Graduate Studies: Alumni

 

Selected Publications of Recent Graduate Students: 2000-2010

Linlan Xiao, PhD 2010

"Volatility Modelling and Forecasting in Finance." 2007. In Forecasting Volatility in the Financial Markets, 3/e., ed. John Knight and Stephen Satchell, 1-46. Oxford, UK; Burlington, MA: Butterworth-Heinemann. (with Abdurrahman Aydemir)

Yufei Yuan, PhD 2009

"Global Financial Structure and Climate Change." 2009. Journal of Financial Transformation 25: 161-168. (with John Whalley)

Maxim Poletaev, PhD 2008

"Human Capital Specificity: Evidence from the Dictionary of Occupational Titles and Displaced Worker Surveys 1984-2000." 2008. Journal of Labor Economics 26: 387-420. (with Chris Robinson) Awarded the H. Gregg Lewis Prize for the best paper in the Journal of Labor Economics in 2008 and 2009.

Michio Suzuki, PhD 2008

"Consumption, Income, and Wealth Inequality in Canada." 2010. Review of Economic Dynamics 13: 52-75. (with M. Brzozowski, M. Gervais, and P. Klein)

Vincenzo Caponi, PhD 2007

"Intergenerational Transmission of Abilities and Self Selection of Mexican Immigrants." International Economic Review, forthcoming.

"Heterogeneous Human Capital and Migration: Who Migrates from Mexico to the US",  Annales d'Économie et de Statistique, forthcoming.

"The Impact of Aggregate and Sectoral Fluctuations on Training Decisions." 2010. B.E. Journal of Macroeconomics 10: Iss. 1 (Advances), Article 28. (with Burc Kayahan and Miana Plesca)
DOI: 10.2202/1935-1690.2117
http://www.bepress.com/bejm/vol10/iss1/art28

"Post-Secondary Education in Canada: Can Ability Bias Explain the Earnings Gap Between College and University Graduates?" 2009. Canadian Journal of Economics 42: 1100-1132. (with Miana Plesca)

Eric C.Y. Ng, PhD 2007

"Predicting Canadian Recessions Using Dynamic Probit Modeling Approaches", Canadian Journal of Economics (with Lili Hao), forthcoming.

"What Determines Productivity Performance of Telecommunications Services Industry? A Cross-Country Analysis", Applied Economics, forthcoming.

"Inward FDI and Productivity Performance in Canadian Industries: Does the Country of Origin Matter"? September 2010. Transnational Corporations Review 2(3): 72-90.

"Production Fragmentation and Business-Cycle Comovement." 2010. Journal of International Economics 82: 1-14.

"Visas and Work Permits: Possible Global Negotiating Initiatives." 2008. Review of International Organizations 3: 259-285. (with John Whalley)

Dinghai Xu, PhD 2007

"Asymmetric Stochastic Conditional Duration Model: A Mixture-of-Normal Approach." Journal of Financial Econometrics, forthcoming. (with John Knight and Tony Wirjanto)

"Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters." 2011. Econometric Reviews 30: 25-50. (with John Knight)

"An Efficient Estimation on Switching Regression Models: A Monte Carlo Study." 2010. Communication in Statistics: Simulation and Computation 39: 1403-1421.

"An Empirical Characteristic Function Approach to VaR under a Mixture-of-Normal Distribution with Time-Varying Volatility." 2010. Journal of Derivatives 18: 39-58. (with Tony Wirjanto)

"Modeling Leverage Effect with Copulas and Realized Volatility." 2008. Finance Research Letters 5: 221-227. (with Cathy Ning and Tony Wirjanto)

Yahong Zhang, PhD 2007

"Price-Level versus Inflation Targeting with Financial Market Imperfections." 2010. Canadian Journal of Economics 43: 1087-1471. (with Francisco Covas)

Jie Zhou, PhD 2007

"The Effects of Employer Matching and Income Risk in 401(k) Plans." 2009. Economic Modelling 26: 1193-1200.

"The Asset Location Puzzle: Taxes Matter." 2009. Journal of Economic Dynamics and Control 33: 955-969.

Hideki Ariizumi, PhD 2006

"Do Changes In Cigarette Taxes Impact Youth Smoking? Evidence from Canadian Provinces." 2010. Forum for Health Economics & Policy 13: Iss. 2 (Smoking), Article 12.
http://www.bepress.com/fhep/13/2/12

"Effect of Public Long-Term Care Insurance on Consumption, Medical Care Demand, and Welfare." 2008. Journal of Health Economics 27: 1423-1435.

Cathy Ning, PhD 2006

"Dependence Structure between the Equity Market and the Foreign Exchange Market – A Copula Approach." 2010. Journal of International Money and Finance 29: 743-759.

"The Dependence Structure between the Canadian Stock Market and the USD/CAD Exchange Rate: A Copula Approach." 2010. Canadian Journal of Economics 43: 1016-1039. (with Leo Michelis)

"Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach." 2009. Finance Research Letters 6: 202-209. (with Tony Wirjanto)

"Estimation of the Stochastic Conditional Duration Model via Alternative Methods." 2008. The Econometrics Journal 11: 573-592. (with John Knight)

"Modeling Leverage Effect with Copulas and Realized Volatility." 2008. Finance Research Letters 5: 573-592. (with Dinghai Xu and Tony Wirjanto)

Bingyong Zheng, PhD 2006

"Moral Hazard, Insurance Claims, and Repeated Insurance Contracts." 2010. Canadian Journal of Economics 43: 967-993. (with Chris Robinson)

"Approximate Efficiency in Repeated Games with Correlated Private Signals." 2008. Games and Economic Behavior 63: 406-416.

Alan T.Y. Chan, PhD 2005

"Christ and Business Culture: Another Classification of Christians in Workplaces According to an Empirical Study in Hong Kong." 2009. Journal of Markets and Morality 12: 91-111. (with Shu-kam Lee)

Jonathan Chiu, PhD 2005

"Financial Intermediation, Liquidity and Inflation." Macroeconomic Dynamics, forthcoming. (with Cesaire Meh)

"Liquidity, Redistribution, and the Welfare Cost of Inflation." 2010. Journal of Monetary Economics 57: 428-438.

Hui Huang, PhD 2005

"Exploring Policy Options in Joint Intertemporal-Spacial Trade Models Using an Incomplete Markets Approach." 2009. Economic Theory 41: 131-145. (with John Whalley and Shunming Zhang)

"Infrastructure, Commodity Spectra, and Trade Transitions in Economic Development." 2009. Global Economy Journal 9: Iss. 2, Article 3. (with Roger J. Bowden)
DOI: 10.2202/1524-5861.1463
http://www.bepress.com/gej/vol9/iss2/3

"Baumol-Tobin and the Welfare Costs of National Security Border Delays." 2008. Economics Letters 99: 290-292. (with John Whalley)

"Risk Aversion, Mandatory Disclosure and the Concealment of Information." 2008. Economics Letters 99: 2-9.

"Informed Trading, Noise Trading and the Cost of Equity." 2008. International Review of Economics and Finance 17: 13-32. (with Philippe Gregoire)

"Asset Pricing under Progressive Taxes and Existence of General Equilibrium." 2005. Journal of Global Optimization 31: 471-491.

Taylor Shek-wai Hui, PhD 2005

Learning to Save, Saving to Learn: Final Report of the learn$ave Individual Development Accounts Project. 2010. Canada. Human Resources and Skills Development Canada (HRSDC); Social Research and Demonstration Corporation (SRDC) – Ottawa: Social Research and Demonstration Corporation. (with Norm Leckie, Doug Tattrie, Jennifer Robson, and Jean-Pierre Voyer)

Learning to Save, Saving to Learn: Intermediate Impacts of the learn$ave Individual Development Accounts Project. 2009. Canada. Human Resources and Skills Development Canada (HRSDC); Social Research and Demonstration Corporation (SRDC) – Ottawa: Social Research and Demonstration Corporation. (with Norm Leckie, Doug Tattrie, and Hongmei Cao)

Encouraging Work and Supporting Communities: Final Results of the Community Employment Innovation Project (CEIP). 2008. Canada. Human Resources and Social Development Canada (HRSDC); Social Research and Demonstration Corporation (SRDC) – Ottawa: Social Research and Demonstration Corporation. (with David Gyarmati, Shawn de Raaf, Boris Palameta, and Claudia Nicholson)

Engaging Communities in Support of Local Development: Measuring the Effects of the Community Employment Innovation Project on Communities (CEIP). 2008. Canada. Human Resources and Social Development Canada (HRSDC); Social Research and Demonstration Corporation (SRDC) – Ottawa: Social Research and Demonstration Corporation. (with David Gyarmati, Shawn de Raaf, Boris Palameta, Claudia Nicholson, Darrell Kyte, and Melanie MacInnis)

Improving Skills, Networks, and Livelihoods through Community-Based Work: Three Year Impacts of the Community Employment Innovation Project (CEIP). 2007. Canada. Human Resources and Social Development Canada (HRSDC); Social Research and Demonstration Corporation (SRDC) – Ottawa: Social Research and Demonstration Corporation. (with David Gyarmati, Shawn de Raaf, Claudia Nicholson, Boris Palameta, and Melanie MacInnis)

Iourii Manovskii, PhD 2005

"A Cautionary Note on Using (March) CPS and PSID Data to Study Worker Mobility." Macroeconomic Dynamics, forthcoming. (with Gueorgui Kambourov)

"Productivity and the Labor Market: Co-Movement over the Business Cycle." International Economic Review, forthcoming. (with Marcus Hagedorn)

"Occupational Mobility and Wage Inequality." 2009. Review of Economic Studies 76: 731-759. (with Gueorgui Kambourov)

"Occupational Specificity of Human Capital." 2009. International Economic Review 50: 63-115. (with Gueorgui Kambourov)

"The Cyclical Behavior of Equilibrium Unemployment and Vacancies Revisited." 2008. American Economic Review 98: 1692-1706. (with Marcus Hagedorn)

"Rising Occupational and Industry Mobility in the United States: 1968-1997." 2008. International Economic Review 49: 41-79. (with Gueorgui Kambourov)

"Families and Careers." 2008. In Frontiers in Family Economics, Volume 1, ed. P. Rupert, 217-256. Bingley, UK: Emerald Group Publishing Limited. (with Gueorgui Kambourov and Irina Telyukova)

Manish Pandey, PhD 2005

"Cross-Country Disparity in Agricultural Productivity: Qualifying the Role of Modern Seed Adoption." Journal of Development Studies, forthcoming. (with Melanie O’Gorman)

"Comparison of Manufacturing Productivity between India and China: The Role of Institutional Change." 2009. China Economic Review 20: 754-766. (with Xiao-yuan Dong)

"Trade Openness, Structural Change and Total Factor Productivity." 2009. International Economic Journal 23: 545-560. (with Sohrab Abizadeh)

"Social Networks and Trade Liberalization." 2009. Applied Economics Letters 16: 1747-1749. (with John Whalley)

"The Impact of Liberalization on Bureaucratic Corruption." 2009. Journal of Economic Behavior and Organization 72: 214-224. (with Soham Baksi and Pinaki Bose)

"Human Capital Aggregation and Relative Wages Across Countries." 2008. Journal of Macroeconomics 30: 1587-1601.

"Trade Openness and Government Size." 2008. Economics Letters 101: 157-159. (with Michael Benarroch)

"Who Cares about Mortgage Interest Deductibility?" 2008. Canadian Public Policy 34: 1-23. (with Martin Gervais)

Miana Plesca, PhD 2005

"The Impact of Aggregate and Sectoral Fluctuations on Training Decisions." 2010. The B.E. Journal of Macroeconomics 10: Iss. 1 (Advances), Article 28. (with Vincenzo Caponi and Burc Kayahan)
DOI: 10.2202/1935-1690.2117
http://www.bepress.com/bejm/vol10/iss1/art28

"Post-Secondary Education in Canada: Can Ability Bias Explain the Earnings Gap Between College and University Graduates?" 2009. Canadian Journal of Economics 42: 1100-1131. (with Vincenzo Caponi)

"Evaluating Multi-Treatment Programs: Theory and Evidence from the U.S. Job Training Partnership Act Experiment." 2007. Empirical Economics 32: 491-528. (with Jeffrey Smith)

"Synthesis of Two Evaluation Studies of Labour Market Information Services Provided by HRDC." 2005. Published by HRSDC under “Summative Evaluation of HRSDC Labour Market Information Products and Services.” Canada. Human Resources and Social Development Canada (HRSDC).

"Profiling UI Claimants to Allocate Employment Services: Evidence and Recommendations for the States." 2003. U.S. Department of Labor (USDOL) Employment and Training Administration (ETA) Occasional Paper ETAOP2003-2. (with Dan Black, Jeffrey Smith, and Suzanne Plourde)

Marcel-Christian Voia, PhD 2005

"Does the Risk or Realization of a Federal Election Precipitate Canadian Output Growth?" Canadian Journal of Economics, forthcoming. (with Steve Ferris)

"The Impact of Initial Financial State on Firm Duration Across Entry Cohorts." 2010. The Journal of Industrial Economics 58: 661-689. (with Kim P. Huynh and Robert J. Petrunia)

"Modeling the Contemporaneous Duration Dependence for High-Frequency Stock Prices." 2010. Finance Research Letters 7: 148-162. (with Ba Chu)

"What Determines the Length of a Typical Canadian Parliamentary Government?" 2009. Canadian Journal of Political Science 42: 881-910. (with J. Stephen Ferris)

"A Distributional Analysis of Treatment Effects in Randomized Experiments." 2008. Economics Bulletin 3 (36): 1-9.

"Estimating Systems of Stochastic Coefficients Regressions When Some of the Observations are Missing." 2002. In Handbook of Applied Econometrics and Statistical Inference, ed. Aman Ullah, Alan T.K. Wan and Anoop Chaturvedi, 491-511. New York, N.Y.: Marcel Dekker. (with Gordon Fisher)

Andy Baziliauskas, PhD 2004

"Lessening the Competition in Mergers Under the Competition Act: Unilateral and Interdependence Effects." 2000. The Canadian Business Law Journal 33: 373-426. (with Thomas W. Ross)

Philip A. Curry, PhD 2004

"Ticket Pricing and the Impression of Excess Demand." Economics Letters, forthcoming. (with Lutz-Alexander Busch)

"Deterrence in Rank-Order Tournaments." Review of Law and Economics, forthcoming. (with Steeve Mongrain)

"What is a Criminal Organization and Why Does the Law Care?" 2009. Global Crime 10: 6-23. (with Steeve Mongrain)

"Crime, Punishment and Prejudice." 2009. Journal of Public Economics 93: 73-84. (with Tilman Klumpp)

"What You Don’t See Can’t Hurt You: An Economic Analysis of Morality Laws." 2008. Canadian Journal of Economics 41: 583-594. (with Steeve Mongrain)

"Creating Failures in the Market for Tax Planning." 2007. Virginia Tax Review 26: 943-969. (with Claire Hill and Francesco Parisi)

"Decision Making under Uncertainty and the Evolution of Interdependent Preferences." 2001. Journal of Economic Theory 98: 357-369.

Gueorgui T. Kambourov, PhD 2004

"A Cautionary Note on Using (March) CPS and PSID Data to Study Worker Mobility." Macroeconomic Dynamics, forthcoming. (with Iourii Manovskii)

"Labour Market Regulations and the Sectoral Reallocation of Workers: The Case of Trade Reforms." 2009. Review of Economic Studies 76: 1321-1358.

"Occupational Mobility and Wage Inequality." 2009. Review of Economic Studies 76: 731-759. (with Iourii Manovskii)

"Occupational Specificity of Human Capital." 2009. International Economic Review 50: 63-115. (with Iourii Manovskii)

"Rising Occupational and Industry Mobility in the United States: 1968-1997." 2008. International Economic Review 49: 41-79. (with Iourii Manovskii)

"Families and Careers." 2008. In Frontiers in Family Economics, Volume 1, ed. P. Rupert, 217-256. Bingley, UK: Emerald Group Publishing Limited. (with Iourii Manovskii and Irina Telyukova)

Abdurrahmann Aydemir, PhD 2003

"Immigrant Selection and Short-Term Labor Market Outcomes by Visa Category." Journal of Population Economics, forthcoming. (published online: DOI 10.1007/s00148-009-0285-0)

"Intergenerational Earnings Mobility among the Children of Canadian Immigrants." 2009. Review of Economics and Statistics 91: 377-397. (with Miles Corak and Wen-Hao Chen)

"Global Labour Markets, Return and Onward Migration." 2008. Canadian Journal of Economics 41: 1285-1311. (with Chris Robinson)

"The Immigrant Wage Differential Within and Across Establishments." 2008. Industrial and Labor Relations Review 61: 334-352. (with Mikal Skuterud)

"First and Second Generation Immigrant Educational Attainment and Labour Market Outcomes: A Comparison of the United States and Canada." 2007. Research in Labor Economics / Immigration – Trends, Consequences and Prospects for the United States 27: 215-270. (with Arthur Sweetman)

"Cross-Country Variation in the Impact of International Migration: Canada, Mexico, and the United States." 2007. Journal of the European Economic Association 5: 663-708. (with George Borjas)

"Volatility Modelling and Forecasting in Finance." 2007. In Forecasting Volatility in the Financial Markets, 3/e., ed. John Knight and Stephen Satchell, 1-46. Oxford, UK; Burlington, MA: Butterworth-Heinemann. (with Linlan Xiao)

"Explaining the Deteriorating Entry Earnings of Canada’s Immigrant Cohorts: 1966-2000." 2005. Canadian Journal of Economics 38: 641-671. (with Mikal Skuterud)

"Effects of Business Cycles on the Labour Market Participation and Employment Rate Assimilation of Immigrants." 2003. In Canadian Immigration Policy for the 21st Century, ed. Charles Beach, Alan Green, and Jeffrey Reitz, 372-412. Montreal & Kingston: McGill-Queen’s University Press.

Essays on the Repeat Use of Unemployment Insurance. 2001. Canada. Human Resources Development Canada (HRDC); Social Research and Demonstration Corporation (SRDC) – Ottawa: Social Research and Demonstration Corporation. (co-editor with Saul Schwartz)

Robert C. Clark, PhD 2003

"Strategic Buying to Prevent Seller Exit." Journal of Economics and Management Strategy, forthcoming. (with Mattias Polborn)

"Information Provision in Financial Markets." 2010. Annals of Finance 6: 255-286. (with Moez Bennouri and Jacques Robert)

"The Effect of Advertising on Brand Awareness and Perceived Quality: An Empirical Investigation using Panel Data." 2009. Quantitative Marketing and Economics 7: 207-236. (with Ulrich Doraszelski and Michaela Draganska)

"Advertising Restrictions and Competition in the Children’s Breakfast Cereal Market." 2007. Journal of Law and Economics 50: 757-780.

"The Potential for Electricity Market Restructuring in Quebec." 2007. Canadian Public Policy 33: 1-19. (with Andrew Leach)

"Coordination and Status Power." 2006. Rationality and Society 18: 367-391. (with Mattias Polborn and Samuel Clark)

"Information and Crowding Externalities.” 2006. Economic Theory 27: 565-581. (with Mattias Polborn)

"Advertising and Coordination in Markets with Consumption Scale Effects." 2005. Journal of Economics and Management Strategy 14: 377-401. (with Ig Horstmann)

Gary Geng, PhD 2003

"Correlated Default Risk." 2006. Journal of Fixed Income 16: 7-32. (with Sanjiv R. Das, Laurence Freed, and Nikunj Kapadia)

"Correlated Default Processes: A Criterion-Based Copula Approach." 2006. In The Credit Market Handbook: Advanced Modeling Issues, ed. Gifford Fong, 186-216. (with Sanjiv R. Das) [Originally published in Journal of Investment Management 2(2) 2004: 44-70.]

"Bayesian Migration in Credit Ratings Based on Probabilities of Default." 2002. Journal of Fixed Income 12: 17-23. (with Sanjiv R. Das and Rong Fan)

"Impact of Correlated Default Risk on Credit Portfolios." 2001. Journal of Fixed Income 11: 9-19. (with Sanjiv R. Das and Gifford Fong)

"Simple Credit: Useful Things to Know about Correlated Default Risk." 2001. Extra Credit November - December, 14-23. (with Gifford Fong, Laurence Freed, and Nikunj Kapadia)

Philippe Gregoire, PhD 2003

"The Incentives to Acquire Information." 2009. In Insider Trading: Global Developments and Analysis, ed. Paul U. Ali and Greg N. Gregoriou, chapter 18. Boca Raton: CRC Press.

"Insider Trading and Voluntary Disclosure." 2008. International Journal of Theoretical and Applied Finance 11: 143-162.

"Informed Trading, Noise Trading and the Cost of Equity." 2008. International Review of Economics and Finance 17: 13-32.

"Manulife Financial and the John Hancock Financial Acquisition." 2007. Journal of the International Academy of Case Studies 13, Issue 1. (with Camillo Lento and Bryan Poulin)

"Managers’ Perceptions of Export Barriers: A Cross-Cultural Perspective of Service Firms." 2006. Journal of Transnational Management 12: 51-68. (with David Smith and Mandy Lu)

"Imitation, Group Selection and Cooperation." 2003. International Game Theory Review 5: 229-247. (with Arthur Robson)

"Absolute and Relative Deprivation and the Measurement of Poverty." 2002. Review of Income and Wealth 48: 471-92. (with Jean-Yves Duclos)

Vlad Ivanenko, PhD 2003

"Russia’s Positioning Amid Global Uncertainty." 2010. Russia in Global Affairs No. 1 January – March 2010.

"Russian Energy Policy and its Domestic and Foreign Implications." 2008. International Journal 63: 263-274.

"Russia’s Search for a Place in Global Trading." 2007. Russia in Global Affairs No. 2 April – June 2007.

"Russian Global Position After 2008." 2007. Russia in Global Affairs 5: 143-156.

"The Kremlin at the G8’s Helm: Choosing the Right Steps." 2006. Russia in Global Affairs 4: 22-31.

"The Statutory Tax Burden and its Avoidance in Transitional Russia." 2005. Europe-Asia Studies 57: 1021-1045.

"The Importance of Being Normal." 2005. Russia in Global Affairs 3: 69-82.

"Searching for Value-Subtraction in the Russian Economy." 2004. Journal of Comparative Economics 32: 88-104.

"Access to Liquidity and Non-monetary Trade in Russia." 2004. Post-Communist Economies 16: 21-38.

"On the Prospects for Foreign Direct Investments after Russia’s WTO Accession." 2003. Voprosy Ekonomiki 10 (Oct.2003): 27-33. (in Russian)

"Non-monetary Trade and Differential Access to Credit in Russian Transition." 2003. Problems of Economic Transition 45 (12): 6-57.

"The Role of Non-monetary Trade in Russian Transition." 2002. Post-Communist Economies 14: 405-419. (with Dmitry Mikheyev)

"On the Evolution of the Canadian Tax System." 2001. Banking Services. (in Russian)

"Washington Consensus vs. Whither Reform in Russian Perspective." 2000. Journal of Institutional Innovation, Development, and Transition 4: 97-103. (Slovenia)

Tilman Klumpp, PhD 2003

"Open Access and Dynamic Efficiency." American Economic Journal: Microeconomics, forthcoming. (with Xuejuan Su)

"Property Rights and Capitalism." In Oxford Handbook of Capitalism, forthcoming. (with Paul Rubin)

"Two-Sided Matching with Spatially Differentiated Agents." 2009. Journal of Mathematical Economics 45: 376-390.

"Crime, Punishment, and Prejudice." 2009. Journal of Public Economics 93: 73-84. (with Phil Curry)

"Communication in Financial Markets with Several Informed Traders." 2007. Economic Theory 33: 437-456.

"Linear Learning in Changing Environments." 2006. Journal of Economic Dynamics and Control 30: 2577-2611.

"Primaries and the New Hampshire Effect." 2006. Journal of Public Economics 90: 1073-1114. (with Mattias Polborn)

"Early Round Upsets and Championship Blowouts." 2005. Economic Inquiry 43: 316-329. (with Rick Harbaugh)

"Perfect Equilibrium and Lexicographic Beliefs." 2003. International Journal of Game Theory (30th Anniversary Special Issue) 31: 229-243. (with Srihari Govindan)

Ingrid Lo, PhD 2003

"Information Shocks, Liquidity Shocks, Jumps, and Price Discovery – Evidence from the U.S. Treasury Market." Journal of Financial and Quantitative Analysis, forthcoming. (with George J. Jiang and Adrien Verdelhan)

"Order Aggressiveness and Quantity: How Are They Determined in a Limit Order Market?" 2010. Journal of International Financial Markets, Institutions & Money 20: 213-237. (with Stephen G. Sapp)

"The Submission of Limit Orders or Market Orders: The Role of Timing and Information in the Reuters D2000-2 System." 2008. Journal of International Money and Finance 27: 1056-1073. (with Stephen G. Sapp)

"Portfolio Formations Can Affect Asset Pricing Tests." 2004. Journal of Asset Management 5: 203-216.

Tatyana Koreshkova, PhD 2002

"How Important is Human Capital? A Quantitative Theory Assessment of World Income Inequality." 2010. Review of Economic Studies 77: 1421-1449. (with Andres Erosa and Diego Restuccia)

"Progressive Taxation in a Dynamic Model of Human Capital." 2007. Journal of Monetary Economics 54: 667-685. (with Andres Erosa)

"A Quantitative Analysis of Inflation as a Tax on the Underground Economy." 2006. Journal of Monetary Economics 53: 773-796.

Danny Leung, PhD 2002

"Do Exchange Rates Affect the Capital-Labour Ratio? Panel Evidence from Canadian Manufacturing Industries." 2010. Applied Economics 42: 2519-2535. (with Terence Yuen)

"The Changing Pace of Labour Reallocation in Canada: Causes and Consequences." 2009. Bank of Canada Review Summer 2009: 31-41. (with Shutao Cao)

"Productivity in Canada: Does Firm Size Matter?" 2008. Bank of Canada Review Autumn 2008: 7-16. (with Cesaire Meh and Yaz Terajima)

"Labour Market Adjustments to Exchange Rate Fluctuations: Evidence from Canadian Manufacturing Industries." 2007. Open Economies Review 18: 177-189. (with Terence Yuen)

"The Male/Female Earnings Gap and Female Self-Employment." 2006. Journal of Socio-Economics 35: 759-779.

"The Effect of Adjustment Costs and Organizational Change on Productivity in Canada: Evidence from Aggregate Data." 2004. International Productivity Monitor 9: 52-61.

Guoqiang Wang, PhD 2002

"Value at Risk Linear Exponent (VARLINEX) Forecasts." 2003. Quantitative Finance 3: 332-344. (with John Knight and Stephen Satchell)

Cesaire Meh, PhD 2001

"Inflation, Nominal Portfolios and Wealth Redistribution in Canada." Canadian Journal of Economics, forthcoming. (with Yaz Terajima)

"Financial Intermediation, Liquidity and Inflation." Macroeconomic Dynamics, forthcoming. (with Jonathan Chui)

"The Role of Bank Capital in the Propagation of Shocks." 2010. Journal of Economic Dynamics and Control 34: 555-576. (with Kevin Moran)

"Aggregate and Welfare Effects of Redistribution of Wealth under Inflation and Price-level Targeting." 2010. Journal of Monetary Economics 57: 637-652. (with Yaz Terajima and Victor Rios-Rull)

"Should Monetary Policy Be Used to Counteract Financial Imbalances?" 2010. Bank of Canada Review Summer 2010: 23-36. (with Jean Boivin and Timothy Lane)

"Price-Level Uncertainty, Price-Level Targeting, and Nominal Debt Contracts." 2009. Bank of Canada Review Spring 2009: 31-41. (with Allan Crawford and Yaz Terajima)

"Unexpected Inflation and Redistribution of Wealth in Canada." 2009. Bank of Canada Review Spring 2009: 43-50. (with Yaz Terajima)

"The Role of Bank Capital in the Propagation of Shocks." 2008. Bank of Canada Financial System Review December 2008: 57-58. (with Kevin Moran) Research Summary

"Uncertainty and the Specificity of Human Capital." 2008. Journal of Economic Theory 143: 469-498. (with Martin Gervais and Igor Livshits)

"Business Risk, Credit Constraints, and Corporate Taxation." 2008. Journal of Economic Dynamics and Control 32: 2971-3008.

"Productivity in Canada: Does Firm Size Matter?" 2008. Bank of Canada Review Autumn 2008: 5-14. (with Danny Leung and Yaz Terajima)

"Endogenous Incomplete Markets with Investment Risks." 2006. Journal of Economic Dynamics and Control 30: 2143-2165. (with Vincenzo Quadrini)

"Modelling Financial Channels for Monetary Policy Analysis." 2006. Bank of Canada Review Autumn 2006: 33-40. (with Ian Christensen and Ben Fung)

"Entrepreneurship, Wealth Inequality, and Taxation." 2005. Review of Economic Dynamics 8: 688-719.

"Discussion" of 'Does Bank Capital Matter for the Transmission of Monetary Policy?' by Skander J. Van den Heuvel. 2003. In The Evolving Financial System and Public Policy: Proceedings of a Conference held by the Bank of Canada, December 2003, ed. Pierre St-Amant and Carolyn Wilkins, 173-176. Ottawa: Bank of Canada.

"Financial Structure and Economic Growth: A Non-Technical Survey." 2002. Bank of Canada Financial System Review December 2002: 63-65. (with Veronika Dolar) Research Summary

Aled ab Iorwerth, PhD 2000

"How to Measure Government Productivity: A Review Article on 'Measurement of Government Output and Productivity for the National Accounts' (The Atkinson Report)." 2006. International Productivity Monitor 13: 57-74.

"Efficiency Considerations and the Exemption of Food from Sales and Value Added Taxes." 2002. Canadian Journal of Economics 35: 166-182. (with John Whalley)

Pierre Thomas Leger, PhD 2000

"Self - Selection in Migration and Returns to Unobservables." 2009. The Journal of Population Economics 22: 1005-1024. (with B. Dostie)

"Provider Competition in a Dynamic Setting." 2009. The Journal of Economics and Management Strategy 18: 457-486. (with M. Allard and L. Rochaix)

"Estimating Differences between Male and Female Physician Service Provision Using Panel Data." 2008. Health Economics 17: 1295-1315. (with A. Constant)

"Physician Payment Mechanisms." 2008. In Financing Health Care: New Ideas for a Changing Society, ed. Mingshan Lu and Egon Jonsson, 149-176. Weinheim, Germany: Wiley-VCH Press.

"The Cost of Schizophrenia: Lessons from an International Comparison." 2006. Journal of Mental Health Policy and Economics 9: 177-183. (with Ake Blomqvist and J. Hoch)

"The Living Arrangements Dynamics of Sick, Elderly Individuals." 2005. Journal of Human Resources 40: 989-1014. (with B. Dostie)

"Information Asymmetry, Insurance and the Decision to Hospitalize." 2005. Journal of Health Economics 24: 775-793. (with Ake Blomqvist)

"Determinants of Physicians’ Decisions to Specialize." 2005. Health Economics 14: 721-735. (with R. Gagne)

"The Impact of Health Care Cost Increases on Fraud and Waste." 2005. Assurance et Gestion des Risques/Insurance and Risk Management 73: 5-29. (with M. Boyer)

"Quality Control Mechanisms under Capitation Payment for Medical Services." 2000. Canadian Journal of Economics 33: 564-586.

Fuchun Li, PhD 2000

"A Consistent Test for Multivariate Conditional Distributions." Econometric Reviews, forthcoming. (with Greg Tkacz)

"Financial Stress, Monetary Policy, and Economic Activity." 2010. Bank of Canada Review Autumn 2010: 9-18. (with Pierre St-Amant)

"Testing the Parametric Specification of Diffusion Function in a Diffusion Process." 2007. Econometric Theory 23: 221-250.

"A Semiparametric Two-Factor Term Structure Model." 2006. Journal of Financial Econometrics 4: 204-237. (with John Knight and Mingwei Yuan)

"Combining Forecasts with Nonparametic Kernel Regressions." 2004. Studies in Nonlinear Dynamics & Econometrics 8 (4), article 2, 18 pp.

"A Consistent Bootstrap Test for Conditional Density Functions with Time-Series Data." 2004. Journal of Econometrics 133: 863-886. (with Greg Tkacz)

"An Empirical Implementation of a Non-parametric Estimation Approach for a Two-Factor Term Structure Model." 2000. Canadian Journal of Administration Sciences 17: 182-198. (with Mingwei Yuan)

Shannon Seitz, PhD 2000

"Consumption Inequality and Intra-Household Allocations." Review of Economic Studies, forthcoming. (with Jeremy Lise)

"Accounting for Racial Differences in Marriage and Employment." 2009. Journal of Labor Economics 27: 385-437.

"Domestic Violence, Employment, and Divorce." 2006. International Economic Review 47: 1113-1149. (with Audra Bowlus)

"Search Friction in the U.S. Labor Market: Equilibrium Estimates from the PSID." 2000. In Panel Data and Structural Labour Market Models, ed. H. Bunzel, B.J. Christensen, P. Hensen, N.M. Kiefer, and D.T. Mortensen, 145-169. New York, NY: North Holland. (with Audra Bowlus)