Michel Normandin

HEC Montreal - Institute of Applied Economics

3000, ch. de la Côte-Ste-Catherine

Montréal, Quebec H3T 2A7

Canada

SCHOLARLY PAPERS

14

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542

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11

CROSSREF CITATIONS

15

Scholarly Papers (14)

1.

Stock Returns and Monetary Policy: Are There Any Ties?

CIRPEE Working Paper 10-26
Number of pages: 52 Posted: 09 Sep 2010
Hafedh Bouakez, Badye Essid and Michel Normandin
HEC Montréal, HEC Montreal - Institute of Applied Economics and HEC Montreal - Institute of Applied Economics
Downloads 96 (291,534)
Citation 3

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Conditional Heteroscedasticity, Identification, Monetary Policy, Shock Return, Structural Vector Autoregression

2.

Do Tax Cuts Generate Twin Deficits? A Multi-Country Analysis

CIRPEE Working Paper 08-32
Number of pages: 39 Posted: 20 Oct 2008
Martin Boileau and Michel Normandin
University of Colorado at Boulder - Department of Economics and HEC Montreal - Institute of Applied Economics
Downloads 86 (312,389)

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Budget Deficit, External Deficit, Fiscal Policy, Overlapping Generations

3.

An Empirical Analysis of U.S. Aggregate Portfolio Allocations

CIRPEE Working Paper No. 05-03
Number of pages: 35 Posted: 13 Apr 2005
Michel Normandin and Pascal St-Amour
HEC Montreal - Institute of Applied Economics and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 83 (319,319)
Citation 3

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Dynamic hedging, risk aversion, inter-temporal substitution, time-varying investment opportunity set

Equity Premia and State-Dependent Risks

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 44 Posted: 25 Sep 2011
Michel Normandin, Mohammed Bouaddi and Denis Larocque
HEC Montreal - Institute of Applied Economics, The American University in Cairo and HEC Montreal - Department of Management Sciences
Downloads 49 (425,780)

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Consumption-based Capital Asset Pricing Model, Downside and upside consumption and market risks, Mixture of truncated normal distributions

Equity Premia and State-Dependent Risks

CIRPEE Working Paper 10-19
Number of pages: 43 Posted: 21 May 2010
Mohammed Bouaddi, Denis Larocque and Michel Normandin
The American University in Cairo, HEC Montreal - Department of Management Sciences and HEC Montreal - Institute of Applied Economics
Downloads 23 (555,996)

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Mixture of truncated normals, downside and upside consumption and market risks

5.

Fluctuations in the Foreign Exchange Market: How Important are Monetary Policy Shocks?

Cahier de recherche Working Paper No. 08-18
Number of pages: 39 Posted: 18 Sep 2008
Hafedh Bouakez and Michel Normandin
HEC Montréal and HEC Montreal - Institute of Applied Economics
Downloads 69 (354,904)
Citation 10

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Conditional heteroscedasticity, delayed overshooting, exchange rate pass-through, identification, structural vector autoregression, uncovered interest rate parity

6.

Macroeconomic Effects of Terrorist Shocks in Israel

CIRPEE Working Paper 08-20
Number of pages: 25 Posted: 18 Sep 2008
Denis Larocque, Genevieve Lincourt and Michel Normandin
HEC Montreal - Department of Management Sciences, affiliation not provided to SSRN and HEC Montreal - Institute of Applied Economics
Downloads 50 (414,775)

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Goods market, output, price, and terrorist indices, structural vector autoregressions, long-run identifying restrictions, dynamic responses and variance decompositions

7.

The Current Account and the Interest Differential in Canada

HEC Montreal Institute of Applied Economics Working Paper No. IEA-04-09
Number of pages: 31 Posted: 09 Nov 2004
Martin Boileau and Michel Normandin
University of Colorado at Boulder - Department of Economics and HEC Montreal - Institute of Applied Economics
Downloads 47 (425,734)
Citation 2

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International real business cycle, small open economy, habit formation

8.

Canadian Consumption and Portfolio Shares

Canadian Journal of Economics, Vol. 35, pp. 737-756, 2002
Number of pages: 20 Posted: 30 Dec 2002
Michel Normandin and Pascal St-Amour
HEC Montreal - Institute of Applied Economics and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 24 (532,813)
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9.

Canadian and U.S. Financial Markets: Testing the International Integration Hypothesis Under Time-Varying Conditional Volatility

Canadian Journal of Economics Vol. 37, No. 4, pp. 1021-1041, November 2004
Number of pages: 21 Posted: 15 Oct 2004
Michel Normandin
HEC Montreal - Institute of Applied Economics
Downloads 15 (589,044)
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10.

Separating the Wheat from the Chaff: A Disaggregate Analysis of the Effects of Public Spending in the US

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 51, Issue 2, pp. 361-390, 2018
Number of pages: 30 Posted: 07 May 2018
Hafedh Bouakez, Denis Larocque and Michel Normandin
HEC Montréal, HEC Montreal - Department of Management Sciences and HEC Montreal - Institute of Applied Economics
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11.

Do Tax Cuts Generate Twin Deficits? A Multi‐Country Analysis (Est‐Ce Que Des Réductions D’Impôt Engendrent Des Déficits Jumeaux? Une Analyse De Plusieurs Pays)

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 45, Issue 4, pp. 1667-1699, 2012
Number of pages: 33 Posted: 10 Sep 2015
Martin Boileau and Michel Normandin
University of Colorado at Boulder - Department of Economics and HEC Montreal - Institute of Applied Economics
Downloads 0 (711,666)
Citation 1
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12.

Substitution, Risk Aversion, Taste Shocks and Equity Premia

CREFE Working Paper 39
Posted: 13 Apr 1998
Michel Normandin and Pascal St-Amour
HEC Montreal - Institute of Applied Economics and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)

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13.

Aggregate Employment, Real Business Cycles, and Superior Information

Posted: 26 Jan 1998
Martin Boileau and Michel Normandin
University of Colorado at Boulder - Department of Economics and HEC Montreal - Institute of Applied Economics

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14.

Budget Deficit Persistence and the Twin Deficits Hypothesis

Posted: 09 Sep 1996
Michel Normandin
HEC Montreal - Institute of Applied Economics

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