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~institution:"Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)"
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economic models
5
unit roots
5
PRICING
4
econometrics
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ECONOMIC MODELS
3
EVALUATION
3
FINANCIAL MARKET
3
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pricing
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economic equilibrium
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inflation
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Garcia, R.
15
Perron, P.
14
Ng, S.
6
Bonomo, M.
5
Renault, E.
4
Ghysels, E.
2
Luger, R.
2
Bai, J.
1
Bonomo, m.
1
GHYSELS, E.
1
Garcia, r.
1
Kichian, M.
1
Lusardi, A.
1
Moon, H.R.
1
Nabeya, S.
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Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
Département de Sciences Économiques, Université de Montréal
1,176
Econometrics Research Program, Department of Economics
13
Département d'Économie / Department of Economics, Université d'Ottawa / University of Ottawa
2
Bank of Canada
1
Bendheim Center for Finance, Department of Economics
1
Centre de Recherche en Développement Économique <Montréal>
1
Johns Hopkins University / Department of Economics
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Pi-Day Econometrics Conference <2019, Boston, Mass.>
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An Analysis of the Real Interest rate Under Regime Shifts.
Garcia, R.
;
Perron, P.
-
Centre Interuniversitaire de Recherche en Économie …
-
1994
Persistent link: https://www.econbiz.de/10005353051
Saved in:
2
An analysis of Real Interest Rate Under Regime Shifts.
Garcia, R.
;
Perron, P.
-
Centre Interuniversitaire de Recherche en Économie …
-
1991
Persistent link: https://www.econbiz.de/10005729574
Saved in:
3
Asymmetric Smiles, Leverage Effects and Structural Parameters.
Garcia, R.
;
Luger, R.
;
Renault, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
2001
In this paper, we characterize the asymmetric of the smile through multiple leverage effects in a stochastic dynamic asset pricing framework.
Persistent link: https://www.econbiz.de/10005346027
Saved in:
4
Empirical Assessment of an Intertemporal option Pricing Model with Latent variables.
Garcia, R.
;
Luger, R.
;
Renault, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
2001
This assesses the empirical performance of an intertemporal option pricing model with latent variables with generalized the Hull-White stochastic volatility formula.
Persistent link: https://www.econbiz.de/10005346028
Saved in:
5
Letent Variable Models for Stochastic Discount Factors.
Garcia, R.
;
Renault, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
2000
In this paper, we provided a unifying analysis of latent variable models in finance through the concept of stochastic discount factor (SDF).
Persistent link: https://www.econbiz.de/10005353040
Saved in:
6
Indexation, Staggering and Disinflation.
Garcia, R.
;
Bonomo, M.
-
Centre Interuniversitaire de Recherche en Économie …
-
1992
Persistent link: https://www.econbiz.de/10005353064
Saved in:
7
On the Dynamic Specification of International Asset Pricing Models.
Kichian, M.
;
Garcia, R.
;
Ghysels, E.
-
Centre Interuniversitaire de Recherche en Économie …
-
1995
Persistent link: https://www.econbiz.de/10005353088
Saved in:
8
Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation.
Garcia, R.
;
Lusardi, A.
;
Ng, S.
-
Centre Interuniversitaire de Recherche en Économie …
-
1995
Persistent link: https://www.econbiz.de/10005353094
Saved in:
9
Asymptotic Null Contribution of the Likelihood Ratio Test in Markov Switching Models.
Garcia, R.
-
Centre Interuniversitaire de Recherche en Économie …
-
1995
Persistent link: https://www.econbiz.de/10005353102
Saved in:
10
Are the Effects of Monetary Policy Asymmetric?
Garcia, R.
;
Schaller, H.
-
Centre Interuniversitaire de Recherche en Économie …
-
1995
Persistent link: https://www.econbiz.de/10005133058
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