7
H index
6
i10 index
464
Citations
Université Laval | 7 H index 6 i10 index 464 Citations RESEARCH PRODUCTION: 20 Articles 27 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Stephen Gordon. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Canadian Journal of Economics | 3 |
Journal of Applied Econometrics | 2 |
Journal of Business & Economic Statistics | 2 |
Canadian Journal of Economics/Revue canadienne d'conomique | 2 |
Working Papers Series with more than one paper published | # docs |
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Research Working Paper / Federal Reserve Bank of Kansas City | 2 |
Year | Title of citing document |
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2024 | The Distributional Origins of the Canada-US GDP and Labour Productivity Gaps. (2024). Rodrigue, Joel ; MacGee, James (Jim). In: Staff Working Papers. RePEc:bca:bocawp:24-49. Full description at Econpapers || Download paper |
2024 | Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76. Full description at Econpapers || Download paper |
2024 | Progressive Taxation and Social Welfare: Quantifying the Effects of the “German Tax-Reform 2000”. (2024). Timo, Walter ; Benjamin, Jung. In: German Economic Review. RePEc:bpj:germec:v:25:y:2024:i:3:p:209-239:n:1002. Full description at Econpapers || Download paper |
2025 | The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities. (2025). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2025_2502. Full description at Econpapers || Download paper |
2025 | Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012. Full description at Econpapers || Download paper |
2024 | On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching?. (2024). Sola, Martin ; Kenc, Turalay ; Caravello, Tomas E ; Driffill, John. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001118. Full description at Econpapers || Download paper |
2025 | Time-varying risk aversion and international stock returns. (2025). Hansen, Erwin ; Guidolin, Massimo ; Cabrera, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001967. Full description at Econpapers || Download paper |
2025 | Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets. (2025). Urga, Giovanni ; Varaldo, Alessandro ; Coppola, Anna. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001542. Full description at Econpapers || Download paper |
2024 | Accelerating peak dating in a dynamic factor Markov-switching model. (2024). van Dijk, Dick ; van Os, Bram. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:313-323. Full description at Econpapers || Download paper |
2024 | Unveiling the impact of income taxes on inequality in a HACT model. (2024). Parro, Francisco. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s0164070423000812. Full description at Econpapers || Download paper |
2024 | The relationship between renewable energy attention and volatility: A HAR model with markov time-varying transition probability. (2024). Wang, LU ; Duan, Huayou ; Liu, Guangqiang ; Zhao, Chenchen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002307. Full description at Econpapers || Download paper |
2024 | The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk. (2024). DE TRUCHIS, Gilles ; Keddad, Benjamin ; Davin, Marion ; Constant, Karine. In: Post-Print. RePEc:hal:journl:hal-04794038. Full description at Econpapers || Download paper |
2024 | An Estimation of Regime Switching Models with Nonlinear Endogenous Switching. (2024). Charoensom, Chotipong. In: PIER Discussion Papers. RePEc:pui:dpaper:217. Full description at Econpapers || Download paper |
2025 | Belief distortions and Disagreement about Inflation. (2024). Patella, Valeria. In: Working Paper series. RePEc:rim:rimwps:24-08. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2000 | A Preference Regime Model of Bull and Bear Markets In: American Economic Review. [Full Text][Citation analysis] | article | 72 |
1999 | A Preference Regime Model of Bull and Bear Markets.(1999) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 72 | paper | |
1996 | Bayesian Estimation of Stochastic Discount Factors. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 0 |
2004 | Asset Returns and State-Dependent Risk Preferences In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 50 |
2003 | Asset Returns and State-Dependent Risk Preferences.(2003) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2003 | Asset Returns and State-Dependent Risk Preferences.(2003) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
1996 | Using Mixtures of Flexible Functional Forms to Estimate Factor Demand Elasticities. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 4 |
1995 | Using Mixtures of Flexible Functional Forms to Estimate Factor Demand Elasticities.(1995) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
1997 | Electricity Prices and Elections in Quebec. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 5 |
1995 | Electricity Prices and Elections in Québec.(1995) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2002 | Comparing Consumption-Based Asset-Pricing models In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 4 |
2002 | Comparing Consumption–Based Asset–Pricing models.(2002) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2013 | The Canadian Manufacturing Sector, 2002-2008: Why is it Called Dutch Disease? In: SPP Research Papers. [Full Text][Citation analysis] | article | 0 |
1996 | How long is the firms forecast horizon? In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
1993 | How Long is the Firms Forecast Horizon?.(1993) In: Laval - Recherche en Politique Economique. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1995 | Finite-sample inferences about mean-standard deviation bounds for stochastic discount factors In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
1998 | Business cycle durations In: Journal of Econometrics. [Full Text][Citation analysis] | article | 182 |
1993 | Business cycle durations.(1993) In: Research Working Paper. [Citation analysis] This paper has nother version. Agregated cites: 182 | paper | |
1993 | Business Cycle Durations..(1993) In: Laval - Recherche en Politique Economique. [Citation analysis] This paper has nother version. Agregated cites: 182 | paper | |
2009 | Statistical comparison of aggregation rules for votes In: Mathematical Social Sciences. [Full Text][Citation analysis] | article | 5 |
2006 | Statistical Comparison of Aggregation Rules for Votes.(2006) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
1995 | Business cycle turning points: two empirical business cycle model approaches In: Research Working Paper. [Citation analysis] | paper | 5 |
1995 | Measuring State-Dependent Risk Aversion Using Data Augmentation. In: Laval - Recherche en Politique Economique. [Citation analysis] | paper | 0 |
1995 | Measuring State-Dependent Risk Aversion Using Data Augmentation.(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1995 | Multinomial Probit Estimation of Spatially Interdependent Choices: An Empirical Comparison of Two New Techniques. In: Laval - Recherche en Politique Economique. [Citation analysis] | paper | 41 |
1995 | Multinomial Probit Estimation of Spatially Interdependent Choices: an Empirical Comparison of Two New Techniques.(1995) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
1997 | Multinomial Probit Estimation of Spatially Interdependent Choices: An Empirical Comparison of Two New Techniques.(1997) In: International Regional Science Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | article | |
1995 | Echantillonnage de Gibbs et autres application econometriques des chaines merkoviennes. In: Laval - Recherche en Politique Economique. [Citation analysis] | paper | 1 |
1995 | Échantillonnage de Gibbs et autres applications économétriques des chaînes markoviennes.(1995) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
1996 | Échantillonnage de Gibbs et autres applications économétriques des chaînes markoviennes.(1996) In: L'Actualité Economique. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
1997 | Stochastic Trends, Deterministic Trends, and Business Cycle Turning Points. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 9 |
1995 | Stochastic Trends, Deterministic Trends and Business Cycle Turning Points.(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2008 | Learning, forecasting and structural breaks In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 62 |
2004 | Learning, Forecasting and Structural Breaks.(2004) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
2007 | Learning, Forecasting and Structural Breaks.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
1994 | Bayesian Evaluation of Preference Specifications In: Cahiers de Recherches Economiques du Département d'économie. [Citation analysis] | paper | 1 |
1994 | Bayesian Evaluation of Preference Specifications.(1994) In: Cahiers de recherche. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2016 | Bargaining power and the incidence of income taxes on high earners in Canada In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
2006 | Social Choice, Optimal Inference and Figure Skating In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 7 |
2008 | Social choice, optimal inference and figure skating.(2008) In: Social Choice and Welfare. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
1994 | Sampling-Based Estimation of the Intertemporal Marginal Rate of Substitution In: Cahiers de recherche. [Citation analysis] | paper | 0 |
1998 | Estimating a Continuous-Time Asset Pricing Model with State-Dependent Risk Aversion In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 0 |
1998 | Asset Prices with Contingent Preferences In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 2 |
1992 | Costs of Adjustment, the Aggregation Problem and Investment. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 11 |
1991 | Dynamic Factor Demand and Value Function Methods In: University of Western Ontario, Departmental Research Report Series. [Full Text][Citation analysis] | paper | 0 |
2020 | The incidence of income taxes on high earners in Canada In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] | article | 2 |
2017 | Integrating Quarterly Data into a Dynamic Factor Model of US Monthly GDP In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
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