Leo Michelis

Office: JOR-223

Telephone: 416-979-5000 ext 7321

Email:michelis at ryerson dot ca

Website: http://economics.ryerson.ca/michelis/

Curriculum Vitae: PDF Form


Ph.D., Queen's University

Research Interests

Applied Econometrics, Theoretical Econometrics, Macro-Monetary Economics

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.

Note: critical values of this paper adopted by EViews, Versions 5 and higher.

Teaching Fields

Econometrics, International Monetary Economics, Macroeconomics

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