Parcourir Faculté des arts et des sciences – Département de sciences économiques - Travaux et publications par sujet "coïntégration"
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Distortionary Taxation and Labor Supply: Evidence from Canada
(Université de Montréal. Département de sciences économiques., 1999)This paper examines empirically the effects of distortionary taxation on labor supply using a general equilibrium framework. The long-term relations predicted by the model are derived and tested using Canadian data between 1966 and 1993. While the ... -
The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity
(Université de Montréal. Département de sciences économiques., 2000)This paper studies seemingly unrelated linear models with integrated regressors and stationary errors. By adding leads and lags of the first differences of the regressors and estimating this augmented dynamic regression model by feasible generalized ...