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Exact Nonparametric Orthogonality and Random Walk Tests
(Université de Montréal. Département de sciences économiques., 1993)
Exact Tests in Single Equation Autoregressive Distributed Lag Models
(Université de Montréal. Département de sciences économiques., 1995)
Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
(Université de Montréal. Département de sciences économiques., 1995)
Pitfalls of Rescalling Regression Models with Box-Cox Transformations
(Université de Montréal. Département de sciences économiques., 1993)
Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration
(Université de Montréal. Département de sciences économiques., 1995)
Short-Run and Long-Rub Causality in Time Series: Theory
(Université de Montréal. Département de sciences économiques., 1995)
Generalized Portmanteau Statistics and Tests of Randomness
(Université de Montréal. Département de sciences économiques., 1985)
Exact Tests Structural Change in First-Order Dynamic Models
(Université de Montréal. Département de sciences économiques., 1995)
Excat Nonparametric Tests of Orthogonality and Random Walk in the Presence of a Drift Parameter
(Université de Montréal. Département de sciences économiques., 1994)
Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis
(Université de Montréal. Département de sciences économiques., 2005)
In this paper, we use identification-robust methods to assess the empirical adequacy of a New Keynesian Phillips Curve (NKPC) equation. We focus on the Gali and Gertler’s (1999) specification, on both U.S. and Canadian ...