Pat Coe's Webpage
Contact Details
Department of
Economics, Carleton University, 1125 Colonel By Drive, Ottawa, K1S 5B6, Canada.
patrick_coe at
carleton.ca
Click here to see my CV.
Current
Research
Structural
VARs and Tests of Long-run Monetary Neutrality, appendix,
under review.
An Analysis of Price-based Tests of Market Delineation, appendix (with David Krause), under review.
Accreditation
Requirements and the Speed of Labour Market Adjustment in Canada, appendix (with Herb Emery), under review.
Sticky Prices
and Purchasing Power Parity (with Yang Zhang), in progress.
Nominal Wage Rigidity during the Great Depression: Evidence from Canada (with
Herb Emery), in progress.
Published Papers
Patrick
J. Coe, M. Hashem Pesaran & Shaun P. Vahey (2005) The
Cost Effectiveness of the U.K.'s Sovereign Debt Portfolio Oxford
Bulletin of Economics and Statistics 67(4) pp467-495.
Patrick J. Coe & J.C. Herbert Emery (2004) The
Dis-Integrating Canadian Labour Market? The Extent of the Market Then and Now
Canadian Journal of Economics, 37(4) pp879-897.
Patrick J. Coe & James M. Nason (2004) Long-run
Monetary Neutrality and Long-Horizon Regressions Journal of
Applied Econometrics, 19(3) pp355-373.
Patrick J. Coe & James M. Nason (2003) The
Long-Horizon Regression Approach to Monetary Neutrality: How Should the
Evidence be Interpreted? Economic Letters, 78(3) pp351-356.
Frank J. Atkins & Patrick J. Coe (2002) An ARDL
Bounds Test Approach to Testing the Long-run Fisher Effect in Canada and the
United States Journal of Macroeconomics, 24(2) pp255-266.
Patrick J. Coe (2002) Power Issues when
Testing the Markov Switching Model with the Sup Likelihood Ratio Test using
U.S. Output Empirical Economics, 27(2) pp395-401.
Patrick J. Coe (2002) Financial
Crisis and the Great Depression: A Regime Switching Approach Journal of
Money, Credit and Banking, 34(1) pp76-93.
Patrick J. Coe and Apostolos Serletis (2002) Bounds
Tests of the Theory of Purchasing Power Parity Journal of Banking and
Finance, 28(1) pp179-199.