Kevin Moran

Laval University - Department of Economics

Assistant Professor

2325 Rue de l'Université

Ste-Foy, Quebec G1K 7P4 G1K 7P4

Canada

SCHOLARLY PAPERS

14

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852

SSRN CITATIONS
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Top 26,628

in Total Papers Citations

0

CROSSREF CITATIONS

26

Scholarly Papers (14)

1.

Bank Leverage Regulation and Macroeconomic Dynamic

CIRANO - Scientific Publications 2011s-76
Number of pages: 42 Posted: 05 Feb 2012
Ian Christensen, Césaire Meh and Kevin Moran
Government of Canada - Bank of Canada, Government of Canada - Bank of Canada and Laval University - Department of Economics
Downloads 307 (100,502)
Citation 25

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Moral hazard, bank capital, countercyclical capital requirements, leverage, monetary policy

2.

Unifying Portfolio Diversification Measures Using Rao's Quadratic Entropy

CRREP Working Paper 2015-02
Number of pages: 45 Posted: 26 May 2015 Last Revised: 29 Mar 2018
Université Laval, affiliation not provided to SSRN and Laval University - Department of Economics
Downloads 160 (189,167)
Citation 4

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Portfolio diversification, Rao's quadratic entropy, Diversification return, Diversification ratio, Portfolio variance normalized, Gini-Simpson index, Markowitz's utility function, Bouchaud's general free utility

Forecasting Canadian Time Series with the New-Keynesian Model

CIRPÉE Working Paper No. 05-27
Number of pages: 42 Posted: 11 Oct 2005
Ali Dib, Mohamed Gammoudi and Kevin Moran
Bank of Canada - Department of Monetary and Financial Analysis, Bank of Canada and Laval University - Department of Economics
Downloads 94 (283,945)
Citation 2

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New Keynesian Model, Forecasting model

Forecasting Canadian Time Series with the New Keynesian Model

Canadian Journal of Economics, Vol. 41, Issue 1, pp. 138-165, February 2008
Number of pages: 28 Posted: 11 Jan 2008
Ali Dib, Mohamed Gammoudi and Kevin Moran
Bank of Canada - Department of Monetary and Financial Analysis, Bank of Canada and Laval University - Department of Economics
Downloads 7 (641,522)
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4.

Inflation and Growth: A New Keynesian Perspective

CIRANO - Scientific Publications 2012s-20
Number of pages: 25 Posted: 23 Jul 2012
Robert A. Amano, Tom Carter and Kevin Moran
Bank of Canada & CREFE, Princeton University and Laval University - Department of Economics
Downloads 48 (403,491)
Citation 1

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non-superneutrality, endogenous growth, welfare costs of inflation

5.

Bank Capital, Credit Market Frictions and International Shocks Transmission

Number of pages: 42 Posted: 15 Nov 2013 Last Revised: 02 Sep 2014
Laval University - Department of Economics, Laval University - Department of Economics and Ministry of Finance, Quebec
Downloads 47 (407,011)

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Bank capital; credit channel; exchange rate channel; monetary policy

6.

Learning in the Oil Futures Markets: Evidence and Macroeconomic Implications

FRB International Finance Discussion Paper No. 1179
Number of pages: 49 Posted: 13 Sep 2016
Federal Reserve Banks - Federal Reserve Bank of San Francisco, Laval University - Department of Economics and Federal Reserve Board - Trade and Quantitative Studies
Downloads 46 (410,628)

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Kalman filter, Time-variation, Inventories, Conditional response

A New Formulation of Maximum Diversification Indexation Using Rao's Quadratic Entropy

CRREP working paper 2015-09
Number of pages: 27 Posted: 30 Mar 2018
Université Laval, affiliation not provided to SSRN and Laval University - Department of Economics
Downloads 45 (422,149)
Citation 1

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Rao’s Quadratic Entropy, Portfolio Diversification, Maximum Diversification Indexation, Diversification Ratio, Most Diversified Portfolio

Rao’s Quadratic Entropy and Maximum Diversification Indexation

CARMICHAEL, Benoît, KOUMOU, Gilles Boevi, et MORAN, Kevin. Rao’s quadratic entropy and maximum diversification indexation. Quantitative Finance, 2018, vol. 18, no 6, p. 1017-1031.
Posted: 08 Mar 2017 Last Revised: 27 Mar 2019
Université Laval, affiliation not provided to SSRN and Laval University - Department of Economics

Abstract:

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Rao’s Quadratic Entropy, Portfolio Diversification, Maximum Diversification Indexation, Diversification Ratio, Most Diversified Portfolio

8.

Learning and the Welfare Implications of Changing Inflation Targets

CIRPEE Working Paper No. 05-11
Number of pages: 31 Posted: 11 May 2005
Kevin Moran
Laval University - Department of Economics
Downloads 40 (433,510)

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Inflation targeting, welfare benefits of lower inflation, new keneysian model

Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries

CIRANO Scientific Series, 2012s-19
Number of pages: 39 Posted: 06 Mar 2015
Gabriel Bruneau and Kevin Moran
Bank of Canada and Laval University - Department of Economics
Downloads 13 (598,734)

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exchange rate fluctuations, manufacturing employment, panel data estimation, cointegrating regression

Exchange Rate Fluctuations and Labour Market Adjustments in Canadian Manufacturing Industries

CIRPÉE Working Paper No. 12-27
Number of pages: 38 Posted: 13 Mar 2015
Gabriel Bruneau and Kevin Moran
Bank of Canada and Laval University - Department of Economics
Downloads 12 (605,891)

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exchange rate fluctuations, manufacturing employment, panel data estimation, cointegrating regression

10.

Securities Transactions Taxes and Financial Crises

CRREP working paper 2015-06
Number of pages: 17 Posted: 30 Mar 2018 Last Revised: 16 Jul 2018
Université Laval, Université Laval - Département d'Économique and Laval University - Department of Economics
Downloads 14 (569,312)

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Securities Transaction Tax, Tobin Tax, Regulation, Financial Crises

11.

Monitoring Bank Failures in a Data-Rich Environment

CRREP working paper serie 2018-15
Number of pages: 42 Posted: 22 Sep 2018
Jean-Armand Gnagne and Kevin Moran
Université Laval - Département d'Économique and Laval University - Department of Economics
Downloads 7 (614,617)

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Financial Regulation, Financial Crises, Factors Models, Diffusion Index Models

12.

Bayesian Estimation of Financial Frictions: An Encompassing View

CRREP working paper serie 2018-16
Number of pages: 27 Posted: 22 Sep 2018
Abdellah Manadir and Kevin Moran
Université Laval - Département d'Économique and Laval University - Department of Economics
Downloads 6 (621,182)

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Financial frictions, DSGE Models, Bayesian estimation

13.

Forecasting with Many Predictors: How Useful are National and International Confidence Data?

CRREP working paper serie 2018-14
Number of pages: 42 Posted: 12 Sep 2018
Kevin Moran, Nono Simplice Aime and Imad Rherrad
Laval University - Department of Economics, Université Laval - Département d'Économique and Ministère des Finances du Québec
Downloads 3 (642,648)

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14.

Using Confidence Data to Forecast the Canadian Business Cycle

CRREP working paper 2016-06
Number of pages: 52 Posted: 30 Mar 2018
Kevin Moran, Nono Simplice Aime and Imad Rherrad
Laval University - Department of Economics, Université Laval - Département d'Économique and Ministère des Finances du Québec
Downloads 3 (642,648)

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