Claude Lopez

Milken Institute

Director, International Finance and Macroeconomics

1250 Fourth Street

Santa Monica, CA 90401

United States

http://claudelopez.com

SCHOLARLY PAPERS

28

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2,268

CITATIONS
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Top 13,546

in Total Papers Citations

28

Scholarly Papers (28)

Remittances, Inflation and Exchange Rate Regimes in Small Open Economies

Number of pages: 37 Posted: 11 Apr 2008 Last Revised: 09 Jul 2012
Quinnipiac University, Milken Institute and University of Arkansas - Sam M. Walton College of Business
Downloads 294 (86,897)

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Remittances, Exchange rate regimes, Inflation, Panel VAR

Remittances, Inflation and Exchange Rate Regimes in Small Open Economies

The World Economy, Vol. 36, Issue 4, pp. 487-507, 2013
Number of pages: 21 Posted: 04 Apr 2013
Quinnipiac University, Milken Institute and University of Arkansas - Sam M. Walton College of Business
Downloads 1 (588,280)
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2.

A Panel Unit Root Test with Good Power in Small Samples

University of Cincinnati Economics Working Paper No. 2005-01
Number of pages: 34 Posted: 26 Apr 2005
Claude Lopez
Milken Institute
Downloads 206 (116,761)
Citation 1

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Panel Unit Root Test, GLS-detrending

Median-Unbiased Estimation in Df-Gls Regressions and the Ppp Puzzle

University of Cincinnati Economics Working Paper No. 2003-07
Number of pages: 20 Posted: 10 Feb 2004 Last Revised: 09 Jul 2008
Milken Institute, University of Houston - Department of Economics and University of Houston - Department of Economics
Downloads 138 (179,950)

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PPP, persistence

Median-Unbiased Estimation in DF-GLs Regressions and the PPP Puzzle

Banque de France Working Paper No. 338
Number of pages: 25 Posted: 30 Jul 2011
Milken Institute, University of Houston - Department of Economics and University of Houston - Department of Economics
Downloads 23 (454,024)

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PPP puzzle, median-unbiased, persistence

Convergence to Purchasing Power Parity at the Commencement of the Euro

University of Cincinnati, Department of Economics Working Paper No. 2003-08
Number of pages: 22 Posted: 10 Feb 2004
Claude Lopez and David H. Papell
Milken Institute and University of Houston - Department of Economics
Downloads 113 (210,451)
Citation 9

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Convergence to Purchasing Power Parity at the Commencement of the Euro

Review of International Economics, Vol. 15, No. 1, pp. 1-16, February 2007
Number of pages: 16 Posted: 31 Jan 2007
Claude Lopez and David H. Papell
Milken Institute and University of Houston - Department of Economics
Downloads 34 (399,475)
Citation 9
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Convergence to Purchasing Power Parity at the Commencement of the Euro

Review of International Economics, Forthcoming
Posted: 26 Apr 2005
Claude Lopez and David H. Papell
Milken Institute and University of Houston - Department of Economics

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5.

Real Interest Rate Stationarity and Per Capita Consumption Growth Rate

University of Cincinnati, Economics Working Papers Series, Applied Economics, Forthcoming
Number of pages: 18 Posted: 26 Apr 2005 Last Revised: 07 Jul 2008
Claude Lopez and Javier A. Reyes
Milken Institute and University of Arkansas - Sam M. Walton College of Business
Downloads 130 (178,436)
Citation 1

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Interest rates, time breaks, consumption growth rates, unit root

6.

State of the Art Unit Root Tests and Purchasing Power Parity

Journal of Money, Credit and Banking, Vol. 37, No. 2, pp. 361-369, 2005
Number of pages: 15 Posted: 25 Apr 2005
Milken Institute, University of Houston - Department of Economics and University of Houston - Department of Economics
Downloads 119 (183,724)
Citation 9

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PPP, DF-GLS unit root test

Commodity and Equity Markets: Some Stylized Facts from a Copula Approach

Number of pages: 29 Posted: 09 Jul 2012
Anne Laure Delatte and Claude Lopez
Groupe ESC Rouen and Milken Institute
Downloads 109 (216,068)
Citation 2

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copula, commodity market, time varying, tail-dependence, co-movement, equity market

Commodity and Equity Markets: Some Stylized Facts from a Copula Approach

CEPR Discussion Paper No. DP9558
Number of pages: 31 Posted: 17 Jul 2013
Anne Laure Delatte and Claude Lopez
Groupe ESC Rouen and Milken Institute
Downloads 1 (588,280)
Citation 2
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commodity market, comovement, copula, equity market, tail-dependence, time varying

8.

Convergence of Euro Area Inflation Rates

Banque de France Working Paper No. 326
Number of pages: 38 Posted: 07 May 2011
David H. Papell and Claude Lopez
University of Houston - Department of Economics and Milken Institute
Downloads 94 (210,867)

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groupwise convergence, inflation, Euro area, 2008 crisis

9.

Commodity and Equity Markets: Some Stylized Facts from a Copula

Banque de France Working Paper No. 421
Number of pages: 32 Posted: 09 Feb 2013
Anne Laure Delatte and Claude Lopez
Groupe ESC Rouen and Milken Institute
Downloads 59 (267,481)
Citation 2

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copula, commodity market, time varying, tail-dependence, comovement, equity market

10.

Evidence of Purchasing Power Parity for the Floating Regime Period

University of Cincinnati, Economics Working Papers Series
Number of pages: 16 Posted: 27 Jan 2004
Claude Lopez
Milken Institute
Downloads 59 (308,635)
Citation 3

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PPP, panel, GLS-detrending

Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation

Number of pages: 40 Posted: 10 Feb 2010 Last Revised: 02 Mar 2010
Mohitosh Kejriwal and Claude Lopez
Krannert School of Management, Purdue University and Milken Institute
Downloads 27 (431,834)

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Growth Shift, Level Shift, Structural Change, Trend Breaks, Unit Root

Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation

Banque de France Working Paper No. 334
Number of pages: 45 Posted: 30 Jul 2011
Mohitosh Kejriwal and Claude Lopez
Krannert School of Management, Purdue University and Milken Institute
Downloads 25 (442,712)

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growth shift, level shift, structural change, trend breaks, unit root

12.

Euro-Zone Inflation Rates: Stationary or Regime-Wise Stationary Processes

University of Cincinnati Working Paper Series No. WP 2008-02
Number of pages: 8 Posted: 26 Mar 2008 Last Revised: 05 Jul 2012
Claude Lopez
Milken Institute
Downloads 47 (330,614)
Citation 1

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Unit root, Structural Changes, Inflation, convergence

13.

Convergence of Euro Area Inflation Rates

Number of pages: 34 Posted: 26 Nov 2008 Last Revised: 10 Mar 2011
Claude Lopez and David H. Papell
Milken Institute and University of Houston - Department of Economics
Downloads 31 (394,355)

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panel unit root test, convergence, inflation, euro,

14.

Short Note on the Unemployment Rate of the 'French Overseas Regions'

Banque de France Working Paper No. 337
Number of pages: 12 Posted: 30 Jul 2011
Université de la Réunion, Milken Institute and affiliation not provided to SSRN
Downloads 12 (476,759)

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panel unit root, unemployment, hysteresis

15.

Do Real Exchange Rate Appreciations Matter for Growth?

CEPR Discussion Paper No. DP9938
Number of pages: 42 Posted: 02 Jun 2014
Matthieu Bussière, Claude Lopez and Cédric Tille
Banque de France, Milken Institute and Graduate Institute of International and Development Studies (HEI)
Downloads 1 (559,430)
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currency crises, exchange rate, international capital flows, lending boom, small open economy macroeconomics

16.

Central Counterparties Help, But Do Not Assure Financial Stability

Number of pages: 8 Posted: 27 Jul 2017
Claude Lopez and Elham Saeidinezhad
Milken Institute and Milken Institute
Downloads 0 (492,339)

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Central counterparties , systemic risk, financialstability, macroprudential

17.

The Asset Management Industry, Systemic Risk, and Macroprudential Policy

Journal of Financial Transformation, 2017, vol: 45 pp. 121-128
Number of pages: 8 Posted: 17 Apr 2017
Claude Lopez
Milken Institute
Downloads 0 (231,598)

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Asset management; systemic risk; macroprudential

18.

Cross-Border Investment in Europe: From Macro to Financial Data

Number of pages: 37 Posted: 06 Feb 2017
Milken Institute, Milken Institute and Milken Institute
Downloads 0 (372,043)

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FDI, Capital Flows, Cross-Border Investment, Portfolio Investment

19.

US Financial Deregulation: Repeal or Adjust?

Number of pages: 6 Posted: 06 Feb 2017
Claude Lopez and Elham Saeidinezhad
Milken Institute and Milken Institute
Downloads 0 (245,020)

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Dodd-Frank, US deregulation

20.

UK Financial Reforms: Bank of England 2.0

Number of pages: 14 Posted: 06 Feb 2017
Claude Lopez and Elham Saeidinezhad
Milken Institute and Milken Institute
Downloads 0 (282,342)

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UK financial regulation, macroprudential policy, systemic risk

21.

The Economic Impact of Chapter 11 Bankruptcy Versus Out‐Of‐Court Restructuring

Journal of Applied Corporate Finance, Vol. 28, Issue 4, pp. 124-128, 2016
Number of pages: 7 Posted: 20 Jan 2017
Donald Markwardt, Claude Lopez and Ross DeVol
Milken Institute, Milken Institute and Milken Institute
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22.

2016 Global Opportunity Index

Number of pages: 42 Posted: 14 Sep 2016
Milken Institute, Milken Institute and Milken Institute
Downloads 0 (361,605)

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capital flows, FDI, portfolio flows

23.

The Asset Management Industry and Systemic Risk: Is There a Connection?

Number of pages: 32 Posted: 02 Jul 2016
Claude Lopez, Donald Markwardt and Keith Savard
Milken Institute, Milken Institute and Milken Institute
Downloads 0 (178,436)

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asset managers, systemic risk, macroprudential policy, financial stability

24.

Dodd-Frank: Washington, We Have a Problem

Number of pages: 15 Posted: 29 Jun 2016 Last Revised: 30 Jun 2016
Claude Lopez and Elham Saeidinezhad
Milken Institute and Milken Institute
Downloads 0 (293,821)

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Dodd-Frank, macroprudential policy, regulation

25.

Macroprudential Policy: What Does it Really Mean

Number of pages: 14 Posted: 02 Dec 2015
Claude Lopez, Donald Markwardt and Keith Savard
Milken Institute, Milken Institute and Milken Institute
Downloads 0 (382,805)

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systemic risk, macroprudential

26.

Macroprudential Policy: Silver Bullet or Refighting the Last War?

Number of pages: 34 Posted: 02 Oct 2015
Claude Lopez, Donald Markwardt and Keith Savard
Milken Institute, Milken Institute and Milken Institute
Downloads 0 (398,354)

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basel III, macroprudential, regulations, liabilities, systemic risk

27.

Trade Finance: A Catalyst for Growth in Asia

Number of pages: 28 Posted: 02 Oct 2015
Claude Lopez, Stephen Lin and Jakob Wilhelmus
Milken Institute, Milken Institute and Milken Institute
Downloads 0 (415,619)

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trade finance, regulations

28.

GLS Detrending and Regime-Wise Stationarity Testing in Small Samples

U of Cincinnati, Economics Working Paper No. WP 2008-01
Posted: 26 Mar 2008 Last Revised: 19 Nov 2008
Claude Lopez
Milken Institute

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Unit root, Structural Changes, GLS-detrending, Power