1-21, March.
  2. Azadeh Rahimi & Marc Lavoie & Ba Chu, 2016, "Linear and nonlinear Granger-causality between short-term and long-term interest rates during business cycles," International Review of Applied Economics, Taylor & Francis Journals, volume 30, issue 6, pages 714-728, November, DOI: 10.1080/02692171.2016.1208736.
  3. Khalaf, Lynda & Schaller, Huntley, 2016, "Identification and inference in two-pass asset pricing models," Journal of Economic Dynamics and Control, Elsevier, volume 70, issue C, pages 165-177, DOI: 10.1016/j.jedc.2016.07.002.
  4. Beaulieu, Marie-Claude & Gagnon, Marie-Hélène & Khalaf, Lynda, 2016, "Less is more: Testing financial integration using identification-robust asset pricing models," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 45, issue C, pages 171-190, DOI: 10.1016/j.intfin.2016.07.007.
  5. Georges Kapetanios & Lynda Khalaf & Massimiliano Marcellino, 2016, "Factor‐Based Identification‐Robust Interference in IV Regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 5, pages 821-842, August.

2015

  1. Choudhri, Ehsan U. & Hakura, Dalia S., 2015, "The exchange rate pass-through to import and export prices: The role of nominal rigidities and currency choice," Journal of International Money and Finance, Elsevier, volume 51, issue C, pages 1-25, DOI: 10.1016/j.jimonfin.2014.09.006.
  2. Gunn, Christopher M., 2015, "Animal spirits as an engine of boom-busts and throttle of productivity growth," Journal of Economic Dynamics and Control, Elsevier, volume 57, issue C, pages 24-53, DOI: 10.1016/j.jedc.2015.05.001.
  3. Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia, 2015, "Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 60, issue 2, pages 285-315, February, DOI: 10.1007/s10640-014-9767-y.
  4. Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2015, "Identification-Robust Factor Pricing: Canadian Evidence," L'Actualité Economique, Société Canadienne de Science Economique, volume 91, issue 1-2, pages 235-252.
  5. Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon, 2015, "The Convenience Yield and the Informational Content of the Oil Futures Price," The Energy Journal, , volume 36, issue 2, pages 29-46, April, DOI: 10.5547/01956574.36.2.2.

2014

  1. Choudhri, Ehsan U. & Schembri, Lawrence L., 2014, "Productivity, commodity prices and the real exchange rate: The long-run behavior of the Canada–US exchange rate," International Review of Economics & Finance, Elsevier, volume 29, issue C, pages 537-551, DOI: 10.1016/j.iref.2013.08.003.
  2. Lanh Tran & Ba Chu & Chunfeng Huang & Kim P. Huynh, 2014, "Adaptive permutation tests for serial independence," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 68, issue 3, pages 183-208, August.
  3. Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda, 2014, "Exact confidence sets and goodness-of-fit methods for stable distributions," Journal of Econometrics, Elsevier, volume 181, issue 1, pages 3-14, DOI: 10.1016/j.jeconom.2014.02.003.
  4. Khalaf, Lynda & Urga, Giovanni, 2014, "Identification robust inference in cointegrating regressions," Journal of Econometrics, Elsevier, volume 182, issue 2, pages 385-396, DOI: 10.1016/j.jeconom.2014.06.001.
  5. Lynda Khalaf, 2014, "L’économétrie et l’évidence fallacieuse : erreurs et avancées," L'Actualité Economique, Société Canadienne de Science Economique, volume 90, issue 1, pages 5-22.

2013

  1. Ehsan Choudhri & Antonio Marasco, 2013, "Heterogeneous Productivity and the Gains from Trade and FDI," Open Economies Review, Springer, volume 24, issue 2, pages 339-360, April, DOI: 10.1007/s11079-012-9243-7.
  2. Gunn, Christopher M. & Johri, Alok, 2013, "An expectations-driven interpretation of the “Great Recession”," Journal of Monetary Economics, Elsevier, volume 60, issue 4, pages 391-407, DOI: 10.1016/j.jmoneco.2013.04.003.
  3. Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2013, "Identification-robust analysis of DSGE and structural macroeconomic models," Journal of Monetary Economics, Elsevier, volume 60, issue 3, pages 340-350, DOI: 10.1016/j.jmoneco.2013.02.001.
  4. Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2013, "Identification-Robust Estimation and Testing of the Zero-Beta CAPM," The Review of Economic Studies, Review of Economic Studies Ltd, volume 80, issue 3, pages 892-924.
  5. Barry Eichengreen & Raul Razo‐Garcia, 2013, "How Reliable Are De Facto Exchange Rate Regime Classifications?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 18, issue 3, pages 216-239, July.
  6. Chenghu Ma & Jiankang Zhang, 2013, "p-Weakly constrained Pareto efficiency and aggregation in incomplete markets," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 41, issue 3, pages 605-623, September, DOI: 10.1007/s00355-012-0695-x.

2012

  1. Ba Chu, 2012, "Limit theorems for the discount sums of moving averages," Journal of Time Series Analysis, Wiley Blackwell, volume 33, issue 1, pages 1-12, January, DOI: j.1467-9892.2011.00727.x.
  2. Chu, Ba & Jacho-Chávez, David T., 2012, "k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA," Econometric Theory, Cambridge University Press, volume 28, issue 4, pages 769-803, August.
  3. Ba Chu, 2012, "Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios," Annals of Finance, Springer, volume 8, issue 1, pages 97-122, February, DOI: 10.1007/s10436-011-0182-x.
  4. Ba Chu, 2012, "Approximation of Asymmetric Multivariate Return Distributions," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 19, issue 3, pages 293-318, September, DOI: 10.1007/s10690-011-9150-8.
  5. Günter Coenen & Christopher J. Erceg & Charles Freedman & Davide Furceri & Michael Kumhof & René Lalonde & Douglas Laxton & Jesper Lindé & Annabelle Mourougane & Dirk Muir & Susanna Mursula & Carlos d, 2012, "Effects of Fiscal Stimulus in Structural Models," American Economic Journal: Macroeconomics, American Economic Association, volume 4, issue 1, pages 22-68, January.
    • Mr. Michael Kumhof & Mr. Dirk V Muir & Carlos de Resende & Jan in ‘t Veld & René Lalonde & Davide Furceri & Annabelle Mourougane & John Roberts & Stephen Snudden & Mathias Trabandt & Günter Coenen & S, 2010, "Effects of Fiscal Stimulus in Structural Models," IMF Working Papers, International Monetary Fund, number 2010/073, Mar.
  6. Jean‐Thomas Bernard & Jean‐Marie Dufour & Lynda Khalaf & Maral Kichian, 2012, "An identification‐robust test for time‐varying parameters in the dynamics of energy prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 27, issue 4, pages 603-624, June.

2011

  1. Ehsan U Choudhri & Hamid Faruqee & Stephen Tokarick, 2011, "Trade Liberalization, Macroeconomic Adjustment, and Welfare: How Costly Are Nominal Rigidities?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 59, issue 3, pages 455-487, August.
  2. Chu, Ba & Knight, John & Satchell, Stephen, 2011, "Large deviations theorems for optimal investment problems with large portfolios," European Journal of Operational Research, Elsevier, volume 211, issue 3, pages 533-555, June.
  3. Chu, Ba, 2011, "Recovering copulas from limited information and an application to asset allocation," Journal of Banking & Finance, Elsevier, volume 35, issue 7, pages 1824-1842, July.
  4. Christopher Gunn & Alok Johri, 2011, "News and knowledge capital," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 14, issue 1, pages 92-101, January, DOI: 10.1016/j.red.2010.07.003.
  5. Joseph Joyce & Raul Razo-Garcia, 2011, "Reserves, quotas and the demand for international liquidity," The Review of International Organizations, Springer, volume 6, issue 3, pages 393-413, September, DOI: 10.1007/s11558-011-9104-y.

2010

  1. Brecher, Richard A. & Chen, Zhiqi & Choudhri, Ehsan U., 2010, "A dynamic model of shirking and unemployment: Private saving, public debt, and optimal taxation," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 8, pages 1392-1402, August.
  2. Ehsan U. Choudhri & Lawrence L. Schembri, 2010, "Productivity, the Terms of Trade, and the Real Exchange Rate: Balassa–Samuelson Hypothesis Revisited," Review of International Economics, Wiley Blackwell, volume 18, issue 5, pages 924-936, November, DOI: 10.1111/j.1467-9396.2010.00917.x.
  3. Chu Ba & Kozhan Roman, 2010, "Spurious Regressions of Stationary AR(p) Processes with Structural Breaks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 1, pages 1-25, December, DOI: 10.2202/1558-3708.1781.
  4. Chu, Ba & Voia, Marcel, 2010, "Modeling the contemporaneous duration dependence for high-frequency stock prices," Finance Research Letters, Elsevier, volume 7, issue 3, pages 148-162, September.
  5. Freedman, Charles & Kumhof, Michael & Laxton, Douglas & Muir, Dirk & Mursula, Susanna, 2010, "Global effects of fiscal stimulus during the crisis," Journal of Monetary Economics, Elsevier, volume 57, issue 5, pages 506-526, July.
  6. Charles Freedman & Michael Kumhof & Douglas Laxton & Dirk Muir, 2010, "Policies to Rebalance the Global Economy After the Financial Crisis," International Journal of Central Banking, International Journal of Central Banking, volume 6, issue 1, pages 215-252, March.
  7. Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2010, "Estimation uncertainty in structural inflation models with real wage rigidities," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2554-2561, November.
  8. Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2010, "On the precision of Calvo parameter estimates in structural NKPC models," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 9, pages 1582-1595, September.
  9. Bolduc, Denis & Khalaf, Lynda & Yélou, Clément, 2010, "Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models," Journal of Econometrics, Elsevier, volume 157, issue 2, pages 317-327, August.
  10. Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda, 2010, "Asset-pricing anomalies and spanning: Multivariate and multifactor tests with heavy-tailed distributions," Journal of Empirical Finance, Elsevier, volume 17, issue 4, pages 763-782, September.
  11. Jean-Marie Dufour & Lynda Khalaf & Marie-Claude Beaulieu, 2010, "Multivariate residual-based finite-sample tests for serial dependence and ARCH effects with applications to asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 2, pages 263-285, DOI: 10.1002/jae.1092.

2009

  1. Altug, Sumru & Demers, Fanny S. & Demers, Michel, 2009, "The investment tax credit and irreversible investment," Journal of Macroeconomics, Elsevier, volume 31, issue 4, pages 509-522, December.
  2. Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda, 2009, "Finite sample multivariate tests of asset pricing models with coskewness," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2008-2021, April.
  3. Marie‐Claude Beaulieu & Marie‐Hélène Gagnon & Lynda Khalaf, 2009, "A cross‐section analysis of financial market integration in North America using a four factor model," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 5, issue 3, pages 248-267, June, DOI: 10.1108/17439130910969710.

2008

  1. Bolduc, Denis & Khalaf, Lynda & Moyneur, Érick, 2008, "Identification-robust simulation-based inference in joint discrete/continuous models for energy markets," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 6, pages 3148-3161, February.
  2. Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien Mcmahon, 2008, "Forecasting commodity prices: GARCH, jumps, and mean reversion," Journal of Forecasting, John Wiley & Sons, Ltd., volume 27, issue 4, pages 279-291, DOI: 10.1002/for.1061.

2007

  1. Sumru G. Altug & Fanny S Demers & Michel Demers, 2007, "Political Risk and Irreversible Investment," CESifo Economic Studies, CESifo Group, volume 53, issue 3, pages 430-465, September.
  2. Charles Freedman & Clyde Goodlet, 2007, "Financial Stability: What It Is and Why It Matters," C.D. Howe Institute Commentary, C.D. Howe Institute, issue 256, November.
  3. Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda, 2007, "Multivariate Tests of MeanVariance Efficiency With Possibly Non-Gaussian Errors: An Exact Simulation-Based Approach," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 398-410, October.
  4. Khalaf, Lynda & Kichian, Maral, 2007, "Exact test for breaks in covariance in multivariate regressions," Economics Letters, Elsevier, volume 95, issue 2, pages 241-246, May.
  5. Bernard, Jean-Thomas & Idoudi, Nadhem & Khalaf, Lynda & Yelou, Clement, 2007, "Finite sample multivariate structural change tests with application to energy demand models," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 1219-1244, December.
  6. Jean-Thomas Bernard & Nadhem Idoudi & Lynda Khalaf & Clément Yélou, 2007, "Finite sample inference methods for dynamic energy demand models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 7, pages 1211-1226, DOI: 10.1002/jae.996.

2006

  1. Choudhri, Ehsan U. & Hakura, Dalia S., 2006, "Exchange rate pass-through to domestic prices: Does the inflationary environment matter?," Journal of International Money and Finance, Elsevier, volume 25, issue 4, pages 614-639, June.
  2. Ehsan U. Choudhri, 2006, "Monetary Policy in a Small Emerging Economy: Exploring Desirable Interest Rate Rules," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 2, pages 5-20.
  3. Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2006, "Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 9-10, pages 1707-1727.
  4. Barry Eichengreen & Raul Razo-Garcia, 2006, "The international monetary system in the last and next 20 years
    [‘On regional monetary arrangements for ASEAN’]    ," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 21, issue 47, pages 394-442.

2005

  1. Brecher, Richard A. & Chen, Zhiqi & Choudhri, Ehsan U., 2005, "Dynamic stability in a two-country model of optimal growth and international trade," Journal of Economic Dynamics and Control, Elsevier, volume 29, issue 3, pages 583-594, March.
  2. Choudhri, Ehsan U. & Faruqee, Hamid & Hakura, Dalia S., 2005, "Explaining the exchange rate pass-through in different prices," Journal of International Economics, Elsevier, volume 65, issue 2, pages 349-374, March.
  3. Ehsan U. Choudhri & Mohsin S. Khan, 2005, "Real Exchange Rates in Developing Countries: Are Balassa-Samuelson Effects Present?," IMF Staff Papers, Palgrave Macmillan, volume 52, issue 3, pages 1-2.
  4. Charles Freedman, 2005, "Reflections on October 6, 1979, and its aftermath," Review, Federal Reserve Bank of St. Louis, volume 87, issue Mar, pages 317-322.
  5. Khalaf, Lynda & Kichian, Maral, 2005, "Exact tests of the stability of the Phillips curve: the Canadian case," Computational Statistics & Data Analysis, Elsevier, volume 49, issue 2, pages 445-460, April.

2004

  1. Dufour, Jean-Marie & Khalaf, Lynda & Bernard, Jean-Thomas & Genest, Ian, 2004, "Simulation-based finite-sample tests for heteroskedasticity and ARCH effects," Journal of Econometrics, Elsevier, volume 122, issue 2, pages 317-347, October.
  2. Lynda Khalaf & Maral Kichian, 2004, "Pricing-to-market tests in instrumental regressions: Case of the transportation equipment industry," Empirical Economics, Springer, volume 29, issue 2, pages 293-309, May, DOI: 10.1007/s00181-003-0168-2.

2003

  1. Charles Freedman & Walter Engert, 2003, "Financial Developments in Canada: Past Trends and Future Challenges," Bank of Canada Review, Bank of Canada, volume 2003, issue Summer, pages 3-16.
  2. Eric Ghysels & Lynda Khalaf & Cosmé Vodounou, 2003, "Simulation Based Inference In Moving Average Models," Annals of Economics and Statistics, GENES, issue 69, pages 85-99.
  3. Jean‐Marie Dufour & Lynda Khalaf & Marie‐Claude Beaulieu, 2003, "Exact Skewness–Kurtosis Tests for Multivariate Normality and Goodness‐of‐Fit in Multivariate Regressions with Application to Asset Pricing Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue s1, pages 891-906, December, DOI: 10.1046/j.0305-9049.2003.00085.x.
  4. Khalaf, Lynda & Saphores, Jean-Daniel & Bilodeau, Jean-Francois, 2003, "Simulation-based exact jump tests in models with conditional heteroskedasticity," Journal of Economic Dynamics and Control, Elsevier, volume 28, issue 3, pages 531-553, December.
  5. Gerardo Esquivel & Raúl Razo, 2003, "Fuentes de la inflación en México, 1989-2000: Un análisis multicausal de corrección de errores," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 18, issue 2, pages 181-226.

2002

  1. Bordo, Michael D. & Choudhri, Ehsan U. & Schwartz, Anna J., 2002, "Was Expansionary Monetary Policy Feasible during the Great Contraction? An Examination of the Gold Standard Constraint," Explorations in Economic History, Elsevier, volume 39, issue 1, pages 1-28, January.
  2. Richard A. Breche & Zhiqi Chen & Ehsan U. Choudhri, 2002, "Unemployment and Growth in the Long Run: An Efficiency-Wage Model with Optimal Savings," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 43, issue 3, pages 875-894, August.
  3. Ehsan U. Choudhri & Lawrence L. Schembri, 2002, "Productivity performance and international competitiveness: an old test reconsidered," Canadian Journal of Economics, Canadian Economics Association, volume 35, issue 2, pages 341-362, May, DOI: 10.1111/1540-5982.00134.
  4. Ehsan U. Choudhri & Mohsin S. Khan, 2002, "The Exchange Rate and Consumer Prices in Pakistan: Is Rupee Devaluation In Inflationary?," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 41, issue 2, pages 107-120.
  5. Richard A. Brecher & Zhiqi Chen & Ehsan U. Choudhri, 2002, "Absolute and Comparative Advantage, Reconsidered: The Pattern of International Trade with Optimal Saving," Review of International Economics, Wiley Blackwell, volume 10, issue 4, pages 645-656, November, DOI: 10.1111/1467-9396.t01-1-00355.
  6. Alfred Broaddus & Charles Freedman & Vaclav Klaus, 2002, "Transparency in the practice of monetary policy; panel discussion," Review, Federal Reserve Bank of St. Louis, volume 84, issue Jul, pages 155-166.
  7. Dufour, Jean-Marie & Khalaf, Lynda, 2002, "Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions," Journal of Econometrics, Elsevier, volume 106, issue 1, pages 143-170, January.
  8. Dufour, Jean-Marie & Khalaf, Lynda, 2002, "Simulation based finite and large sample tests in multivariate regressions," Journal of Econometrics, Elsevier, volume 111, issue 2, pages 303-322, December.
  9. Jean-Daniel Saphores & Lynda Khalaf & Denis Pelletier, 2002, "On Jumps and ARCH Effects in Natural Resource Prices: An Application to Pacific Northwest Stumpage Prices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 84, issue 2, pages 387-400.
  10. Jiankang Zhang, 2002, "Subjective ambiguity, expected utility and Choquet expected utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 20, issue 1, pages 159-181.

2001

  1. Sumru Altug & Michel Demers, 2001, "The Impact of Tax Risk and Persistence on Investment Decisions," Economics Bulletin, AccessEcon, volume 5, issue 1, pages 1-5.
  2. C Freedman, 2001, "Inflation Targeting And The Economy: Lessons From Canada'S First Decade," Contemporary Economic Policy, Western Economic Association International, volume 19, issue 1, pages 2-19, January, DOI: 10.1111/j.1465-7287.2001.tb00045.x.
  3. Epstein, Larry G & Zhang, Jiankang, 2001, "Subjective Probabilities on Subjectively Unambiguous Events," Econometrica, Econometric Society, volume 69, issue 2, pages 265-306, March.

2000

  1. Ehsan U. Choudhri & Dalia S. Hakura, 2000, "International Trade and Productivity Growth: Exploring the Sectoral Effects for Developing Countries," IMF Staff Papers, Palgrave Macmillan, volume 47, issue 1, pages 1-2.
  2. Charles Freedman, 2000, "Monetary aggregates and monetary aggregates in the twenty-first century : discussion," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, volume 45, issue Oct, pages 31-41.
  3. Freedman, Charles, 2000, "Comment on Overcoming the Zero Bound on Interest Rate Policy," Journal of Money, Credit and Banking, Blackwell Publishing, volume 32, issue 4, pages 1051-1057, November.

1999

  1. Zhang, Jiankang, 1999, "Qualitative probabilities on [lambda]-systems," Mathematical Social Sciences, Elsevier, volume 38, issue 1, pages 11-20, July.
  2. Larry G. Epstein & Jiankang Zhang, 1999, "Least convex capacities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 13, issue 2, pages 263-286.

1998

  1. Charles Freedman & Tiff Macklem, 1998, "A Comment on "The Great Canadian Slump"," Canadian Journal of Economics, Canadian Economics Association, volume 31, issue 3, pages 646-665, August.
  2. Jean-Marie Dufour & Abdeljelil Farhat & Lucien Gardiol & Lynda Khalaf, 1998, "Simulation-based finite sample normality tests in linear regressions," Econometrics Journal, Royal Economic Society, volume 1, issue Conferenc, pages 154-173.

1997

  1. Fanny Demers & Michel Demers, 1997, "Prudence, Demand Uncertainty, Background Risk, and the Law of Supply: A Nonexpected Utility Approach to the Firm*," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 22, issue 1, pages 21-42, June.

1996

  1. Brecher, Richard A. & Choudhri, Ehsan U. & Schembri, Lawrence L., 1996, "International spillovers of knowledge and sectoral productivity growth: some evidence for Canada and the United States," Journal of International Economics, Elsevier, volume 40, issue 3-4, pages 299-321, May.
  2. Freedman, C. & Goodlet, C., 1996, "Large-value clearing and settlement systems and systemic risk," The North American Journal of Economics and Finance, Elsevier, volume 7, issue 2, pages 153-162.
  3. Charles Freedman, 1996, "What operating procedures should be adopted to maintain price stability? practical issues," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 241-285.

1995

  1. Bordo, Michael D & Choudhri, Ehsan U & Schwartz, Anna J, 1995, "Could Stable Money Have Averted the Great Contraction?," Economic Inquiry, Western Economic Association International, volume 33, issue 3, pages 484-505, July.
  2. Charles Freedman, 1995, "The role of monetary conditions and the monetary conditions index in the conduct of policy [speech]," Bank of Canada Review, Bank of Canada, volume 1995, issue Autumn, pages 53-59.

1994

  1. Brecher, Richard A. & Choudhri, Ehsan U., 1994, "Pareto gains from trade, reconsidered : Compensating for jobs lost," Journal of International Economics, Elsevier, volume 36, issue 3-4, pages 223-238, May.

1993

  1. Richard A. Brecher & Ehsan U. Choudhri, 1993, "Some Empirical Support for the Heckscher-Ohlin Model of Production," Canadian Journal of Economics, Canadian Economics Association, volume 26, issue 2, pages 272-285, May.
  2. Freedman, Charles, 1993, "Designing institutions for monetary stability : A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 39, issue 1, pages 85-94, December.

1992

  1. Fanny Demers & Michel Demers, 1992, "Saving Under Uncertainty: A Bivariate Non-Expected Utility Approach," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 17, issue 1, pages 61-75, June.

1991

  1. Fanny Demers & Michel Demers, 1991, "Multivariate Risk Aversion and Uninsurable Risks: Theory and Applications," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 16, issue 1, pages 7-43, June.
  2. Charles Freedman, 1991, "Panel discussion: price stability ; The goal of price stability: the debate in Canada," Proceedings, Federal Reserve Bank of Cleveland, pages 613-618.
  3. Freedman, Charles, 1991, "The Goal of Price Stability: The Debate in Canada: Panel Discussion," Journal of Money, Credit and Banking, Blackwell Publishing, volume 23, issue 3, pages 613-618, August.

1990

  1. Bordo, Michael D. & Choudhri, Ehsan U. & Schwartz, Anna J., 1990, "Money stock targeting, base drift, and price-level predictability : Lessons from the U.K. Experience," Journal of Monetary Economics, Elsevier, volume 25, issue 2, pages 253-272, March.
  2. Richard A. Brecher & Ehsan U. Choudhri, 1990, "Gains from International Factor Movements without Lump-Sum Compensation: Taxation by Location versus Nationality," Canadian Journal of Economics, Canadian Economics Association, volume 23, issue 1, pages 44-59, February.
  3. Demers, Fanny & Demers, Michel, 1990, "Price uncertainty, the competitive firm and the dual theory of choice under risk," European Economic Review, Elsevier, volume 34, issue 6, pages 1181-1199, September.
  4. Freedman, Charles & Longworth, David, 1990, "Debt and credit: Recent Canadian developments," North American Review of Economics and Finance, Elsevier, volume 1, issue 1, pages 33-51.
  5. Charles Freedman, 1990, "La politique monétaire des années 90 : leçons et enjeux," L'Actualité Economique, Société Canadienne de Science Economique, volume 66, issue 2, pages 147-186.

1989

  1. Demers, Fanny & Demers, Michel, 1989, "A privately revealing rational expectations equilibrium for the futures market," European Economic Review, Elsevier, volume 33, issue 4, pages 663-685, April.
  2. Charles Freedman, 1989, "Monetary policy in the 1990s: lessons and challenges," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 1-53.

1987

  1. Bordo, Michael D & Choudhri, Ehsan U & Schwartz, Anna J, 1987, "The Behavior of Money Stock under Interest Rate Control: Some Evidence for Canada," Journal of Money, Credit and Banking, Blackwell Publishing, volume 19, issue 2, pages 181-197, May.
  2. Brecher, Richard A. & Choudhri, Ehsan U., 1987, "International migration versus foreign investment in the presence of unemployment," Journal of International Economics, Elsevier, volume 23, issue 3-4, pages 329-342, November.
  3. Charles Freedman, 1987, "Financial restructuring: the Canadian experience," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 63-79.

1985

  1. Ehsan U. Choudhri & J. Stephen Ferris, 1985, "Wage and Price Contracts in a Macro Model with Information Costs," Canadian Journal of Economics, Canadian Economics Association, volume 18, issue 4, pages 766-783, November.

1984

  1. Brecher, Richard & Choudhri, Ehsan U, 1984, "New Products and the Factor Content of International Trade," Journal of Political Economy, University of Chicago Press, volume 92, issue 5, pages 965-971, October, DOI: 10.1086/261267.

1983

  1. Choudhri, Ehsan U., 1983, "The transmission of inflation in a small economy: an empirical analysis of the influence of US monetary disturbances on Canadian inflation, 1962-1980," Journal of International Money and Finance, Elsevier, volume 2, issue 2, pages 167-178, August.
  2. Freedman, C, 1983, "Financial Innovation in Canada: Causes and Consequences," American Economic Review, American Economic Association, volume 73, issue 2, pages 101-106, May.

1982

  1. Brecher, Richard A. & Choudhri, Ehsan U., 1982, "The factor content of international trade without factor-price equalization," Journal of International Economics, Elsevier, volume 12, issue 3-4, pages 277-283, May.
  2. Brecher, Richard A & Choudhri, Ehsan U, 1982, "The Leontief Paradox, Continued," Journal of Political Economy, University of Chicago Press, volume 90, issue 4, pages 820-823, August, DOI: 10.1086/261092.
  3. Bordo, Michael D & Choudhri, Ehsan U, 1982, "Currency Substitution and the Demand for Money: Some Evidence for Canada," Journal of Money, Credit and Banking, Blackwell Publishing, volume 14, issue 1, pages 48-57, February.
  4. Michael D. Bordo & Ehsan U. Choudhri, 1982, "The link between money and prices in an open economy: the Canadian evidence from 1971 to 1980," Review, Federal Reserve Bank of St. Louis, volume 64, issue Aug, pages 13-23.
  5. Richard A. Brecher & Ehsan U. Choudhri, 1982, "Immiserizing Investment from Abroad: The Singer-Prebisch Thesis Reconsidered," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 97, issue 1, pages 181-189.
  6. Charles Freedman, 1982, "The effect of U.S. policies on foreign countries: the case of Canada," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 97-129.

1980

  1. Choudhri, Ehsan U & Kochin, Levis A, 1980, "The Exchange Rate and the International Transmission of Business Cycle Disturbances: Some Evidence from the Great Depression," Journal of Money, Credit and Banking, Blackwell Publishing, volume 12, issue 4, pages 565-574, November.

1979

  1. Ehsan Choudhri, 1979, "The pattern of trade in individual products: A test of simple theories," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 115, issue 1, pages 81-98, March, DOI: 10.1007/BF02696343.
  2. Charles Freedman, 1979, "A Note on Net Interest Payments to Foreigners under Inflationary Conditions," Canadian Journal of Economics, Canadian Economics Association, volume 12, issue 2, pages 291-299, May.
  3. Charles Freedman, 1979, "Taux d’intérêt à long terme, martingales, et marchés efficients," L'Actualité Economique, Société Canadienne de Science Economique, volume 55, issue 3, pages 360-374.

1977

  1. Freedman, Charles, 1977, "Micro Theory of International Financial Intermediation," American Economic Review, American Economic Association, volume 67, issue 1, pages 172-179, February.
  2. Freedman, Charles, 1977, "A model of the Eurodollar market," Journal of Monetary Economics, Elsevier, volume 3, issue 2, pages 139-161, April.
  3. Freedman, Charles, 1977, "The Euro-Dollar market : A review of five recent studies," Journal of Monetary Economics, Elsevier, volume 3, issue 4, pages 467-478, October.
  4. Freedman, Charles, 1977, "The FINE Proposals on Foreign Banks in the United States and American Banks Abroad," Journal of Money, Credit and Banking, Blackwell Publishing, volume 9, issue 4, pages 642-651, November.

1972

  1. Freedman, Charles, 1972, "Forward exchange and internal-external equilibrium : Jay H. Levin, (Michigan International Business Studies, Number 12. Ann Arbor: Graduate School of Business Administration, University of Michigan, 1970, x+133 pp.)," Journal of International Economics, Elsevier, volume 2, issue 1, pages 101-104, February.

Books

2018

  1. William H. Greene & Lynda Khalaf & Paul Makdissi & Robin C. Sickles & Michael Veall & Marcel-Cristia (ed.), 2018, "Productivity and Inequality," Springer Proceedings in Business and Economics, Springer, number 978-3-319-68678-3, ISBN: ARRAY(0x887ba600), June, DOI: 10.1007/978-3-319-68678-3.

2016

  1. William H. Greene & Lynda Khalaf & Robin Sickles & Michael Veall & Marcel-Cristian Voia (ed.), 2016, "Productivity and Efficiency Analysis," Springer Proceedings in Business and Economics, Springer, number 978-3-319-23228-7, edition 1, ISBN: ARRAY(0x887b25d8), June, DOI: 10.1007/978-3-319-23228-7.

Chapters

2025

  1. Jean-Marie Dufour & Lynda Khalaf, 2025, "Dimensionality and Exact Bound Tests in Simultaneous Equations," Advanced Studies in Theoretical and Applied Econometrics, Springer, in: Badi H. Baltagi & László Mátyás, "Seven Decades of Econometrics and Beyond", DOI: 10.1007/978-3-031-92699-0_16.

2018

  1. Jean-Marie Dufour & Emmanuel Flachaire & Lynda Khalaf & Abdallah Zalghout, 2018, "Confidence Sets for Inequality Measures: Fieller-Type Methods," Springer Proceedings in Business and Economics, Springer, in: William H. Greene & Lynda Khalaf & Paul Makdissi & Robin C. Sickles & Michael Veall & Marcel-Cristia, "Productivity and Inequality", DOI: 10.1007/978-3-319-68678-3_6.

2016

  1. Lynda Khalaf & Charles J. Saunders, 2016, "Dynamic Technical Efficiency," Springer Proceedings in Business and Economics, Springer, chapter 0, in: William H. Greene & Lynda Khalaf & Robin Sickles & Michael Veall & Marcel-Cristian Voia, "Productivity and Efficiency Analysis", DOI: 10.1007/978-3-319-23228-7_6.

2010

  1. Filippo Cesarano & Charles Freedman & Charles Goodhart & Robert Leeson & William Robson & Nick Rowe & Roger Sandilands & Robert Young, 2010, "Interview with David Laidler," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, in: Robert Leeson, "David Laidler’s Contributions to Economics", DOI: 10.1057/9780230248410_1.
  2. Charles Freedman & Charles Goodhart, 2010, "From Money Targeting to Inflation Targeting: The Change in the Role of Money in the Conduct of Monetary Policy," Palgrave Macmillan Books, Palgrave Macmillan, chapter 8, in: Robert Leeson, "David Laidler’s Contributions to Economics", DOI: 10.1057/9780230248410_8.
  3. C. A. E. Goodhart & Charles Freedman, 2010, "The Political Economy of Inflation Targets: New Zealand and the UK," Palgrave Macmillan Books, Palgrave Macmillan, chapter 7, in: Robert Leeson, "Canadian Policy Debates and Case Studies in Honour of David Laidler", DOI: 10.1057/9780230274303_7.
  4. Raul Razo-Garcia, 2010, "Estimating the effect of exchange rate flexibility on financial account openness," Advances in Econometrics, Emerald Group Publishing Limited, "Maximum Simulated Likelihood Methods and Applications", DOI: 10.1108/S0731-9053(2010)0000026011.

2005

  1. Charles Freedman, 2005, "Reflections on the Bank of Canada's monetary policy framework," Chapters, Edward Elgar Publishing, chapter 11, in: Phillip Arestis & Michelle Baddeley & John S.L. McCombie, "The New Monetary Policy".
  2. Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2005, "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Springer Books, Springer, chapter 0, in: Michèle Breton & Hatem Ben-Ameur, "Numerical Methods in Finance", DOI: 10.1007/0-387-25118-9_9.

Software components

2010

  1. Christopher Gunn & Alok Johri, 2010, "Code files for "News and knowledge capital"," Computer Codes, Review of Economic Dynamics, number 09-256, revised .

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