Details about Pierre Siklos

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Workplace:	Centre for Applied Macroeconomic Analysis Department of Economics, School of Business and Economics, Wilfrid Laurier University, (more information at EDIRC) Centre for International Governance Innovation (CIGI), (more information at EDIRC)

Access statistics for papers by Pierre Siklos.

Last updated 2023-01-21. Update your information in the RePEc Author Service.

Short-id: psi78

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Working Papers

2024

1. Emotion in Euro Area Monetary Policy Communication and Bond Yields: The Draghi Era
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (2)
   Also in CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster (2022) View citations (2)

2023

2. The Importance of Sound Monetary Policy: Some Lessons for Today from Canada’s Experience with Floating Exchange Rates Since 1950
   NBER Working Papers, National Bureau of Economic Research, Inc

2022

3. "Evil" Speculators? Evidence from Grain Futures Trading in Chicago During the Interwar Period
   CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster View citations (1)
4. Armageddon and the stock market: US, Canadian and Mexican market responses to the 1962 Cuban missile crisis
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (8)
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2020)
   See also Journal Article Armageddon and the stock market: US, Canadian and Mexican market responses to the 1962 Cuban Missile Crisis, The Quarterly Review of Economics and Finance, Elsevier (2022) View citations (8) (2022)
5. Cacophony in Central Banking? Evidence from euro area speeches on monetary policy
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
6. Central bank digital currency: A review and some macro-financial implications
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (21)
   See also Journal Article Central bank digital currency: A review and some macro-financial implications, Journal of Financial Stability, Elsevier (2022) View citations (22) (2022)
7. How Central Bank Mandates Influence Content and Tone of Communication Over Time
   CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster
8. Monetary, fiscal and demographic interactions in Japan: impact and a comparative assessment
   Working Papers, HAL

2021

9. Did the great influenza of 1918-1920 trigger a reversal of the first era of globalization?
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
   See also Journal Article Did the great influenza of 1918–1920 trigger a reversal of the first era of globalization?*, International Economics and Economic Policy, Springer (2022) View citations (1) (2022)
10. Exchange rate shocks in multicurrency interbank markets
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
    Also in CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster (2020)
    See also Journal Article Exchange rate shocks in multicurrency interbank markets, Journal of Financial Stability, Elsevier (2021) (2021)
11. How firms and experts view the Phillips curve evidence from individual and aggregate data from South Africa
    Working Papers, South African Reserve Bank View citations (1)
    See also Journal Article How Firms and Experts View The Phillips Curve: Evidence from Individual and Aggregate Data from South Africa, Emerging Markets Finance and Trade, Taylor & Francis Journals (2022) View citations (2) (2022)
12. Priming in inflation expectations surveys
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
13. The Bureau for Economic Research's inflation expectations surveys: Know your data
    Working Papers, Stellenbosch University, Department of Economics

2020

14. A note on the impact of the inclusion of an anchor number in the inflation expectations survey question
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (3)
15. Building Credibility and Influencing Expectations The Evolution of Central Bank Communication
    Working Papers, South African Reserve Bank View citations (4)
16. Inflation dynamics: Expectations, structural breaks and global factors
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
    See also Journal Article Inflation Dynamics: Expectations, Structural Breaks and Global Factors, Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library (2020) (2020)
17. International effects of euro area forward guidance
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (3)
    See also Journal Article International Effects of Euro Area Forward Guidance, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2021) View citations (4) (2021)
18. Looking into the Rear-View Mirror: Lessons from Japan for the Eurozone and the U.S?
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan
19. The role of financial journalists in the expectations channel of the monetary transmission mechanism
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (2)
    See also Journal Article The role of financial journalists in the expectations channel of the monetary transmission mechanism, Research in International Business and Finance, Elsevier (2021) View citations (2) (2021)

2019

20. Analyzing credit risk transmission to the non-financial sector in Europe: A network approach
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (2)
    Also in CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster (2018)
    ESRB Working Paper Series, European Systemic Risk Board (2018)
    See also Journal Article Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2020) View citations (12) (2020)
21. Inflation and monetary policy: What South African newspapers report in an era of policy transparency
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (2)
    See also Journal Article Inflation and Monetary Policy: What South African Newspapers Report in an Era of Policy Transparency, Journal of Economic Issues, Taylor & Francis Journals (2020) View citations (8) (2020)
22. Metal Prices Made in China? A Network Analysis of Industrial Metal Futures
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster
    See also Journal Article Metal prices made in China? A network analysis of industrial metal futures, Journal of Futures Markets, John Wiley & Sons, Ltd. (2020) View citations (11) (2020)
23. Price discovery in agricultural commodity markets: Do speculators contribute?
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
    Also in CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster (2018)
    See also Journal Article Price discovery in agricultural commodity markets: Do speculators contribute?, Journal of Commodity Markets, Elsevier (2020) View citations (8) (2020)
24. The Transformation and Performance of Emerging Market Economies Across the Great Divide of the Global Financial Crisis
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
25. US monetary policy since the 1950s and the changing content of FOMC minutes
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
    See also Journal Article U.S. Monetary Policy since the 1950s and the Changing Content of FOMC Minutes, Southern Economic Journal, John Wiley & Sons (2020) View citations (1) (2020)
26. “Who pays the piper calls the tune” – Networks and transaction costs in commodity markets
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster

2018

27. Asset Price Spillovers From Unconventional Monetary Policy: A Global Empirical Perspective
    LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis
    See also Journal Article Asset Price Spillovers from Unconventional Monetary Policy: A Global Empirical Perspective, International Journal of Central Banking, International Journal of Central Banking (2019) View citations (4) (2019)
28. Boom-and-Bust Cycles in Emerging Markets: How Important is the Exchange Rate?
    LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis View citations (10)
    See also Journal Article Boom-and-bust cycles in emerging markets: How important is the exchange rate?, Journal of Macroeconomics, Elsevier (2018) View citations (10) (2018)
29. Global inflation dynamics and inflation expectations
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (3)
    See also Journal Article Global inflation dynamics and inflation expectations, International Review of Economics & Finance, Elsevier (2019) View citations (8) (2019)
30. Has Monetary Policy Changed? How the Crisis Shifted the Ground Under Central Banks
    Working Paper series, Rimini Centre for Economic Analysis View citations (5)
31. Information Transmission under Increasing Political Tension – Evidence for the Berlin Produce Exchange 1887-1896
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster
32. Monetary policy transmission in systemically important economies and China’s impact
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (4)
    See also Journal Article Monetary policy transmission in systemically important economies and China’s impact, Journal of Asian Economics, Elsevier (2018) View citations (4) (2018)
33. Quantifying the Impact of the November 2014 Shanghai-Hong Kong Stock Connect
    LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis View citations (27)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) View citations (19)
    See also Journal Article Quantifying the impact of the November 2014 Shanghai-Hong Kong Stock Connect, International Review of Economics & Finance, Elsevier (2018) View citations (27) (2018)
34. Short-Selling Bans and the Global Financial Crisis: Are they Inter-Connected?
    LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis
    See also Journal Article Short-Selling Bans and the Global Financial Crisis: Are They Interconnected?, Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin (2018) (2018)
35. Speculative Activity and Returns to Volatility of Chinese Major Agricultural Commodity Futures
    LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis View citations (21)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2018) View citations (17)
36. The Macroeconomic Response to Real and Financial Factors, Commodity Prices, and Monetary Policy: International Evidence
    Working Papers, South East Asian Central Banks (SEACEN) Research and Training Centre
    See also Journal Article The macroeconomic response to real and financial factors, commodity prices, and monetary policy: International evidence, Economic Systems, Elsevier (2021) View citations (2) (2021)
37. The anatomy of inflation: An economic history perspective
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
38. The cross-border credit channel and lending standards surveys
    BIS Working Papers, Bank for International Settlements View citations (3)
    See also Journal Article The cross-border credit channel and lending standards surveys, Journal of International Financial Markets, Institutions and Money, Elsevier (2020) View citations (1) (2020)
39. What drives household inflation expectations in South Africa? Demographics and anchoring under inflation targeting
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (7)
    See also Journal Article What drives household inflation expectations in South Africa? Demographics and anchoring under inflation targeting, Economic Systems, Elsevier (2021) View citations (9) (2021)
40. What has publishing inflation forecasts accomplished? Central banks and their competitors
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
    Also in LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis (2017) View citations (1)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) View citations (1)

2017

41. Central Banks: Evolution and Innovation in Historical Perspective
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
    Also in Economics Working Papers, Hoover Institution, Stanford University (2017) View citations (10)
42. Government Bond Yields at the Effective Lower Bound: International Evidence
    LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis View citations (1)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) View citations (1)
    See also Journal Article GOVERNMENT BOND YIELDS AT THE EFFECTIVE LOWER BOUND: INTERNATIONAL EVIDENCE, Contemporary Economic Policy, Western Economic Association International (2019) (2019)
43. Signed spillover effects building on historical decompositions
    Working Papers, University of Tasmania, Tasmanian School of Business and Economics View citations (9)
    Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2017) View citations (9)

2016

44. Benchmarking macroprudential policies: An initial assessment
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (21)
    See also Journal Article Benchmarking macroprudential policies: An initial assessment, Journal of Financial Stability, Elsevier (2016) View citations (21) (2016)
45. Forecast Disagreement and the Inflation Outlook: New International Evidence
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (2)

2015

46. Central Bank Credibility, Reputation and Inflation Targeting in Historical Perspective
    Papers and Proceedings, Fondo Latino Americano de Reservas - FLAR View citations (1)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (25)
47. Central Bank Credibility: An Historical and Quantitative Exploration
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (22)
48. Central bank Credibility Before and After the Crisis
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
    See also Journal Article Central Bank Credibility before and after the Crisis, Open Economies Review, Springer (2017) View citations (17) (2017)
49. Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT)
    See also Journal Article Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S, Journal of International Money and Finance, Elsevier (2016) View citations (7) (2016)
50. Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia
    LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis View citations (1)
    Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2013)
    BIS Working Papers, Bank for International Settlements (2015) View citations (1)
    See also Journal Article Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia, Emerging Markets Finance and Trade, Taylor & Francis Journals (2016) View citations (4) (2016)
51. The credit cycle and the business cycle in Canada and the U.S.: Two solitudes?
    LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis View citations (6)
    Also in LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis (2014)
    LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis (2015) View citations (6)
52. The effect of index futures trading on volatility: Three markets for Chinese stocks
    LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis View citations (6)
    Also in CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster (2014) View citations (1)
    See also Journal Article The effect of index futures trading on volatility: Three markets for Chinese stocks, China Economic Review, Elsevier (2015) View citations (6) (2015)

2014

53. Good Governance of Monetary Policy in Canada: Lessons from the C.D. Howe Institute’s Shadow Council
    e-briefs, C.D. Howe Institute
54. How Monetary Policy is Made: Two Canadian Tales
    LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis View citations (1)
    Also in MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) (2013) View citations (1)
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2014) View citations (1)
    See also Journal Article How Monetary Policy Is Made: Two Canadian Tales, International Journal of Central Banking, International Journal of Central Banking (2015) View citations (6) (2015)
55. WHEN IS LIFT-OFF? EVALUATING FORWARD GUIDANCE FROM THE SHADOW
    LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis View citations (3)
    Also in Research Papers in Economics, University of Trier, Department of Economics (2014) View citations (2)
    See also Journal Article When is Lift-Off? Evaluating Forward Guidance from the Shadow, Open Economies Review, Springer (2014) View citations (4) (2014)

2013

56. The Global Financial Crisis and the Language of Central Banking: Central Bank Guidance in Good Times and in Bad
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (11)

2012

57. Female Labour Force Participation in Arab Countries: The Role of Identity
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)
58. No coupling, no decoupling, only mutual inter-dependence: Business cycles in emerging vs. mature economies
    BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT)
59. Sources of Disagreement in Inflation Forecasts: An International Empirical Investigation
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
    See also Journal Article Sources of disagreement in inflation forecasts: An international empirical investigation, Journal of International Economics, Elsevier (2013) View citations (56) (2013)

2011

60. Communication for Multi-Taskers: Perspectives on Dealing with Both Monetary Policy and Financial Stability
    Working Paper series, Rimini Centre for Economic Analysis
61. Data Revisions, Gradualism, and US Inflation Pressure in Real Time
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics
    Also in Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics (2008)
62. Do Short Selling Restrictions Destabilize Stock Markets? Lessons from Taiwan
    Working Papers, Hong Kong Institute for Monetary Research
    See also Journal Article Do short selling restrictions destabilize stock markets? Lessons from Taiwan, The Quarterly Review of Economics and Finance, Elsevier (2012) View citations (10) (2012)
63. Emerging Market Yield Spreads: Domestic, External Determinants, and Volatility Spillovers
    Working Paper series, Rimini Centre for Economic Analysis View citations (18)
    See also Journal Article Emerging market yield spreads: Domestic, external determinants, and volatility spillovers, Global Finance Journal, Elsevier (2011) View citations (19) (2011)
64. Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (3)
    Also in Working Papers, Hong Kong Institute for Monetary Research (2011) View citations (3)
    See also Journal Article Enter the dragon: Interactions between Chinese, US and Asia-Pacific equity markets, 1995–2010, Pacific-Basin Finance Journal, Elsevier (2012) View citations (36) (2012)
65. What’s in a Second Opinion? Shadowing the ECB and the Bank of England
    MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung) View citations (4)
    See also Journal Article What's in a second opinion? Shadowing the ECB and the Bank of England, European Journal of Political Economy, Elsevier (2013) View citations (8) (2013)

2010

66. Central Bank Transparency: Another Look
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (5)
    See also Journal Article Central bank transparency: another look, Applied Economics Letters, Taylor & Francis Journals (2011) View citations (42) (2011)
67. Financial Frictions and Credit Spreads
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University View citations (1)
    Also in Working Papers, Czech National Bank, Research and Statistics Department (2010) View citations (1)
68. Sources of Disagreement in Inflation Forecasts: A Cross-Country Empirical Investigation
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (3)
69. Taking Monetary Aggregates Seriously
    e-briefs, C.D. Howe Institute View citations (13)

2009

70. Has Inflation Targeting Improved Monetary Policy? Evaluating Policy Effectiveness in Australia, Canada, and New Zealand
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics View citations (4)
71. Revisiting the Shocking Aspects of Asian Monetary Unification
    Working Papers, Hong Kong Institute for Monetary Research View citations (6)
    See also Journal Article Revisiting the shocking aspects of Asian monetary unification, Journal of Asian Economics, Elsevier (2010) View citations (11) (2010)
72. Stock Return Seasonalities and Investor Structure: Evidence from China’s B-Share Markets
    CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster View citations (2)
    Also in BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2009)
    See also Journal Article Stock return seasonalities and investor structure: Evidence from China's B-share markets, China Economic Review, Elsevier (2010) View citations (8) (2010)
73. The quality of monetary policy and inflation performance: globalization and its aftermath
    Bank of Finland Research Discussion Papers, Bank of Finland
    See also Journal Article THE QUALITY OF MONETARY POLICY AND INFLATION PERFORMANCE: GLOBALIZATION AND ITS AFTERMATH, Manchester School, University of Manchester (2011) View citations (2) (2011)

2008

74. Determinants of Emerging Market Spreads: Domestic, Global Factors, and Volatility
    Working Papers, Hong Kong Institute for Monetary Research View citations (2)
75. Explaining Movements in the NZ Dollar - Central Bank Communication and the Surprise Element in Monetary Policy?
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand View citations (16)
76. Revisiting the Coyne Affair: A Singular Event That Changed the Course of Canadian Monetary History
    Working Papers, Wilfrid Laurier University, Department of Economics View citations (3)
    See also Journal Article Revisiting the Coyne Affair: a singular event that changed the course of Canadian monetary history, Canadian Journal of Economics, Canadian Economics Association (2010) View citations (5) (2010)

2007

77. Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule
    Working Paper series, Rimini Centre for Economic Analysis
    Also in Working Papers, Wilfrid Laurier University, Department of Economics (2006) View citations (3)
    See also Journal Article Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule, Open Economies Review, Springer (2009) View citations (17) (2009)
78. Identifying the Shocks Driving Inflation in China
    Working Paper series, Rimini Centre for Economic Analysis
    See also Journal Article IDENTIFYING THE SHOCKS DRIVING INFLATION IN CHINA, Pacific Economic Review, Wiley Blackwell (2010) View citations (13) (2010)
79. Is Sterilized Intervention Effective? New International Evidence
    Working Papers, Hong Kong Institute for Monetary Research View citations (1)
80. Policy Words and Policy Deeds: The ECB and the Euro
    Working Paper series, Rimini Centre for Economic Analysis View citations (2)
    Also in Bank of Finland Research Discussion Papers, Bank of Finland (2006)
    Working Papers, Wilfrid Laurier University, Department of Economics (2006) View citations (10)
    See also Journal Article Policy words and policy deeds: the ECB and the euro, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2008) View citations (7) (2008)
81. The Fed's Reaction to the Stock Market During the Great Depression: Fact or Artefact?
    Working Paper series, Rimini Centre for Economic Analysis
    See also Journal Article The Fed's reaction to the stock market during the great depression: Fact or artefact?, Explorations in Economic History, Elsevier (2008) View citations (3) (2008)

2006

82. A Threshold Model of Real US GDP and the Problem of Constructing Confidence Intervals in TAR Models
    Working Papers, Wilfrid Laurier University, Department of Economics
    See also Journal Article A Threshold Model of Real U.S. GDP and the Problem of Constructing Confidence Intervals in TAR Models, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2007) View citations (14) (2007)
83. Measuring the Impact of Intervention on Exchange Market Pressure
    Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics View citations (1)
    Also in Working Papers, Wilfrid Laurier University, Department of Economics (2006) View citations (1)
84. What Can We Learn from Comprehensive Data Revisions for Forecasting Inflation: Some US Evidence
    Working Papers, Wilfrid Laurier University, Department of Economics View citations (8)

2005

85. The Bundesbank's Communications Strategy and Policy Conflicts with the Federal Government
    Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe
    See also Journal Article The Bundesbank's Communications Strategy and Policy Conflicts with the Federal Government, Southern Economic Journal, John Wiley & Sons (2005) (2005)
86. The Role of Asset Prices in Euro Area Monetary Policy: Specification and Estimation of Policy Rules and Implications for the European Central Bank
    Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe View citations (4)
87. Trading Behavior During Stock Market Downturns: The Dow, 1915 - 2004
    Working Paper Series, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe View citations (3)

2004

88. Asset Prices in Taylor Rules: Specification, Estimation, and Policy Implications for the ECB
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (22)
89. Empirical Evidence on Feedback Trading in Mature and Emerging Stock Markets
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (7)
    See also Journal Article Empirical evidence on feedback trading in mature and emerging stock markets, Applied Financial Economics, Taylor & Francis Journals (2008) View citations (30) (2008)
90. The Term Spread International Evidence of Non-Linear Adjustment
    Working Papers, York University, Department of Economics

2003

91. Did the Bundesbank React to Stock Price Movements?
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (10)

2002

92. The Potential Consequences of Alternative Exchange Rate Regimes: A Study of Three Candidate Regions
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) View citations (4)
    See also Journal Article The potential consequences of alternative exchange rate regimes: A study of three candidate regions, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2003) View citations (8) (2003)

2001

93. Dectecting speculative bubbles in stock prices: A new approach and some evidence for the US
    Research Notes, Deutsche Bank Research
94. Foreign Exchange Market Intervention in Two Small Open Economies: The Canadian and Australian Experience
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (7)
    See also Journal Article Foreign exchange market intervention in two small open economies: the Canadian and Australian experience, Journal of International Money and Finance, Elsevier (2003) View citations (57) (2003)

2000

95. Monetary policy transparency, public commentary, and market perceptions about monetary policy in Canada
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank View citations (8)

1999

96. Inflation Targets and the Yield Curve: New Zealand and Australia vs. the US
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (5)
    See also Journal Article Inflation Targets and the Yield Curve: New Zealand and Australia versus the US, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2000) View citations (7) (2000)

1998

97. Cointegration and Threshold Adjustment
    ISU General Staff Papers, Iowa State University, Department of Economics View citations (11)
    See also Journal Article Cointegration and Threshold Adjustment, Journal of Business & Economic Statistics, American Statistical Association (2001) View citations (659) (2001)

1997

98. Exchange Rate Regimes and Shfts in Inflation Persistence: Does Nothing Else Matter?
    Working Papers, Wilfrid Laurier University, Department of Economics View citations (1)
    See also Journal Article Exchange Rate Regimes and Shifts in Inflation Persistence: Does Nothing Else Matter?, Journal of Money, Credit and Banking, Blackwell Publishing (1999) View citations (57) (1999)
99. Money Velocity with Costly Credit
    Working Papers, Wilfrid Laurier University, Department of Economics View citations (12)
    Also in Department of Economics - Working Papers Series, The University of Melbourne (1996) View citations (6)
100. Regime Sensitive Cointegration with an Application to Interest rate Parity
     Working Papers, Wilfrid Laurier University, Department of Economics View citations (61)
     See also Journal Article REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY, Macroeconomic Dynamics, Cambridge University Press (1997) View citations (61) (1997)
101. Seasonal Adjustment and Volatility Dynamics
     CIRANO Working Papers, CIRANO View citations (3)
102. The Effect of Canadian and U.S. M1 Announcements on Canadian Financial Markets: The Crow Years
     Working Papers, Wilfrid Laurier University, Department of Economics
103. The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data
     Working Papers, Wilfrid Laurier University, Department of Economics View citations (13)
     See also Journal Article The role of seasonality in economic time series reinterpreting money-output causality in U.S. data, International Journal of Forecasting, Elsevier (1997) View citations (13) (1997)
104. The Unemployment Insurance Compensation Experience of Immigrants in Canada, 1980-1988
     Working Papers, Wilfrid Laurier University, Department of Economics
     See also Journal Article The unemployment insurance compensation experience of immigrants in Canada, 1980-1988, Journal of Population Economics, Springer (1998) View citations (5) (1998)

1996

105. Capital Flows in a Transitional Economy and the Sterilization Dilemma: The Hungarian Case
     IMF Working Papers, International Monetary Fund View citations (5)

1995

106. Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?
     CIRANO Working Papers, CIRANO View citations (3)
     Also in Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1995) View citations (3)
     Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1995) View citations (2)
     See also Journal Article Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?, Journal of Business & Economic Statistics, American Statistical Association (1996) View citations (46) (1996)

1994

107. Varieties of Monetary Reforms
     IMF Working Papers, International Monetary Fund View citations (35)
     Also in Working Papers, Wilfrid Laurier University, Department of Economics (1993) View citations (2)

1993

108. Can There Be a Currency Union Without Political Union? The Early Soviet Experience
     Working Papers, Wilfrid Laurier University, Department of Economics
109. Constraints on Enterprise Liquidity and its Impact on the Monetary Sector in Hungary
     Working Papers, Wilfrid Laurier University, Department of Economics View citations (3)
110. Constraints on Enterprise Liquidity and their Impact on the Monetary Sector in Formerly Centrally Planned Economies
     CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
111. Convergence in Interest Rates and Inflation Rates Across Countries and Across Time
     Working Papers, Wilfrid Laurier University, Department of Economics
112. Crippled Monetary Policy in Transforming Economies: Why Central Bank Does not Restore Control
     Working Papers, Wilfrid Laurier University, Department of Economics
113. Political Effects on Central Bank Behavior: Some International Evidence
     Working Papers, Wilfrid Laurier University, Department of Economics
114. Systematic Sampling, Temporal Aggregation, Seasonal Adjustment, and Cointegration: Theory and Evidence
     Working Papers, Wilfrid Laurier University, Department of Economics
     See also Journal Article Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence, Journal of Econometrics, Elsevier (1995) View citations (49) (1995)
115. The Common Development of Institutional Change as Measured by Income Velocity: A Century of Evidence from Industrialized Countries
     NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
116. The Tales of Parallel Currencies: The Early Soviet Experience
     Working Papers, Wilfrid Laurier University, Department of Economics View citations (1)
     See also Chapter Tales of Parallel Currencies: The Early Soviet Experience, Palgrave Macmillan Books, Palgrave Macmillan (1995) (1995)
117. The Tchervonetz Experiment in Discriminatory Monetary Policy
     Working Papers, Wilfrid Laurier University, Department of Economics

1992

118. An Empirical Analysis of the Link Between Immigration and Unemployment in Canada
     Working Papers, Wilfrid Laurier University, Department of Economics
119. On the (MIS)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data
     Working Papers, Wilfrid Laurier University, Department of Economics View citations (1)
     Also in Cahiers de recherche, Universite de Montreal, Departement de sciences economiques (1992) View citations (5)
     Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ (1992) View citations (2)
     See also Journal Article On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data, Empirical Economics, Springer (1993) View citations (17) (1993)
120. Politics and U.S. Business Cycles: A Century of Evidence
     Working Papers, Wilfrid Laurier University, Department of Economics
121. The Influence of Seasonal Adjustment on the Canadian Consumption Function; 1947-1991
     Working Papers, Wilfrid Laurier University, Department of Economics
     See also Journal Article The Influence of Seasonal Adjustment on the Canadian Consumption Function, 1947-1991, Canadian Journal of Economics, Canadian Economics Association (1993) View citations (5) (1993)

1991

122. Income Velocity and Institutional Change: Some New Time Series Evidence, 1870-1986
     Working Papers, Wilfrid Laurier University, Department of Economics
     See also Journal Article Income Velocity and Institutional Change: Some New Time Series Evidence, 1870-1986, Journal of Money, Credit and Banking, Blackwell Publishing (1993) View citations (30) (1993)
123. Interpreting a Change in Monetary Policy Regimes: A Reappraisal of the First Hungarian Hyperinflation and Stabilization, 1921-1928
     Working Papers, Wilfrid Laurier University, Department of Economics
124. Seasonality in Time Series: Money-Income Causality in U.S. Data Revisited
     Working Papers, Wilfrid Laurier University, Department of Economics View citations (1)
125. The Influence of Seasonal Adjustment on Unit Roots and Cointegration: The Case of the Consumption Function for Canada, 1947,1987
     Working Papers, Wilfrid Laurier University, Department of Economics
126. The Money Growth - Inflation Relationship Under Hyperinflation: An Illustration from Hungary's Postwar Experience
     Working Papers, Wilfrid Laurier University, Department of Economics View citations (3)
127. Unit Roots and Seasonal Unit Roots in Macroeconomic Time Series: Canadian Evidence
     Working Papers, Wilfrid Laurier University, Department of Economics View citations (14)
     See also Journal Article Unit roots and seasonal unit roots in macroeconomic time series: Canadian evidence, Economics Letters, Elsevier (1991) View citations (16) (1991)

1990

128. HYPERINFLATION: THEIR ORIGINS, DEVELOPMENT AND TERMINATION
     Working Papers, Wilfrid Laurier University, Department of Economics View citations (2)
     See also Journal Article Hyperinflations: Their Origins, Development and Termination, Journal of Economic Surveys, Wiley Blackwell (1990) View citations (2) (1990)
129. PRICE INERTIA AND POLICY INEFFECTIVENESS IN THE UNITED STATES, 1890-1984: A REAPPRAISAL
     Working Papers, Wilfrid Laurier University, Department of Economics View citations (2)
     See also Journal Article Price inertia and policy ineffectiveness in the United States, 1890-1984: A reappraisal, Journal of Economics and Business, Elsevier (1990) View citations (2) (1990)
130. THE LINK BETWEEN MONEY AND PRICES UNDER DIFFERENT POLICY REGIMES: THE POSTWAR HUNGARIAN EXPERIENCE
     Working Papers, Wilfrid Laurier University, Department of Economics View citations (1)
     See also Journal Article The link between money and prices under different policy regimes: The postwar Hungarian experience, Explorations in Economic History, Elsevier (1990) View citations (1) (1990)

1989

131. THE TRANSITION FROM HYPERINFLATION TO PRICE STABILITY: FURTHER EVIDENCE
     Working Papers, Wilfrid Laurier University, Department of Economics
     See also Journal Article The Transition from Hyperinflation to Price Stability: Further Evidence, Eastern Economic Journal, Eastern Economic Association (1990) (1990)
132. VELOCITY AND INSTITUTIONAL CHANGE: EVIDENCE FROM CANADA, THE U.K. AND U.S., 1870-1986
     Economics Series Working Papers, University of Oxford, Department of Economics View citations (1)

1988

133. CYCLICAL FLUCTUATIONS IN U.S. MONETARY POLICY AND OUTPUT: A TEST OF THEIR RELATIONSHIP
     Working Papers, Wilfrid Laurier University, Department of Economics
134. SOME QUALMS ABOUT THE REST OF THE INSTITUTIONALIST HYPOTHESIS OF THE LONG -RUN BEHAVIOR OF VELOCITY
     Working Papers, Wilfrid Laurier University, Department of Economics View citations (3)
135. THE DEFICIT - INTEREST RATE LINK: EMPIRICAL EVIDENCE FOR CANADA
     Working Papers, Wilfrid Laurier University, Department of Economics View citations (5)
     Also in Working Papers, Wilfrid Laurier University, Department of Economics (1988) View citations (4)
136. THE END OF THE HUNGARIAN HYPERINFLATION OF 1945-1946
     Working Papers, Wilfrid Laurier University, Department of Economics
     See also Journal Article The End of the Hungarian Hyperinflation of 1945-1946, Journal of Money, Credit and Banking, Blackwell Publishing (1989) View citations (2) (1989)

Journal Articles

2024

1. Implementing Monetary Policy in Hungary Under Flexible Inflation Targeting
   Financial and Economic Review, 2024, 23, (4), 153-176

2023

2. Central bank mandates: How differences can influence the content and tone of central bank communication
   Journal of International Money and Finance, 2023, 130, (C) View citations (7)

2022

3. Armageddon and the stock market: US, Canadian and Mexican market responses to the 1962 Cuban Missile Crisis
   The Quarterly Review of Economics and Finance, 2022, 84, (C), 112-127 View citations (8)
   See also Working Paper Armageddon and the stock market: US, Canadian and Mexican market responses to the 1962 Cuban missile crisis, CAMA Working Papers (2022) View citations (8) (2022)
4. Central bank digital currency: A review and some macro-financial implications
   Journal of Financial Stability, 2022, 60, (C) View citations (22)
   See also Working Paper Central bank digital currency: A review and some macro-financial implications, CAMA Working Papers (2022) View citations (21) (2022)
5. Did the great influenza of 1918–1920 trigger a reversal of the first era of globalization?*
   International Economics and Economic Policy, 2022, 19, (3), 459-490 View citations (1)
   See also Working Paper Did the great influenza of 1918-1920 trigger a reversal of the first era of globalization?, CAMA Working Papers (2021) View citations (1) (2021)
6. How Firms and Experts View The Phillips Curve: Evidence from Individual and Aggregate Data from South Africa
   Emerging Markets Finance and Trade, 2022, 58, (12), 3355-3376 View citations (2)
   See also Working Paper How firms and experts view the Phillips curve evidence from individual and aggregate data from South Africa, Working Papers (2021) View citations (1) (2021)

2021

7. Exchange rate shocks in multicurrency interbank markets
   Journal of Financial Stability, 2021, 55, (C)
   See also Working Paper Exchange rate shocks in multicurrency interbank markets, CAMA Working Papers (2021) (2021)
8. Inflation expectations surveys: a review of some survey design choices and their implications
   Studies in Economics and Econometrics, 2021, 45, (4), 283-303
9. Information transmission under increasing political tensions—Evidence from the Berlin Produce Exchange 1887–1896
   Journal of Futures Markets, 2021, 41, (2), 226-244
10. International Effects of Euro Area Forward Guidance
    Oxford Bulletin of Economics and Statistics, 2021, 83, (5), 1066-1110 View citations (4)
    See also Working Paper International effects of euro area forward guidance, CAMA Working Papers (2020) View citations (3) (2020)
11. The macroeconomic response to real and financial factors, commodity prices, and monetary policy: International evidence
    Economic Systems, 2021, 45, (1) View citations (2)
    See also Working Paper The Macroeconomic Response to Real and Financial Factors, Commodity Prices, and Monetary Policy: International Evidence, Working Papers (2018) (2018)
12. The role of financial journalists in the expectations channel of the monetary transmission mechanism
    Research in International Business and Finance, 2021, 55, (C) View citations (2)
    See also Working Paper The role of financial journalists in the expectations channel of the monetary transmission mechanism, CAMA Working Papers (2020) View citations (2) (2020)
13. What do central banks talk about? A European perspective on central bank communication
    Focus on European Economic Integration, 2021, (Q2/21), 61-81 View citations (5)
14. What drives household inflation expectations in South Africa? Demographics and anchoring under inflation targeting
    Economic Systems, 2021, 45, (3) View citations (9)
    See also Working Paper What drives household inflation expectations in South Africa? Demographics and anchoring under inflation targeting, CAMA Working Papers (2018) View citations (7) (2018)

2020

15. Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach
    Journal of Applied Econometrics, 2020, 35, (1), 61-81 View citations (12)
    See also Working Paper Analyzing credit risk transmission to the non-financial sector in Europe: A network approach, CAMA Working Papers (2019) View citations (2) (2019)
16. Inflation Dynamics: Expectations, Structural Breaks and Global Factors
    Review of Economic Analysis, 2020, 12, (2), 203-233
    See also Working Paper Inflation dynamics: Expectations, structural breaks and global factors, CAMA Working Papers (2020) (2020)
17. Inflation and Monetary Policy: What South African Newspapers Report in an Era of Policy Transparency
    Journal of Economic Issues, 2020, 54, (3), 732-754 View citations (8)
    See also Working Paper Inflation and monetary policy: What South African newspapers report in an era of policy transparency, CAMA Working Papers (2019) View citations (2) (2019)
18. Metal prices made in China? A network analysis of industrial metal futures
    Journal of Futures Markets, 2020, 40, (9), 1354-1374 View citations (11)
    See also Working Paper Metal Prices Made in China? A Network Analysis of Industrial Metal Futures, CQE Working Papers (2019) (2019)
19. Price discovery in agricultural commodity markets: Do speculators contribute?
    Journal of Commodity Markets, 2020, 18, (C) View citations (8)
    See also Working Paper Price discovery in agricultural commodity markets: Do speculators contribute?, CAMA Working Papers (2019) View citations (1) (2019)
20. The cross-border credit channel and lending standards surveys
    Journal of International Financial Markets, Institutions and Money, 2020, 67, (C) View citations (1)
    See also Working Paper The cross-border credit channel and lending standards surveys, BIS Working Papers (2018) View citations (3) (2018)
21. U.S. Monetary Policy since the 1950s and the Changing Content of FOMC Minutes
    Southern Economic Journal, 2020, 86, (3), 1192-1213 View citations (1)
    See also Working Paper US monetary policy since the 1950s and the changing content of FOMC minutes, CAMA Working Papers (2019) (2019)

2019

22. Asset Price Spillovers from Unconventional Monetary Policy: A Global Empirical Perspective
    International Journal of Central Banking, 2019, 15, (2), 43-74 View citations (4)
    See also Working Paper Asset Price Spillovers From Unconventional Monetary Policy: A Global Empirical Perspective, LCERPA Working Papers (2018) (2018)
23. GOVERNMENT BOND YIELDS AT THE EFFECTIVE LOWER BOUND: INTERNATIONAL EVIDENCE
    Contemporary Economic Policy, 2019, 37, (1), 102-120
    See also Working Paper Government Bond Yields at the Effective Lower Bound: International Evidence, LCERPA Working Papers (2017) View citations (1) (2017)
24. Global inflation dynamics and inflation expectations
    International Review of Economics & Finance, 2019, 64, (C), 217-241 View citations (8)
    See also Working Paper Global inflation dynamics and inflation expectations, CAMA Working Papers (2018) View citations (3) (2018)
25. Monetary Policy Setting in Australia, Canada and the Euro Area: Insights from the Shadows
    The Economic Record, 2019, 95, (311), 425-441 View citations (1)
26. The Bank of Canada and Financial Stability: A New Mandate?
    C.D. Howe Institute Commentary, 2019, (557)
27. The Transmission of Financial Shocks on a Global Scale: Some New Empirical Evidence
    Emerging Markets Finance and Trade, 2019, 55, (7), 1634-1655 View citations (3)
28. Together or Apart? Monetary Policy Divergences in the G4
    Open Economies Review, 2019, 30, (2), 191-217 View citations (2)

2018

29. A SURVEY OF THE INTERNATIONAL EVIDENCE AND LESSONS LEARNED ABOUT UNCONVENTIONAL MONETARY POLICIES: IS A ‘NEW NORMAL’ IN OUR FUTURE?
    Journal of Economic Surveys, 2018, 32, (5), 1229-1256 View citations (17)
30. Boom-and-bust cycles in emerging markets: How important is the exchange rate?
    Journal of Macroeconomics, 2018, 56, (C), 172-187 View citations (10)
    See also Working Paper Boom-and-Bust Cycles in Emerging Markets: How Important is the Exchange Rate?, LCERPA Working Papers (2018) View citations (10) (2018)
31. Monetary policy transmission in systemically important economies and China’s impact
    Journal of Asian Economics, 2018, 59, (C), 61-79 View citations (4)
    See also Working Paper Monetary policy transmission in systemically important economies and China’s impact, CAMA Working Papers (2018) View citations (4) (2018)
32. Quantifying the impact of the November 2014 Shanghai-Hong Kong Stock Connect
    International Review of Economics & Finance, 2018, 57, (C), 156-163 View citations (27)
    See also Working Paper Quantifying the Impact of the November 2014 Shanghai-Hong Kong Stock Connect, LCERPA Working Papers (2018) View citations (27) (2018)
33. Short-Selling Bans and the Global Financial Crisis: Are They Interconnected?
    Applied Economics Quarterly (formerly: Konjunkturpolitik), 2018, 64, (2), 159-177
    See also Working Paper Short-Selling Bans and the Global Financial Crisis: Are they Inter-Connected?, LCERPA Working Papers (2018) (2018)
34. Speculative activity and returns volatility of Chinese agricultural commodity futures
    Journal of Asian Economics, 2018, 54, (C), 69-91 View citations (21)

2017

35. Central Bank Credibility before and after the Crisis
    Open Economies Review, 2017, 28, (1), 19-45 View citations (17)
    See also Working Paper Central bank Credibility Before and After the Crisis, NBER Working Papers (2015) View citations (7) (2015)
36. Exchange rates, central bank news and the zero lower bound*
    Applied Economics Letters, 2017, 24, (4), 269-272

2016

37. Austerity and recovery: Exchange rate regime choice, economic growth, and financial crises
    Economic Modelling, 2016, 53, (C), 195-207 View citations (13)
38. Benchmarking macroprudential policies: An initial assessment
    Journal of Financial Stability, 2016, 27, (C), 35-49 View citations (21)
    See also Working Paper Benchmarking macroprudential policies: An initial assessment, CAMA Working Papers (2016) View citations (21) (2016)
39. Central Bank Communication, Decision Making and Governance: Issues, Challenges and Case Studies, by Pierre L. Siklos and Jan-Egbert Sturm ( MIT Press, Cambridge, MA, 2013 ), pp. 328
    The Economic Record, 2016, 92, (299), 671-673
40. Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S
    Journal of International Money and Finance, 2016, 65, (C), 195-212 View citations (7)
    See also Working Paper Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S, BOFIT Discussion Papers (2015) (2015)
41. Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia
    Emerging Markets Finance and Trade, 2016, 52, (2), 364-381 View citations (4)
    See also Working Paper Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia, LCERPA Working Papers (2015) View citations (1) (2015)

2015

42. How Monetary Policy Is Made: Two Canadian Tales
    International Journal of Central Banking, 2015, 11, (1), 225-250 View citations (6)
    See also Working Paper How Monetary Policy is Made: Two Canadian Tales, LCERPA Working Papers (2014) View citations (1) (2014)
43. Macroeconomic Implications of Financial Frictions in the Euro Zone
    Comparative Economic Studies, 2015, 57, (2), 222-242 View citations (2)
44. The Credit Cycle and the Business Cycle in Canada and the United States: Two Solitudes?
    Canadian Public Policy, 2015, 41, (2), 109-123 View citations (3)
45. The effect of index futures trading on volatility: Three markets for Chinese stocks
    China Economic Review, 2015, 34, (C), 207-224 View citations (6)
    See also Working Paper The effect of index futures trading on volatility: Three markets for Chinese stocks, LCERPA Working Papers (2015) View citations (6) (2015)
46. What drove the mid-2000s explosiveness in alternative energy stock prices? Evidence from U.S., European and global indices
    International Review of Financial Analysis, 2015, 40, (C), 194-206 View citations (10)

2014

47. Communications Challenges for Multi-Tasking Central Banks: Evidence, Implications
    International Finance, 2014, 17, (1), 77-98 View citations (5)
48. Short-selling bans and institutional investors' herding behaviour: Evidence from the global financial crisis
    International Review of Financial Analysis, 2014, 33, (C), 262-269 View citations (12)
49. The Ill Wind that Blows from Europe: Implications for Canada's Economy
    C.D. Howe Institute Commentary, 2014, (402)
50. When is Lift-Off? Evaluating Forward Guidance from the Shadow
    Open Economies Review, 2014, 25, (5), 819-839 View citations (4)
    See also Working Paper WHEN IS LIFT-OFF? EVALUATING FORWARD GUIDANCE FROM THE SHADOW, LCERPA Working Papers (2014) View citations (3) (2014)

2013

51. Are short sellers positive feedback traders? Evidence from the global financial crisis
    Journal of Financial Stability, 2013, 9, (3), 337-346 View citations (7)
52. Sources of disagreement in inflation forecasts: An international empirical investigation
    Journal of International Economics, 2013, 90, (1), 218-231 View citations (56)
    See also Working Paper Sources of Disagreement in Inflation Forecasts: An International Empirical Investigation, CAMA Working Papers (2012) View citations (1) (2012)
53. What's in a second opinion? Shadowing the ECB and the Bank of England
    European Journal of Political Economy, 2013, 32, (C), 135-148 View citations (8)
    See also Working Paper What’s in a Second Opinion? Shadowing the ECB and the Bank of England, MAGKS Papers on Economics (2011) View citations (4) (2011)

2012

54. Do short selling restrictions destabilize stock markets? Lessons from Taiwan
    The Quarterly Review of Economics and Finance, 2012, 52, (2), 198-206 View citations (10)
    See also Working Paper Do Short Selling Restrictions Destabilize Stock Markets? Lessons from Taiwan, Working Papers (2011) (2011)
55. Enter the dragon: Interactions between Chinese, US and Asia-Pacific equity markets, 1995–2010
    Pacific-Basin Finance Journal, 2012, 20, (3), 521-541 View citations (36)
    See also Working Paper Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010, CAMA Working Papers (2011) View citations (3) (2011)

2011

56. Central bank transparency: another look
    Applied Economics Letters, 2011, 18, (10), 929-933 View citations (42)
    See also Working Paper Central Bank Transparency: Another Look, CAMA Working Papers (2010) View citations (5) (2010)
57. Emerging market yield spreads: Domestic, external determinants, and volatility spillovers
    Global Finance Journal, 2011, 22, (2), 83-100 View citations (19)
    See also Working Paper Emerging Market Yield Spreads: Domestic, External Determinants, and Volatility Spillovers, Working Paper series (2011) View citations (18) (2011)
58. Fiscal and monetary institutions and policies: onward and upward?
    Journal of Financial Economic Policy, 2011, 3, (4), 340-354 View citations (2)
59. Pierre L. Siklos, Martin T. Bohl and Mark E. Wohar, Challenges in central banking: the current institutional environment and forces affecting monetary policy, Cambridge University Press (2010)
    Journal of International Economics, 2011, 83, (1), 93-94 View citations (2)
60. THE COUPLING AND DECOUPLING OF BUSINESS CYCLES IN HISTORICAL PERSPECTIVE: SCANDINAVIAN EVIDENCE FROM THE EARLY 19TH CENTURY
    Manchester School, 2011, 79, (2), 239-267 View citations (1)
61. THE QUALITY OF MONETARY POLICY AND INFLATION PERFORMANCE: GLOBALIZATION AND ITS AFTERMATH
    Manchester School, 2011, 79, (s1), 617-645 View citations (2)
    See also Working Paper The quality of monetary policy and inflation performance: globalization and its aftermath, Bank of Finland Research Discussion Papers (2009) (2009)

2010

62. Faceoff: Should the Bank of Canada Release its Projections of the Interest Rate Path? – The Cases For and Against
    C.D. Howe Institute Backgrounder, 2010, (134) View citations (17)
63. IDENTIFYING THE SHOCKS DRIVING INFLATION IN CHINA
    Pacific Economic Review, 2010, 15, (2), 204-223 View citations (13)
    See also Working Paper Identifying the Shocks Driving Inflation in China, Working Paper series (2007) (2007)
64. INFLATION TARGETING: IT'S NOT BROKE, IT DOESN'T NEED FIXING, BUT CAN IT SURVIVE?
    Journal of International Commerce, Economics and Policy (JICEP), 2010, 01, (01), 59-80
65. Meeting Maastricht: Nominal convergence of the new member states toward EMU
    Economic Modelling, 2010, 27, (2), 507-515 View citations (13)
66. Revisiting the Coyne Affair: a singular event that changed the course of Canadian monetary history
    Canadian Journal of Economics, 2010, 43, (3), 994-1015 View citations (5)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2010, 43, (3), 994-1015 (2010) View citations (3)
    See also Working Paper Revisiting the Coyne Affair: A Singular Event That Changed the Course of Canadian Monetary History, Working Papers (2008) View citations (3) (2008)
67. Revisiting the shocking aspects of Asian monetary unification
    Journal of Asian Economics, 2010, 21, (5), 445-455 View citations (11)
    See also Working Paper Revisiting the Shocking Aspects of Asian Monetary Unification, Working Papers (2009) View citations (6) (2009)
68. Stock return seasonalities and investor structure: Evidence from China's B-share markets
    China Economic Review, 2010, 21, (1), 190-201 View citations (8)
    See also Working Paper Stock Return Seasonalities and Investor Structure: Evidence from China’s B-Share Markets, CQE Working Papers (2009) View citations (2) (2009)

2009

69. As Good As It Gets? The International Dimension to Canada's Monetary Policy Strategy Choices
    C.D. Howe Institute Commentary, 2009, (292) View citations (6)
70. Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule
    Open Economies Review, 2009, 20, (1), 39-59 View citations (17)
    See also Working Paper Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule, Working Paper series (2007) (2007)
71. Not quite as advertised: Canada's managed float in the 1950s and Bank of Canada intervention
    European Review of Economic History, 2009, 13, (3), 413-435 View citations (3)
72. The euro area stock market channel: Does one size fit all?
    Finance Research Letters, 2009, 6, (4), 230-235 View citations (5)

2008

73. Empirical evidence on feedback trading in mature and emerging stock markets
    Applied Financial Economics, 2008, 18, (17), 1379-1389 View citations (30)
    See also Working Paper Empirical Evidence on Feedback Trading in Mature and Emerging Stock Markets, Research Paper Series (2004) View citations (7) (2004)
74. European Stock Markets and the ECB's Monetary Policy Surprises
    International Finance, 2008, 11, (2), 117-130 View citations (43)
75. Inflation Targeting Around the World
    Emerging Markets Finance and Trade, 2008, 44, (6), 17-37 View citations (24)
76. No single definition of central bank independence is right for all countries
    European Journal of Political Economy, 2008, 24, (4), 802-816 View citations (53)
77. Policy words and policy deeds: the ECB and the euro
    International Journal of Finance & Economics, 2008, 13, (3), 247-265 View citations (7)
    See also Working Paper Policy Words and Policy Deeds: The ECB and the Euro, Working Paper series (2007) View citations (2) (2007)
78. The Fed's reaction to the stock market during the great depression: Fact or artefact?
    Explorations in Economic History, 2008, 45, (2), 164-184 View citations (3)
    See also Working Paper The Fed's Reaction to the Stock Market During the Great Depression: Fact or Artefact?, Working Paper series (2007) (2007)
79. What has driven Chinese monetary policy since 1990? Investigating the People's bank's policy rule
    Journal of International Money and Finance, 2008, 27, (5), 847-859 View citations (70)

2007

80. A Threshold Model of Real U.S. GDP and the Problem of Constructing Confidence Intervals in TAR Models
    Studies in Nonlinear Dynamics & Econometrics, 2007, 11, (3), 28 View citations (14)
    See also Working Paper A Threshold Model of Real US GDP and the Problem of Constructing Confidence Intervals in TAR Models, Working Papers (2006) (2006)
81. Do actions speak louder than words? Evaluating monetary policy at the Bundesbank
    Journal of Macroeconomics, 2007, 29, (2), 368-386 View citations (16)
82. Do central banks react to the stock market? The case of the Bundesbank
    Journal of Banking & Finance, 2007, 31, (3), 719-733 View citations (34)
83. Mindentől függetlenül. A monetáris politika hatása a gazdasági ciklusra Magyarországon
    (Irrespective of everything. The effect of monetary policy on the economic cycle)
    Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), 2007, LIV, (11), 945-959

2006

84. Asset pricing puzzles in finance: Introduction
    The North American Journal of Economics and Finance, 2006, 17, (2), 103-105 View citations (1)
85. Comments on S. Arndt: “Regional currency arrangements in North Americaâ€\x9D
    International Economics and Economic Policy, 2006, 3, (3), 287-291
86. Hungary's entry into the euro area: Lessons for prospective members from a monetary policy perspective
    Economic Systems, 2006, 30, (4), 366-384 View citations (5)
87. Introductory Remarks for the Contemporary Economic Policy Special Section on “Monetary Policy Issues of New EU‐Member and Candidate Countries”
    Contemporary Economic Policy, 2006, 24, (4), 473-474 View citations (1)
88. Managed floating as a strategy to achieve selected monetary policy objectives
    Journal of Economics and Business, 2006, 58, (5-6), 447-464 View citations (4)
89. The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment
    Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (4), 34 View citations (6)

2005

90. Real-time data and monetary policy
    The North American Journal of Economics and Finance, 2005, 16, (3), 271-276 View citations (10)
91. The Bundesbank's Communications Strategy and Policy Conflicts with the Federal Government
    Southern Economic Journal, 2005, 72, (2), 395-409
    See also Working Paper The Bundesbank's Communications Strategy and Policy Conflicts with the Federal Government, Working Paper Series (2005) (2005)
92. The Changing Face of Central Banking: Evolutionary Trends Since World War II. By Pierre L. Siklos. Cambridge: Cambridge University Press, 2002. Pp. xix, 347. $70
    The Journal of Economic History, 2005, 65, (2), 606-607 View citations (1)

2004

93. Central Bank Behavior, the Institutional Framework, and Policy Regimes: Inflation Versus Noninflation Targeting Countries
    Contemporary Economic Policy, 2004, 22, (3), 331-343 View citations (13)
94. Optimal Monetary Policy Rules and Inflation Targets: Are Australia, Canada, and New Zealand Different from the U.S.?
    Open Economies Review, 2004, 15, (4), 347-362 View citations (41)
95. Secrets to the successful Hungarian bank privatization: the benefits of foreign ownership through strategic partnerships
    Economic Systems, 2004, 28, (2), 111-123 View citations (6)
96. The Bundesbank's Inflation Policy and Asymmetric Behavior of the German Term Structure
    Review of International Economics, 2004, 12, (3), 495-508 View citations (4)
97. The macroeconomics of low inflation and the prospects for global deflation
    The North American Journal of Economics and Finance, 2004, 15, (1), 1-3
98. The present value model of U.S. stock prices redux: a new testing strategy and some evidence
    The Quarterly Review of Economics and Finance, 2004, 44, (2), 208-223 View citations (40)

2003

99. Assessing the Impact of Changes in Transparency and Accountability at the Bank of Canada
    Canadian Public Policy, 2003, 29, (3), 279-299 View citations (24)
100. Foreign exchange market intervention in two small open economies: the Canadian and Australian experience
     Journal of International Money and Finance, 2003, 22, (3), 393-416 View citations (57)
     See also Working Paper Foreign Exchange Market Intervention in Two Small Open Economies: The Canadian and Australian Experience, Research Paper Series (2001) View citations (7) (2001)
101. The potential consequences of alternative exchange rate regimes: A study of three candidate regions
     International Journal of Finance & Economics, 2003, 8, (4), 327-349 View citations (8)
     See also Working Paper The Potential Consequences of Alternative Exchange Rate Regimes: A Study of Three Candidate Regions, Working Papers (2002) View citations (4) (2002)

2002

102. Alternative exchange-rate regimes: The options for Latin America
     The North American Journal of Economics and Finance, 2002, 13, (3), 195-211 View citations (14)
103. Asymmetric adjustment from structural booms and slumps
     Economics Letters, 2002, 77, (3), 329-333 View citations (5)
104. Is Hungary ready for inflation targeting?
     Economic Systems, 2002, 26, (4), 309-333 View citations (18)
105. Volatility clustering in real interest rates: international evidence
     Journal of Macroeconomics, 2002, 24, (2), 193-209 View citations (7)

2001

106. Cointegration and Threshold Adjustment
     Journal of Business & Economic Statistics, 2001, 19, (2), 166-76 View citations (659)
     See also Working Paper Cointegration and Threshold Adjustment, ISU General Staff Papers (1998) View citations (11) (1998)
     Software Item ENDERSIKLOS: RATS procedure to perform Enders-Siklos test for cointegration with threshold effect, Statistical Software Components
     Software Item RATS programs to replicate Enders-Siklos(2001) JBES paper on threshold cointegration, Statistical Software Components
107. Monetary aggregates as indicators of economic activity in Canada: empirical evidence
     Canadian Journal of Economics/Revue canadienne d'économique, 2001, 34, (1), 1-17 View citations (18)
     Also in Canadian Journal of Economics, 2001, 34, (1), 1-17 (2001) View citations (23)
108. SESSION 4B: THE GREAT DEPRESSION—MACRO
     The Journal of Economic History, 2001, 61, (2), 522-522

2000

109. Capital flows in a transitional economy and the sterilization dilemma: The hungarian experience, 1992–97
     Journal of Economic Policy Reform, 2000, 3, (4), 373-392 View citations (12)
110. Inflation Targets and the Yield Curve: New Zealand and Australia versus the US
     International Journal of Finance & Economics, 2000, 5, (1), 15-32 View citations (7)
     See also Working Paper Inflation Targets and the Yield Curve: New Zealand and Australia vs. the US, Research Paper Series (1999) View citations (5) (1999)
111. Is the MCI a Useful Signal of Monetary Policy Conditions? An Empirical Investigation
     International Finance, 2000, 3, (3), 413-437 View citations (16)

1999

112. A suggestion for a simple cross-country empirical proxy for trend unemployment
     Applied Economics Letters, 1999, 6, (7), 447-451
113. Exchange Rate Regimes and Shifts in Inflation Persistence: Does Nothing Else Matter?
     Journal of Money, Credit and Banking, 1999, 31, (2), 235-47 View citations (57)
     See also Working Paper Exchange Rate Regimes and Shfts in Inflation Persistence: Does Nothing Else Matter?, Working Papers (1997) View citations (1) (1997)
114. Inflation-target design: changing inflation performance and persistence in industrial countries
     Review, 1999, (Mar), 46-58 View citations (62)
115. Stock returns and inflation: a new test of competing hypotheses
     Applied Financial Economics, 1999, 9, (6), 567-581 View citations (10)

1998

116. Great Inflations of the 20th Century: Theories, Policies and Evidence. Edited by P. L. Siklos. Cornwall: Edward Elgar Publishing, 1995. Pp. xiv, 308. $79.95
     The Journal of Economic History, 1998, 58, (1), 249-251
117. Manuel H. Johnson and Robert E. Keleher, Monetary Policy, a Market Price Approach
     Journal of Comparative Economics, 1998, 26, (3), 580-582
118. The unemployment insurance compensation experience of immigrants in Canada, 1980-1988
     Journal of Population Economics, 1998, 11, (1), 127-147 View citations (5)
     See also Working Paper The Unemployment Insurance Compensation Experience of Immigrants in Canada, 1980-1988, Working Papers (1997) (1997)

1997

119. Convergence in Interest Rates and Inflation Rates across Countries and over Time
     Review of International Economics, 1997, 5, (1), 129-41 View citations (48)
120. Income Velocity in Turbulent Times: The Role of Institutional Factors in the New Zealand Experience
     Journal of Macroeconomics, 1997, 19, (1), 31-52 View citations (5)
121. Institutional Change and the Velocity of Money: A Century of Evidence
     Economic Inquiry, 1997, 35, (4), 710-24 View citations (25)
122. REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY
     Macroeconomic Dynamics, 1997, 1, (3), 640-657 View citations (61)
     See also Working Paper Regime Sensitive Cointegration with an Application to Interest rate Parity, Working Papers (1997) View citations (61) (1997)
123. The role of seasonality in economic time series reinterpreting money-output causality in U.S. data
     International Journal of Forecasting, 1997, 13, (3), 381-391 View citations (13)
     See also Working Paper The Role of Seasonality in Economic Time Series: Reinterpretating Money-Output Causality in U.S. Data, Working Papers (1997) View citations (13) (1997)

1996

124. Cointegration and the term structure: A multicountry comparison
     International Review of Economics & Finance, 1996, 5, (1), 21-34 View citations (13)
125. Fundamentals and devaluation expectations in target zones: Some new evidence from the ERM
     Open Economies Review, 1996, 7, (1), 35-59 View citations (9)
126. Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?
     Journal of Business & Economic Statistics, 1996, 14, (3), 374-86 View citations (46)
     See also Working Paper Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?, CIRANO Working Papers (1995) View citations (3) (1995)
127. Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process? Reply
     Journal of Business & Economic Statistics, 1996, 14, (3), 396-97 View citations (41)
128. Political and Economic Determinants of Interest Rate Behavior: Are Central Banks Different?
     Economic Inquiry, 1996, 34, (4), 708-29 View citations (10)

1995

129. A note on the critical values for the maximum likelihood (seasonal) cointegration tests
     Economics Letters, 1995, 49, (2), 137-145 View citations (20)
130. Long-run and short-run money demand: which price deflator to use? Some evidence using New Zealand data
     Applied Economics Letters, 1995, 2, (6), 199-202 View citations (4)
131. Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence
     Journal of Econometrics, 1995, 66, (1-2), 357-369 View citations (49)
     See also Working Paper Systematic Sampling, Temporal Aggregation, Seasonal Adjustment, and Cointegration: Theory and Evidence, Working Papers (1993) (1993)

1994

132. Constraints on Enterprise Liquidity and Its Impact on the Monetary Sector in Formerly Centrally Planned Economies&ast
     Comparative Economic Studies, 1994, 36, (1), 13-32 View citations (3)
133. The link between immigration and unemployment in Canada
     Journal of Policy Modeling, 1994, 16, (1), 1-25 View citations (51)

1993

134. Income Velocity and Institutional Change: Some New Time Series Evidence, 1870-1986
     Journal of Money, Credit and Banking, 1993, 25, (3), 377-92 View citations (30)
     See also Working Paper Income Velocity and Institutional Change: Some New Time Series Evidence, 1870-1986, Working Papers (1991) (1991)
135. On the (Mis)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data
     Empirical Economics, 1993, 18, (4), 747-60 View citations (17)
     See also Working Paper On the (MIS)Specification of Seasonality and Its Consequences: An Empirical Investigation with U.S. Data, Working Papers (1992) View citations (1) (1992)
136. The Influence of Seasonal Adjustment on the Canadian Consumption Function, 1947-1991
     Canadian Journal of Economics, 1993, 26, (3), 575-89 View citations (5)
     See also Working Paper The Influence of Seasonal Adjustment on the Canadian Consumption Function; 1947-1991, Working Papers (1992) (1992)

1991

137. Unit roots and seasonal unit roots in macroeconomic time series: Canadian evidence
     Economics Letters, 1991, 35, (3), 273-277 View citations (16)
     See also Working Paper Unit Roots and Seasonal Unit Roots in Macroeconomic Time Series: Canadian Evidence, Working Papers (1991) View citations (14) (1991)

1990

138. Hyperinflations: Their Origins, Development and Termination
     Journal of Economic Surveys, 1990, 4, (3), 225-48 View citations (2)
     See also Working Paper HYPERINFLATION: THEIR ORIGINS, DEVELOPMENT AND TERMINATION, Working Papers (1990) View citations (2) (1990)
139. Price inertia and policy ineffectiveness in the United States, 1890-1984: A reappraisal
     Journal of Economics and Business, 1990, 42, (4), 265-277 View citations (2)
     See also Working Paper PRICE INERTIA AND POLICY INEFFECTIVENESS IN THE UNITED STATES, 1890-1984: A REAPPRAISAL, Working Papers (1990) View citations (2) (1990)
140. The Transition from Hyperinflation to Price Stability: Further Evidence
     Eastern Economic Journal, 1990, 16, (1), 65-69
     See also Working Paper THE TRANSITION FROM HYPERINFLATION TO PRICE STABILITY: FURTHER EVIDENCE, Working Papers (1989) (1989)
141. The link between money and prices under different policy regimes: The postwar Hungarian experience
     Explorations in Economic History, 1990, 27, (4), 468-482 View citations (1)
     See also Working Paper THE LINK BETWEEN MONEY AND PRICES UNDER DIFFERENT POLICY REGIMES: THE POSTWAR HUNGARIAN EXPERIENCE, Working Papers (1990) View citations (1) (1990)

1989

142. Canadian economic forecasting in a world where all's unsure: Mervin Daub, (Kingston, Ont., Canada: McGill-Queen's University Press, 1987), $32.50, pp. 236
     International Journal of Forecasting, 1989, 5, (3), 432-434
143. The End of the Hungarian Hyperinflation of 1945-1946
     Journal of Money, Credit and Banking, 1989, 21, (2), 135-47 View citations (2)
     See also Working Paper THE END OF THE HUNGARIAN HYPERINFLATION OF 1945-1946, Working Papers (1988) (1988)
144. Unit root behavior in velocity: Cross-country tests using recursive estimation
     Economics Letters, 1989, 30, (3), 231-236

1988

145. Output-inflation trade-offs: Some new evidence from postwar U.S. quarterly data
     Journal of Macroeconomics, 1988, 10, (2), 249-260
146. Some Qualms about the Test of the Institutional Hypothesis of the Long-run Behavior of Velocity
     Economic Inquiry, 1988, 26, (3), 537-45 View citations (4)
147. The Role of Fiscal Policy in the St. Louis Model: Nonparametric Estimates for a Small Open Economy
     Empirical Economics, 1988, 13, (3/4), 169-86

1987

148. Additional Thoughts on the Hungarian Hyperinflation of 1945–46
     South African Journal of Economics, 1987, 55, (1), 55-57

1986

149. The Role of Fiscal Policy in the St. Louis Model: An Evaluation and Some New Evidence
     Journal of Applied Econometrics, 1986, 1, (3), 287-94 View citations (1)

Books

2017

1. Central Banks into the Breach: From Triumph to Crisis and the Road Ahead
   OUP Catalogue, Oxford University Press View citations (9)

2016

2. Central banking and monetary policy: Which will be the post-crisis new normal? Abstract: Central Bankers are currently facing big challenges in designing and implementing monetary policy, as well as with safeguarding financial stability, with the world economy still in the process of digesting the legacy of the crisis. The crisis has changed central banking in many ways: by shifting the focus of monetary policy from fighting too high inflation towards fighting too low inflation; by prompting new ‘experimental’ non-conventional measures, which risk to cause large, long-lasting market distortions and imbalances and which also have more far-reaching distributional consequences than ‘normal, conventional’ monetary policy; and by broadening central banks’ responsibilities particularly in the direction of safeguarding banking stability and financial stability at large. This raises several questions for the future: How long will ultra-easy monetary policies last? What are post-crisis growth trajectories, and how will the natural rate of interest rates evolve? How could an exit from ultra-easy monetary policy and a return towards higher nominal interest rates be eventually managed smoothly? Does ultra-easy monetary policy itself affect the economy in a lasting and structural way? Is the pre-crisis economic paradigm governing monetary policy still valid? If not, in what ways should it be adjusted? Are there any reasonable and practical alternatives? Against this background and given the larger post-crisis range of central banks’ responsibilities: is the current institutionalset-up governing central banks and their relationship to government, Parliament and the financial system still appropriate? What adaptations might be considered? Would they bring an improvement or, on the contrary, a set-back to the unsuccessful policy approaches of the 1960s and 1970s?
   SUERF Studies, SUERF - The European Money and Finance Forum View citations (2)
3. The SSM at 1
   SUERF Studies, SUERF - The European Money and Finance Forum View citations (2)

2011

4. Macro-Financial Linkages: Theory and Applications, vol 9
   Occasional Publications - Edited Volumes, Czech National Bank, Research and Statistics Department

2006

5. The Changing Face of Central Banking
   Cambridge Books, Cambridge University Press View citations (1)
   Also in Cambridge Books, Cambridge University Press (2002) View citations (120)

2004

6. From Floating to Monetary Union: The Economic Distance between Exchange Rate Regimes
   SUERF Studies, SUERF - The European Money and Finance Forum View citations (2)

1998

7. Money and Finance in the Transition to a Market Economy
   Books, Edward Elgar Publishing View citations (26)

Edited books

2013

1. Central Bank Communication, Decision Making, and Governance: Issues, Challenges, and Case Studies, vol 1
   MIT Press Books, The MIT Press View citations (26)
2. Challenges in Central Banking
   Cambridge Books, Cambridge University Press View citations (1)

2010

3. Challenges in Central Banking
   Cambridge Books, Cambridge University Press View citations (94)
4. Deflation
   Cambridge Books, Cambridge University Press View citations (3)

2005

5. The Economics of Deflation, vol Two volume set
   Books, Edward Elgar Publishing

2004

6. Deflation
   Cambridge Books, Cambridge University Press View citations (7)

1995

7. Great Inflations of the 20th Century
   Books, Edward Elgar Publishing View citations (12)

Chapters

2014

1. Inflation forecasts in Asia and the Pacific: performance, disagreement and spillovers
   A chapter in Globalisation, inflation and monetary policy in Asia and the Pacific, 2014, vol. 77, pp 15-30 View citations (1)

2013

2. Forecast disagreement and the anchoring of inflation expectations in the Asia-Pacific Region
   A chapter in Globalisation and inflation dynamics in Asia and the Pacific, 2013, vol. 70, pp 25-40

2011

3. Transparency is Not Enough: Central Bank Governance as the Next Frontier
   Chapter 5 in Handbook of Central Banking, Financial Regulation and Supervision, 2011

2010

4. Relative Price Shocks, Inflation Expectations, and the Role of Monetary Policy
   A chapter in Inflation in an Era of Relative Price Shocks, 2010 View citations (2)

2003

5. Financial reform in Canada: past, present and future
   Chapter 3 in The International Handbook on Financial Reform, 2003
6. Understanding the Great Depression in the United States versus Canada
   Palgrave Macmillan

1995

7. Tales of Parallel Currencies: The Early Soviet Experience
   Palgrave Macmillan
   See also Working Paper The Tales of Parallel Currencies: The Early Soviet Experience, Wilfrid Laurier University, Department of Economics (1993) View citations (1) (1993)

Software Items

Undated

1. ENDERSIKLOS: RATS procedure to perform Enders-Siklos test for cointegration with threshold effect
   Statistical Software Components, Boston College Department of Economics
   See also Journal Article Cointegration and Threshold Adjustment, Journal of Business & Economic Statistics, American Statistical Association (2001) View citations (659) (2001)
2. RATS programs to replicate Enders-Siklos(2001) JBES paper on threshold cointegration
   Statistical Software Components, Boston College Department of Economics
   See also Journal Article Cointegration and Threshold Adjustment, Journal of Business & Economic Statistics, American Statistical Association (2001) View citations (659) (2001)

Editor

1. The North American Journal of Economics and Finance
   Elsevier