21
H index
41
i10 index
1621
Citations
Stephen George Hall : Citation Profile
Leicester University (93% share) | RESEARCH PRODUCTION: 150 Articles 80 Papers 4 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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38 years (1980 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Stephen George Hall. | Is cited by:
| Cites to:
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Main data
Where Stephen George Hall has published?
Recent works citing Stephen George Hall (2019 and 2018)
| Year | Title of citing document | |
|---|---|---|
| 2019 | Does 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. Full description at Econpapers || Download paper | |
| 2018 | Return, 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. Full description at Econpapers || Download paper | |
| 2018 | A 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. Full description at Econpapers || Download paper | |
| 2017 | Exchange 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. Full description at Econpapers || Download paper | |
| 2017 | THE 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. Full description at Econpapers || Download paper | |
| 2018 | Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes. (2018). Crisóstomo, Ricardo ; Couso, Lorena. In: Papers. RePEc:arx:papers:1801.08007. Full description at Econpapers || Download paper | |
| 2017 | Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751. Full description at Econpapers || Download paper | |
| 2019 | Predictability 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. Full description at Econpapers || Download paper | |
| 2018 | Recent RMB policy and currency co-movements. (2018). McCauley, Robert ; Shu, Chang. In: BIS Working Papers. RePEc:bis:biswps:727. Full description at Econpapers || Download paper | |
| 2018 | A key currency view of global imbalances. (2018). McCauley, Robertn ; Ito, Hiro. In: BIS Working Papers. RePEc:bis:biswps:762. Full description at Econpapers || Download paper | |
| 2019 | THE 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. Full description at Econpapers || Download paper | |
| 2018 | FACTOR 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. Full description at Econpapers || Download paper | |
| 2017 | Quantile 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. Full description at Econpapers || Download paper | |
| 2017 | Did 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. Full description at Econpapers || Download paper | |
| 2017 | Was 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. Full description at Econpapers || Download paper | |
| 2017 | The effect of card payments on vat revenue in Greece. (2017). Papaoikonomou, Dimitrios ; Hondroyiannis, George. In: Working Papers. RePEc:bog:wpaper:225. Full description at Econpapers || Download paper | |
| 2017 | A 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. Full description at Econpapers || Download paper | |
| 2018 | Fiscal 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. Full description at Econpapers || Download paper | |
| 2018 | Risk perceptions and fundamental effects on sovereign spreads. (2018). Migiakis, Petros ; Georgoutsos, Dimitris A. In: Working Papers. RePEc:bog:wpaper:250. Full description at Econpapers || Download paper | |
| 2018 | Quantitative easing and sovereign bond yields: a global perspective. (2018). Migiakis, Petros ; Malliaropulos, Dimitris. In: Working Papers. RePEc:bog:wpaper:253. Full description at Econpapers || Download paper | |
| 2018 | Positive Liquidity Spillovers from Sovereign Bond-Backed Securities. (2018). Dunne, Peter G. In: Research Technical Papers. RePEc:cbi:wpaper:5/rt/18. Full description at Econpapers || Download paper | |
| 2017 | Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, MarÃa ; Arghyrou, Michael ; Afonso, Antonio. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/12. Full description at Econpapers || Download paper | |
| 2019 | Private 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. Full description at Econpapers || Download paper | |
| 2017 | Whatever it takes to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects. (2017). Kontonikas, Alexandros ; Gadea, MarÃa ; Arghyrou, Michael ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6691. Full description at Econpapers || Download paper | |
| 2018 | Spotlight 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. Full description at Econpapers || Download paper | |
| 2019 | Private 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. Full description at Econpapers || Download paper | |
| 2017 | Financial 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. Full description at Econpapers || Download paper | |
| 2017 | Model 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. Full description at Econpapers || Download paper | |
| 2018 | Long-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. Full description at Econpapers || Download paper | |
| 2019 | Designing Robust Monetary Policy Using Prediction Pools. (2019). Levine, Paul ; Pearlman, J ; Mirza, A ; Deak, S. In: Working Papers. RePEc:cty:dpaper:19/11. Full description at Econpapers || Download paper | |
| 2017 | Examining 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. Full description at Econpapers || Download paper | |
| 2017 | The long-run effect of FDI on TFP in the United States. (2017). Herzer, Dierk. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00799. Full description at Econpapers || Download paper | |
| 2018 | Does 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. Full description at Econpapers || Download paper | |
| 2019 | The limits to integration before and after the great financial crisis. (2019). Marchionne, Francesco ; Lazareva, Evelina . In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00114. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Fiscal 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. Full description at Econpapers || Download paper | |
| 2018 | Private and public risk sharing in the euro area. (2018). Cimadomo, Jacopo ; Giuliodori, Massimo ; Furtuna, Oana. In: Working Paper Series. RePEc:ecb:ecbwps:20182148. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Do 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. Full description at Econpapers || Download paper | |
| 2018 | Environmental 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Does 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. Full description at Econpapers || Download paper | |
| 2017 | On 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. Full description at Econpapers || Download paper | |
| 2017 | Measuring 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. Full description at Econpapers || Download paper | |
| 2017 | Speculative 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. Full description at Econpapers || Download paper | |
| 2017 | Do 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. Full description at Econpapers || Download paper | |
| 2018 | Testing 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. Full description at Econpapers || Download paper | |
| 2018 | Borrowing 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. Full description at Econpapers || Download paper | |
| 2018 | Exchange 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. Full description at Econpapers || Download paper | |
| 2019 | Relationships 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. Full description at Econpapers || Download paper | |
| 2019 | Do 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. Full description at Econpapers || Download paper | |
| 2019 | Price 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. Full description at Econpapers || Download paper | |
| 2017 | Do 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. Full description at Econpapers || Download paper | |
| 2017 | Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory. (2017). RodrÃguez, Gabriel ; Rodriguez, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:393-420. Full description at Econpapers || Download paper | |
| 2018 | Global 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. Full description at Econpapers || Download paper | |
| 2019 | International 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. Full description at Econpapers || Download paper | |
| 2019 | Does 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Dynamic 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. Full description at Econpapers || Download paper | |
| 2017 | An 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. Full description at Econpapers || Download paper | |
| 2017 | Improving 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Forecasting 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. Full description at Econpapers || Download paper | |
| 2017 | Airfares 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. Full description at Econpapers || Download paper | |
| 2018 | Unveiling 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. Full description at Econpapers || Download paper | |
| 2018 | Econometric 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. Full description at Econpapers || Download paper | |
| 2018 | Predictability 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. Full description at Econpapers || Download paper | |
| 2017 | When 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. Full description at Econpapers || Download paper | |
| 2017 | Multiple 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2019 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Analyzing 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. Full description at Econpapers || Download paper | |
| 2017 | Asset 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Evaluation 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. Full description at Econpapers || Download paper | |
| 2018 | Are macroeconomic density forecasts informative?. (2018). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:181-198. Full description at Econpapers || Download paper | |
| 2018 | Combining 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. Full description at Econpapers || Download paper | |
| 2019 | Quantile 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Testing 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. Full description at Econpapers || Download paper | |
| 2018 | Credit 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. Full description at Econpapers || Download paper | |
| 2018 | Organizational 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. Full description at Econpapers || Download paper | |
| 2017 | Exchange 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. Full description at Econpapers || Download paper | |
| 2017 | Balance 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. Full description at Econpapers || Download paper | |
| 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. Full description at Econpapers || Download paper | |
| 2019 | A 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Inflation 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. Full description at Econpapers || Download paper | |
| 2017 | Maximizing 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. Full description at Econpapers || Download paper | |
| 2018 | Towards 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. Full description at Econpapers || Download paper | |
| 2017 | Do 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. Full description at Econpapers || Download paper | |
| 2018 | Long-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. Full description at Econpapers || Download paper | |
| 2017 | Determining 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2017 | Asymmetric 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. Full description at Econpapers || Download paper | |
| 2017 | Modelling 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 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:
| Year | Title | Type | Cited |
|---|
Works by Stephen George Hall:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2002 | Modelling Economic Policy Responses with an Application to the G3 In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 1985 | On the Solution of Large Economic Models with Consistent Expectations. In: Bulletin of Economic Research. [Citation analysis] | article | 8 |
| 1988 | Analysing Unstable Policy Prescriptions in Linear Difference Models with Rational Expectations. In: Bulletin of Economic Research. [Citation analysis] | article | 0 |
| 1986 | Manufacturing Stocks and Forward-Looking Expectations in the UK. In: Economica. [Full Text][Citation analysis] | article | 3 |
| 2013 | THE DEBATE ABOUT THE REVIVED BRETTON-WOODS REGIME: A SURVEY AND EXTENSION OF THE LITERATURE In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 6 |
| 2011 | The 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 another version. Agregated cites: 6 | paper | |
| 2012 | The 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 another version. Agregated cites: 6 | paper | |
| 1986 | The Application of Stochastic Simulation Techniques to the National Institutes Model 7. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 5 |
| 1989 | Modelling Asset Prices with Time-Varying Betas. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 5 |
| 1991 | An 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] | article | 7 |
| 1992 | Measuring Convergence of the EC Economies. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 36 |
| 1993 | Modelling the Sterling Effective Exchange Rate Using Expectations and Learning. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 3 |
| 1999 | Shock Hunting: The Relative Importance of Industry-Specific, Region-Specific and Aggregate Shocks in the OECD Countries. In: Manchester School. [Full Text][Citation analysis] | article | 10 |
| 2003 | Testing for Common Cycles in Money, Nominal Income and Prices In: Manchester School. [Full Text][Citation analysis] | article | 6 |
| 1999 | Testing for Common Cycles in Money, Nominal Income and Prices..(1999) In: Department of Economics - Working Papers Series. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2011 | BRETTON‐WOODS SYSTEMS, OLD AND NEW, AND THE ROTATION OF EXCHANGE‐RATE REGIMES In: Manchester School. [Full Text][Citation analysis] | article | 3 |
| 2010 | Bretton-Woods systems, old and new, and the rotation of exchange-rate regimes.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2009 | Bretton-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 another version. Agregated cites: 3 | paper | |
| 1984 | On the Solution of High Order, Symmetric, Difference Equations. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 0 |
| 1985 | Forecasting with a Rational Expectations Model of the UK: A Comment. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 0 |
| 1986 | An Application of the Granger & Engle Two-Step Estimation Procedure to United Kingdom Aggregate Wage Data. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 38 |
| 1989 | Maximum Likelihood Estimation of Cointegration Vectors: An Example of the Johansen Procedure. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 31 |
| 1995 | Price and Quantity Responses to Cost and Demand Shocks. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 1 |
| 1999 | A 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] | article | 8 |
| 2005 | Evaluating, 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] | article | 88 |
| 1982 | Money and the Economics of Leon Walras. In: Scottish Journal of Political Economy. [Citation analysis] | article | 1 |
| 1991 | The Effect of Varying Length VAR Models on the Maximum Likelihood Estimates of Cointegrating Vectors. In: Scottish Journal of Political Economy. [Citation analysis] | article | 34 |
| 1993 | An investigation of the effect of funding on the slope of the yield curve In: Bank of England working papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Fundamentally wrong: market pricing of sovereigns and the Greek financial crisis In: Special Conference Papers. [Full Text][Citation analysis] | paper | 15 |
| 2014 | Fundamentally Wrong: Market Pricing of Sovereigns and the Greek Financial Crisis.(2014) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
| 2013 | FUNDAMENTALLY WRONG: MARKET PRICING OF SOVEREIGNS AND THE GREEK FINANCIAL CRISIS.(2013) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2003 | An Indicator Measuring Underlying Economic Activity in Greece In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2012 | Consumer credit in an era of financial liberalisation: an overreaction to repressed demand? In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2012 | Consumer credit in an era of financial liberalisation: An overreaction to repressed demand?.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2014 | Consumer credit in an era of financial liberalization: an overreaction to repressed demand?.(2014) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2015 | The Effectiveness of The ECB’s Asset Purchase Programs Of 2009 To 2012 In: Working Papers. [Full Text][Citation analysis] | paper | 21 |
| 2016 | The effectiveness of the ECBs asset purchase programs of 2009 to 2012.(2016) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
| 2015 | The 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 another version. Agregated cites: 21 | paper | |
| 2016 | Self-fulfilling dynamics: the interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Self-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 another version. Agregated cites: 3 | article | |
| 2016 | Self-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 another version. Agregated cites: 3 | paper | |
| 2006 | Measuring the Correlation of Shocks betweem the EU15 and the New Member Countries In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2006 | Measuring 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 another version. Agregated cites: 6 | article | |
| 2007 | A Portofolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2008 | A 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 another version. Agregated cites: 8 | paper | |
| 2008 | Spatial Interdependencies of FDI Locations: A Lessening of the Tyranny of Distance? In: Working Papers. [Full Text][Citation analysis] | paper | 23 |
| 2008 | Spatial Interdependencies of FDI Locations: A Lessening of the Tyranny of Distance?.(2008) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2013 | The forward rate premium puzzle: a case of misspecification? In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 2 |
| 1993 | Rational Bubbles During Polands Hyperinflation: Implications and Empirical Evidence In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 34 |
| 1994 | Rational bubbles during Polands hyperinflation: Implications and empirical evidence.(1994) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | article | |
| 1993 | Rational bubbles during Polland’s hiperinflation: implications and empirical evidence..(1993) In: Documentos de Trabajo (working papers). [Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 1996 | Carbon abatement costs: an integrated approach for India In: Environment and Development Economics. [Full Text][Citation analysis] | article | 2 |
| 2015 | MICROPRODUCTION FUNCTIONS WITH UNIQUE COEFFICIENTS AND ERRORS: A RECONSIDERATION AND RESPECIFICATION In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2015 | A NOTE ON GENERALIZING THE CONCEPT OF COINTEGRATION In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2017 | TIME-VARYING COEFFICIENT MODELS: A PROPOSAL FOR SELECTING THE COEFFICIENT DRIVER SETS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 2 |
| 2014 | Time Varying Coefficient Models; A Proposal for selecting the Coefficient Driver Sets.(2014) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2011 | The ECBs New Multi-Country Model for the euro area: NMCM - with boundedly rational learning expectations In: Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2011 | The 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 another version. Agregated cites: 11 | paper | |
| 2002 | Bargaining Models and Identifying the Wage Equation In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Foreign Direct Investment And Exchange Rate Uncertainty In Imperfectly Competitive Industries In: Royal Economic Society Annual Conference 2004. [Full Text][Citation analysis] | paper | 7 |
| 2004 | Foreign 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 another version. Agregated cites: 7 | paper | |
| 1990 | Manufacturing Stocks: Expectations, Risk and Co-integration. In: Economic Journal. [Full Text][Citation analysis] | article | 16 |
| 1991 | Cointegration in Recursive Systems. In: Economic Journal. [Full Text][Citation analysis] | article | 15 |
| 1991 | Sterlings Relationship with the Dollar and the Deutschemark: 1976-89. In: Economic Journal. [Full Text][Citation analysis] | article | 43 |
| 1994 | The Relevance of P-Star Analysis to UK Monetary Policy. In: Economic Journal. [Full Text][Citation analysis] | article | 71 |
| 1995 | Macroeconomics and a Bit More Reality. In: Economic Journal. [Full Text][Citation analysis] | article | 18 |
| 1989 | An Investigation of the Long-run Properties of Aggregate Non-durable Consumers Expenditure in the United Kingdom. In: Economic Journal. [Full Text][Citation analysis] | article | 10 |
| 1986 | A dynamic econometric model of the UK with rational expectations In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
| 1986 | Time inconsistency and optimal policy formulation in the presence of rational expectations In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 1994 | Robust optimal decisions with stochastic nonlinear economic systems In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 7 |
| 1997 | E-equilibria and adaptive expectations: Output and inflation in the LBS model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 13 |
| 2002 | On 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] | article | 36 |
| 2018 | The macroeconomic and fiscal implications of inflation forecast errors In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 1995 | Model consistent learning and regime switching in the London Business School model In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
| 1996 | Modelling economies subject to structural change: The case of Germany In: Economic Modelling. [Full Text][Citation analysis] | article | 8 |
| 1997 | Switching error-correction models of house prices in the United Kingdom In: Economic Modelling. [Full Text][Citation analysis] | article | 48 |
| 2000 | Modelling economies in transition: an introduction In: Economic Modelling. [Full Text][Citation analysis] | article | 13 |
| 2000 | Unemployment and the capital stock: a dynamic structural model of the UK supply side In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
| 2001 | Coordination and price shocks: an empirical analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2003 | S.G.B. Henry: a memoir and a festschrift essay In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2004 | Would adopting the Australian dollar provide superior monetary policy in New Zealand? In: Economic Modelling. [Full Text][Citation analysis] | article | 16 |
| 2005 | Interest rate linkages: a Kalman filter approach to detecting structural change In: Economic Modelling. [Full Text][Citation analysis] | article | 24 |
| 2009 | Assessing the causal relationship between euro-area money and prices in a time-varying environment In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
| 2009 | How far from the Euro Area? Measuring convergence of inflation rates in Eastern Europe In: Economic Modelling. [Full Text][Citation analysis] | article | 9 |
| 2009 | How 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 another version. Agregated cites: 9 | paper | |
| 2009 | How 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 another version. Agregated cites: 9 | paper | |
| 2010 | Arnold Zellner: January 2nd 1927-August 11th 2010 In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2010 | Introduction: P.A.V.B. Swamys contribution to Econometrics In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2010 | Exchange-rate volatility and export performance: Do emerging market economies resemble industrial countries or other developing countries? In: Economic Modelling. [Full Text][Citation analysis] | article | 20 |
| 2012 | Spatial panel data analysis with feasible GLS techniques: An application to the Chinese real exchange rate In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2013 | Limited information minimal state variable learning in a medium-scale multi-country model In: Economic Modelling. [Full Text][Citation analysis] | article | 11 |
| 2015 | Two 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] | article | 2 |
| 2017 | A suggestion for constructing a large time-varying conditional covariance matrix In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 1986 | The use of prior regressions in the estimation of error correction models In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1986 | Disequilibrium models with rational expectations : An application to the UK labour market In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1999 | Examining the first stages of market performance: a test for evolving market efficiency In: Economics Letters. [Full Text][Citation analysis] | article | 41 |
| 2006 | Evaluating policy feedback rules using the joint density function of a stochastic model In: Economics Letters. [Full Text][Citation analysis] | article | 12 |
| 1997 | Stabilizing energy related CO2 emissions for India In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
| 1980 | Scarcity, 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] | article | 0 |
| 2017 | Financial structure and economic development: Evidence on the view of ‘new structuralism’ In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2016 | How the euro-area sovereign-debt crisis led to a collapse in bank equity prices In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 3 |
| 2014 | How 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 another version. Agregated cites: 3 | paper | |
| 2015 | How 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 another version. Agregated cites: 3 | paper | |
| 2015 | How 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 another version. Agregated cites: 3 | paper | |
| 2018 | Measuring systemic vulnerability in European banking systems In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 0 |
| 2007 | Combining density forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 145 |
| 1986 | Forecasting employment : The role of forward-looking behaviour In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2012 | The Greek financial crisis: Growing imbalances and sovereign spreads In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 61 |
| 2013 | Is the relationship between prices and exchange rates homogeneous? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 12 |
| 2013 | Is the Relationship Between Prices and Exchange Rates Homogeneous?.(2013) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2013 | Measuring 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] | article | 5 |
| 2013 | Measuring 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 another version. Agregated cites: 5 | paper | |
| 1996 | Endogenous technical progress in fossil fuel demand: The case of France In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 3 |
| 1997 | Learning about monetary union: An analysis of bounded rational learning in European labor markets In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 0 |
| 2002 | The 1998 Russian crisis: could the exchange rate volatility have predicted it? In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 4 |
| 2017 | Economic growth and convergence: Do institutional proximity and spillovers matter? In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 8 |
| 1994 | Transportation and energy in Santiago, Chile In: Transport Policy. [Full Text][Citation analysis] | article | 0 |
| 2002 | MEMBER: Multi-Country Euro Area Model with Boundedly Estimated Rationality In: EcoMod2010. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Trust-based social capital, economic growth and property rights: explaining the relationship In: International Journal of Social Economics. [Full Text][Citation analysis] | article | 4 |
| 2012 | Milton Friedman, the demand for money, and the ECB’s monetary policy strategy In: Review. [Full Text][Citation analysis] | article | 3 |
| 2012 | Milton 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 another version. Agregated cites: 3 | paper | |
| 2015 | On the Interpretation of Instrumental Variables in the Presence of Specification Errors In: Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2014 | On the Interpretation of Instrumental Variables in the Presence of Specification Errors.(2014) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2016 | A Method for Measuring Treatment Effects on the Treated without Randomization In: Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2016 | A Method for Measuring Treatment Effects on the Treated without Randomization.(2016) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | Removing Specification Errors from the Usual Formulation of Binary Choice Models In: Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2016 | Removing Specification Errors from the Usual Formulation of Binary Choice Models*.(2016) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2017 | On the Interpretation of Instrumental Variables in the Presence of Specification Errors: A Reply In: Econometrics. [Full Text][Citation analysis] | article | 2 |
| 1998 | Modelling and forecasting UK public finances In: Fiscal Studies. [Full Text][Citation analysis] | article | 4 |
| 2008 | Foreign direct investment and exchange rate uncertainty in South-East Asia In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 5 |
| 2009 | A new look at economic convergence in Europe: a common factor approach In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 4 |
| 2007 | A New Look at Economic Convergence in Europe: A Common Factor Approach.(2007) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1997 | Empirical Properties of the Black Market Zloty-Dollar Exchange Rate, 1955-1990. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 1997 | Measuring Economic Convergence. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 12 |
| 1999 | Stylized Facts of the Business Cycle Revisited: A Structural Modelling Approach. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 2 |
| 2001 | Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 19 |
| 1996 | Measuring Underlying Economic Activity. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
| 1997 | Cointegration and Changes in Regime: The Japanese Consumption Function. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 46 |
| 1999 | Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 125 |
| 1986 | Forecasting with an Econometric Model: Some Recent Results Using the National Institute Model. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1987 | A Forward Looking Model of the Exchange Rate. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 3 |
| 1990 | An Algorithm for the Solution of Stochastic Optimal Control Problems for Large Nonlinear Econometric Models. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 1992 | Testing a Discrete Switching Disequilibrium Model of the UK Labour Market. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2001 | Creating High-Frequency National Accounts with State-Space Modelling: A Monte Carlo Experiment. In: Journal of Forecasting. [Citation analysis] | article | 23 |
| 2002 | A Non-parametric Approach to Pricing and Hedging Derivative Securities: With an Application to LIFFE Data. In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
| 1993 | Modelling Structural Change Using the Kalman Filter. In: Economic Change and Restructuring. [Citation analysis] | article | 9 |
| 1994 | Forecasting Economies in Transition: The Case of Romania. In: Economic Change and Restructuring. [Citation analysis] | article | 1 |
| 1997 | Evolving Market Efficiency with an Application to Some Bulgarian Shares. In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 23 |
| 1997 | Evolving Market Efficiency with an Application to Some Bulgarian Shares.(1997) In: Economic Change and Restructuring. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
| 1996 | Evolving Market Efficiency with an Application to Some Bulgarian Shares.(1996) In: Ace Project Memoranda. [Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2000 | Do Market Participants Learn? The Case of the Budapest Stock Exchange. In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 5 |
| 2002 | Measuring the Capital Stock in Russia: An Unobserved Component Model. In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 5 |
| 2012 | Introduction to the special issue in honour of Wojciech Charemza In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 0 |
| 2012 | Financial crisis, effective policy rules and bounded rationality in a New Keynesian framework In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 0 |
| 2012 | Measurement of causal effects In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 1 |
| 2013 | Do 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] | article | 6 |
| 2003 | Evaluating the Gains to Cooperation in the G-3 In: Empirica. [Full Text][Citation analysis] | article | 2 |
| 2005 | A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates In: Open Economies Review. [Full Text][Citation analysis] | article | 0 |
| 2009 | Foreign Direct Investment in R&D and Exchange Rate Uncertainty In: Open Economies Review. [Full Text][Citation analysis] | article | 9 |
| 2010 | The Fisher Effect Puzzle: A Case of Non-Linear Relationship? In: Open Economies Review. [Full Text][Citation analysis] | article | 6 |
| 2014 | Inflation and Business Cycle Convergence in the Euro Area: Empirical Analysis Using an Unobserved Component Model In: Open Economies Review. [Full Text][Citation analysis] | article | 2 |
| 2012 | Spurious Common Factors In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2008 | The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation? In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 19 |
| 2009 | The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?.(2009) In: Southern Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| 2008 | Estimation of Parameters in the Presence of Model misspecification and Measurement Error In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2008 | A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2010 | A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data.(2010) In: Journal for Economic Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2009 | Time-Varying Coefficient Estimation in the Presence of Non-Stationarity In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Effect of oil price changes on the price of Russian and Chinese oil shares In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2009 | The Nonexistence of Instrumental Variables In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2011 | The Nonexistence of Instrumental Variables.(2011) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | Assessing the Casual Relationship between Euro-Area Money and Price in Time-Varying Environment In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2009 | The 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] | paper | 0 |
| 2009 | Measuring Convergence of the New Member Countries’ Exchange Rates to the Euro In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2007 | Measuring convergence of the new member countries’ exchange rates to the euro.(2007) In: Journal of Financial Transformation. [Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2010 | Decision-Based Forecast Evaluation of UK Interest Rate Predictability* In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Decision‐Based Forecast Evaluation of UK Interest Rate Predictability.(2016) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2010 | Economic Value of Stock and Interest Rate Predictability in the UK In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Generalized Cointegration: A New Concept with an Application to Health Expenditure and Health Outcomes In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Generalized cointegration: a new concept with an application to health expenditure and health outcomes.(2012) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2011 | The Forward Rate Premium Puzzle: A Resolution? In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
| 2014 | Are 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] | paper | 3 |
| 2015 | Are 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 another version. Agregated cites: 3 | article | |
| 2014 | Doom-loops: The Role of Rating Agencies in the Euro Financial Crisis In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2015 | A New International Database on Financial Fragility In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2015 | A New International Database on Financial Fragility.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2015 | A New International Database on Financial Fragility.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2016 | Measuring Systemic Stress in European Banking Systems* In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | The Effect of Emergency Liquidity Assistance (ELA) on Bank Leading during the Euro Area Crisis. In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Expectations 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] | article | 0 |
| 2004 | Foreign 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] | paper | 7 |
| 2005 | Non-Linear Properties of Currency Crises in Emerging Markets In: Money Macro and Finance (MMF) Research Group Conference 2005. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Labour Productivity in Transport and Communications: International Comparisons In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] | paper | 0 |
| 1996 | Wage Determination and Active Labour Market Programme In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] | paper | 1 |
| 2009 | Where Has All the Money Gone? Wealth and the Demand for Money in South Africa † In: Journal of African Economies. [Full Text][Citation analysis] | article | 1 |
| 1983 | Money and the Walrasian Utility Function. In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 1992 | Measuring Efficiency and Risk in the Major Bond Markets. In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 4 |
| 2012 | Do institutions matter for growth? Evidence from East Asian countries In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Institutions and growth: Testing the spatial effect using weight matrix based on the institutional distance concept In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Institutions-growth spatial dependence: An empirical test In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
| 2013 | Can Trust Explain Social Capital Effect on Property Rights and Growth? In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Explaining social capital effects on growth and property rights via trust-alternative variables In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Where Has All the Money Gone? Wealth and the Demand for Money in South Africa In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | The Benefits and Costs of Monetary Union in Southern Africa- A Critical Survey of the Literature. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Measuring the Correlation of Shocks Between the UK and the Core of Europe In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2014 | Lawrence R. Klein and the Economic Forecasting – A Survey In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 0 |
| 1998 | Using Models to Analyse Economic Policy Responses; The Case of Environmental Co-Operation In: Energy & Environment. [Full Text][Citation analysis] | article | 0 |
| 1983 | The Economic Effects of North Sea Oil In: National Institute Economic Review. [Full Text][Citation analysis] | article | 1 |
| 1985 | Rational Expectations in an Econometric Model: Niesr Model 8 In: National Institute Economic Review. [Full Text][Citation analysis] | article | 1 |
| 1986 | Consistent Simulations and the National Institute Model 8 In: National Institute Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1986 | The Exchange Rate and the Balance of Payments In: National Institute Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1986 | Oil Prices and the Economy In: National Institute Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1987 | Wage Models In: National Institute Economic Review. [Full Text][Citation analysis] | article | 9 |
| 1987 | Analysing Economic Behaviour 1975-85 with a Model Incorporating Consistent Expectations In: National Institute Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2006 | An Independent Bank of England In: National Institute Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2006 | The New Monetary Regime In: National Institute Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2018 | Macro Modelling at the NIESR: Its Recent History In: National Institute Economic Review. [Full Text][Citation analysis] | article | 0 |
| Modelling Emerging Financial Markets and their Approach to Market Efficiency In: Computing in Economics and Finance 1996. [Full Text][Citation analysis] | paper | 0 | |
| 1999 | On 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] | paper | 26 |
| 1999 | Inflation Targeting: The Delegation and Co-Ordination of Monetary Policy In: Computing in Economics and Finance 1999. [Citation analysis] | paper | 0 |
| 1994 | Is the Bundesbank Different from Other Central Banks: A Study Based on P. In: Empirical Economics. [Citation analysis] | article | 3 |
| 2017 | The effect of oil price changes on the price of Russian and Chinese oil shares In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 1995 | A proposed framework for monetary policy In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2002 | Foreign exchange market efficiency and cointegration In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
| 2005 | Interest rate linkages: identifying structural relations In: Applied Financial Economics. [Full Text][Citation analysis] | article | 9 |
| 2014 | Revisiting the institutions-growth nexus in developing countries: The new evidence In: New Zealand Economic Papers. [Full Text][Citation analysis] | article | 3 |
| 1993 | Structural breaks and GARCH modelling In: Documentos de Trabajo (working papers). [Citation analysis] | paper | 0 |
| 2011 | The small sample properties of tests of the expectations hypothesis: a Monte Carlo investigation In: International Journal of Finance & Economics. [Citation analysis] | article | 1 |
| 1998 | THE DEGREE OF CONVERGENCE WITHIN THE EMS In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 1998 | IS THE BUNDESBANK DIFFERENT FROM OTHER CENTRAL BANKS? In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 1998 | THE TREATMENT OF EXPECTATIONS EFFECTS IN LARGE-SCALE MODELS In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2018 | Spreads and bank ratings in the Euro area sovereign debt crises In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2007 | Production Constraints and the NAIRU In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Production Constraints and the NAIRU.(2008) In: Economics - The Open-Access, Open-Assessment E-Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article |
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