Stephen George Hall : Citation Profile


Are you Stephen George Hall?

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

25

H index

59

i10 index

2427

Citations

RESEARCH PRODUCTION:

179

Articles

89

Papers

1

Books

10

Chapters

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   43 years (1980 - 2023). See details.
   Cites by year: 56
   Journals where Stephen George Hall has often published
   Relations with other researchers
   Recent citing documents: 79.    Total self citations: 84 (3.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha110
   Updated: 2024-04-18    RAS profile: 2023-04-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Tavlas, George (18)

Gibson, Heather (11)

Petroulas, Pavlos (8)

Gefang, Deborah (4)

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 (61)

Mitchell, James (33)

van Dijk, Herman (30)

Herzer, Dierk (25)

Casarin, Roberto (25)

Vahey, Shaun (23)

Tavlas, George (22)

van Dijk, Dick (22)

Panchenko, Valentyn (19)

Aastveit, Knut Are (19)

Shi, Shuping (18)

Cites to:

Tavlas, George (109)

Johansen, Soren (44)

Hondroyiannis, George (32)

Gibson, Heather (31)

Pesaran, Mohammad (24)

Evans, George (24)

Engle, Robert (23)

Reichlin, Lucrezia (23)

Prucha, Ingmar (22)

Lee, Lung-Fei (22)

Hendry, David (17)

Main data


Where Stephen George Hall has published?


Journals with more than one article published# docs
Economic Modelling17
Economic Change and Restructuring12
National Institute Economic Review10
National Institute Economic Review10
Oxford Bulletin of Economics and Statistics7
Journal of Applied Econometrics7
International Journal of Finance & Economics6
Journal of Economic Dynamics and Control6
Economic Journal6
Open Economies Review5
Journal of International Money and Finance5
Economics Letters5
The Manchester School of Economic & Social Studies5
Empirical Economics5
Journal of Policy Modeling4
Econometrics4
Oxford Economic Papers3
Journal for Economic Forecasting3
Manchester School3
Journal of Financial Stability3
Macroeconomic Dynamics3
Journal of Forecasting3
Computational Economics2
Energy Economics2
International Journal of Forecasting2
Journal of Macroeconomics2
Bulletin of Economic Research2
Scottish Journal of Political Economy2
Applied Economics Letters2
Applied Financial Economics2

Working Papers Series with more than one paper published# docs
Working Papers / Bank of Greece13
MPRA Paper / University Library of Munich, Germany6
Discussion Paper Series / Department of Economics, Loughborough University3
Discussion Papers / Department of Economics, University of Birmingham2
Working Papers / South African Reserve Bank2
Computing in Economics and Finance 1999 / Society for Computational Economics2
Documentos de Trabajo (working papers) / Department of Economics - dECON2
National Institute of Economic and Social Research (NIESR) Discussion Papers / National Institute of Economic and Social Research2
Money Macro and Finance (MMF) Research Group Conference 2003 / Money Macro and Finance Research Group2

Recent works citing Stephen George Hall (2024 and 2023)


YearTitle of citing document
2023Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

Full description at Econpapers || Download paper

2024Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

Full description at Econpapers || Download paper

2024Ensemble distributional forecasting for insurance loss reserving. (2022). Xian, Alan ; Wong, Bernard ; Li, Yanfeng ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2206.08541.

Full description at Econpapers || Download paper

2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

Full description at Econpapers || Download paper

2023Estimation of market efficiency process within time-varying autoregressive models by extended Kalman filtering approach. (2023). Kulikov, Gennady ; Kulikova, Maria. In: Papers. RePEc:arx:papers:2310.04125.

Full description at Econpapers || Download paper

2023Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Huber, Florian ; Chernis, Tony ; Mitchell, James ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2311.12671.

Full description at Econpapers || Download paper

2023Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis. (2023). Chernis, Tony. In: Staff Working Papers. RePEc:bca:bocawp:23-45.

Full description at Econpapers || Download paper

2023Diagnosing housing fever with an econometric thermometer. (2023). Phillips, Peter ; Shi, Shuping. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:159-186.

Full description at Econpapers || Download paper

2023Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232.

Full description at Econpapers || Download paper

2023Testing for Differences in Survey-Based Density Expectations: A Compositional Data Approach. (2023). Kenny, Geoff ; Glas, Alexander ; Dovern, Jonas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10256.

Full description at Econpapers || Download paper

2023Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10801.

Full description at Econpapers || Download paper

2023Testing for differences in survey-based density expectations: a compositional data approach. (2023). Kenny, Geoff ; Glas, Alexander ; Dovern, Jonas. In: Working Paper Series. RePEc:ecb:ecbwps:20232791.

Full description at Econpapers || Download paper

2023Are African business cycles synchronized? Evidence from spatio-temporal modeling. (2023). Franses, Philip Hans ; Mattera, Raffaele. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002973.

Full description at Econpapers || Download paper

2023Location, profitability, and international trade liberalization in European textile-clothing firms. (2023). Debon, Ana ; Puig, Francisco ; Marques, Helena ; Cantarero, Santiago. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003759.

Full description at Econpapers || Download paper

2023Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:592-607.

Full description at Econpapers || Download paper

2023Social trust contributes to the reduction of urban carbon dioxide emissions. (2023). Fu, Bowen ; Zhang, Yixiang. In: Energy. RePEc:eee:energy:v:279:y:2023:i:c:s0360544223015219.

Full description at Econpapers || Download paper

2023Does foreign aid affect innovation and institutional quality in middle-income countries?. (2023). Arvin, Mak ; Bennett, Sara E ; Nair, Mahendhiran S ; Pradhan, Rudra P. In: Evaluation and Program Planning. RePEc:eee:epplan:v:100:y:2023:i:c:s0149718923001179.

Full description at Econpapers || Download paper

2023Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136.

Full description at Econpapers || Download paper

2023Domestic macroeconomic determinants of precious metals prices in developed and emerging economies: An international analysis of the long and short run. (2023). O'Connor, Fergal ; Usman, Hafiz Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003290.

Full description at Econpapers || Download paper

2023The welfare impact of Euro on European consumers. (2023). Zoricak, Martin ; Zhang, Dengjun ; Buleca, Jan ; Affuso, Ermanno. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005135.

Full description at Econpapers || Download paper

2023Time-varying variance and skewness in realized volatility measures. (2023). Lucas, Andre ; Opschoor, Anne. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:827-840.

Full description at Econpapers || Download paper

2023Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921.

Full description at Econpapers || Download paper

2023Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302.

Full description at Econpapers || Download paper

2023Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547.

Full description at Econpapers || Download paper

2023Real-time density nowcasts of US inflation: A model combination approach. (2023). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1736-1760.

Full description at Econpapers || Download paper

2023Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2023). Čapek, Jan ; Reichel, Vlastimil ; Hauzenberger, Niko ; Cuaresma, Jesus Crespo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1820-1838.

Full description at Econpapers || Download paper

2023Dynamic linear models with adaptive discounting. (2023). Pavlidis, Efthymios G ; Yusupova, Alisa. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1925-1944.

Full description at Econpapers || Download paper

2023Exchange rate volatility and international trade. (2023). Pandey, Dharen ; Lim, Weng Marc ; Rai, Varun Kumar ; Lal, Madan. In: Journal of Business Research. RePEc:eee:jbrese:v:167:y:2023:i:c:s0148296323005155.

Full description at Econpapers || Download paper

2023Subsample stability, change detection and dynamics of oil and metal markets: A recursive approach. (2023). Shahbaz, Muhammad ; Napari, Ayuba ; Ul, Asad. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003124.

Full description at Econpapers || Download paper

2023Does social insurance stimulate business creation? Evidence from China. (2023). Yang, Wei ; Liu, Chen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000549.

Full description at Econpapers || Download paper

2023The construction of social credit system and corporate innovation: Evidence from China. (2023). Mai, Ruidong ; Qiu, Baoyin ; Huang, Changqing ; Zuo, Jingjing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x23001877.

Full description at Econpapers || Download paper

2023Do emerging art market segments have their own price dynamics? Evidence from the Chinese art market. (2023). Wang, Fang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:318-331.

Full description at Econpapers || Download paper

2023Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko ; Chernis, Tony. In: Working Papers. RePEc:fip:fedcwq:97343.

Full description at Econpapers || Download paper

2023Automation in Regional Economic Synthetic Index Construction with Uncertainty Measurement. (2023). Pavia, Jose M ; Espinosa, Priscila. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:23-442:d:1127745.

Full description at Econpapers || Download paper

2023Distribution Prediction of Decomposed Relative EVA Measure with Levy-Driven Mean-Reversion Processes: The Case of an Automotive Sector of a Small Open Economy. (2023). Ratmanova, Iveta ; Ponik, Antonin ; Lisztwanova, Karolina ; Dluhoova, Dana ; Zmekal, Zdenk. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:25-471:d:1158257.

Full description at Econpapers || Download paper

2023Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). monteiro, sofia ; Afonso, Antonio ; Alves, Jose. In: Working Papers REM. RePEc:ise:remwps:wp03002023.

Full description at Econpapers || Download paper

2023Evaluation of Non-survey Methods for the Construction of Regional Input–Output Matrices When There is Partial Historical Information. (2023). Mardones, Cristian ; Silva, Darling. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:3:d:10.1007_s10614-022-10241-x.

Full description at Econpapers || Download paper

2023Re-examining the finance–institutions–growth nexus: does financial integration matter?. (2023). Abdul Razak, Lutfi ; Haini, Hazwan ; Husseini, Sufrizul ; Loon, Pang Wei. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09498-5.

Full description at Econpapers || Download paper

2023Sentimental Shocks and House Prices. (2023). Kapopoulos, Panayotis ; Anastasiou, Dimitris ; Zekente, Kalliopi-Maria. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:4:d:10.1007_s11146-021-09871-z.

Full description at Econpapers || Download paper

2023Greece 2010–18: What Could Have Been Done Differently?. (2023). Young, Garry ; Macchiarelli, Corrado ; Lenoel, Cyrille. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:2:d:10.1007_s11079-022-09672-8.

Full description at Econpapers || Download paper

2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

Full description at Econpapers || Download paper

2023To change or not to change The evolution of forecasting models at the Bank of England. (2023). Goutsmedt, Aurélien ; Sergi, Francesco ; Acosta, Juan ; Fontan, Clement ; Claveau, Franois ; Cherrier, Beatrice. In: SocArXiv. RePEc:osf:socarx:m2cet.

Full description at Econpapers || Download paper

2023The spillover effects of financial development and institutions on economic growth in emerging economies: new insights from spatial Durbin approach. (2023). Hall, Stephen G ; Ahmad, Mahyudin ; Nayan, Sabri ; Law, Siong Hook. In: MPRA Paper. RePEc:pra:mprapa:118966.

Full description at Econpapers || Download paper

2023Does Exchange Rate Volatility Affect Foreign Trade? The Empirical Evidence from Some Selected MENA Countries. (2023). Nawaz, Mehwish ; Qurat-ul-ain Altaf, ; Shahid, Muneeba ; Zahir, Salma. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:9:y:2023:i:2:p:689-700.

Full description at Econpapers || Download paper

2023Empirical Literature on Economic Growth, 1991–2020: Uncovering Extant Gaps and Avenues for Future Research. (2023). , Aurora ; Dor, Natalia I. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:15:y:2023:i:1:p:7-37.

Full description at Econpapers || Download paper

2023Impact of Public Debt on Economic Growth: A Quantile Regression Approach. (2023). Chin, Lee ; San, Chen Kong. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:12:y:2023:i:2:p:250-278.

Full description at Econpapers || Download paper

2023Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies. (2023). Cheng, Jie. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02360-7.

Full description at Econpapers || Download paper

2023Investment Subsidies Effectiveness: Evidence from a Regional Program. (2023). Chinetti, Simone. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:9:y:2023:i:2:d:10.1007_s40797-022-00196-1.

Full description at Econpapers || Download paper

2023Asymmetric effects of exchange rate volatility on trade flows: evidence from G7. (2023). karamelikli, huseyin ; Bahmani-Oskooee, Mohsen ; Niroomand, Farhang. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09597-5.

Full description at Econpapers || Download paper

2023Estimating aggregate economic rate of return to foreign aid in Pakistan. (2023). Hussain, Nadia ; Akram, Naeem ; Pasha, Sana Hameed ; Arshad, Muhammad. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:6:d:10.1007_s43546-023-00475-8.

Full description at Econpapers || Download paper

2023India’s Bilateral Export Growth and Exchange Rate Volatility: A Panel GMM Approach. (2023). Suri, Ritu ; Dua, Pami. In: Springer Books. RePEc:spr:sprchp:978-981-19-7592-9_6.

Full description at Econpapers || Download paper

2023Tail Heterogeneity for Dynamic Covariance-Matrix-Valued Random Variables: the F-Riesz Distribution. (2021). Lucas, Andr E ; Blasques, Francisco ; Rossini, Luca ; Opschoor, Anne. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210010.

Full description at Econpapers || Download paper

2023Dependence between foreign trade performance and exchange rate volatility: Panel ARDL approach. (2023). Theophilus, Kumeka Terver ; Oluwatosin, Adeniyi ; Abimbola, Oyinlola Mutiu. In: Croatian Review of Economic, Business and Social Statistics. RePEc:vrs:crebss:v:9:y:2023:i:1:p:1-15:n:3.

Full description at Econpapers || Download paper

2023Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1.

Full description at Econpapers || Download paper

2023The relationship between social capital and economic growth on a provincial and regional basis. (2023). Tunahan, Haciimamolu ; Abdulmuttalip, Pilatin. In: Economics and Business Review. RePEc:vrs:ecobur:v:9:y:2023:i:3:p:153-180:n:6.

Full description at Econpapers || Download paper

2023Debt?to?GDP changes and the great recession: European Periphery versus European Core. (2023). Kollintzas, Tryphon ; Kouretas, Georgios ; Kardara, Stella ; Agoraki, Mariaeleni K. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3299-3331.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Foreign exchange market asymmetries in Pacific small island developing states: Evidence from Fiji. (2023). Singh, Rup ; Jain, Devendra Kumar ; Chand, Ronal ; Patel, Arvind. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4353-4364.

Full description at Econpapers || Download paper

2023To comply or not to comply? How a UEFA wage?to?revenue requirement might affect the sport and managerial performance of soccer clubs. (2023). Agnese, Pablo ; Garciadelbarrio, Pedro. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:44:y:2023:i:2:p:767-786.

Full description at Econpapers || Download paper

2023Government subsidies of new energy vehicle industry and enterprise innovation: Moderating role of chief executive officers technical background. (2023). Song, Zengji ; Nahm, Abraham Y ; Huang, Shuang. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:44:y:2023:i:4:p:2137-2147.

Full description at Econpapers || Download paper

2023A simple but powerful simulated certainty equivalent approximation method for dynamic stochastic problems. (2023). Judd, Kenneth L ; Cai, Yongyang. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:2:p:651-687.

Full description at Econpapers || Download paper

2023Growth Constraints and Structural Diversification for Kyrgyzstan Economy: Policy Analysis of Key Reforms and its Implications. (2023). Horridge, Mark ; Yamano, Takashi ; Ginting, Edimon ; Das, Gouranga G. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1250.

Full description at Econpapers || Download paper

2023Testing for differences in survey-based density expectations: A compositional data approach. (2023). Kenny, Geoff ; Glas, Alexander ; Dovern, Jonas. In: Working Papers. RePEc:zbw:pp1859:39.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
article0
2023Fast Two-Stage Variational Bayesian Approach to Estimating Panel Spatial Autoregressive Models with Unrestricted Spatial Weights Matrices In: Papers.
[Full Text][Citation analysis]
paper0
2022Forecasting Inflation: The Use of Dynamic Factor Analysis and Nonlinear Combinations In: Discussion Papers.
[Full Text][Citation analysis]
paper2
2023Forecasting inflation: The use of dynamic factor analysis and nonlinear combinations.(2023) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2022Drivers and Spillover Effects of Inflation: the United States, the Euro Area, and the United Kingdom In: Discussion Papers.
[Full Text][Citation analysis]
paper0
2022Drivers and spillover effects of inflation: the United States, the euro area, and the United Kingdom.(2022) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
1985On the Solution of Large Economic Models with Consistent Expectations. In: Bulletin of Economic Research.
[Citation analysis]
article11
1988Analysing Unstable Policy Prescriptions in Linear Difference Models with Rational Expectations. In: Bulletin of Economic Research.
[Citation analysis]
article0
2013THE DEBATE ABOUT THE REVIVED BRETTON-WOODS REGIME: A SURVEY AND EXTENSION OF THE LITERATURE In: Journal of Economic Surveys.
[Full Text][Citation analysis]
article10
2011The Debate about the Revived Bretton-Woods Regime: A Survey and Extension of the Literature*.(2011) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2012The Debate about the Revived Bretton-Woods Regime: A Survey and Extension of the Literature.(2012) In: School of Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
1986The Application of Stochastic Simulation Techniques to the National Institutes Model 7. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article5
1989Modelling Asset Prices with Time-Varying Betas. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article7
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]
article12
1992Measuring Convergence of the EC Economies. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article47
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.
[Full Text][Citation analysis]
article10
2003Testing for Common Cycles in Money, Nominal Income and Prices In: Manchester School.
[Full Text][Citation analysis]
article5
1999Testing for Common Cycles in Money, Nominal Income and Prices..(1999) In: Department of Economics - Working Papers Series.
[Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2011BRETTON?WOODS SYSTEMS, OLD AND NEW, AND THE ROTATION OF EXCHANGE?RATE REGIMES In: Manchester School.
[Full Text][Citation analysis]
article5
2010Bretton-Woods systems, old and new, and the rotation of exchange-rate regimes.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2009Bretton-Woods Systems, Old and New, and the Rotation of Exchange-Rates Regimes.(2009) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
1984On the Solution of High Order, Symmetric, Difference Equations. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article0
1985Forecasting with a Rational Expectations Model of the UK: A Comment. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article0
1986An Application of the Granger & Engle Two-Step Estimation Procedure to United Kingdom Aggregate Wage Data. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article71
1989Maximum Likelihood Estimation of Cointegration Vectors: An Example of the Johansen Procedure. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article42
1995Price and Quantity Responses to Cost and Demand Shocks. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article1
1999A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article9
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.
[Full Text][Citation analysis]
article174
1982Money and the Economics of Leon Walras. In: Scottish Journal of Political Economy.
[Citation analysis]
article1
1991The Effect of Varying Length VAR Models on the Maximum Likelihood Estimates of Cointegrating Vectors. In: Scottish Journal of Political Economy.
[Citation analysis]
article40
1993An investigation of the effect of funding on the slope of the yield curve In: Bank of England working papers.
[Full Text][Citation analysis]
paper1
2013Fundamentally wrong: market pricing of sovereigns and the Greek financial crisis In: Special Conference Papers.
[Full Text][Citation analysis]
paper37
2014Fundamentally Wrong: Market Pricing of Sovereigns and the Greek Financial Crisis.(2014) In: Journal of Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37
article
2013FUNDAMENTALLY WRONG: MARKET PRICING OF SOVEREIGNS AND THE GREEK FINANCIAL CRISIS.(2013) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37
paper
2003An Indicator Measuring Underlying Economic Activity in Greece In: Working Papers.
[Full Text][Citation analysis]
paper12
2012Consumer credit in an era of financial liberalisation: an overreaction to repressed demand? In: Working Papers.
[Full Text][Citation analysis]
paper16
2012Consumer credit in an era of financial liberalisation: An overreaction to repressed demand?.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
paper
2014Consumer credit in an era of financial liberalization: an overreaction to repressed demand?.(2014) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
article
2015The Effectiveness of The ECB’s Asset Purchase Programs Of 2009 To 2012 In: Working Papers.
[Full Text][Citation analysis]
paper41
2016The effectiveness of the ECBs asset purchase programs of 2009 to 2012.(2016) In: Journal of Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41
article
2015The Effectiveness of the ECB’s Asset Purchase Programs of 2009 to 2012.(2015) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41
paper
2016Self-fulfilling dynamics: the interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis In: Working Papers.
[Full Text][Citation analysis]
paper16
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
paper
2019On the effects of the ECB’s funding policies on bank lending and the demand for the euro as an international reserve In: Working Papers.
[Full Text][Citation analysis]
paper0
2020The effect of Emergency Liquidity Assistance (ELA) on bank lending during the euro area crisis In: Working Papers.
[Full Text][Citation analysis]
paper3
2020The effect of emergency liquidity assistance (ELA) on bank lending during the euro area crisis.(2020) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2019The Effect of Emergency Liquidity Assistance (ELA) on Bank Lending during the Euro Area Crisis..(2019) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2020Did the absence of a central bank backstop in the sovereign bond markets exacerbate spillovers during the euro-area crisis? In: Working Papers.
[Full Text][Citation analysis]
paper1
2020A Suggestion for a Dynamic Multi Factor Model (DMFM) In: Working Papers.
[Full Text][Citation analysis]
paper0
2006Measuring the Correlation of Shocks betweem the EU15 and the New Member Countries In: Working Papers.
[Full Text][Citation analysis]
paper7
2006Measuring the correlation of shocks between the EU15 and the new member countries.(2006) In: Economic Change and Restructuring.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
2007A Portofolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment In: Working Papers.
[Full Text][Citation analysis]
paper14
2008A Portfolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment.(2008) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2008Spatial Interdependencies of FDI Locations: A Lessening of the Tyranny of Distance? In: Working Papers.
[Full Text][Citation analysis]
paper26
2008Spatial Interdependencies of FDI Locations: A Lessening of the Tyranny of Distance?.(2008) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26
paper
2013The forward rate premium puzzle: a case of misspecification? In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article2
1993Rational Bubbles During Polands Hyperinflation: Implications and Empirical Evidence In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper40
1994Rational bubbles during Polands hyperinflation: Implications and empirical evidence.(1994) In: European Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40
article
1993Rational bubbles during Polland’s hiperinflation: implications and empirical evidence..(1993) In: Documentos de Trabajo (working papers).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40
paper
1996Carbon abatement costs: an integrated approach for India* In: Environment and Development Economics.
[Full Text][Citation analysis]
article4
2015MICROPRODUCTION FUNCTIONS WITH UNIQUE COEFFICIENTS AND ERRORS: A RECONSIDERATION AND RESPECIFICATION In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article0
2015A NOTE ON GENERALIZING THE CONCEPT OF COINTEGRATION In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article0
2017TIME-VARYING COEFFICIENT MODELS: A PROPOSAL FOR SELECTING THE COEFFICIENT DRIVER SETS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article3
2014Time Varying Coefficient Models; A Proposal for selecting the Coefficient Driver Sets.(2014) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
In: .
[Full Text][Citation analysis]
article1
1983The Economic Effects of North Sea Oil.(1983) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
In: .
[Full Text][Citation analysis]
article0
In: .
[Full Text][Citation analysis]
article0
1986Consistent Simulations and the National Institute Model 8.(1986) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
In: .
[Full Text][Citation analysis]
article0
1986The Exchange Rate and the Balance of Payments.(1986) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
In: .
[Full Text][Citation analysis]
article1
1986Oil Prices and the Economy.(1986) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
In: .
[Full Text][Citation analysis]
article9
1987Wage Models.(1987) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
article
In: .
[Full Text][Citation analysis]
article0
1987Analysing Economic Behaviour 1975-85 with a Model Incorporating Consistent Expectations.(1987) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
In: .
[Full Text][Citation analysis]
article0
In: .
[Full Text][Citation analysis]
article0
In: .
[Full Text][Citation analysis]
article1
2018Macro Modelling at the NIESR: Its Recent History.(2018) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
In: .
[Full Text][Citation analysis]
book0
2011The ECBs New Multi-Country Model for the euro area: NMCM - with boundedly rational learning expectations In: Working Paper Series.
[Full Text][Citation analysis]
paper16
2011The ECBs New Multi-Country Model for the Euro area: NMCM - with Boundedly Rational Learning Expectations*.(2011) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
paper
2002Bargaining Models and Identifying the Wage Equation In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]
paper1
2004Foreign Direct Investment And Exchange Rate Uncertainty In Imperfectly Competitive Industries In: Royal Economic Society Annual Conference 2004.
[Full Text][Citation analysis]
paper14
2004Foreign direct investment and exchange rate uncertainty in imperfectly competitive industries.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2003Foreign Direct Investment and Exchange Rate Uncertainty in Imperfectly Competitive Industries.(2003) In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 14
paper
1990Manufacturing Stocks: Expectations, Risk and Co-integration. In: Economic Journal.
[Full Text][Citation analysis]
article17
1991Cointegration in Recursive Systems. In: Economic Journal.
[Full Text][Citation analysis]
article16
1991Sterlings Relationship with the Dollar and the Deutschemark: 1976-89. In: Economic Journal.
[Full Text][Citation analysis]
article49
1994The Relevance of P-Star Analysis to UK Monetary Policy. In: Economic Journal.
[Full Text][Citation analysis]
article89
1995Macroeconomics and a Bit More Reality. In: Economic Journal.
[Full Text][Citation analysis]
article21
1989An Investigation of the Long-run Properties of Aggregate Non-durable Consumers Expenditure in the United Kingdom. In: Economic Journal.
[Full Text][Citation analysis]
article14
1986A dynamic econometric model of the UK with rational expectations In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article2
1986Time inconsistency and optimal policy formulation in the presence of rational expectations In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article1
1994Robust optimal decisions with stochastic nonlinear economic systems In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article8
1997E-equilibria and adaptive expectations: Output and inflation in the LBS model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article16
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.
[Full Text][Citation analysis]
article44
2018The macroeconomic and fiscal implications of inflation forecast errors In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article0
1995Model consistent learning and regime switching in the London Business School model In: Economic Modelling.
[Full Text][Citation analysis]
article2
1996Modelling economies subject to structural change: The case of Germany In: Economic Modelling.
[Full Text][Citation analysis]
article8
1997Switching error-correction models of house prices in the United Kingdom In: Economic Modelling.
[Full Text][Citation analysis]
article51
2000Modelling economies in transition: an introduction In: Economic Modelling.
[Full Text][Citation analysis]
article13
2000Unemployment and the capital stock: a dynamic structural model of the UK supply side In: Economic Modelling.
[Full Text][Citation analysis]
article7
2001Coordination and price shocks: an empirical analysis In: Economic Modelling.
[Full Text][Citation analysis]
article0
2003S.G.B. Henry: a memoir and a festschrift essay In: Economic Modelling.
[Full Text][Citation analysis]
article0
2004Would adopting the Australian dollar provide superior monetary policy in New Zealand? In: Economic Modelling.
[Full Text][Citation analysis]
article20
2005Interest rate linkages: a Kalman filter approach to detecting structural change In: Economic Modelling.
[Full Text][Citation analysis]
article25
2009Assessing the causal relationship between euro-area money and prices in a time-varying environment In: Economic Modelling.
[Full Text][Citation analysis]
article12
2009How far from the Euro Area? Measuring convergence of inflation rates in Eastern Europe In: Economic Modelling.
[Full Text][Citation analysis]
article11
2009How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe.(2009) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2009How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe.(2009) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2010Arnold Zellner: January 2nd 1927-August 11th 2010 In: Economic Modelling.
[Full Text][Citation analysis]
article0
2010Introduction: P.A.V.B. Swamys contribution to Econometrics In: Economic Modelling.
[Full Text][Citation analysis]
article0
2010Exchange-rate volatility and export performance: Do emerging market economies resemble industrial countries or other developing countries? In: Economic Modelling.
[Full Text][Citation analysis]
article44
2012Spatial panel data analysis with feasible GLS techniques: An application to the Chinese real exchange rate In: Economic Modelling.
[Full Text][Citation analysis]
article2
2013Limited information minimal state variable learning in a medium-scale multi-country model In: Economic Modelling.
[Full Text][Citation analysis]
article14
2015Two applications of the random coefficient procedure: Correcting for misspecifications in a small area level model and resolving Simpsons paradox In: Economic Modelling.
[Full Text][Citation analysis]
article3
2017A suggestion for constructing a large time-varying conditional covariance matrix In: Economics Letters.
[Full Text][Citation analysis]
article7
1986The use of prior regressions in the estimation of error correction models In: Economics Letters.
[Full Text][Citation analysis]
article1
1986Disequilibrium models with rational expectations : An application to the UK labour market In: Economics Letters.
[Full Text][Citation analysis]
article0
1999Examining the first stages of market performance: a test for evolving market efficiency In: Economics Letters.
[Full Text][Citation analysis]
article48
2006Evaluating policy feedback rules using the joint density function of a stochastic model In: Economics Letters.
[Full Text][Citation analysis]
article15
1997Stabilizing energy related CO2 emissions for India In: Energy Economics.
[Full Text][Citation analysis]
article2
1980Scarcity, energy and economic progress : by Ferdinand E. Banks 200 pp, [UK pound]10.50, Lexington books, Lexington, MA, 1978 In: Energy Economics.
[Full Text][Citation analysis]
article0
2017Financial structure and economic development: Evidence on the view of ‘new structuralism’ In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article2
2016How the euro-area sovereign-debt crisis led to a collapse in bank equity prices In: Journal of Financial Stability.
[Full Text][Citation analysis]
article12
2014How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices.(2014) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2015How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices.(2015) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2015How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices.(2015) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2018Measuring systemic vulnerability in European banking systems In: Journal of Financial Stability.
[Full Text][Citation analysis]
article5
2022An investigation into feedback and spatial relationships between banks’ share prices and sovereign bond spreads during the euro crisis In: Journal of Financial Stability.
[Full Text][Citation analysis]
article0
2007Combining density forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]
article218
1986Forecasting employment : The role of forward-looking behaviour In: International Journal of Forecasting.
[Full Text][Citation analysis]
article0
2020Nonlinear forecast combinations: An example using euro-area real GDP growth In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]
article0
2020On the effects of the ECB’s funding policies on bank lending In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article0
2012The Greek financial crisis: Growing imbalances and sovereign spreads In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article82
2013Is the relationship between prices and exchange rates homogeneous? In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article14
2013Is the Relationship Between Prices and Exchange Rates Homogeneous?.(2013) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2013Measuring currency pressures: The cases of the Japanese yen, the Chinese yuan, and the UK pound In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]
article14
2013Measuring Currency Pressures: The Cases of the Japanese Yen, the Chinese Yuan, and the U.K. Pound.(2013) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
1996Endogenous technical progress in fossil fuel demand: The case of France In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article2
1997Learning about monetary union: An analysis of bounded rational learning in European labor markets In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article0
2002The 1998 Russian crisis: could the exchange rate volatility have predicted it? In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article4
2017Economic growth and convergence: Do institutional proximity and spillovers matter? In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article35
2019Does foreign aid play a role in the maintenance of economic growth? A non-linear analysis In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article7
1994Transportation and energy in Santiago, Chile In: Transport Policy.
[Full Text][Citation analysis]
article1
2010MEMBER: Multi-Country Euro Area Model with Boundedly Estimated Rationality In: EcoMod2010.
[Full Text][Citation analysis]
paper1
In: .
[Full Text][Citation analysis]
chapter0
In: .
[Full Text][Citation analysis]
chapter0
2017Trust-based social capital, economic growth and property rights: explaining the relationship In: International Journal of Social Economics.
[Full Text][Citation analysis]
article13
1998Aggregate demand and aggregate supply in UK regions In: Journal of Economic Studies.
[Full Text][Citation analysis]
article0
2012Milton Friedman, the demand for money, and the ECB’s monetary policy strategy In: Review.
[Full Text][Citation analysis]
article14
2012Milton Friedman, the Demand for Money and the ECB’s Monetary-Policy Strategy.(2012) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2015On the Interpretation of Instrumental Variables in the Presence of Specification Errors In: Econometrics.
[Full Text][Citation analysis]
article5
2014On the Interpretation of Instrumental Variables in the Presence of Specification Errors.(2014) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2016A Method for Measuring Treatment Effects on the Treated without Randomization In: Econometrics.
[Full Text][Citation analysis]
article1
2016A Method for Measuring Treatment Effects on the Treated without Randomization.(2016) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2016Removing Specification Errors from the Usual Formulation of Binary Choice Models In: Econometrics.
[Full Text][Citation analysis]
article1
2016Removing Specification Errors from the Usual Formulation of Binary Choice Models*.(2016) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2017On the Interpretation of Instrumental Variables in the Presence of Specification Errors: A Reply In: Econometrics.
[Full Text][Citation analysis]
article2
2023A Model to Explain the Impact of Government Revenue on the Quality of Governance and the SDGs In: Economies.
[Full Text][Citation analysis]
article0
2022A model to explain the impact of government revenue on the quality of governance and the SDGs.(2022) In: WIDER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
1998Modelling and forecasting UK public finances In: Fiscal Studies.
[Full Text][Citation analysis]
article4
2008Foreign direct investment and exchange rate uncertainty in South-East Asia In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article10
2009A new look at economic convergence in Europe: a common factor approach In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article5
2007A New Look at Economic Convergence in Europe: A Common Factor Approach.(2007) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
1997Empirical Properties of the Black Market Zloty-Dollar Exchange Rate, 1955-1990. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article1
1997Measuring Economic Convergence. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article12
1999Stylized Facts of the Business Cycle Revisited: A Structural Modelling Approach. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article3
2001Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article22
1996Measuring Underlying Economic Activity. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article2
1997Cointegration and Changes in Regime: The Japanese Consumption Function. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article53
1999Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article154
1986Forecasting with an Econometric Model: Some Recent Results Using the National Institute Model. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article0
1987A Forward Looking Model of the Exchange Rate. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article4
1990An Algorithm for the Solution of Stochastic Optimal Control Problems for Large Nonlinear Econometric Models. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article2
1992Testing a Discrete Switching Disequilibrium Model of the UK Labour Market. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article4
2001Creating High-Frequency National Accounts with State-Space Modelling: A Monte Carlo Experiment. In: Journal of Forecasting.
[Citation analysis]
article29
2002A Non-parametric Approach to Pricing and Hedging Derivative Securities: With an Application to LIFFE Data. In: Computational Economics.
[Full Text][Citation analysis]
article1
2020A Monte Carlo Study of Time Varying Coefficient (TVC) Estimation In: Computational Economics.
[Full Text][Citation analysis]
article1
1993Modelling Structural Change Using the Kalman Filter. In: Economic Change and Restructuring.
[Citation analysis]
article9
1994Forecasting Economies in Transition: The Case of Romania. In: Economic Change and Restructuring.
[Citation analysis]
article1
1997Evolving Market Efficiency with an Application to Some Bulgarian Shares. In: Economic Change and Restructuring.
[Full Text][Citation analysis]
article32
1997Evolving Market Efficiency with an Application to Some Bulgarian Shares.(1997) In: Economic Change and Restructuring.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
article
1996Evolving Market Efficiency with an Application to Some Bulgarian Shares.(1996) In: Ace Project Memoranda.
[Citation analysis]
This paper has nother version. Agregated cites: 32
paper
2000Do Market Participants Learn? The Case of the Budapest Stock Exchange. In: Economic Change and Restructuring.
[Full Text][Citation analysis]
article5
2002Measuring the Capital Stock in Russia: An Unobserved Component Model. In: Economic Change and Restructuring.
[Full Text][Citation analysis]
article5
2012Introduction to the special issue in honour of Wojciech Charemza In: Economic Change and Restructuring.
[Full Text][Citation analysis]
article0
2012Financial crisis, effective policy rules and bounded rationality in a New Keynesian framework In: Economic Change and Restructuring.
[Full Text][Citation analysis]
article0
2012Measurement of causal effects In: Economic Change and Restructuring.
[Full Text][Citation analysis]
article1
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.
[Full Text][Citation analysis]
article18
2023The growth effects of economic and political institutions: new evidence from spatial econometrics analysis using historical-based institutional matrix In: Economic Change and Restructuring.
[Full Text][Citation analysis]
article1
2003Evaluating the Gains to Cooperation in the G-3 In: Empirica.
[Full Text][Citation analysis]
article2
2005A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates In: Open Economies Review.
[Full Text][Citation analysis]
article0
2009Foreign Direct Investment in R&D and Exchange Rate Uncertainty In: Open Economies Review.
[Full Text][Citation analysis]
article12
2010The Fisher Effect Puzzle: A Case of Non-Linear Relationship? In: Open Economies Review.
[Full Text][Citation analysis]
article7
2014Inflation and Business Cycle Convergence in the Euro Area: Empirical Analysis Using an Unobserved Component Model In: Open Economies Review.
[Full Text][Citation analysis]
article3
2021Government Revenue and Child and Maternal Mortality In: Open Economies Review.
[Full Text][Citation analysis]
article0
2012Spurious Common Factors In: Discussion Paper Series.
[Full Text][Citation analysis]
paper2
2008The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation? In: Discussion Papers in Economics.
[Full Text][Citation analysis]
paper13
2009The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?.(2009) In: Southern Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
article
2008Estimation of Parameters in the Presence of Model misspecification and Measurement Error In: Discussion Papers in Economics.
[Full Text][Citation analysis]
paper6
2008A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data In: Discussion Papers in Economics.
[Full Text][Citation analysis]
paper3
2010A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data.(2010) In: Journal for Economic Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2009Time-Varying Coefficient Estimation in the Presence of Non-Stationarity In: Discussion Papers in Economics.
[Full Text][Citation analysis]
paper0
2009Effect of oil price changes on the price of Russian and Chinese oil shares In: Discussion Papers in Economics.
[Full Text][Citation analysis]
paper1
2017The effect of oil price changes on the price of Russian and Chinese oil shares.(2017) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2009The Nonexistence of Instrumental Variables In: Discussion Papers in Economics.
[Full Text][Citation analysis]
paper1
2011The Nonexistence of Instrumental Variables.(2011) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2009Assessing the Casual Relationship between Euro-Area Money and Price in Time-Varying Environment In: Discussion Papers in Economics.
[Full Text][Citation analysis]
paper5
2009The Behaviour of Dickey Fuller test in the case of noisy data: to what extent we can trust the outcome. In: Discussion Papers in Economics.
[Full Text][Citation analysis]
paper1
2009Measuring Convergence of the New Member Countries’ Exchange Rates to the Euro In: Discussion Papers in Economics.
[Full Text][Citation analysis]
paper4
2007Measuring convergence of the new member countries’ exchange rates to the euro.(2007) In: Journal of Financial Transformation.
[Citation analysis]
This paper has nother version. Agregated cites: 4
article
2010Decision-Based Forecast Evaluation of UK Interest Rate Predictability* In: Discussion Papers in Economics.
[Full Text][Citation analysis]
paper2
2016Decision?Based Forecast Evaluation of UK Interest Rate Predictability.(2016) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2010Economic Value of Stock and Interest Rate Predictability in the UK In: Discussion Papers in Economics.
[Full Text][Citation analysis]
paper0
2011Generalized Cointegration: A New Concept with an Application to Health Expenditure and Health Outcomes In: Discussion Papers in Economics.
[Full Text][Citation analysis]
paper4
2012Generalized cointegration: a new concept with an application to health expenditure and health outcomes.(2012) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
article
2011The Forward Rate Premium Puzzle: A Resolution? In: Discussion Papers in Economics.
[Full Text][Citation analysis]
paper4
2014Are All Sovereigns Equal? A Test of the Common Determination of Sovereign Spreads in the Euro Area In: Discussion Papers in Economics.
[Full Text][Citation analysis]
paper5
2015Are all sovereigns equal? A test of the common determination of sovereign spreads in the euro area.(2015) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2014Doom-loops: The Role of Rating Agencies in the Euro Financial Crisis In: Discussion Papers in Economics.
[Full Text][Citation analysis]
paper1
2015A New International Database on Financial Fragility In: Discussion Papers in Economics.
[Full Text][Citation analysis]
paper7
2015A New International Database on Financial Fragility.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2015A New International Database on Financial Fragility.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2016Measuring Systemic Stress in European Banking Systems* In: Discussion Papers in Economics.
[Full Text][Citation analysis]
paper0
2004Expectations Formation and the 1990s ERM Crisis/Formación de expectativas y crisis del S.M.E en la década de los noventa In: Estudios de Economia Aplicada.
[Full Text][Citation analysis]
article0
2004Foreign direct investment in industrial R&D and exchange rate uncertainty in the UK In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]
paper6
2005Non-Linear Properties of Currency Crises in Emerging Markets In: Money Macro and Finance (MMF) Research Group Conference 2005.
[Full Text][Citation analysis]
paper0
2004Testing the Pooling Assumption in an Industry Panel of R&D Investment: What Do We Learn? In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
[Citation analysis]
paper3
2009Where Has All the Money Gone? Wealth and the Demand for Money in South Africa † In: Journal of African Economies.
[Full Text][Citation analysis]
article2
1983Money and the Walrasian Utility Function. In: Oxford Economic Papers.
[Full Text][Citation analysis]
article1
1992Measuring Efficiency and Risk in the Major Bond Markets. In: Oxford Economic Papers.
[Full Text][Citation analysis]
article5
2021Cross-country spillovers of national financial markets and the effectiveness of ECB policies during the euro-area crisis In: Oxford Economic Papers.
[Full Text][Citation analysis]
article0
2009Recent Developments in Density Forecasting In: Palgrave Macmillan Books.
[Citation analysis]
chapter11
2002Testing for Common Features in the European Union In: Palgrave Macmillan Books.
[Citation analysis]
chapter0
In: .
[Full Text][Citation analysis]
article0
2012Do institutions matter for growth? Evidence from East Asian countries In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2012Institutions and growth: Testing the spatial effect using weight matrix based on the institutional distance concept In: MPRA Paper.
[Full Text][Citation analysis]
paper4
2012Institutions-growth spatial dependence: An empirical test In: MPRA Paper.
[Full Text][Citation analysis]
paper7
2013Can Trust Explain Social Capital Effect on Property Rights and Growth? In: MPRA Paper.
[Full Text][Citation analysis]
paper4
2014Explaining social capital effects on growth and property rights via trust-alternative variables In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2022The Impact of Government Revenue on the Achievement of the Sustainable Development Goals and the Amplification Potential of Good Governance In: Central European Journal of Economic Modelling and Econometrics.
[Full Text][Citation analysis]
article1
2007Content In: Working Papers.
[Full Text][Citation analysis]
paper0
2007The Benefits and Costs of Monetary Union in Southern Africa A Critical Survey of the Literature In: Working Papers.
[Full Text][Citation analysis]
paper32
2008Measuring the Correlation of Shocks Between the UK and the Core of Europe In: Journal for Economic Forecasting.
[Full Text][Citation analysis]
article1
2014Lawrence R. Klein and the Economic Forecasting – A Survey In: Journal for Economic Forecasting.
[Full Text][Citation analysis]
article0
1998Using Models to Analyse Economic Policy Responses; The Case of Environmental Co-Operation In: Energy & Environment.
[Full Text][Citation analysis]
article0
2002Testing Causality Between Team Performance and Payroll In: Journal of Sports Economics.
[Full Text][Citation analysis]
article108
1985Rational Expectations in an Econometric Model: Niesr Model 8 In: National Institute Economic Review.
[Full Text][Citation analysis]
article1
2006An Independent Bank of England In: National Institute Economic Review.
[Full Text][Citation analysis]
article0
2006The New Monetary Regime In: National Institute Economic Review.
[Full Text][Citation analysis]
article0
Modelling Emerging Financial Markets and their Approach to Market Efficiency In: Computing in Economics and Finance 1996.
[Full Text][Citation analysis]
paper0
1999On the Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices In: Computing in Economics and Finance 1999.
[Citation analysis]
paper27
1999Inflation Targeting: The Delegation and Co-Ordination of Monetary Policy In: Computing in Economics and Finance 1999.
[Citation analysis]
paper1
2007Foreign Direct Investment (FDI) and Exchange Rate Uncertainty in Imperfectly Competitive Industries In: Contributions to Economics.
[Citation analysis]
chapter3
1994Is the Bundesbank Different from Other Central Banks: A Study Based on P. In: Empirical Economics.
[Citation analysis]
article5
2020Estimates of the New Keynesian Phillips Curve for Pakistan In: Empirical Economics.
[Full Text][Citation analysis]
article0
2013Inflation Convergence in Europe In: Innovation, Technology, and Knowledge Management.
[Citation analysis]
chapter0
2023A test to select between spatial weighting matrices In: Journal of Spatial Econometrics.
[Full Text][Citation analysis]
article0
2022Government revenue, quality of governance and child and maternal survival In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
1995A proposed framework for monetary policy In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2002Foreign exchange market efficiency and cointegration In: Applied Financial Economics.
[Full Text][Citation analysis]
article6
2005Interest rate linkages: identifying structural relations In: Applied Financial Economics.
[Full Text][Citation analysis]
article9
2022Local agency for the public purpose? Dissecting and evaluating the emerging discourses of municipal entrepreneurship in the UK In: Local Government Studies.
[Full Text][Citation analysis]
article0
2014Revisiting the institutions-growth nexus in developing countries: The new evidence In: New Zealand Economic Papers.
[Full Text][Citation analysis]
article5
1993Structural breaks and GARCH modelling In: Documentos de Trabajo (working papers).
[Full Text][Citation analysis]
paper0
2011The small sample properties of tests of the expectations hypothesis: a Monte Carlo investigation In: International Journal of Finance & Economics.
[Citation analysis]
article2
2023Advances in forecasting: An introduction in light of the debate on inflation forecasting In: Journal of Forecasting.
[Full Text][Citation analysis]
article0
1998THE DEGREE OF CONVERGENCE WITHIN THE EMS In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0
1998IS THE BUNDESBANK DIFFERENT FROM OTHER CENTRAL BANKS? In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0
1998THE TREATMENT OF EXPECTATIONS EFFECTS IN LARGE-SCALE MODELS In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0
2018Spreads and bank ratings in the Euro area sovereign debt crises In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0
2007Production Constraints and the NAIRU In: Economics Discussion Papers.
[Full Text][Citation analysis]
paper1
2008Production Constraints and the NAIRU.(2008) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team