Leo Michelis

Ph.D., Queen's University
Office: JOR-223
Telephone: 416-979-5000, ext. 7321
Email: michelis at ryerson dot ca
Website: http://economics.ryerson.ca/michelis/
Curriculum Vitae: PDF Format
Research Interests
Applied Econometrics, Theoretical Econometrics, Macro-Monetary Economics

Teaching Fields
Econometrics, International Monetary Economics, Macroeconomics

Selected Publications

Michelis, L., " Measuring the contribution of durable goods to the welfare cost of inflation," (with A. Mansoorian), Canadian Journal of Economics, 49(2), 815-833, 2016.

Michelis, L., "The dependence structure between the Canadian stock market and the US/Canada exchange rate: A copula approach," (with C. Ning), Canadian Journal of Economics, 43(3), 1016-1039, 2010.

Michelis, L., "Monetary policy in a small open economy with durable goods and differing cash-in-advance constraints," (with A. Mansoorian), Economics Letters, 107, 246-248, 2010.

Michelis, L., "Money, habits and growth"(with A. Mansoorian), Journal of Economic Dynamics and Control, 29, 1267-1285, 2005.

Michelis, L., "The distributions of the J and Cox nonnested tests in regression models with nearly orthogonal regressors,"Journal of Econometrics, 93, 369-401, 1999.

Michelis, L., "Numerical distribution functions of likelihood ratio tests for cointegration,"(with J.G. MacKinnon and A.A. Haug), Journal of Applied Econometrics, 14, 563-577, 1999.

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