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Lynda Khalaf

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Personal Details

First Name:Lynda
Middle Name:
Last Name:Khalaf
Suffix:
RePEc Short-ID:pkh49
http://www2.carleton.ca/economics/faculty-and-staff/regular-faculty/khalaf-lynda-a.
Ottawa, Canada
http://www.carleton.ca/economics/

: (613) 520-3744
(613) 520-3906
1125 Colonel By Drive, Ottawa, Ontario, K1S 5B6
RePEc:edi:decarca (more details at EDIRC)
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  1. Kapetanios, George & Khalaf, Lynda & Marcellino, Massimiliano, 2015. "Factor based identification-robust inference in IV regressions," CEPR Discussion Papers 10390, C.E.P.R. Discussion Papers.
  2. Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Clement Yelou, 2015. "Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?," Working Papers 1510E, University of Ottawa, Department of Economics.
  3. Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2015. "Exact confidence sets and goodness-of-fit methods for stable distributions," CIRANO Working Papers 2015s-25, CIRANO.
  4. Jean-Marie DUFOUR & Lynda KHALAF & Marcel VOIA, 2013. "Finite-Sample Resampling-Based Combined Hypothesis Tests, with Applications to Serial Correlation and Predictability," Cahiers de recherche 13-2013, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  5. Jean-Thomas Bernard & Michael Gavin & Lynda Khalaf & Marcel Voia, 2011. "The Environmental Kuznets Curve: Tipping Points, Uncertainty and Weak Identification," Cahiers de recherche CREATE 2011-4, CREATE.
  6. Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2011. "Identification-robust estimation and testing of the zero-beta CAPM," CIRANO Working Papers 2011s-21, CIRANO.
  7. 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 2011s-22, CIRANO.
  8. Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009. "Assessing Indexation-Based Calvo Inflation Models," Staff Working Papers 09-7, Bank of Canada.
  9. Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009. "Structural Inflation Models with Real Wage Rigidities: The Case of Canada," Staff Working Papers 09-21, Bank of Canada.
  10. Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009. "Structural Multi-Equation Macroeconomic Models: Identification-Robust Estimation and Fit," Staff Working Papers 09-19, Bank of Canada.
  11. Bernard, Jean-Thomas & Khalaf, Lynda & Kichian, Maral & McMahon, Sébastien, 2008. "Oil Prices: Heavy Tails, Mean Reversion and the Convenience Yield," Cahiers de recherche 0801, GREEN.
  12. Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2006. "Structural Estimation and Evaluation of Calvo-Style Inflation Models," Computing in Economics and Finance 2006 161, Society for Computational Economics.
  13. Marie-Claude Beaulieu & Lynda Khalaf & Marie-Hélène Gagnon, 2006. "Testing Financial Integration: Finite Sample Motivated Mothods," Computing in Economics and Finance 2006 233, Society for Computational Economics.
  14. Lynda Khalaf & Maral Kichian, 2006. "Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada," Staff Working Papers 06-2, Bank of Canada.
  15. Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Sebastien McMahon, 2006. "Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion," Staff Working Papers 06-14, Bank of Canada.
  16. Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005. "Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis," CIRANO Working Papers 2005s-30, CIRANO.
  17. Maral Kichian & Lynda Khalaf, 2005. "Testing for Structural Breaks in Covariance: Exchange Rate Pass-Through in Canada," Computing in Economics and Finance 2005 376, Society for Computational Economics.
  18. 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 48, Society for Computational Economics.
  19. BEAULIEU, Marie-Claude & DUFOUR, Jean-Marie & KHALAF, Lynda, 2005. "Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions," Cahiers de recherche 2005-04, Universite de Montreal, Departement de sciences economiques.
  20. DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda, 2005. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche 2005-07, Universite de Montreal, Departement de sciences economiques.
  21. Lynda Khalaf & Jean-Marie Dufour, 2004. "Simulation-Based Finite-Sample Inference in Simultaneous Equations," Econometric Society 2004 North American Summer Meetings 239, Econometric Society.
  22. Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian, 2004. "Structural Change and Forecasting Long-Run Energy Prices," Staff Working Papers 04-5, Bank of Canada.
  23. Lynda Khalaf & Maral Kichian, 2004. "Estimating New Keynesian Phillips Curves Using Exact Methods," Staff Working Papers 04-11, Bank of Canada.
  24. DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003. "Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models," Cahiers de recherche 2003-09, Universite de Montreal, Departement de sciences economiques.
  25. DUFOUR, Jean-Marie & KHALAF, Lynda & BEAULIEU, Marie-Claude, 2003. "Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models," Cahiers de recherche 2003-08, Universite de Montreal, Departement de sciences economiques.
  26. Khalaf, Lynda & Kichian, Maral, 2003. "Are New Keynesian Phillips Curved Identified?," Cahiers de recherche 0312, GREEN.
  27. Lynda Khalaf & Maral Kichian, 2003. "Testing the Stability of the Canadian Phillips Curve Using Exact Methods," Staff Working Papers 03-7, Bank of Canada.
  28. Lynda Khalaf & Maral Kichian, 2002. "Exact Testing of the Stability of the Phillips Curve," Computing in Economics and Finance 2002 321, Society for Computational Economics.
  29. 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 2002s-85, CIRANO.
  30. Dufour, Jean-Marie & Khalaf, Lynda, 2001. "Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions," Cahiers de recherche 0105, GREEN.
  31. DUFOUR, Jean-Marie & KHALAF, Lynda & BERNARD, Jean-Thomas, 2001. "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," Cahiers de recherche 2001-08, Universite de Montreal, Departement de sciences economiques.
  32. Khalaf, Lynda & Kichian, Maral, 2000. "Testing the Pricing-to-Market Hypothesis: Case of the Transportation Equipment Industry," Staff Working Papers 00-8, Bank of Canada.
  33. Lynda Khalaf, 2000. "Simulation Based Inference in Simultaneous Equations," Econometric Society World Congress 2000 Contributed Papers 1078, Econometric Society.
  34. Saphores, Jean-Daniel & Khalaf, Lynda & Pelletier, Denis, 2000. "On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests," Cahiers de recherche 0003, GREEN.
  35. 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 157, Society for Computational Economics.
  36. DUFOUR, Jean-Marie & KHALAF, Lynda, 2000. "Simulation-Based Finite and Large Sample Tests in Multivariate Regressions," Cahiers de recherche 2000-10, Universite de Montreal, Departement de sciences economiques.
  37. DUFOUR, Jean-Marie & KHALAF, Lynda, 2000. "Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions," Cahiers de recherche 2000-11, Universite de Montreal, Departement de sciences economiques.
  38. 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 Models with Conditional Heteroskedasticity," Cahiers de recherche 0004, GREEN.
  39. 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 00-04, Laval - Recherche en Energie.
  40. Jean-Marie Dufour & Lynda Khalaf, 1999. "Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations," Computing in Economics and Finance 1999 824, Society for Computational Economics.
  41. DUFOUR, Jean-Marie & KHALAF, Lynda, 1998. "Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions," Cahiers de recherche 9813, Universite de Montreal, Departement de sciences economiques.
  42. Eric Ghysels & Lynda Khalaf & Cosme Vodounou, 1994. "Simulation Based Inference in Moving Average Models," CIRANO Working Papers 94s-11, CIRANO.
  43. Jean-Marie Dufour & Linda Khalaf, . "Simulation Based Finite and Large Sample Inference Methods in Multiple Regression Models," Computing in Economics and Finance 1997 141, Society for Computational Economics.
  1. Khalaf, Lynda & Schaller, Huntley, 2016. "Identification and inference in two-pass asset pricing models," Journal of Economic Dynamics and Control, Elsevier, vol. 70(C), pages 165-177.
  2. Jean-Thomas Bernard, Lynda Khalaf, Maral Kichian, and Sebastien McMahon, 2015. "The Convenience Yield and the Informational Content of the Oil Futures Price," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
  3. Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda, 2015. "Identification-Robust Factor Pricing: Canadian Evidence," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 235-252, Mars-Juin.
  4. 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, vol. 60(2), pages 285-315, February.
  5. Khalaf, Lynda, 2014. "L’économétrie et l’évidence fallacieuse : erreurs et avancées," L'Actualité Economique, Société Canadienne de Science Economique, vol. 90(1), pages 5-22, Mars.
  6. Khalaf, Lynda & Urga, Giovanni, 2014. "Identification robust inference in cointegrating regressions," Journal of Econometrics, Elsevier, vol. 182(2), pages 385-396.
  7. Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda, 2014. "Exact confidence sets and goodness-of-fit methods for stable distributions," Journal of Econometrics, Elsevier, vol. 181(1), pages 3-14.
  8. Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2013. "Identification-Robust Estimation and Testing of the Zero-Beta CAPM," Review of Economic Studies, Oxford University Press, vol. 80(3), pages 892-924.
  9. Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2013. "Identification-robust analysis of DSGE and structural macroeconomic models," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 340-350.
  10. 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., vol. 27(4), pages 603-624, 06.
  11. Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2010. "Estimation uncertainty in structural inflation models with real wage rigidities," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2554-2561, November.
  12. 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, vol. 17(4), pages 763-782, September.
  13. 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, vol. 157(2), pages 317-327, August.
  14. 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, vol. 34(9), pages 1582-1595, September.
  15. 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., vol. 25(2), pages 263-285.
  16. Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda, 2009. "Finite sample multivariate tests of asset pricing models with coskewness," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2008-2021, April.
  17. 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, vol. 5(3), pages 248-267, July.
  18. 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, vol. 52(6), pages 3148-3161, February.
  19. 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., vol. 27(4), pages 279-291.
  20. 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., vol. 22(7), pages 1211-1226.
  21. 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, vol. 141(2), pages 1219-1244, December.
  22. Khalaf, Lynda & Kichian, Maral, 2007. "Exact test for breaks in covariance in multivariate regressions," Economics Letters, Elsevier, vol. 95(2), pages 241-246, May.
  23. 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, vol. 25, pages 398-410, October.
  24. 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, vol. 30(9-10), pages 1707-1727.
  25. Khalaf, Lynda & Kichian, Maral, 2005. "Exact tests of the stability of the Phillips curve: the Canadian case," Computational Statistics & Data Analysis, Elsevier, vol. 49(2), pages 445-460, April.
  26. 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, vol. 122(2), pages 317-347, October.
  27. Lynda Khalaf & Maral Kichian, 2004. "Pricing-to-market tests in instrumental regressions: Case of the transportation equipment industry," Empirical Economics, Springer, vol. 29(2), pages 293-309, 05.
  28. Dufour, Jean-Marie & Farhat, Abdeljelil & Khalaf, Lynda & Dufour, Jean-Marie, 2004. "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," L'Actualité Economique, Société Canadienne de Science Economique, vol. 80(2), pages 501-522, Juin-Sept.
  29. 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, vol. 65(s1), pages 891-906, December.
  30. 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, vol. 28(3), pages 531-553, December.
  31. 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.
  32. Dufour, Jean-Marie & Khalaf, Lynda, 2002. "Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions," Journal of Econometrics, Elsevier, vol. 106(1), pages 143-170, January.
  33. 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, vol. 84(2), pages 387-400.
  34. Dufour, Jean-Marie & Khalaf, Lynda, 2002. "Simulation based finite and large sample tests in multivariate regressions," Journal of Econometrics, Elsevier, vol. 111(2), pages 303-322, December.
  35. Jean-Marie Dufour & Abdeljelil Farhat & Lucien Gardiol & Lynda Khalaf, 1998. "Simulation-based finite sample normality tests in linear regressions," Econometrics Journal, Royal Economic Society, vol. 1(Conferenc), pages C154-C173.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 39 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (24) 2002-04-22 2003-05-15 2003-06-09 2003-07-12 2003-07-12 2003-08-31 2003-08-31 2004-08-30 2004-10-30 2005-02-13 2005-04-16 2005-09-11 2005-11-19 2006-06-03 2006-06-24 2006-07-15 2009-02-28 2009-06-10 2011-02-19 2011-03-05 2012-01-03 2013-11-02 2015-02-22 2015-06-20. Author is listed
  2. NEP-MAC: Macroeconomics (11) 2003-04-21 2004-08-23 2005-09-11 2005-09-17 2006-01-24 2006-06-24 2006-06-24 2009-02-28 2009-06-10 2009-07-17 2015-02-22. Author is listed
  3. NEP-ETS: Econometric Time Series (10) 2000-06-05 2002-04-15 2003-04-27 2003-07-10 2003-08-31 2004-02-23 2005-02-13 2006-06-24 2013-11-02 2014-04-18. Author is listed
  4. NEP-CFN: Corporate Finance (9) 2003-04-27 2003-06-04 2003-07-10 2003-07-10 2003-08-31 2003-08-31 2003-12-14 2003-12-14 2005-02-13. Author is listed
  5. NEP-ENE: Energy Economics (6) 2008-02-23 2011-03-05 2012-01-03 2015-08-30 2015-11-15 2016-04-30. Author is listed
  6. NEP-FIN: Finance (6) 2003-04-27 2003-06-04 2003-12-14 2003-12-14 2005-02-13 2005-04-16. Author is listed
  7. NEP-FOR: Forecasting (6) 2006-06-24 2008-02-23 2011-03-05 2015-08-30 2015-11-15 2016-04-30. Author is listed
  8. NEP-FMK: Financial Markets (5) 2003-04-27 2003-12-14 2003-12-14 2006-06-24 2006-07-15. Author is listed
  9. NEP-RMG: Risk Management (5) 2003-04-27 2003-07-10 2003-08-31 2003-12-14 2008-02-23. Author is listed
  10. NEP-CBA: Central Banking (4) 2006-06-24 2009-02-28 2009-06-10 2009-07-17
  11. NEP-MON: Monetary Economics (4) 2004-08-23 2005-09-11 2005-09-17 2009-02-28
  12. NEP-ORE: Operations Research (4) 2013-11-02 2014-04-18 2015-08-30 2015-11-15
  13. NEP-CMP: Computational Economics (3) 2003-04-27 2003-06-04 2004-10-30
  14. NEP-IFN: International Finance (2) 2005-09-17 2006-06-24
  15. NEP-CIS: Confederation of Independent States (1) 2011-02-19
  16. NEP-COM: Industrial Competition (1) 2004-02-23
  17. NEP-ENV: Environmental Economics (1) 2012-01-03
  18. NEP-GER: German Papers (1) 2015-08-30
  19. NEP-MIC: Microeconomics (1) 2002-04-15
  20. NEP-RES: Resource Economics (1) 2002-04-15
This author is among the top 5% authors according to these criteria:
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