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Leo Michelis

Professor
EducationPh.D., Queen's University
OfficeJOR-223
Phone416-979-5000, ext. 557321
Areas of ExpertiseApplied Econometrics, Theoretical Econometrics, Macro-Monetary Economics

Curriculum Vitae (external link, opens in new window) 

 

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

Michelis, L.,  (PDF file) "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., " (PDF file) 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.