Economics

Leo Michelis, PhD

Graduate Director of Economics Department

OFFICE: JOR-223
TELEPHONE: 416-979-5000 ext 7321
EMAIL: michelis@ryerson.ca
WEBSITE: http://www.economics.ryerson.ca/michelis/

EDUCATION

Ph.D., Queen's University

RESEARCH INTERESTS

Applied Econometrics, Theoretical Econometrics, 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