Stephen George Hall : Citation Profile


Are you Stephen George Hall?

Leicester University (93% share)
Bank of Greece (7% share)

21

H index

41

i10 index

1621

Citations

RESEARCH PRODUCTION:

150

Articles

80

Papers

4

Chapters

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   38 years (1980 - 2018). See details.
   Cites by year: 42
   Journals where Stephen George Hall has often published
   Relations with other researchers
   Recent citing documents: 200.    Total self citations: 60 (3.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha110
   Updated: 2019-09-14    RAS profile: 2019-06-05    
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Relations with other researchers


Works with:

Tavlas, George (39)

Gibson, Heather (23)

Kenjegaliev, Amangeldi (5)

Ahmad, Mahyudin (4)

Greene, William (4)

Fielding, David (3)

Demetriades, Panicos (3)

Koch, Steven (3)

Beck, Thorsten (3)

Baltagi, Badi (2)

Hondroyiannis, George (2)

Rousseau, Peter (2)

Rewilak, Johan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stephen George Hall.

Is cited by:

Ravazzolo, Francesco (43)

Herzer, Dierk (21)

Mitchell, James (21)

van Dijk, Herman (18)

Vahey, Shaun (16)

van Dijk, Dick (16)

Balcilar, Mehmet (15)

Tavlas, George (15)

Yu, Jun (15)

Gabriel, Vasco (14)

Psaradakis, Zacharias (14)

Cites to:

Tavlas, George (69)

Johansen, Soren (40)

Granger, Clive (25)

Hondroyiannis, George (24)

Evans, George (24)

Pesaran, M (23)

Hendry, David (15)

Engle, Robert (15)

Davidson, James (13)

Gibson, Heather (13)

Reinhart, Carmen (12)

Main data


Where Stephen George Hall has published?


Journals with more than one article published# docs
Economic Modelling17
Economic Change and Restructuring11
National Institute Economic Review10
Journal of Applied Econometrics7
Oxford Bulletin of Economics and Statistics7
Economic Journal6
International Journal of Finance & Economics6
Journal of Economic Dynamics and Control6
Economics Letters5
The Manchester School of Economic & Social Studies5
Econometrics4
Open Economies Review4
Empirical Economics4
Journal of Policy Modeling4
Macroeconomic Dynamics3
Journal of International Money and Finance3
Manchester School3
Journal for Economic Forecasting3
Energy Economics2
International Journal of Forecasting2
Scottish Journal of Political Economy2
Bulletin of Economic Research2
Journal of Financial Stability2
Journal of Macroeconomics2
Oxford Economic Papers2
Applied Financial Economics2

Working Papers Series with more than one paper published# docs
Working Papers / Bank of Greece8
MPRA Paper / University Library of Munich, Germany6
Discussion Paper Series / Department of Economics, Loughborough University3
Documentos de Trabajo (working papers) / Department of Economics - dECON2
Computing in Economics and Finance 1999 / Society for Computational Economics2
Working Papers / South African Reserve Bank2
Money Macro and Finance (MMF) Research Group Conference 2003 / Money Macro and Finance Research Group2

Recent works citing Stephen George Hall (2019 and 2018)


YearTitle of citing document
2019Does Social Media Promote Democracy? Some Empirical Evidence. (2019). Kodila-Tedika, Oasis ; Jha, Chandan K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/031.

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2018Return, shock and volatility spillovers between the bond markets of Turkey and developed countries. (2018). Bayraci, Seluk. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:135-144.

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2018A Model-Free Bubble Detection Method: Application to the World Market for Superstar Wines. (2018). Tolhurst, Tor. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274387.

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2017Exchange rate volatility and financial performance of agriculture firms in Malaysia: An empirical analysis using GARCH, wavelet and system GMM. (2017). Reaz, MD ; Saad, Abu ; Sahabuddin, Mohammad ; Dahir, Ahmed Mohamed ; Mahat, Fauziah. In: Business and Economic Horizons (BEH). RePEc:ags:pdcbeh:264708.

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2017THE FINANCIAL CRISIS RESPONSE. COMPARATIVE ANALYSIS BETWEEN EUROPEAN UNION AND USA. (2017). Melnic, Florentina. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2017:j:19:melnicf.

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2018Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes. (2018). Crisóstomo, Ricardo ; Couso, Lorena. In: Papers. RePEc:arx:papers:1801.08007.

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2017Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751.

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2019Predictability in sovereign bond returns using technical trading rule: do developed and emerging markets differ?. (2019). Wu, Gabriel ; Fong, Tom. In: IFC Bulletins chapters. RePEc:bis:bisifc:50-20.

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2018Recent RMB policy and currency co-movements. (2018). McCauley, Robert ; Shu, Chang. In: BIS Working Papers. RePEc:bis:biswps:727.

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2018A key currency view of global imbalances. (2018). McCauley, Robertn ; Ito, Hiro. In: BIS Working Papers. RePEc:bis:biswps:762.

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2019THE ROLE OF NATIONAL DEBTS IN THE DETERMINATION OF THE YEN‐DOLLAR EXCHANGE RATE. (2019). Pilbeam, Keith ; Litsios, Ioannis. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1182-1195.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2017Quantile Aggregation of Density Forecasts. (2017). Busetti, Fabio. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:4:p:495-512.

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2017Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?. (2017). Shi, Shuping ; Joyeux, Roselyne ; girardin, eric ; Deng, Yongheng. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:276-292.

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2017Was it different the second time? An empirical analysis of contagion during the crises in Greece 2009–15. (2017). Pentecost, Eric ; Willett, Thomas ; Du, Wenti ; Bird, Graham. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:12:p:2530-2542.

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2017The effect of card payments on vat revenue in Greece. (2017). Papaoikonomou, Dimitrios ; Hondroyiannis, George. In: Working Papers. RePEc:bog:wpaper:225.

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2017A new approach to governance and integration in EMU for an optimal use of economic policy framework - priority to financial union. (2017). Papaspyrou, Theodoros S. In: Working Papers. RePEc:bog:wpaper:229.

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2018Fiscal structural reforms: the effect of card payments on vat revenue in the euro area. (2018). Papaoikonomou, Dimitrios ; Hondroyiannis, George. In: Working Papers. RePEc:bog:wpaper:249.

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2018Risk perceptions and fundamental effects on sovereign spreads. (2018). Migiakis, Petros ; Georgoutsos, Dimitris A. In: Working Papers. RePEc:bog:wpaper:250.

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2018Quantitative easing and sovereign bond yields: a global perspective. (2018). Migiakis, Petros ; Malliaropulos, Dimitris. In: Working Papers. RePEc:bog:wpaper:253.

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2018Positive Liquidity Spillovers from Sovereign Bond-Backed Securities. (2018). Dunne, Peter G. In: Research Technical Papers. RePEc:cbi:wpaper:5/rt/18.

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2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/12.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Arghyrou, Michael ; Gadea, Maria Dolores. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2019/6.

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2017Whatever it takes to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6691.

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2018Spotlight on Spatial Environmental Policy Spillovers: An Econometric Analysis of Wastewater Treatment in Mexican Municipalities. (2018). Hecker, Lutz Philip ; Markwardt, Gunther ; Watzold, Frank. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7251.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, Maria Dolores ; Arghyrou, Michael G. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7532.

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2017Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes. (2017). Crisóstomo, Ricardo ; Crisostomo, Ricardo ; Couso, Lorena. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_67en.

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2017Model Uncertainty in Macroeconomics: On the Implications of Financial Frictions. (2017). Wieland, Volker ; Lieberknecht, Philipp ; Quintana, Jorge ; Binder, Michael. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12013.

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2018Long-run determination of the nominal exchange rate in the presence of national debts: Evidence from the yen-dollar exchange rate. (2018). Pilbeam, K ; Litsios, I. In: Working Papers. RePEc:cty:dpaper:18/01.

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2019Designing Robust Monetary Policy Using Prediction Pools. (2019). Levine, Paul ; Pearlman, J ; Mirza, A ; Deak, S. In: Working Papers. RePEc:cty:dpaper:19/11.

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2017Examining the Developed and Emerging Bond Market Interactions: A VAR Analysis. (2017). Eyuboglu, Kemal . In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2017:i:2:p:139-156.

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2017The long-run effect of FDI on TFP in the United States. (2017). Herzer, Dierk. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00799.

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2018Does Trust Influence Economic Growth? Evidence from the Arab World. (2018). Mughal, Mazhar ; kasmaoui, kamal ; bouoiyour, jamal. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00956.

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2019The limits to integration before and after the great financial crisis. (2019). Marchionne, Francesco ; Lazareva, Evelina . In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00114.

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2017The impact of constrained monetary policy on fiscal multipliers on output and inflation. (2017). Bletzinger, Tilman ; Lalik, Magdalena . In: Working Paper Series. RePEc:ecb:ecbwps:20172019.

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2017Fiscal spillovers in the euro area a model-based analysis. (2017). Vetlov, Igor ; Lalik, Magdalena ; Attinasi, Maria Grazia. In: Working Paper Series. RePEc:ecb:ecbwps:20172040.

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2018Private and public risk sharing in the euro area. (2018). Cimadomo, Jacopo ; Giuliodori, Massimo ; Furtuna, Oana. In: Working Paper Series. RePEc:ecb:ecbwps:20182148.

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2017The Unemployment Invariant Hypothesis: Heterogenous Panel Cointegration Evidence From U.S. State Level Data. (2017). Palamuleni, Mercy. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-53.

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2018The Relationship between Exchange Rate Volatility and Foreign Direct Investment in Turkey: Toda and Yamamoto Causality Analysis. (2018). Kiliarslan, Zerrin. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-04-9.

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2018Do European Central Bank Asset Purchase Programmes Matter for the Euro-area Stock Markets and Brent Crude Market?. (2018). Lin, Yih-Bey ; Lee, Nicholas ; Leung, Yu-Hin ; Chang, Fu-Min. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-17.

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2018Environmental Tax Reform, R&D Subsidies and CO2 Emissions: View Double Dividend Hypothesis. (2018). Hong, Cheng-Yih ; Tsai, Yi-Chi ; Li, Jian-Fa ; Huang, Chung-Huang. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-36.

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2019The combination of interval forecasts in tourism. (2019). Liu, Anyu ; Zhou, Menglin ; Wu, Doris Chenguang. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:363-378.

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2019Does a financial accelerator improve forecasts during financial crises? Evidence from Japan with prediction-pooling methods. (2019). Iiboshi, Hirokuni ; Nakamura, Daisuke ; Matsumae, Tatsuyoshi ; Hasumi, Ryo. In: Journal of Asian Economics. RePEc:eee:asieco:v:60:y:2019:i:c:p:45-68.

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2017On the asymmetric effects of exchange rate volatility on trade flows: New evidence from US-Malaysia trade at the industry level. (2017). Bahmani-Oskooee, Mohsen ; Aftab, Muhammad. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:86-103.

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2017Measuring the output gap in Switzerland with linear opinion pools. (2017). Buncic, Daniel ; Muller, Oliver . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:153-171.

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2017Speculative bubbles or market fundamentals? An investigation of US regional housing markets. (2017). Shi, Shuping. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:101-111.

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2017Do bubbles have an explosive signature in markov switching models?. (2017). Fraser, Iain ; Balcombe, Kelvin. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:81-100.

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2018Testing for bubbles in the art markets: An empirical investigation. (2018). Assaf, Ata. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:340-355.

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2018Borrowing constraints and housing price expectations in the euro area. (2018). Mayordomo, Sergio ; Ampudia Fraile, Miguel. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:410-421.

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2018Exchange rate volatility and Indias cross-border trade: A pooled mean group and nonlinear cointegration approach. (2018). Sharma, Chandan ; Pal, Debdatta. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:230-246.

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2019Relationships among regional housing markets: Evidence on adjustments of housing burden. (2019). Tsai, I-Chun ; I-Chun Tsai, . In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:309-318.

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2019Do better institutions offset the adverse effect of a financial crisis on investment? Evidence from East Asia. (2019). Jafari, Mahboubeh ; Eslamloueyan, Karim. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:154-172.

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2019Price convergence in the European Union – What has changed?. (2019). Hałka, Aleksandra ; Leszczyska-Paczesna, Agnieszka ; Haka, Aleksandra. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:226-241.

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2017Do precious metal prices help in forecasting South African inflation?. (2017). Katzke, Nico ; GUPTA, RANGAN ; Balcilar, Mehmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:63-72.

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2017Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory. (2017). Rodríguez, Gabriel ; Rodriguez, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:393-420.

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2018Global and regional financial integration in East Asia and the ASEAN. (2018). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee ; Martin, Vance L. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:202-221.

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2019International portfolio of stock indices with spatiotemporal correlations: Can investors still benefit from portfolio, when and where?. (2019). Liu, Fang ; Zhang, Weiguo ; Tan, Chunzhi ; Mo, Guoli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:168-183.

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2019Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses. (2019). SAITI, BURHAN ; Mat, Gairuzazmi Bin ; Rahman, Maya Puspa ; Bhuiyan, Rubaiyat Ahsan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:675-687.

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2017The effect of card payments on VAT revenue: New evidence from Greece. (2017). Papaoikonomou, Dimitrios ; Hondroyiannis, George. In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:17-20.

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2019Dynamic Bayesian predictive synthesis in time series forecasting. (2019). West, Mike ; McAlinn, Kenichiro. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:155-169.

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2017An empirical test of the Balassa-Samuelson hypothesis: Evidence from eight middle-income countries in Africa. (2017). Odhiambo, Nicholas ; Iyke, Bernard Njindan. In: Economic Systems. RePEc:eee:ecosys:v:41:y:2017:i:2:p:297-304.

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2017Improving the accuracy of asset price bubble start and end date estimators. (2017). Leybourne, Stephen ; Harvey, David ; Sollis, Robert. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:121-138.

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2018The re-pricing of sovereign risks following the Global Financial Crisis. (2018). Migiakis, Petros ; Malliaropulos, Dimitris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:39-56.

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2017Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models. (2017). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:337-348.

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2017Airfares and oil prices: ‘Feathers and Rockets’ adjustments. (2017). Kaufmann, Robert. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:515-521.

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2018Unveiling the energy saving role of banking performance in Sub-Sahara Africa. (2018). ADOM, PHILIP ; Amoah, Anthony ; Amuakwa-Mensah, Franklin ; Hagan, Edmond ; Klege, Rebecca A. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:828-842.

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2018Econometric modeling of regional electricity spot prices in the Australian market. (2018). Smith, Michael Stanley ; Shively, Thomas S. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:886-903.

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2018Predictability of crude oil prices: An investor perspective. (2018). Liu, LI ; Yang, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:193-205.

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2017When Will Occur the Crude Oil Bubbles?. (2017). Su, Chi-Wei ; Lobon, Oana-Ramona ; Chang, Hsu-Ling ; Li, Zheng-Zheng. In: Energy Policy. RePEc:eee:enepol:v:102:y:2017:i:c:p:1-6.

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2017Multiple bubbles in the European Union Emission Trading Scheme. (2017). Creti, Anna ; Joets, Marc. In: Energy Policy. RePEc:eee:enepol:v:107:y:2017:i:c:p:119-130.

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2018The effects of combined-cycle generation and hydraulic fracturing on the price for coal, oil, and natural gas: Implications for carbon taxes. (2018). Kaufmann, Robert ; Hines, Edward. In: Energy Policy. RePEc:eee:enepol:v:118:y:2018:i:c:p:603-611.

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2019The effect of house energy efficiency programs on the extensive and intensive margin of lower-income households’ investment behavior. (2019). Xesfingi, Sofia ; Rozakis, Stelios ; Drivas, Kyriakos. In: Energy Policy. RePEc:eee:enepol:v:128:y:2019:i:c:p:607-615.

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2019Analyzing the economic sources of oil price volatility: An out-of-sample perspective. (2019). Liu, LI ; Meng, Fanyi . In: Energy. RePEc:eee:energy:v:177:y:2019:i:c:p:476-486.

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2017Asset prices regime-switching and the role of inflation targeting monetary policy. (2017). Floros, Christos ; Filis, George ; Chatziantoniou, Ioannis. In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:97-112.

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2017The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle?. (2017). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi ; Mohamad, Nurul Sima . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:36-51.

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2017Evaluation of exchange rate point and density forecasts: An application to Brazil. (2017). Gaglianone, Wagner ; Moura, Jaqueline Terra. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:707-728.

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2018Are macroeconomic density forecasts informative?. (2018). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:181-198.

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2018Combining predictive distributions for the statistical post-processing of ensemble forecasts. (2018). Baran, Sandor ; Lerch, Sebastian. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:3:p:477-496.

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2019Quantile forecast optimal combination to enhance safety stock estimation. (2019). Trapero, Juan R ; Kourentzes, Nikolaos ; Cardos, Manuel. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:239-250.

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2017The EU debt crisis: Testing and revisiting conventional legal doctrine. (2017). DeGrauwe, Paul ; Steinbach, Armin ; Ji, Yuemei ; de Grauwe, Paul. In: International Review of Law and Economics. RePEc:eee:irlaec:v:51:y:2017:i:c:p:29-37.

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2018Testing for multiple bubbles in bitcoin markets: A generalized sup ADF test. (2018). Su, Chi-Wei ; Si, Deng-Kui ; Tao, Ran ; Li, Zheng-Zheng. In: Japan and the World Economy. RePEc:eee:japwor:v:46:y:2018:i:c:p:56-63.

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2018Credit risk modelling under recessionary and financially distressed conditions. (2018). Tzavalis, Elias ; Adraktas, G ; Dendramis, Y. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:91:y:2018:i:c:p:160-175.

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2018Organizational transparency and power in firm ownership networks. (2018). Grosman, Anna ; Leiponen, Aija. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:46:y:2018:i:4:p:1158-1177.

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2017Exchange rate undervaluation and R&D activity. (2017). Chen, Shiu-Sheng. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:72:y:2017:i:c:p:148-160.

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2017Balance sheet effects on monetary and financial spillovers: The East Asian crisis plus 20. (2017). Ito, Hiro ; Chinn, Menzie ; Aizenman, Joshua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:258-282.

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2018“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2018). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Gadea, Maria Dolores. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:1-30.

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2019A key currency view of global imbalances. (2019). McCauley, Robert ; Ito, Hiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:97-115.

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2018The missing spillover of base expansion into monetary aggregates: Is there a puzzle?. (2018). Arnold, Ivo ; Soederhuizen, Beau. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:64-76.

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2019Inflation dynamics and adaptive expectations in an estimated DSGE model. (2019). Lansing, Kevin ; Iskrev, Nikolay ; Gelain, Paolo ; Mendicino, Caterina. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:59:y:2019:i:c:p:258-277.

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2017Maximizing price stability in a monetary economy. (2017). Mosler, Warren ; Silipo, Damiano B. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:2:p:272-289.

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2018Towards more resilient economies: The role of well-functioning economic structures. (2018). Sondermann, David. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:1:p:97-117.

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2017Do iron ore price bubbles occur?. (2017). Dumitrescupeculea, Adelina ; Su, Chi-Wei ; Chang, Hsu-Ling ; Wang, Kai-Hua. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:340-346.

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2018Long-range dependencies of Eastern European stock markets: A dynamic detrended analysis. (2018). Ferreira, Paulo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:454-470.

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2017Determining the effectiveness of the Eurosystem’s Covered Bond Purchase Programs on secondary markets. (2017). Zietz, Joachim ; Markmann, Holger. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:314-327.

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2018The determinants of co-movement dynamics between sukuk and conventional bonds. (2018). Hassan, Kabir M ; Sclip, Alex ; Miani, Stefano ; Dreassi, Alberto ; Paltrinieri, Andrea. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:73-84.

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2017Asymmetric adjustment and smooth breaks in dividend yields: Evidence from international stock markets. (2017). Chen, Shyh-Wei ; Xie, Zixiong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:339-354.

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2017Modelling correlation dynamics of EMU sovereign debt markets during the recent turmoil. (2017). Babalos, Vassilios ; Stavroyiannis, Stavros. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1021-1029.

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2018The eurozone debt crisis: A structural VAR approach. (2018). Neaime, Simon ; Badra, Nasser ; Gaysset, Isabelle. In: Research in International Business and Finance. RePEc:eee:riibaf:v:43:y:2018:i:c:p:22-33.

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2018The long-run impact of monetary policy uncertainty and banking stability on inward FDI in EU countries. (2018). Albulescu, Claudiu ; Ionescu, Adrian Marius. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:72-81.

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More than 100 citations found, this list is not complete...

Stephen George Hall is editor of


Journal
Economic Modelling

Stephen George Hall has edited the books:


YearTitleTypeCited

Works by Stephen George Hall:


YearTitleTypeCited
2002Modelling Economic Policy Responses with an Application to the G3 In: Annals of Economics and Statistics.
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article0
1985On the Solution of Large Economic Models with Consistent Expectations. In: Bulletin of Economic Research.
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1988Analysing Unstable Policy Prescriptions in Linear Difference Models with Rational Expectations. In: Bulletin of Economic Research.
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1986Manufacturing Stocks and Forward-Looking Expectations in the UK. In: Economica.
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2013THE DEBATE ABOUT THE REVIVED BRETTON-WOODS REGIME: A SURVEY AND EXTENSION OF THE LITERATURE In: Journal of Economic Surveys.
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2011The Debate about the Revived Bretton-Woods Regime: A Survey and Extension of the Literature*.(2011) In: Discussion Papers in Economics.
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paper
2012The Debate about the Revived Bretton-Woods Regime: A Survey and Extension of the Literature.(2012) In: School of Economics Working Paper Series.
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paper
1986The Application of Stochastic Simulation Techniques to the National Institutes Model 7. In: The Manchester School of Economic & Social Studies.
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article5
1989Modelling Asset Prices with Time-Varying Betas. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article5
1991An Application of the Stochastic GARCH-in-Mean Model to Risk Premia in the London Metal Exchange. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article7
1992Measuring Convergence of the EC Economies. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article36
1993Modelling the Sterling Effective Exchange Rate Using Expectations and Learning. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article3
1999Shock Hunting: The Relative Importance of Industry-Specific, Region-Specific and Aggregate Shocks in the OECD Countries. In: Manchester School.
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article10
2003Testing for Common Cycles in Money, Nominal Income and Prices In: Manchester School.
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article6
1999Testing for Common Cycles in Money, Nominal Income and Prices..(1999) In: Department of Economics - Working Papers Series.
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paper
2011BRETTON‐WOODS SYSTEMS, OLD AND NEW, AND THE ROTATION OF EXCHANGE‐RATE REGIMES In: Manchester School.
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article3
2010Bretton-Woods systems, old and new, and the rotation of exchange-rate regimes.(2010) In: Working Papers.
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2009Bretton-Woods Systems, Old and New, and the Rotation of Exchange-Rates Regimes.(2009) In: Discussion Papers in Economics.
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paper
1984On the Solution of High Order, Symmetric, Difference Equations. In: Oxford Bulletin of Economics and Statistics.
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article0
1985Forecasting with a Rational Expectations Model of the UK: A Comment. In: Oxford Bulletin of Economics and Statistics.
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1986An Application of the Granger & Engle Two-Step Estimation Procedure to United Kingdom Aggregate Wage Data. In: Oxford Bulletin of Economics and Statistics.
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article38
1989Maximum Likelihood Estimation of Cointegration Vectors: An Example of the Johansen Procedure. In: Oxford Bulletin of Economics and Statistics.
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article31
1995Price and Quantity Responses to Cost and Demand Shocks. In: Oxford Bulletin of Economics and Statistics.
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article1
1999 A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence. In: Oxford Bulletin of Economics and Statistics.
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article8
2005Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR Fan Charts of Inflation In: Oxford Bulletin of Economics and Statistics.
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article88
1982Money and the Economics of Leon Walras. In: Scottish Journal of Political Economy.
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article1
1991The Effect of Varying Length VAR Models on the Maximum Likelihood Estimates of Cointegrating Vectors. In: Scottish Journal of Political Economy.
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article34
1993An investigation of the effect of funding on the slope of the yield curve In: Bank of England working papers.
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2013Fundamentally wrong: market pricing of sovereigns and the Greek financial crisis In: Special Conference Papers.
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paper15
2014Fundamentally Wrong: Market Pricing of Sovereigns and the Greek Financial Crisis.(2014) In: Journal of Macroeconomics.
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article
2013FUNDAMENTALLY WRONG: MARKET PRICING OF SOVEREIGNS AND THE GREEK FINANCIAL CRISIS.(2013) In: Discussion Papers in Economics.
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paper
2003An Indicator Measuring Underlying Economic Activity in Greece In: Working Papers.
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2012Consumer credit in an era of financial liberalisation: an overreaction to repressed demand? In: Working Papers.
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2012Consumer credit in an era of financial liberalisation: An overreaction to repressed demand?.(2012) In: MPRA Paper.
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2014Consumer credit in an era of financial liberalization: an overreaction to repressed demand?.(2014) In: Applied Economics.
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2015The Effectiveness of The ECB’s Asset Purchase Programs Of 2009 To 2012 In: Working Papers.
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paper21
2016The effectiveness of the ECBs asset purchase programs of 2009 to 2012.(2016) In: Journal of Macroeconomics.
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article
2015The Effectiveness of the ECB’s Asset Purchase Programs of 2009 to 2012.(2015) In: Discussion Papers in Economics.
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paper
2016Self-fulfilling dynamics: the interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis In: Working Papers.
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paper3
2017Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis.(2017) In: Journal of International Money and Finance.
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article
2016Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis*.(2016) In: Discussion Papers in Economics.
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paper
2006Measuring the Correlation of Shocks betweem the EU15 and the New Member Countries In: Working Papers.
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paper6
2006Measuring the correlation of shocks between the EU15 and the new member countries.(2006) In: Economic Change and Restructuring.
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article
2007A Portofolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment In: Working Papers.
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2008A Portfolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment.(2008) In: Discussion Papers in Economics.
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2008Spatial Interdependencies of FDI Locations: A Lessening of the Tyranny of Distance? In: Working Papers.
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2008Spatial Interdependencies of FDI Locations: A Lessening of the Tyranny of Distance?.(2008) In: Discussion Papers in Economics.
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paper
2013The forward rate premium puzzle: a case of misspecification? In: Studies in Nonlinear Dynamics & Econometrics.
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article2
1993Rational Bubbles During Polands Hyperinflation: Implications and Empirical Evidence In: CESifo Working Paper Series.
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paper34
1994Rational bubbles during Polands hyperinflation: Implications and empirical evidence.(1994) In: European Economic Review.
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article
1993Rational bubbles during Polland’s hiperinflation: implications and empirical evidence..(1993) In: Documentos de Trabajo (working papers).
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paper
1996Carbon abatement costs: an integrated approach for India In: Environment and Development Economics.
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article2
2015MICROPRODUCTION FUNCTIONS WITH UNIQUE COEFFICIENTS AND ERRORS: A RECONSIDERATION AND RESPECIFICATION In: Macroeconomic Dynamics.
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article0
2015A NOTE ON GENERALIZING THE CONCEPT OF COINTEGRATION In: Macroeconomic Dynamics.
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article0
2017TIME-VARYING COEFFICIENT MODELS: A PROPOSAL FOR SELECTING THE COEFFICIENT DRIVER SETS In: Macroeconomic Dynamics.
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article2
2014Time Varying Coefficient Models; A Proposal for selecting the Coefficient Driver Sets.(2014) In: Discussion Papers in Economics.
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paper
2011The ECBs New Multi-Country Model for the euro area: NMCM - with boundedly rational learning expectations In: Working Paper Series.
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paper11
2011The ECBs New Multi-Country Model for the Euro area: NMCM - with Boundedly Rational Learning Expectations*.(2011) In: Discussion Papers in Economics.
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paper
2002Bargaining Models and Identifying the Wage Equation In: Royal Economic Society Annual Conference 2002.
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paper1
2004Foreign Direct Investment And Exchange Rate Uncertainty In Imperfectly Competitive Industries In: Royal Economic Society Annual Conference 2004.
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paper7
2004Foreign direct investment and exchange rate uncertainty in imperfectly competitive industries.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2003.
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paper
1990Manufacturing Stocks: Expectations, Risk and Co-integration. In: Economic Journal.
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article16
1991Cointegration in Recursive Systems. In: Economic Journal.
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article15
1991Sterlings Relationship with the Dollar and the Deutschemark: 1976-89. In: Economic Journal.
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article43
1994The Relevance of P-Star Analysis to UK Monetary Policy. In: Economic Journal.
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article71
1995Macroeconomics and a Bit More Reality. In: Economic Journal.
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article18
1989An Investigation of the Long-run Properties of Aggregate Non-durable Consumers Expenditure in the United Kingdom. In: Economic Journal.
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article10
1986A dynamic econometric model of the UK with rational expectations In: Journal of Economic Dynamics and Control.
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article1
1986Time inconsistency and optimal policy formulation in the presence of rational expectations In: Journal of Economic Dynamics and Control.
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1994Robust optimal decisions with stochastic nonlinear economic systems In: Journal of Economic Dynamics and Control.
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1997E-equilibria and adaptive expectations: Output and inflation in the LBS model In: Journal of Economic Dynamics and Control.
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article13
2002On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices In: Journal of Economic Dynamics and Control.
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article36
2018The macroeconomic and fiscal implications of inflation forecast errors In: Journal of Economic Dynamics and Control.
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article0
1995Model consistent learning and regime switching in the London Business School model In: Economic Modelling.
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article2
1996Modelling economies subject to structural change: The case of Germany In: Economic Modelling.
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article8
1997Switching error-correction models of house prices in the United Kingdom In: Economic Modelling.
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article48
2000Modelling economies in transition: an introduction In: Economic Modelling.
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article13
2000Unemployment and the capital stock: a dynamic structural model of the UK supply side In: Economic Modelling.
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article7
2001Coordination and price shocks: an empirical analysis In: Economic Modelling.
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article0
2003S.G.B. Henry: a memoir and a festschrift essay In: Economic Modelling.
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article0
2004Would adopting the Australian dollar provide superior monetary policy in New Zealand? In: Economic Modelling.
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article16
2005Interest rate linkages: a Kalman filter approach to detecting structural change In: Economic Modelling.
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article24
2009Assessing the causal relationship between euro-area money and prices in a time-varying environment In: Economic Modelling.
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article10
2009How far from the Euro Area? Measuring convergence of inflation rates in Eastern Europe In: Economic Modelling.
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article9
2009How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe.(2009) In: Discussion Paper Series.
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2009How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe.(2009) In: Discussion Papers in Economics.
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2010Arnold Zellner: January 2nd 1927-August 11th 2010 In: Economic Modelling.
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2010Introduction: P.A.V.B. Swamys contribution to Econometrics In: Economic Modelling.
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2010Exchange-rate volatility and export performance: Do emerging market economies resemble industrial countries or other developing countries? In: Economic Modelling.
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article20
2012Spatial panel data analysis with feasible GLS techniques: An application to the Chinese real exchange rate In: Economic Modelling.
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article1
2013Limited information minimal state variable learning in a medium-scale multi-country model In: Economic Modelling.
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article11
2015Two applications of the random coefficient procedure: Correcting for misspecifications in a small area level model and resolving Simpsons paradox In: Economic Modelling.
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article2
2017A suggestion for constructing a large time-varying conditional covariance matrix In: Economics Letters.
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article3
1986The use of prior regressions in the estimation of error correction models In: Economics Letters.
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article1
1986Disequilibrium models with rational expectations : An application to the UK labour market In: Economics Letters.
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1999Examining the first stages of market performance: a test for evolving market efficiency In: Economics Letters.
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2006Evaluating policy feedback rules using the joint density function of a stochastic model In: Economics Letters.
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article12
1997Stabilizing energy related CO2 emissions for India In: Energy Economics.
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1980Scarcity, energy and economic progress : by Ferdinand E. Banks 200 pp, [UK pound]10.50, Lexington books, Lexington, MA, 1978 In: Energy Economics.
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2017Financial structure and economic development: Evidence on the view of ‘new structuralism’ In: International Review of Financial Analysis.
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2016How the euro-area sovereign-debt crisis led to a collapse in bank equity prices In: Journal of Financial Stability.
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2014How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices.(2014) In: Discussion Papers in Economics.
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2015How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices.(2015) In: Discussion Papers in Economics.
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2015How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices.(2015) In: Discussion Papers in Economics.
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2018Measuring systemic vulnerability in European banking systems In: Journal of Financial Stability.
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2007Combining density forecasts In: International Journal of Forecasting.
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1986Forecasting employment : The role of forward-looking behaviour In: International Journal of Forecasting.
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2012The Greek financial crisis: Growing imbalances and sovereign spreads In: Journal of International Money and Finance.
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2013Is the relationship between prices and exchange rates homogeneous? In: Journal of International Money and Finance.
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2013Is the Relationship Between Prices and Exchange Rates Homogeneous?.(2013) In: Discussion Papers in Economics.
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2013Measuring currency pressures: The cases of the Japanese yen, the Chinese yuan, and the UK pound In: Journal of the Japanese and International Economies.
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2013Measuring Currency Pressures: The Cases of the Japanese Yen, the Chinese Yuan, and the U.K. Pound.(2013) In: Discussion Papers in Economics.
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1996Endogenous technical progress in fossil fuel demand: The case of France In: Journal of Policy Modeling.
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1997Learning about monetary union: An analysis of bounded rational learning in European labor markets In: Journal of Policy Modeling.
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2002The 1998 Russian crisis: could the exchange rate volatility have predicted it? In: Journal of Policy Modeling.
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2017Economic growth and convergence: Do institutional proximity and spillovers matter? In: Journal of Policy Modeling.
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1994Transportation and energy in Santiago, Chile In: Transport Policy.
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2002MEMBER: Multi-Country Euro Area Model with Boundedly Estimated Rationality In: EcoMod2010.
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2017Trust-based social capital, economic growth and property rights: explaining the relationship In: International Journal of Social Economics.
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2012Milton Friedman, the demand for money, and the ECB’s monetary policy strategy In: Review.
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2012Milton Friedman, the Demand for Money and the ECB’s Monetary-Policy Strategy.(2012) In: Discussion Papers in Economics.
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2015On the Interpretation of Instrumental Variables in the Presence of Specification Errors In: Econometrics.
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2014On the Interpretation of Instrumental Variables in the Presence of Specification Errors.(2014) In: Discussion Papers in Economics.
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2016A Method for Measuring Treatment Effects on the Treated without Randomization In: Econometrics.
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2016A Method for Measuring Treatment Effects on the Treated without Randomization.(2016) In: Discussion Papers in Economics.
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2016Removing Specification Errors from the Usual Formulation of Binary Choice Models In: Econometrics.
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2016Removing Specification Errors from the Usual Formulation of Binary Choice Models*.(2016) In: Discussion Papers in Economics.
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2017On the Interpretation of Instrumental Variables in the Presence of Specification Errors: A Reply In: Econometrics.
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1998Modelling and forecasting UK public finances In: Fiscal Studies.
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2008Foreign direct investment and exchange rate uncertainty in South-East Asia In: International Journal of Finance & Economics.
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2009A new look at economic convergence in Europe: a common factor approach In: International Journal of Finance & Economics.
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2007A New Look at Economic Convergence in Europe: A Common Factor Approach.(2007) In: Discussion Paper Series.
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1997Empirical Properties of the Black Market Zloty-Dollar Exchange Rate, 1955-1990. In: International Journal of Finance & Economics.
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1997Measuring Economic Convergence. In: International Journal of Finance & Economics.
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1999Stylized Facts of the Business Cycle Revisited: A Structural Modelling Approach. In: International Journal of Finance & Economics.
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article2
2001Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates. In: International Journal of Finance & Economics.
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article19
1996Measuring Underlying Economic Activity. In: Journal of Applied Econometrics.
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1997Cointegration and Changes in Regime: The Japanese Consumption Function. In: Journal of Applied Econometrics.
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1999Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test. In: Journal of Applied Econometrics.
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1986Forecasting with an Econometric Model: Some Recent Results Using the National Institute Model. In: Journal of Applied Econometrics.
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1987A Forward Looking Model of the Exchange Rate. In: Journal of Applied Econometrics.
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1990An Algorithm for the Solution of Stochastic Optimal Control Problems for Large Nonlinear Econometric Models. In: Journal of Applied Econometrics.
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1992Testing a Discrete Switching Disequilibrium Model of the UK Labour Market. In: Journal of Applied Econometrics.
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2001Creating High-Frequency National Accounts with State-Space Modelling: A Monte Carlo Experiment. In: Journal of Forecasting.
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2002A Non-parametric Approach to Pricing and Hedging Derivative Securities: With an Application to LIFFE Data. In: Computational Economics.
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1993Modelling Structural Change Using the Kalman Filter. In: Economic Change and Restructuring.
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1994Forecasting Economies in Transition: The Case of Romania. In: Economic Change and Restructuring.
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1997Evolving Market Efficiency with an Application to Some Bulgarian Shares. In: Economic Change and Restructuring.
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1997Evolving Market Efficiency with an Application to Some Bulgarian Shares.(1997) In: Economic Change and Restructuring.
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1996Evolving Market Efficiency with an Application to Some Bulgarian Shares.(1996) In: Ace Project Memoranda.
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2000Do Market Participants Learn? The Case of the Budapest Stock Exchange. In: Economic Change and Restructuring.
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2002Measuring the Capital Stock in Russia: An Unobserved Component Model. In: Economic Change and Restructuring.
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2012Introduction to the special issue in honour of Wojciech Charemza In: Economic Change and Restructuring.
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2012Financial crisis, effective policy rules and bounded rationality in a New Keynesian framework In: Economic Change and Restructuring.
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2012Measurement of causal effects In: Economic Change and Restructuring.
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2013Do R&D strategies in high-tech sectors differ from those in low-tech sectors? An alternative approach to testing the pooling assumption In: Economic Change and Restructuring.
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2003Evaluating the Gains to Cooperation in the G-3 In: Empirica.
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2005A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates In: Open Economies Review.
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2009Foreign Direct Investment in R&D and Exchange Rate Uncertainty In: Open Economies Review.
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2010The Fisher Effect Puzzle: A Case of Non-Linear Relationship? In: Open Economies Review.
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2014Inflation and Business Cycle Convergence in the Euro Area: Empirical Analysis Using an Unobserved Component Model In: Open Economies Review.
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