Pierre L. Siklos
Balsillie School of International Affairs
386 Papers
2.4K Citations
Pierre L. Siklos is an academic researcher from Balsillie School of International Affairs. The author has contributed to research in topics: Monetary policy & Inflation. The author has an hindex of 38, co-authored 370 publications. Previous affiliations of Pierre L. Siklos include Stellenbosch University & University of Oxford.
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Papers
Cointegration and Threshold Adjustment
Walter Enders,Pierre L. Siklos +1 more
TL;DR: This article proposed an extension to the Engle-Granger testing strategy by permitting asymmetry in the adjustment toward equilibrium in two different ways, and demonstrated that their test has good power and size properties over the EGS test when there are asymmetric departures from equilibrium.
1.2K
Cointegration and Threshold Adjustment
TL;DR: In this article, an extension to the Engle-granger testing strategy by permitting asymmetry in the adjustment toward equilibrium in two different ways is proposed. But the test has good power and size properties over the original test when there are asymmetric departures from equilibrium.
169
What has driven Chinese monetary policy since 1990? Investigating the People's bank's policy rule
TL;DR: The authors modeled post-1990 Chinese monetary policy with an augmented McCallum-type rule that takes into account the People's Bank of China's emphasis on targeting the rate of money supply growth.
121
Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?
TL;DR: In this paper, the authors investigate whether seasonal adjustment procedures are, at least approximately, linear data transformations and define a set of properties for the adequacy of a linear approximation to a seasonal-adjustment filter.
108
Inflation Target Design, Changing Inflation Performance and Persistence in Industrial Countries
TL;DR: The authors examined the persistence of inflation in inflation and non-inflation targeting countries and empirically showed that inflation persistence has fallen in inflation targeting countries relative to some noninflation-targeting countries.