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Jean-Francois Lamarche

Personal Details

First Name:Jean-Francois
Middle Name:
Last Name:Lamarche
Suffix:
RePEc Short-ID:pla154
http://coffee.econ.brocku.ca/jfl/index.html
500 Glenridge Avenue St. Catharines, Ontario L2S 3A1
Terminal Degree:2002 Economics Department; Queen's University (from RePEc Genealogy)

Affiliation

Department of Economics
Brock University

St. Catherines, Canada
http://www.brocku.ca/economics/

: (905) 688-5550 3325
(905) 988-9388
500 Glenridge Avenue, St. Catharines, Ontario, L2S 3A1
RePEc:edi:debroca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

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

Articles

  1. Guay, Alain & Lamarche, Jean-François, 2012. "Structural Change Tests Based On Implied Probabilities For Gel Criteria," Econometric Theory, Cambridge University Press, vol. 28(06), pages 1186-1228, December.
  2. Zisimos Koustas & Jean-François Lamarche, 2012. "Instrumental variable estimation of a nonlinear Taylor rule," Empirical Economics, Springer, pages 1-20.
  3. Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2012. "Have structural changes eliminated the out-of-sample ability of financial variables to forecast real activity after the mid-1980s? Evidence from the Canadian economy," Applied Economics, Taylor & Francis Journals, vol. 44(30), pages 3965-3985, October.
  4. Lamarche Jean-Francois & Koustasy Zisimos, 2012. "Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(5), pages 1-26, December.
  5. Zisimos Koustas & Jean-Francois Lamarche, 2010. "Evidence of nonlinear mean reversion in the real interest rate," Applied Economics, Taylor & Francis Journals, vol. 42(2), pages 237-248.
  6. Mohammed H.I. Dore & Jean François Lamarche, 2006. "Estimating baselines for climate change for less developed countries: the case of the Sahel," Climate Policy, Taylor & Francis Journals, vol. 6(2), pages 231-240, March.
  7. Jean-FranÁois Lamarche, 2004. "The Numerical Performance of Fast Bootstrap Procedures," Computational Economics, Springer;Society for Computational Economics, vol. 23(4), pages 379-389, June.
  8. Lamarche, Jean-Francois, 2003. "A robust bootstrap test under heteroskedasticity," Economics Letters, Elsevier, vol. 79(3), pages 353-359, June.
  9. Gregory, Allan W. & Lamarche, Jean-Francois & Smith, Gregor W., 2002. "Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 213-233, March.

Citations

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

Working papers

  1. Alain Guay & Jean-Francois Lamarche, 2010. "Structural change tests for GEL criteria," Working Papers 1002, Brock University, Department of Economics.

    Cited by:

    1. Alastair R. Hall & Yuyi Li & Chris D. Orme & Arthur Sinko, 2013. "Testing for Structural Instability in Moment Restriction Models: an Info-metric Approach," The School of Economics Discussion Paper Series 1326, Economics, The University of Manchester.
    2. Alain Guay & Jean-Francois Lamarche, 2005. "The Information Content of Implied Probabilities to Detect Structural Change," Working Papers 0804, Brock University, Department of Economics, revised Oct 2008.

  2. Zisimos Koustas & Jean-Francois Lamarche, 2010. "Estimation of a nonlinear Taylor rule using real-time U.S. data," Working Papers 1005, Brock University, Department of Economics.

    Cited by:

    1. Alexander Jung & Gergely Kiss, 2012. "Voting by monetary policy committees: evidence from the CEE inflation-targeting countries," MNB Working Papers 2012/2, Magyar Nemzeti Bank (Central Bank of Hungary).
    2. Jung, Alexander & Kiss, Gergely, 2012. "Preference heterogeneity in the CEE inflation-targeting countries," European Journal of Political Economy, Elsevier, vol. 28(4), pages 445-460.
    3. Chen, Hongyi & Funke, Michael & Lozev, Ivan & Tsang, Andrew, 2017. "To guide or not to guide? Quantitative monetary policy tools and macroeconomic dynamics in China," BOFIT Discussion Papers 3/2017, Bank of Finland, Institute for Economies in Transition.
    4. Ahmad, Saad, 2016. "A multiple threshold analysis of the Fed's balancing act during the Great Moderation," Economic Modelling, Elsevier, vol. 55(C), pages 343-358.

  3. Zisimos Koustas & Jean-Francois Lamarche, 2009. "Instrumental variable estimation of a nonlinear Taylor rule," Working Papers 0909, Brock University, Department of Economics, revised Jul 2010.

    Cited by:

    1. Zhu, Yanli & Chen, Haiqiang, 2017. "The asymmetry of U.S. monetary policy: Evidence from a threshold Taylor rule with time-varying threshold values," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 473(C), pages 522-535.
    2. Beck, Günther W. & Beyer, Robert C. M. & Kontny, Markus & Wieland, Volker, 2015. "Monetary Cross-Checking in Practice," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113126, Verein für Socialpolitik / German Economic Association.
    3. Chen, Hongyi & Funke, Michael & Lozev, Ivan & Tsang, Andrew, 2017. "To guide or not to guide? Quantitative monetary policy tools and macroeconomic dynamics in China," BOFIT Discussion Papers 3/2017, Bank of Finland, Institute for Economies in Transition.
    4. Ahmad, Saad, 2016. "A multiple threshold analysis of the Fed's balancing act during the Great Moderation," Economic Modelling, Elsevier, vol. 55(C), pages 343-358.

  4. Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2009. "Have Structural Changes Eliminated the Out-of-Sample Ability of Financial Variables To Forecast Real Activity After the Mid-1980s? Evidence From the Canadian Economy," Working Papers 0910, Brock University, Department of Economics, revised Oct 2010.

    Cited by:

    1. Barbara Rossi, 2011. "Advances in Forecasting Under Instability," Working Papers 11-20, Duke University, Department of Economics.
    2. Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2012. "Breakdowns and revivals: the long-run relationship between the stock market and real economic activity in the G-7 countries," MPRA Paper 43306, University Library of Munich, Germany.

  5. Zisimos Koustas & Jean-Francois Lamarche, 2005. "Policy-Induced Mean Reversion in the Real Interest Rate?," Working Papers 0503, Brock University, Department of Economics, revised Jul 2005.

    Cited by:

    1. Christopher J. Neely & David E. Rapach, 2008. "Real interest rate persistence: evidence and implications," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 609-642.
    2. Jakob B Madsen, 2011. "A q Model of House Prices," Monash Economics Working Papers 03-11, Monash University, Department of Economics.

  6. David R.F. Love & Jean-Francois Lamarche, 2004. "Anticipation and Real Business Cycles," Working Papers 0703, Brock University, Department of Economics, revised Sep 2007.

    Cited by:

    1. David R.F. Love, 2009. "Aggregate Comovements, Anticipation, and Business Cycles," Working Papers 0908, Brock University, Department of Economics.

  7. Allan W. Gregory & Jean-Francois Lamarche & Gregor W. Smith, 2001. "Information-Theoretic Estimation of Preference Parameters: Macroeconomic Applications and Simulation Evidence," Working Papers 1249, Queen's University, Department of Economics.

    Cited by:

    1. Jason Allen & Allan W. Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Staff Working Papers 08-18, Bank of Canada.
    2. Sowell, Fallaw, 2009. "The empirical saddlepoint likelihood estimator applied to two-step GMM," MPRA Paper 15494, University Library of Munich, Germany, revised May 2009.
    3. Alain Guay & Jean-Francois Lamarche, 2005. "The Information Content of Implied Probabilities to Detect Structural Change," Working Papers 0804, Brock University, Department of Economics, revised Oct 2008.
    4. Noor, Jawwad, 2009. "Hyperbolic discounting and the standard model: Eliciting discount functions," Journal of Economic Theory, Elsevier, vol. 144(5), pages 2077-2083, September.
    5. Luis Quintero, "undated". "MCMC Approach to Classical Estimation with Overidentifying Restrictions," GSIA Working Papers 2013-E13, Carnegie Mellon University, Tepper School of Business.
    6. Yasutomo Murasawa, 2009. "Do coincident indicators have one-factor structure?," Empirical Economics, Springer, pages 339-365.
    7. Manuel Dominguez & Ignacio Lobato, 2010. "Consistent Inference in Models Defined by COnditional Moment Restrictions: an Alternative to GMM," Working Papers 1005, Centro de Investigacion Economica, ITAM.

Articles

  1. Zisimos Koustas & Jean-François Lamarche, 2012. "Instrumental variable estimation of a nonlinear Taylor rule," Empirical Economics, Springer, pages 1-20.
    See citations under working paper version above.
  2. Akhter Faroque & William Veloce & Jean-Francois Lamarche, 2012. "Have structural changes eliminated the out-of-sample ability of financial variables to forecast real activity after the mid-1980s? Evidence from the Canadian economy," Applied Economics, Taylor & Francis Journals, vol. 44(30), pages 3965-3985, October.
    See citations under working paper version above.
  3. Lamarche Jean-Francois & Koustasy Zisimos, 2012. "Estimation of a Nonlinear Taylor Rule Using Real-Time U.S. Data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(5), pages 1-26, December.
    See citations under working paper version above.
  4. Zisimos Koustas & Jean-Francois Lamarche, 2010. "Evidence of nonlinear mean reversion in the real interest rate," Applied Economics, Taylor & Francis Journals, vol. 42(2), pages 237-248.

    Cited by:

    1. Alfred Haug, 2012. "On real interest rate persistence: the role of breaks," Working Papers 65, Department of Applied Econometrics, Warsaw School of Economics.
    2. Bosupeng, Mpho & Biza-Khupe, Simangaliso, 2015. "The Impact of Money Supply Volatility on the Fisher Effect –A Botswana Empirical Perspective," MPRA Paper 77920, University Library of Munich, Germany, revised 2015.
    3. Pelin Oge Guney & Erdinc Telatar & Mubariz Hasanov, 2012. "Time Series Behaviour of the Real Interest Rates in Transition Economies," Hacettepe University Department of Economics Working Papers 20125, Hacettepe University, Department of Economics.
    4. Panopoulou, Ekaterini & Pantelidis, Theologos, 2016. "The Fisher effect in the presence of time-varying coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 495-511.
    5. Nannette Lindenberg & Frank Westermann, 2009. "Common Trends and Common Cycles among Interest Rates of the G7-Countries," Working Papers 77, Institute of Empirical Economic Research, Osnabrueck University.
    6. Bosupeng, Mpho, 2016. "On The Fisher Effect: A Review," MPRA Paper 77916, University Library of Munich, Germany, revised 2016.

  5. Jean-FranÁois Lamarche, 2004. "The Numerical Performance of Fast Bootstrap Procedures," Computational Economics, Springer;Society for Computational Economics, vol. 23(4), pages 379-389, June.

    Cited by:

    1. Davidson, Russell & MacKinnon, James G., 2007. "Improving the reliability of bootstrap tests with the fast double bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3259-3281, April.
    2. Rachida Ouysse, 2014. "On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models," Computational Statistics, Springer, vol. 29(1), pages 233-261, February.
    3. James G. MacKinnon, 2006. "Applications of the Fast Double Bootstrap," Working Papers 1023, Queen's University, Department of Economics.

  6. Gregory, Allan W. & Lamarche, Jean-Francois & Smith, Gregor W., 2002. "Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 213-233, March.
    See citations under working paper version above.

More information

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Statistics

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Co-authorship network on CollEc

Featured entries

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

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 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 (4) 2008-10-28 2008-11-04 2009-07-17 2010-01-16
  2. NEP-MAC: Macroeconomics (4) 2005-07-25 2006-02-26 2008-08-06 2008-08-06
  3. NEP-CBA: Central Banking (2) 2010-01-16 2010-07-17
  4. NEP-MON: Monetary Economics (2) 2006-02-26 2010-07-17
  5. NEP-BEC: Business Economics (1) 2008-08-06
  6. NEP-DGE: Dynamic General Equilibrium (1) 2008-08-06
  7. NEP-ETS: Econometric Time Series (1) 2005-07-25
  8. NEP-FDG: Financial Development & Growth (1) 2010-01-16
  9. NEP-FMK: Financial Markets (1) 2005-07-25
  10. NEP-FOR: Forecasting (1) 2010-01-16
  11. NEP-ORE: Operations Research (1) 2010-07-17

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