P. Siklos

发表

Integration Among Asia‐Pacific and International Stock Markets: Common Stochastic Trends and Regime Shifts

P. Siklos, P. Ng, 2001 .

Institutional Change and the Velocity of Money: A Century of Evidence

Michael D. Bordo, M. Bordo, P. Siklos, 1997 .

A note on the critical values for the maximum likelihood (seasonal) cointegration tests

Hahn-Shik Lee, P. Siklos, 1995 .

The demand for money in New Zealand in an era of institutional change: Evidence from the 1981–1994 period

P. Siklos, 1995 .

An empirical exploration of revisions in US national income aggregates

Pierre L. Siklos, P. Siklos, 1996 .

The Cross-Border Credit Channel and Lending Standards Surveys

P. Siklos, Andrew J. Filardo, 2018 .

International Effects of Euro Area Forward Guidance

P. Siklos, M. Feldkircher, Maximilian Bock, 2020 .

The Transformation and Performance of Emerging Market Economies Across the Great Divide of the Global Financial Crisis

Michael D. Bordo, M. Bordo, P. Siklos, 2019 .

What Has Publishing Inflation Forecasts Accomplished? Central Banks and Their Competitors

P. Siklos, 2017, The Oxford Handbook of the Economics of Central Banking.

Austerity and Recovery: Exchange Rate Regime Choice, Economic Growth and Financial Crises

Martin T. Bohl, P. Siklos, Philip Michaelis, 2015 .

Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence

Clive W. J. Granger, Pierre L. Siklos, C. Granger, 1995 .

Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia

P. Siklos, Andrew J. Filardo, 2016 .

Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia

P. Siklos, Andrew J. Filardo, 2013 .

The Global Financial Crisis and Central Bank Speak

Pierre L. Siklos, P. Siklos, 2014 .

U.S. Monetary Policy since the 1950s and the Changing Content of FOMC Minutes

P. Siklos, 2019, Southern Economic Journal.

Good Governance of Monetary Policy in Canada: Lessons from the C.D. Howe Institute's Shadow Council

Matthias Neuenkirch, P. Siklos, 2014 .

Communication for Multi-Taskers: Perspectives on Dealing with Both Monetary Policy and Financial Stability

P. Siklos, 2011 .

Do Short Selling Restrictions Destabilize Stock Markets? Lessons from Taiwan

Martin T. Bohl, P. Siklos, Badye Essid, 2011 .

Fundamentals and devaluation expectations in target zones: Some new evidence from the ERM

P. Siklos, Rod Tarajos, 1996 .

Is Hungary Ready for Inflation Targeting?

P. Siklos, I. Ábel, 2001 .

Is Hungary Ready for Inflation Targeting?

P. Siklos, I. Ábel, 2001 .

Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule

Martin T. Bohl, P. Siklos, 2009 .

The Role of Asset Prices in Euro Area Monetary Policy: Specification and Estimation of Policy Rules and Implications for the European Central Bank

Martin T. Bohl, P. Siklos, 2005 .

Pitfalls and Opportunities for the Conduct of Monetary Policy in a World of High-Frequency Data

P. Siklos, 1996 .

No Single Definition of Central Bank Independence is Right for All Countries

P. Siklos, 2008 .

Political and Economic Determinants of Interest Rate Behavior: Are Central Banks Different?

P. Siklos, David R. Johnson, 1996 .

“Paolo Baffi” Centre on Central Banking and Financial Regulation

P. Siklos, 2008 .

Exchange Rate Shocks in Multicurrency Interbank Markets

P. Siklos, Martin Stefan, 2021, SSRN Electronic Journal.

Inflation expectations surveys: a review of some survey design choices and their implications

P. Siklos, Monique Reid, 2021, Studies in Economics and Econometrics.

The Coupling and Decoupling of Business Cycles in Historical Perspective: Scandinavian Evidence from the Early 19th Century

P. Siklos, 2009 .

Communications Challenges for Multi-Tasking Central Banks: Evidence, Implications†

P. Siklos, 2014 .

INFLATION TARGETING: IT'S NOT BROKE, IT DOESN'T NEED FIXING, BUT CAN IT SURVIVE?

P. Siklos, 2010 .

Do Actions Speak Louder than Words? Evaluating Monetary Policy at the Bundesbank

Martin T. Bohl, P. Siklos, 2007 .

A Suggestion for a Simple Cross-Country Empirical Proxy for Trend Unemployment

P. Siklos, Stephen Murchison, 1998 .

Dectecting speculative bubbles in stock prices: A new approach and some evidence for the US

Martin T. Bohl, P. Siklos, 2001 .

Convergence in Interest Rates and Inflation Rates Across Countries and Over Time

M. Wohar, P. Siklos, 1997 .

Austerity and recovery: Exchange rate regime choice, economic growth, and financial crises

Martin T. Bohl, P. Siklos, Philip Michaelis, 2016 .

Book ReviewCarlo Cottarelli and Gyorgy Szapary (Eds.), Moderate Inflation: The Experience of Transitional Economies. Washington, D.C.: International Monetary Fund, 1998. ix + 283 pp., no index, $25.00

P. Siklos, 1999 .

Central Bank Credibility, Reputation and Inflation Targeting in Historical Perspective

M. Bordo, P. Siklos, 2014 .

The Term Spread International Evidence of Non-Linear Adjustment

P. Siklos, A. Haug, 2004 .

Do Words Speak Louder than Actions? The Conduct of Monetary Policy at the Bundesbank

Martin T. Bohl, P. Siklos, 2000 .

Political Effects on Central Bank Behaviour: Some International Evidence

P. Siklos, David R. Johnson, 1994 .

As Good as it Gets? The International Dimension to Canada's Monetary Policy Strategy Choices

P. Siklos, 2008 .

Optimal Monetary Policy Rules and Inflation Targets: Are Australia, Canada, and New Zealand Different from the Us?

Sean M. Collins, P. Siklos, 2004 .

Inflation Targeting Around the World

P. Siklos, 2007 .

Unpacking Macroprudential Policies: Strengths and Weaknesses

P. Siklos, Samantha St. Amand, Idris Ademuyiwa, 2018 .

The Economics of Deflation

P. Siklos, 2005 .

Canada's Experiment with a Floating Exchange Rate During the 1950s And Its Fear of Appreciation*

P. Siklos, 2008 .

Boom-and-Bust Cycles in Emerging Markets: How Important is the Exchange Rate?

P. Siklos, 2017, Journal of Macroeconomics.

The macroeconomic response to real and financial factors, commodity prices, and monetary policy: International evidence

P. Siklos, 2021 .

How Firms and Experts View The Phillips Curve: Evidence from Individual and Aggregate Data from South Africa

P. Siklos, Monique Reid, 2022 .

A Survey of the International Evidence and Lessons Learned About Unconventional Monetary Policies: Is a ‘New Normal’ In Our Future?

P. Siklos, Samantha St. Amand, D. Lombardi, 2019, Contemporary Topics in Finance.

Emerging Market Yield Spreads: Domestic, External Determinants, and Volatility Spillovers

P. Siklos, 2008 .

Macroeconomic Implications of Financial Frictions in the Euro Zone

P. Siklos, 2015, Comparative Economic Studies.

Benchmarking Macroprudential Policies: An Initial Assessment

P. Siklos, D. Lombardi, 2016 .

Monetary Policy, Financial Stability and the Macroprudential Illusion?

P. Siklos, 2018 .

CAMA Centre for Applied Macroeconomic Analysis What Has Publishing Inflation Forecasts Accomplished ? Central Banks and Their Competitors CAMA Working Paper 7 / 2018 January 2018

P. Siklos, 2018 .

What's in a Second Opinion? Shadowing the ECB and the Bank of England

Matthias Neuenkirch, P. Siklos, 2012 .

Is the MCI a Useful Signal of Monetary Policy Conditions? An Empirical Investigation

P. Siklos, 2000 .

Central Bank Mandates: How Differences Can Influence the Content and Tone of Central Bank Communication

Martin T. Bohl, P. Siklos, D. Kanelis, 2022, Journal of International Money and Finance.

What Has Driven Chinese Monetary Policy Since 1990? Investigating the People's Bank's Policy Rule

P. Siklos, R. Burdekin, 2006 .

The Bundesbank's Communications Strategy and Policy Conflicts with the Federal Government

Martin T. Bohl, P. Siklos, 2005 .

Taking Monetary Aggregates Seriously

P. Siklos, 2010 .

Together or Apart? Monetary Policy Divergences in the G4

P. Siklos, D. Lombardi, S. Howorth, 2018, Open Economies Review.

Managed Floating as a Strategy to Achieve Selected Monetary Policy Objectives

P. Siklos, 2006 .

Asymmetric adjustment from structural booms and slumps

P. Siklos, 2002 .

REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY

C. Granger, P. Siklos, 1997, Macroeconomic Dynamics.

Privatizing a Banking System: A Case Study of Hungary

P. Siklos, I. Ábel, 2001 .

When is Lift-Off? Evaluating Forward Guidance from the Shadow

Matthias Neuenkirch, P. Siklos, 2014, Open Economies Review.

Asset Prices in Taylor Rules: Specification, Estimation, and Policy Implications for the ECB

Martin T. Bohl, P. Siklos, T. Werner, 2004, SSRN Electronic Journal.

Together or Apart? Monetary Policy Divergences in the G4

P. Siklos, D. Lombardi, Samuel Howorth, 2019, Open Economies Review.

Identifying the Shocks Driving Inflation in China

P. Siklos, Yang Zhang, 2007 .

Inflation, Disinflation, and Deflation in China: Identifying the Shocks Driving Inflation*

P. Siklos, 2006 .

The Potential Consequences of Alternative Exchange Rate Regimes: A Study of Three Candidate Regions

Anton Korinek, P. Siklos, Eduard Hochreiter, 2002 .

Alternative exchange-rate regimes: The options for Latin America

P. Siklos, Eduard Hochreiter, 2002 .

"FROM FLOATING TO MONETARY UNION: THE ECONOMIC DISTANCE BETWEEN EXCHANGE RATE REGIMES"

P. Siklos, Eduard Hochreiter, 2004 .

Choosing an Exchange Rate Regime: The Role of Economic Distance and Aggregate Shocks

P. Siklos, Oesterreichische Nationalbank, Eduard Hochreiter, 2003 .

The Bank of Canada and Financial Stability: A New Mandate?

Michael D. Bordo, M. Bordo, P. Siklos, 2019, SSRN Electronic Journal.

Central Banks: Evolution and Innovation in Historical Perspective

Michael D. Bordo, M. Bordo, P. Siklos, 2017 .

Data Revisions, Gradualism, and US Inflation Pressure in Real Time

P. Siklos, Diana N. Weymark, 2008 .

Central Bank Credibility before and after the Crisis

M. Bordo, P. Siklos, 2015 .

The Behavior of Short-Term Interest Rates: International Evidence of Non-Linear Adjustment

P. Siklos, A. Haug, 2006 .

Oceans Apart? China and Other Systemically Important Economies

P. Siklos, Hongyi Chen, 2020, SSRN Electronic Journal.

Global Inflation Dynamics and Inflation Expectations

P. Siklos, M. Feldkircher, Martin Feldkircher, 2018, International Review of Economics & Finance.

Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach

P. Siklos, C. Gross, 2018, Journal of Applied Econometrics.

Fears of Deflation and Policy Responses then and Now

P. Siklos, R. Burdekin, 2002 .

Building Credibility and Influencing Expectations- The Evolution of Central Bank Communication

P. Siklos, Monique Reid, 2020 .

Cointegration and Threshold Adjustment

W. Enders, P. Siklos, 1998 .

Books Received

P. Siklos, 1998, Slavic Review.

The Role of Financial Journalists in the Expectations Channel of the Monetary Transmission Mechanism

P. Siklos, T. Guetterman, S. Du Plessis, 2020, Research in International Business and Finance.

Information transmission under increasing political tensions—Evidence from the Berlin Produce Exchange 1887–1896

Martin T. Bohl, P. Siklos, A. Pütz, 2020 .

The Anatomy of Inflation: An Economic History Perspective

Martin T. Bohl, P. Siklos, 2018, Handbook of the History of Money and Currency.

Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?

Martin T. Bohl, P. Siklos, Martin Stefan, 2019, Journal of Commodity Markets.

Monetary Policy Setting in Australia, Canada and the Euro Area: Insights from the Shadows

P. Siklos, Samantha St. Amand, D. Lombardi, 2019, Economic Record.

Central Bank Credibility: An Historical and Quantitative Exploration

Michael D. Bordo, M. Bordo, P. Siklos, 2015 .

Central Banks into the Breach: From Triumph to Crisis and the Road Ahead

P. Siklos, 2017 .

Forecast Disagreement and the Inflation Outlook: New International Evidence

P. Siklos, 2016 .

Sources of Disagreement in Inflation Forecasts: An International Empirical Investigation

P. Siklos, 2012 .

Sources of disagreement in inflation forecasts : a cross-country empirical investigation

P. Siklos, 2010 .

The Changing Face of Central Banking: Evolutionary Trends since World War II

P. Siklos, 2002 .

Central Banking's Long March Over the Decades

P. Siklos, J. Sturm, D. Mayes, 2019, The Oxford Handbook of the Economics of Central Banking.

Capital Flows in a Transitional Economy and the Sterilization Dilemma: The Hungarian Case

P. Siklos, 1996, SSRN Electronic Journal.

Armageddon and the Stock Market: US, Canadian and Mexican Market Responses to the 1962 Cuban Missile Crisis

P. Siklos, R. Burdekin, 2020, SSRN Electronic Journal.

Volatility Clustering in Real Interest Rates: International Evidence

P. Siklos, Les Skoczylas, 2002 .

Quantifying the Impact of the November 2014 Shanghai-Hong Kong Stock Connect

P. Siklos, R. Burdekin, 2017, International Review of Economics & Finance.

Les organisations-partenaires / The Partner Organizations

C. Granger, P. Siklos, Eric Ghysels, 2022 .

Establishing central bank independence: recent experiences in developing countries

P. Siklos, 1995 .

Looking into the rear-view mirror: Lessons from Japan for the Eurozone and the U.S?

P. Siklos, 2021 .

Central Bank Digital Currency: a Review and Some Macro-Financial Implications

P. Siklos, Hongyi Chen, 2021, SSRN Electronic Journal.

Are short sellers positive feedback traders? Evidence from the global financial crisis ☆

Martin T. Bohl, P. Siklos, A. Klein, 2013 .

Monetary aggregates as indicators of economic activity in Canada: empirical evidence

P. Siklos, A. Barton, 2001 .

Income Velocity and Institutional Change: Some New Time Series Evidence, 1870-1986

P. Siklos, 1993 .

The Common Development of Institutional Change as Measured by Income Velocity: A Century of Evidence from Industrialized Countries

Michael D. Bordo, M. Bordo, P. Siklos, 1993 .

SOME QUALMS ABOUT THE TEST OF THE INSTITUTIONALIST HYPOTHESIS OF THE LONG-RUN BEHAVIOR OF VELOCITY: REPLY

B. Raj, P. Siklos, 1988 .

Fiscal and monetary institutions and policies: onward and upward?

P. Siklos, R. Burdekin, Mark Hallerberg, 2011 .

Price inertia and policy ineffectiveness in the United States, 1890-1984: A reappraisal

P. Siklos, 1990 .

Immigrant Class and the Use of Unemployment Insurance by Recent Immigrants in Canada: Evidence from a New Data Base, 1980 to 1995 1

P. Siklos, Bill Marr, 1999 .

Money Velocity with Costly Credit

P. Siklos, Max Gillman, J. L. Silver, 1997 .

Foreign exchange market intervention in two small open economies: the Canadian and Australian experience

P. Siklos, Jeff Rogers, J. M. Rogers, 2003 .

Estimating Taylor-Type Rules: An Unbalanced Regression?

M. Wohar, P. Siklos, 2004 .

A Survey of the International Evidence and Lessons Learned About Unconventional Monetary Policies: Is a ‘New Normal’ in Our Future?

P. Siklos, Samantha St. Amand, D. Lombardi, 2018, Journal of Economic Surveys.

Central banking and monetary policy: Which will be the post-crisis new normal?

C. Goodhart, R. Mahieu, D. Miles, 2016 .

Determinants of Emerging Market Spreads: Domestic, Global Factors, and Volatility

P. Siklos, 2008 .

European Stock Markets and the ECB's Monetary Policy Surprises

Martin T. Bohl, P. Siklos, David Sondermann, 2008 .

Revisiting the Shocking Aspects of Asian Monetary Unification

P. Siklos, Hans Genberg, 2009 .

Capital flows in a transitional economy and the sterilization dilemma: The hungarian experience, 1992–97

P. Siklos, 2000 .

Capital Flows in a Transitional Economy and the Sterilization Dilemma: The Hungarian Experience, 1992-97

P. Siklos, 1998 .

HYPERINFLATIONS: THEIR ORIGINS, DEVELOPMENT AND TERMINATION

P. Siklos, 1990 .

Is Sterilized Intervention Effective? New International Evidence

P. Siklos, Diana N. Weymark, 2007 .

The Transmission of Financial Shocks on a Global Scale: Some New Empirical Evidence

P. Siklos, D. Lombardi, Georges-Charbel Beaino, 2018, Emerging Markets Finance and Trade.

Crippled Monetary Policy in Transforming Economies: Why Central Bank Independence Does not Restore Control

P. Siklos, J. Bonin, I. Ábel, 1994 .

Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010

P. Siklos, R. Burdekin, 2011 .

A Failure to Cooperate? Raising the Risks and Challenges of Exiting Unconventional Monetary Policies

P. Siklos, Samantha St. Amand, D. Lombardi, 2014 .

Tales of Parallel Currencies: The Early Soviet Experience

P. Siklos, 1995 .

Not Quite as Advertised: Canada's Managed Float in the 1950s and Bank of Canada Intervention

P. Siklos, 2008 .

Measuring the Impact of Intervention on Exchange Market Pressure

P. Siklos, Diana N. Weymark, 2006 .

Macroeconomic Consequences of the Real-Financial Nexus: Imbalances and Spillovers between China and the U.S

P. Siklos, Ke Pang, 2015, SSRN Electronic Journal.

Trading Behavior During Stock Market Downturns: The Dow, 1915 - 2004

Martin T. Bohl, P. Siklos, 2005 .

Real Exchange Rate Targeting in Economies in Transition and the Sterilization Problem: The Hungarian Experience

P. Siklos, I. Ábel, 2019, Exchange-Rate Policies for Emerging Market Economies.

Constraints on Enterprise Liquidity and Its Impact on the Monetary Sector in Formerly Centrally Planned Economies

P. Siklos, I. Ábel, 1994 .

Great inflations of the 20th century : theories, policies, and evidence

P. Siklos, 1995 .

Assessing the Impact of Changes in Transparency and Accountability at the Bank of Canada

P. Siklos, 2003 .

Monetary Policy Transparency, Public Commentary, and Market Perceptions About Monetary Policy in Canada

P. Siklos, 2000, SSRN Electronic Journal.

Macro-Financial Linkages: Theory and Applications

T. Havránek, P. Siklos, A. Derviz, 2011 .

What do central banks talk about? A European perspective on central bank communication

P. Siklos, M. Feldkircher, Paul Hofmarcher, 2021 .

Hungary's entry into the euro area: Lessons for prospective members from a monetary policy perspective

P. Siklos, 2006 .

We use a ratio of these two EMP measures to assess the effectiveness of sterilized intervention in Canada and Australia

P. Siklos, 2006 .

Inflation Target Design, Changing Inflation Performance and Persistence in Industrial Countries

P. Siklos, 1998 .

When is Lift-Off? Evaluating Forward Guidance from the Shadow

Matthias Neuenkirch, P. Siklos, 2014 .

How Monetary Policy Is Made: Two Canadian Tales

Matthias Neuenkirch, P. Siklos, 2013 .

Mindentől függetlenül. A monetáris politika hatása a gazdasági ciklusra Magyarországon [Irrespective of everything. The effect of monetary policy on the economic cycle]

P. Siklos, I. Ábel, 2007 .

Central Bank Behavior, the Institutional Framework, and Policy Regimes: Inflation Versus Noninflation Targeting Countries

P. Siklos, 2004 .

Optimal Reaction Functions, Taylor's Rule and Inflation Targets: The Experiences of Dollar Bloc Countries

Sean M. Collins, P. Siklos, 2001 .

Central Bank Reaction Functions in Inflation and Non-Inflation Targeting Countries: Are They Informative About the Conduct of Monetary Policy?

P. Siklos, Stephen Murchison, 1998 .

Fiscal and Monetary Policies in the Transition: Searching for the Credit Crunch

P. Siklos, I. Ábel, 2019, Establishing Monetary Stability in Emerging Market Economies.

The Bundesbank's Inflation Policy and Asymmetric Behavior of the German Term Structure

Martin T. Bohl, P. Siklos, 2002 .

Speculative activity and returns volatility of Chinese agricultural commodity futures

Martin T. Bohl, P. Siklos, Claudia Wellenreuther, 2017 .

Speculative Activity and Returns Volatility of Chinese Major Agricultural Commodity Futures

Martin T. Bohl, P. Siklos, Claudia Wellenreuther, 2017 .

Can We Put Money Back into Monetary Policy ? A Canadian Perspective

P. Siklos, A. Greenspan, W. Laurier, 1998 .

Did the great influenza of 1918–1920 trigger a reversal of the first era of globalization?*

P. Siklos, 2021, International Economics and Economic Policy.

Do Short Selling Restrictions Destabilize Stock Returns? Lessons from Taiwan

Martin T. Bohl, P. Siklos, Badye Essid, 2010 .

Varieties of Monetary Reforms

P. Siklos, 1994 .

The Effect of Canadian and U.S. M1 Announcements on Canadian Financial Markets: The Crow Years

P. Siklos, John Anusiewicz, 1998 .

Short Selling Bans and Institutional Investors' Herding Behavior: Evidence from the Global Financial Crisis

Martin T. Bohl, P. Siklos, A. Klein, 2011 .

Série Scientifique Scientific Series N o 95 s19 IS SEASONAL ADJUSTMENT A LINEAR OR NONLINEAR DATA FILTERING PROCESS ?

Eric Ghysels, Clive W. J. Granger, Pierre L. Siklos, 1997 .

Stock Return Seasonalities and Investor Structure: Evidence from China's B-Share Markets

Martin T. Bohl, P. Siklos, M. Schuppli, 2009 .

Stock Return Seasonalities and Investor Structure: Evidence From China's B-Share Market

P. Siklos, 2008 .

Monetary Policy Transmission in Systemically Important Economies and China’s Impact

P. Siklos, D. Lombardi, Xiangyou Xie, 2018, Journal of Asian Economics.

Inflation and Monetary Policy: What South African Newspapers Report in an Era of Policy Transparency

Zinette Bergman, M. Bergman, P. Siklos, 2019, Journal of Economic Issues.

Do Words Speak Louder than Actions? Monetary Policy at the Bundesbank

Martin T. Bohl, P. Siklos, 1999 .

What Drives Household Inflation Expectations in South Africa? Demographics and Anchoring Under Inflation Targeting

P. Siklos, S. Du Plessis, Monique Reid, 2018 .

Do Central Banks React to the Stock Market? The Case of the Bundesbank

Martin T. Bohl, P. Siklos, T. Werner, 2007 .

Meeting Maastricht: Nominal convergence of the new member states toward EMU

P. Siklos, 2010 .

Macroeconomic Implications of Financial Frictions in the Euro Zone

P. Siklos, 2015, Comparative Economic Studies.

The Ill Wind that Blows from Europe: Implications for Canada's Economy

P. Siklos, 2014 .

Relative Price Shocks, Inflation Expectations, and the Role of Monetary Policy

P. Siklos, 2009 .

Metal prices made in China? A network analysis of industrial metal futures

P. Siklos, Martin Stefan, Claudia Wellenreuther, 2020 .

Signed Spillover Effects Building on Historical Decompositions

P. Siklos, V. Volkov, M. Dungey, 2017 .

Explaining Movements in the NZ Dollar - Central Bank Communication and the Surprise Element in Monetary Policy?

P. Siklos, Özer Karagedikli, 2008 .

THE DEFICIT - INTEREST RATE LINK: EMPIRICAL EVIDENCE FOR CANADA

P. Siklos, 1988 .

The Credit Cycle and the Business Cycle in Canada and the U.S.: Two Solitudes?

P. Siklos, 2012 .

A Markov Switching Approach to Herding

Martin T. Bohl, P. Siklos, A. Klein, 2016 .

Fears of Deflation Then and Now

P. Siklos, R. Burdekin, 2001 .

Government Bond Yields at the Effective Lower Bound: International Evidence

P. Siklos, Samantha St. Amand, D. Lombardi, 2017 .

The link between money and prices under different policy regimes: The postwar Hungarian experience

P. Siklos, 1990 .

What Can We Learn from Comprehensive Data Revisions for Forecasting Inflation: Some US Evidence

P. Siklos, 2006 .

An Empirical Analysis of the Link Between Immigration and Unemployment in Canada

P. Siklos, W. Marr, 1994 .

Policy Words and Policy Deeds: The ECB and the Euro

Martin T. Bohl, P. Siklos, Pierre L. Siklos, 2008 .

“Paolo Baffi” Centre on Central Banking and Financial Regulation

P. Siklos, K. Banaian, 2008 .

Secrets to the successful Hungarian bank privatization: the benefits of foreign ownership through strategic partnerships

P. Siklos, I. Ábel, 2004 .

War Finance, Reconstruction, Hyperinflation, and Stabilization in Hungary, 1938-48

P. Siklos, 1991 .

The Credit Cycle and the Business Cycle in Canada and the United States: Two Solitudes?

P. Siklos, B. Lavender, 2015 .

Financial Frictions and Credit Spreads

P. Siklos, Ke Pang, 2010 .

The End of the Hungarian Hyperinflation of 1945-1946

P. Siklos, 1989 .

The Quality of Monetary Policy and Inflation Performance: Globalization and its Aftermath

Martin T. Bohl, P. Siklos, D. Mayes, 2009, SSRN Electronic Journal.

A Note on the Impact of the Inclusion of an Anchor Number in the Inflation Expectations Survey Question

P. Siklos, S. Du Plessis, Monique Reid, 2020 .

Interpreting a Change in Monetary Policy Regimes: A Reappraisal of the First Hungarian Hyperinflation and Stabilization, 1921-1928

P. Siklos, 1991 .

Inflation Forecasts in Asia and the Pacific: Performance, Disagreement and Spillovers

P. Siklos, 2014 .

Central Bank Credibility before and after the Crisis

M. Bordo, P. Siklos, 2016, Open Economies Review.

Has Inflation Targeting Improved Monetary Policy? Evaluating Policy Effectiveness in Australia, Canada, and New Zealand

P. Siklos, Diana N. Weymark, 2009 .

Abstract Has Inflation Targeting Improved Monetary Policy ? Evaluating Policy Effectiveness in Australia , Canada , and New Zealand

P. Siklos, W. Laurier, Diana N. Weymark, 2009 .

Understanding the Great Depression in the United States versus Canada

P. Siklos, 2003 .

News, Selectivity Bias, and Financial Asset Prices: A Study of Five Countries

P. Siklos, Paul G. Robinson, 2000 .

Central bank transparency: another look

P. Siklos, 2010 .

The effect of index futures trading on volatility: Three markets for Chinese stocks

Martin T. Bohl, P. Siklos, Jeanne Diesteldorf, 2015 .

The Changing Face of Central Banking

P. Siklos, 2002 .

Networks and trade costs in commodity markets during the late nineteenth century: a new dataset and evidence

P. Siklos, A. Pütz, Christoph Sulewski, 2020 .

Asset Price Spillovers from Unconventional Monetary Policy: A Global Empirical Perspective

P. Siklos, Samantha St. Amand, D. Lombardi, 2017 .

The Global Financial Crisis and the Language of Central Banking: Central Bank Guidance in Good Times and in Bad

P. Siklos, Pierre L. Siklos, 2013 .

The Global Financial Crisis and Central Bank Speak: Central Bank Guidance in Good Times and in Bad

P. Siklos, 2013 .

Faceoff: Should the Bank of Canada Release its Projections of the Interest Rate Path? - The Cases for and Against

P. Siklos, Andrew Spence, 2010 .

No Single Definition of Central Bank Independence is Right for All Countries

P. Siklos, 2008 .

CAMA Centre for Applied Macroeconomic Analysis What Has Publishing Inflation Forecasts Accomplished ? Central Banks and Their Competitors CAMA Working Paper 7 / 2018 January 2018

P. Siklos, 2018 .

“Who pays the piper calls the tune” – Networks and transaction costs in commodity markets

P. Siklos, A. Pütz, Christoph Sulewski, 2019 .

Inflation Dynamics: Expectations, Structural Breaks and Global Factors

P. Siklos, 2020, SSRN Electronic Journal.

US Monetary Policy Since the 1950s and the Changing Content of FOMC Minutes

P. Siklos, 2019, SSRN Electronic Journal.

Forecast Disagreement and the Anchoring of Inflation Expectations in the Asia-Pacific Region

P. Siklos, 2013 .

Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?

C. Granger, P. Siklos, Eric Ghysels, 1996 .

The unemployment insurance compensation experience of immigrants in Canada, 1980–1988

P. Siklos, W. Marr, 1998, Journal of population economics.

Price Discovery in Chinese Index Futures Markets

Martin T. Bohl, P. Siklos, Jeanne Diesteldorf, 2016 .

What Drove the Mid-2000s Explosiveness in Alternative Energy Stock Prices? Evidence from U.S., European and Global Indices

Martin T. Bohl, P. Siklos, P. Kaufmann, 2015 .

The role of fiscal policy in the St. Louis model: Nonparametric estimates for a small open economy

B. Raj, P. Siklos, 1988 .

Output-inflation trade-offs: Some new evidence from postwar U.S. quarterly data☆

P. Siklos, 1988 .

Cyclical Fluctuations in US Monetary Policy and Output: A Test of Their Relationship

P. Siklos, 1987, Studies in Economics and Econometrics.

Unit root behavior in velocity: Cross-country tests using recursive estimation

P. Siklos, 1989 .

On the (mis)specification of seasonality and its consequences: An empirical investigation with US data

Hahn-Shik Lee, P. Siklos, Eric Ghysels, 1993 .

Revisiting the Coyne Affair: A Singular Event that Changed the Course of Canadian Monetary History

P. Siklos, 2010 .

The Fed's Reaction to the Stock Market During the Great Depression: Fact or Artefact?

P. Siklos, 2007 .

Gold Resumption and the Deflation of the 1870's

Richard C. K. Burdekin, Pierre L. Siklos, P. Siklos, 2011 .

CAMA Centre for Applied Macroeconomic Analysis Speculative Activity and Returns Volatility of Chinese Major Agricultural Commodity Futures CAMA Working Paper 6 / 2018 January 2018

Martin T. Bohl, P. Siklos, Claudia Wellenreuther, 2017 .

International Effects of Euro Area Forward Guidance*

P. Siklos, Maximilian Böck, Martin Feldkircher, 2021 .

Short-selling Bans and the Global Financial Crisis: Are They Interconnected?

Martin T. Bohl, P. Siklos, Badye Essid, 2018 .

The Present Value Model of Us Stock Prices Redux: A New Testing Strategy and Some Evidence

Martin T. Bohl, P. Siklos, 2002 .

The euro area stock market channel: Does one size fit all? ☆

Martin T. Bohl, P. Siklos, David Sondermann, 2009 .

Monetary Policy Transmission in Systemically Important Economies and China’s Impact

P. Siklos, A. BancadiSanMarioS.p., Domenico Lombardi, 2018, Journal of Asian Economics.

Are Short Sellers Positive Feedback Traders? Evidence from the Global Financial Crisis

Martin T. Bohl, P. Siklos, A. Klein, 2012 .

Do Short Selling Restrictions Destabilize Stock Returns? Lessons from Taiwan

Martin T. Bohl, P. Siklos, Badye Essid, 2010 .