Cambridge U Press 2010
Cambridge U Press 2004
Selected Publications are listed below. Click on the CV button to download my CV.
Copyright © Pierre L. Siklos, Professor of Economics. All rights reserved.
Cambridge U Press 2002
MIT Press 2013
REFEREED JOURNALS (periodically updated - see CV for more up to date information)
“The Credit Cycle and the Business Cycle in Canada and the US: Two Solitudes?” (with Brady Lavender, former MABE student), Canadian Public Policy 41 (June 2015): 109-123.
“The Monetary Policy Council and the Governing Council: Two Canadian Tales” (with Matthias Neuenkirch), International Journal of Central Banking 11 (January 2015): 225-50.
“Communications Challenges for Multi-Tasking Central Banks: Evidence and Implications”, International Finance 17 (Spring 2014): 77-98.
“On the Wisdom of Second Opinions: Shadowing the ECB and the Bank of England”, (with Matthias Neuenkirch), European Journal of Political Economy 32 (December 2013): 135-48.
“Are Short Sellers Positive Feedback Traders? Evidence from the Global Financial Crisis” (with Martin Bohl and Arne Klein), Journal of Financial Stability 9 (September 2013): 337-346.
"Sources of Disagreement in Inflation Forecasts: An International Empirical Investigation" Journal of International Economics 90 (1, 2013): 218-231.
“Revisiting the Coyne Affair: A Singular Event that Changed the Course of Canadian Monetary History”, Canadian Journal of Economics 43 (August 2010): 994-1015.
What Has Driven China’s Monetary Policy Since the 1990s? Investigating the People’s Bank Policy Rule”, (with Richard Burdekin) Journal of International Money and Finance 27 (September 2008): 847-59.
“The Fed’s Reaction to the Stock Market During the Great Depression: Fact or Artefact?”, Explorations in Economic History 45 (April 2008): 164-84.
“Assessing the Impact of Changes in Transparency and Accountability at the Bank of Canada” Canadian Public Policy 29 (September 2003): 279-99.
“Foreign Exchange Market Intervention in Two Small Open Economies: The Canadian and Australian Experience” (with Jeff Rogers), Journal of International Money and Finance 22 (June 2003): 393-416.
“Cointegration and Threshold Adjustment” (with W. Enders, University of Alabama), Journal of Business and Economic Statistics 19 (April 2001): 166-177.
"Exchange Rate Regimes and Shifts in Inflation Persistence: Does Nothing Else Matter?" with R.C.K.Burdekin, Claremont-McKenna College), Journal of Money, Credit and Banking 31(May 1999): 235-47.
"Regime-Sensitive Cointegration with An Illustration from Interest Rate Parity" (with C.W.J. Granger), Macroeconomic Dynamics 1 (3, 1997): 640-57.
“Institutional Change and the Velocity of Money: A Century of Evidence” (with M.D. Bordo,and L Jonung), Economic Inquiry 35 (October 1997): 710-24.
"Is Seasonal Adjustment a Linear or Non-Linear Filtering Process?" (with E. Ghysels and C.W.J. Granger), invited address 1995 Joint Statistical Meetings Journal of Business and Economic Statistics 14 (July1996): 374-86.
"Systematic Sampling, Temporal Aggregation, Unit Roots, and Cointegration: Theory and Evidence" (with C.W.J. Granger), Journal of Econometrics 66 (no. 2, 1995): 349-55.
"Income Velocity and Institutional Change: Some New Time Series Evidence", Journal of Money, Credit, and Banking 25(August 1993): 377-92.
"The End of the Hungarian Hyperinflation of 1945‑1946",Journal of Money, Credit, and Banking 21 (May 1989): 135‑47.
"The Role of Fiscal Policy in the St. Louis Model: An Evaluation and Some New Evidence" (with B. Raj, WLU), Journal of Applied Econometrics 1 (July 1986): 287‑94.
War Finance, Reconstruction, Hyperinflation and Stabilization in Hungary, 1938‑1948 (London and New York: Macmillan‑St. Martin's Press, 1991),
Nominated for the 1993 Gy. Ránki Prize for the Best Economics book on European issues.
The photograph above , on the cover of the book, is entitled "Soprik a Pengo-t". The pengo was the hyperinflating currency that became worthless as the hyperinflation worsened and was replaced by the Forint, the current Hungarian currency, on August 1, 1946.
Varieties of Monetary Reforms: Lessons and Experiences on the Road to Monetary Union, edited volume (Boston, Mass.: Kluwer Academic Publishers, 1994).
The Changing Face of Central Banking: Evolutionary Trends Since World War II (Cambridge: Cambridge University Press, 2002).
Deflation: Current and Historical Prespectives (co-edited with Richard Burdekin), (Cambridge: Cambridge University Press, 2004).
Challenges in Central Banking: The Current Institutional Environment and the Forces Affecting Monetary Policy (Cambridge, UK: Cambridge University Press), co-edited with M. Wohar and M. T. Bohl, 2010.
Central Bank Transparency, Decision-Making, and Governance: The Issues, Challenges, and Case Studies (Cambridge, Mass.: MIT Press – 2013), co-edited with Jan-Egbert Sturm.
CONSULTING & PROFESSIONAL ACTIVITIES
Bank of Japan
Centre for International Governance Innovation
CIDA (Canadian International Development Agency)
Reserve Bank of New Zealand
National Bank of Austria
Bank of Canada
International Monetary Fund
European Central Bank
Bank of Finland
Bank for International Settlements
Central Bank of Sri Lanka
National Bank of Hungary
Centre for International Governance Innovation
Bank Negara Malaysia
TD Bank (Toronto-Dominion)