Telephone: 416-979-5000 ext 7321
Email:michelis at ryerson dot ca
Curriculum Vitae: PDF Form
Ph.D., Queen's University
Applied Econometrics, Theoretical Econometrics, Macro-Monetary Economics
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.
Econometrics, International Monetary Economics, Macroeconomics