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Kevin Moran
Kevin Moran
Associate Professor, Université Laval
Adresse e-mail validée de ecn.ulaval.ca
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The role of bank capital in the propagation of shocks
CA Meh, K Moran
Journal of Economic Dynamics and Control 34 (3), 555-576, 2010
6772010
Bank leverage regulation and macroeconomic dynamic
I Christensen, C Meh, K Moran
CIRANO-Scientific Publications 2011s-76, 2011
1672011
Are inflation expectations rational?
D Andolfatto, S Hendry, K Moran
Journal of Monetary Economics 55 (2), 406-422, 2008
1362008
Trend inflation, wage and price rigidities, and productivity growth
R Amano, K Moran, S Murchison, A Rennison
Journal of Monetary Economics 56 (3), 353-364, 2009
952009
Bank capital, agency costs, and monetary policy
C Meh, K Moran
Bank of Canada, 2004
692004
Forecasting regional GDP with factor models: How useful are national and international data?
A Kopoin, K Moran, JP Paré
Economics Letters 121 (2), 267-270, 2013
482013
Inflation expectations and learning about monetary policy
D Andolfatto, S Hendry, K Moran
Bank of Canada, 2002
41*2002
Unifying portfolio diversification measures using Rao’s quadratic entropy
B Carmichael, GB Koumou, K Moran
Journal of Quantitative Economics 21 (4), 769-802, 2023
352023
The linkages between monetary and macroprudential policies
M Jonsson, K Moran
Sveriges Riksbank economic review 1 (2014), 1-21, 2014
302014
Labour markets, liquidity, and monetary policy regimes
D Andolfatto, S Hendry, K Moran
Canadian Journal of Economics/Revue canadienne d'économique 37 (2), 392-420, 2004
262004
Forecasting Canadian time series with the New Keynesian model
A Dib, M Gammoudi, K Moran
Canadian Journal of Economics/Revue canadienne d'économique 41 (1), 138-165, 2008
222008
Simple monetary policy rules in an open-economy, limited-participation model
S Hendry, WM Ho, K Moran
Bank of Canada, 2003
192003
Inflation and Growth: A New Keynesian Perspective
RA Amano, T Carter, K Moran
CIRANO-Scientific Publications 2012s-20, 2012
172012
Estimated DGE models and forecasting accuracy: A preliminary investigation with Canadian Data
K Moran, V Dolar
Bank of Canada, 2002
162002
Rao’s quadratic entropy and maximum diversification indexation
B Carmichael, GB Koumou, K Moran
Quantitative Finance 18 (6), 1017-1031, 2018
14*2018
Learning in the oil futures markets: Evidence and macroeconomic implications
S Leduc, K Moran, RJ Vigfusson
FRB International Finance Discussion Paper, 2016
132016
Exchange rate fluctuations and labour market adjustments in Canadian manufacturing industries
G Bruneau, K Moran
Canadian Journal of Economics/Revue canadienne d'économique 50 (1), 72-93, 2017
12*2017
Trend Inflation, Wage and Price Rigidities, and Welfare
R Amano, K Moran, S Murchison, A Rennison
Bank of Canada, 2007
102007
Bank capital in a quantitative model with financial frictions
C Meh, K Moran
Bank of Canada, mimeo, 2007
102007
Forecasting Canadian Time Series with the New-Keynesian Model
A Dib, M Gammoudi, K Moran
CIRPÉE Working Paper, 2005
82005
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