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Leo Michelis Professor Department of Economics Phone: (416) 979-5000 Ext.
7321 Email: michelis@ryerson.ca |
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Curriculum Vitae
Teaching
- ECN 301: Intermediate Macroeconomics I
- ECN 627: Econometrics I
- EF 8902: Macroeconomics
Fields of
Specialization
Econometrics and Macro-Monetary Economics
Selected Publications
The
Transition to a New Inflation Rate in Models with Habit Formation, with A. Mansoorian, Economics
Letters, 2006, 19, pp. 56-60
Money, Habits and Growth,
with A. Mansoorian, Journal of Economic Dynamics and Control, 2005, 29, pp. 1267-1285
Money, Capital and Real
Liquidity Effects with Habit Formation, with A. Mansoorian,
Canadian Journal of Economics, 2005, 38, pp. 430-453
Regional
Convergence in Greece in the 1980s: An Empirical Investigation, with A.
Papadopoulos and G. Papanikos, Applied Economics,
2004, 36, pp. 881-88
Is Europe Ready for the
EMU? A Cointegration Analysis, with J. G.
MacKinnon and A. Haug, Journal of International
Money and Finance, 2000, 19, pp. 419-432
The Distributions of the J
and Cox Nonnested Tests in Regression Models with
Nearly Orthogonal Regressors, Journal of
Econometrics, 1999, 93, pp. 369-401
Numerical Distribution
Functions of Likelihood Ratio Tests for Cointegration,
with J.G. MacKinnon and A.A. Haug, Journal of Applied Econometrics, 1999,
14, pp. 563-577
Note: critical values of
this paper adopted by EViews, Versions 5 and higher
The Null Distribution
of Non-Nested Tests with Nearly Orthogonal Regression Models, Econometric Theory: Problems
and Solutions, Dec. 1996, 12, pp. 870-871
The Distribution of
Non-Nested Tests with Nearly Orthogonal Regression Models, Econometric Theory: Problems
and Solutions, Dec. 1995, 11, pp. 1177-1178
Recent Books
Macroeconomics,
Second Canadian Edition, by B. De Long, M. Olney, A. Mansoorian
and L. Michelis, 2007, McGraw-Hill Ryerson
Exchange Rates,
Economic Integration and the International Economy, edited by L. Michelis and M. Lovewell, 2004,
APF Press