Jean-François Lamarche

Department of Economics

Jean-François Lamarche

Associate Professor of Economics

Office Location on Campus: Plaza Building Room 443


Phone: 905-688-5550 ext., 3328

Personal Website: and

Ph.D. in Economics at Queen's University (2002)
M.A. in Economics from the University of Victoria (1995)
B.Sc. in Economics from l'Université de Montréal (1992)

Areas of Interest

Jean-François Lamarche obtained a standard SSHRC research grant in 2004, a SSHRC conference grant in 2006 and organized the 2006 Canadian Econometrics Study Group meeting.

Full CV

Selected Research

  • "Estimation a nonlinear Taylor rule using real-time US data'', with Zisimos Koustas. Forthcoming in Studies in Nonlinear Dynamics and Econometrics.
  • "Structural change tests based on implied probabilities for GEL criteria", with Alain Guay. Forthcoming in Econometric Theory.
  • "Instrumental variable estimation of a nonlinear Taylor rule", with Zisimos Koustas, Empirical Economics, 2012, 42, 1-20. 
  • "Have Structural Changes Eliminated the Out-of-Sample Ability of Financial Variables to Forecast Real Activity After the Mid-1980s? An Application to the Canadian Economy", with Akhter Faroque and Bill Veloce, Applied Economics, 2012, 3965-3985.
  • "Evidence of nonlinear mean reversion in the real interest rate", with Zisimos Koustas, Applied Economics, 2010, 42, 237-248.
  • "Threshold random walks in the U.S. stock market", with Zisimos Koustas and Apostolos Serletis, Chaos, Solitons & Fractals, (2008), 37, 43-48.
  • "The Numerical Performance of Fast Bootstrap Procedures", Computational Economics (2004), 23:4, 379-389.
  • "A Robust Bootstrap Test Under Heteroskedasticity", Economics Letters (2003), Volume 79:3, 353-359.
  • "Information-Theoretic Estimation of Preference Parameters: Macroeconomic Applications and Simulation Evidence", with Allan W. Gregory and Gregor W. Smith, Journal of Econometrics (2002), Volume 107:1-2, 213-233.
JF Lamarche