22
H index
45
i10 index
1760
Citations
Leicester University (93% share) | 22 H index 45 i10 index 1760 Citations RESEARCH PRODUCTION: 155 Articles 84 Papers 4 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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: |
Year | Title of citing document | |
---|---|---|
2020 | Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719. Full description at Econpapers || Download paper | |
2020 | A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:66-103. Full description at Econpapers || Download paper | |
2020 | Predictive 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 | |
2020 | The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation. (2020). Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:2005.01835. Full description at Econpapers || Download paper | |
2020 | Optimal probabilistic forecasts: When do they work?. (2020). Loaiza Maya, Rubén ; Frazier, David T ; Loaiza-Maya, Rub'En ; Martin, Gael M ; Hassan, Andr'Es Ram'Irez ; Maneesoonthorn, Worapree. In: Papers. RePEc:arx:papers:2009.09592. Full description at Econpapers || Download paper | |
2020 | Politics and the UKs monetary policy. (2020). Chen, Shiu-Sheng ; Chang, Fangshuo ; Wang, Poyuan. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:67:y:2020:i:5:p:486-522. Full description at Econpapers || Download paper | |
2020 | THE CHALLENGES OF REFORMING THE INTERNATIONAL MONETARY SYSTEM IN THE POST COVID-19 WORLD. (2020). Ramona, Ortean ; Cristina, Mrginean Silvia. In: Studies in Business and Economics. RePEc:blg:journl:v:15:y:2020:i:3:p:61-73. Full description at Econpapers || Download paper | |
2020 | Perceived vs actual financial crisis and bank credit standards: is there any indication of self-fulfilling prophecy?. (2020). Bragoudakis, Zacharias ; ΜπÏαγουδάκης, ΖαχαÏίας ; Anastasiou, Dimitrios ; Giannoulakis, Stelios. In: Working Papers. RePEc:bog:wpaper:277. Full description at Econpapers || Download paper | |
2020 | COVID-Induced Sovereign Risk in the Euro Area: When Did the ECB Stop the Contagion?. (2020). Tripier, Fabien ; Ortmans, Aymeric. In: Working Papers. RePEc:cii:cepidt:2020-11. Full description at Econpapers || Download paper | |
2020 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472. Full description at Econpapers || Download paper | |
2020 | Diagnosing Housing Fever with an Econometric Thermometer. (2020). Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2248. Full description at Econpapers || Download paper | |
2020 | Unconventional Monetary Policies: A Stock-Taking Exercise. (2020). Sahuc, Jean-Guillaume ; Pfister, Christian. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-3. Full description at Econpapers || Download paper | |
2020 | Density forecast combinations: the real-time dimension. (2020). Warne, Anders ; McAdam, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202378. Full description at Econpapers || Download paper | |
2020 | On the nexus between sovereign risk and banking crises. (2020). Girardone, Claudia ; Fiordelisi, Franco ; Ricci, Ornella ; Minnucci, Federica. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301619. Full description at Econpapers || Download paper | |
2020 | Governance, domestic resource mobilization, and inclusive growth in sub-Saharan Africa. (2020). Oyinlola, Mutiu ; Olabisi, Nafisat ; Bolarinwa, Modupe O ; Adedeji, Abdulfatai A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:65:y:2020:i:c:p:68-88. Full description at Econpapers || Download paper | |
2020 | Time-varying money demand and real balance effects. (2020). Benchimol, Jonathan ; Qureshi, Irfan. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:197-211. Full description at Econpapers || Download paper | |
2020 | Evaluating sovereign risk spillovers on domestic banks during the European debt crisis. (2020). Keddad, Benjamin ; Schalck, Christophe. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:356-375. Full description at Econpapers || Download paper | |
2020 | Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?. (2020). Fong, Tom ; Wu, Shui Tang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300932. Full description at Econpapers || Download paper | |
2020 | Spotlight on Spatial Spillovers: An Econometric Analysis of Wastewater Treatment in Mexican Municipalities. (2020). Markwardt, Gunther ; Watzold, Frank ; Hecker, Lutz Philip. In: Ecological Economics. RePEc:eee:ecolec:v:175:y:2020:i:c:s0921800919312479. Full description at Econpapers || Download paper | |
2020 | Partially censored posterior for robust and efficient risk evaluation. (2020). Hoogerheide, Lennart ; Borowska, Agnieszka ; van Dijk, Herman K ; Koopman, Siem Jan. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:335-355. Full description at Econpapers || Download paper | |
2021 | Quantitative portfolio selection: Using density forecasting to find consistent portfolios. (2021). Beasley, John ; Meade, N ; Adcock, C J. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:3:p:1053-1067. Full description at Econpapers || Download paper | |
2020 | Oil price shocks and EMU sovereign yield spreads. (2020). Filis, George ; Filippidis, Michail ; Kizys, Renatas. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304530. Full description at Econpapers || Download paper | |
2020 | Forecast combinations for value at risk and expected shortfall. (2020). Taylor, James W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:428-441. Full description at Econpapers || Download paper | |
2020 | Comparing density forecasts in a risk management context. (2020). Fang, Hao ; Diks, Cees. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:531-551. Full description at Econpapers || Download paper | |
2020 | Forecasting commodity prices out-of-sample: Can technical indicators help?. (2020). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:666-683. Full description at Econpapers || Download paper | |
2020 | The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads. (2020). Jalles, Joao ; Afonso, Antonio ; Kazemi, Mina. In: International Review of Law and Economics. RePEc:eee:irlaec:v:63:y:2020:i:c:s014481882030137x. Full description at Econpapers || Download paper | |
2020 | Solvency II and sovereign credit risk: Additional empirical evidence and some thoughts about implications for regulators and lawmakers. (2020). Basse, Tobias. In: International Review of Law and Economics. RePEc:eee:irlaec:v:64:y:2020:i:c:s0144818820301460. Full description at Econpapers || Download paper | |
2020 | Currency composition of foreign exchange reserves. (2020). McCauley, Robert N ; Ito, Hiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:102:y:2020:i:c:s0261560619305832. Full description at Econpapers || Download paper | |
2020 | The relationship between credit ratings and asset liquidity: Evidence from Western European banks. (2020). Junttila, Juha ; Merilainen, Jari-Mikko. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620301807. Full description at Econpapers || Download paper | |
2020 | Does social media promote democracy? Some empirical evidence. (2020). Kodila-Tedika, Oasis ; Jha, Chandan. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:2:p:271-290. Full description at Econpapers || Download paper | |
2021 | Adaptive LASSO for selecting Fourier coefficients in a functional smooth time-varying cointegrating regression: An application to the Feldstein–Horioka puzzle. (2021). Neto, David. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:179:y:2021:i:c:p:253-264. Full description at Econpapers || Download paper | |
2020 | Inflation cycle synchronization in ASEAN countries. (2020). Yoon, Seong-Min ; Uddin, Gazi ; Hernandez, Jose Arreola ; Lahmiri, Salim ; Kang, Sang Hoon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119321259. Full description at Econpapers || Download paper | |
2020 | Foreign aid, institutional quality and government fiscal behavior in emerging economies: An empirical investigation. (2020). kaya, ilker. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:59-67. Full description at Econpapers || Download paper | |
2020 | A new mechanism for anticipating price exuberance. (2020). Moreira, Afonso M ; Martins, Luis F. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:199-221. Full description at Econpapers || Download paper | |
2020 | A systematic review of the bubble dynamics of cryptocurrency prices. (2020). Corbet, Shaen ; Kyriazis, Nikolaos ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310037. Full description at Econpapers || Download paper | |
2020 | How does mortality affect innovative activity in the long run?. (2020). Herzer, Dierk. In: World Development. RePEc:eee:wdevel:v:125:y:2020:i:c:s0305750x19303365. Full description at Econpapers || Download paper | |
2020 | Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach. (2020). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:88961. Full description at Econpapers || Download paper | |
2020 | Tracking U.S. Real GDP Growth During the Pandemic. (2020). Shin, Minchul ; Arias, Jonas E. In: Economic Insights. RePEc:fip:fedpei:88740. Full description at Econpapers || Download paper | |
2020 | Does the Hashrate Affect the Bitcoin Price?. (2020). Fantazzini, Dean ; Kolodin, Nikita. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:263-:d:437598. Full description at Econpapers || Download paper | |
2020 | Exchange Rate Risk and Uncertainty and Trade Flows: Asymmetric Evidence from Asia. (2020). Ullah, Sana ; Bahmani-Oskooee, Mohsen ; Majeed, Muhammad Tariq ; Akhtar, Parveen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:128-:d:371813. Full description at Econpapers || Download paper | |
2020 | Do Countries with Similar Levels of Corruption Compete to Attract Foreign Investment? Evidence Using World Panel Data. (2020). Salinas-Jimenez, Javier ; Marquez, Miguel Angel ; Fernandez-Nuez, Teresa ; Alama-Sabater, Luisa. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:15:p:6194-:d:393011. Full description at Econpapers || Download paper | |
2020 | The Effects of Factors of Production Shocks on Labor Productivity: New Evidence Using Panel VAR Analysis. (2020). Abdul Karim, Zulkefly ; Basri, Nurliyana Mohd ; Sulaiman, Noorasiah . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8710-:d:432028. Full description at Econpapers || Download paper | |
2020 | Does Population Mobility Contribute to Urbanization Convergence? Empirical Evidence from Three Major Urban Agglomerations in China. (2020). Ye, Xin ; Liu, Juan ; Lin, Xiangyan ; Fan, Wenna ; Wang, Feng. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:458-:d:306011. Full description at Econpapers || Download paper | |
2020 | The role of global finance in the provisioning of social infrastructure and the welfare state. (2020). Oyvat, Cem. In: Greenwich Papers in Political Economy. RePEc:gpe:wpaper:26750. Full description at Econpapers || Download paper | |
2020 | Inflation cycle synchronization in ASEAN countries. (2020). Yoon, Seong-Min ; Hernandez, Jose Arreola ; Uddin, Gazi Salah ; Lahmiri, Salim ; Kang, Sang Hoon. In: Post-Print. RePEc:hal:journl:hal-02779489. Full description at Econpapers || Download paper | |
2020 | The Effects of Public R&D Subsidies on Private R&D Activities in Mexico. (2019). Chavez, Emmanuel. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02355106. Full description at Econpapers || Download paper | |
2020 | The Effects of Public R&D Subsidies on Private R&D Activities in Mexico. (2019). Chavez, Emmanuel . In: Working Papers. RePEc:hal:wpaper:halshs-02355106. Full description at Econpapers || Download paper | |
2020 | Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails. (2020). Ãsterholm, Pär ; Osterholm, Par ; Nguyen, Hoang ; Kiss, Tamas. In: Working Papers. RePEc:hhs:oruesi:2020_013. Full description at Econpapers || Download paper | |
2020 | The EU vs US corporate R&D intensity gap: Investigating key sectors and firms. (2020). Moncada-Paternò-Castello, Pietro ; Moncada-Paternò-Castello, Pietro ; Moncada-Paternò-Castello, Pietro ; Grassano, Nicola ; Moncada-Paterno, Pietro. In: JRC Working Papers on Corporate R&D and Innovation. RePEc:ipt:wpaper:202002. Full description at Econpapers || Download paper | |
2020 | Structural breaks and regional inflation convergence for five new Euro members. (2020). Hegerty, Scott. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:53:y:2020:i:2:d:10.1007_s10644-018-9241-x. Full description at Econpapers || Download paper | |
2020 | On the impact of exchange rate volatility on Tunisia’s trade with 16 partners: an asymmetry analysis. (2020). Bahmani-Oskooee, Mohsen ; Nouira, Ridha. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:53:y:2020:i:3:d:10.1007_s10644-019-09250-y. Full description at Econpapers || Download paper | |
2020 | Health expenditure and gross domestic product: causality analysis by income level. (2020). Gow, Jeff ; Alam, Khorshed ; Rana, Rezwanul Hasan. In: International Journal of Health Economics and Management. RePEc:kap:ijhcfe:v:20:y:2020:i:1:d:10.1007_s10754-019-09270-1. Full description at Econpapers || Download paper | |
2020 | On the Asymmetric Effects of Exchange Rate Volatility on Trade Flows: Evidence from Africa. (2020). Arize, Augustine C ; Bahmani-Oskooee, Mohsen. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:56:y:2020:i:4:p:913-939. Full description at Econpapers || Download paper | |
2020 | Optimal probabilistic forecasts: When do they work?. (2020). Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben ; Hassan, Andres Ramirez. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-33. Full description at Econpapers || Download paper | |
2020 | Is there a Harrod-Balassa-Samuelson effect? New panel data evidence from 28 European countries. (2020). LenarÄiÄ, ÄŒrt ; Masten, Igor ; Lenari, RT. In: MPRA Paper. RePEc:pra:mprapa:100647. Full description at Econpapers || Download paper | |
2020 | On cointegration for processes integrated at different frequencies. (2020). del Barrio Castro, Tomás ; Cubadda, Gianluca ; Osborn, Denise R ; Cubada, Ginaluca. In: MPRA Paper. RePEc:pra:mprapa:102611. Full description at Econpapers || Download paper | |
2020 | On the Stationarity of Futures Hedge Ratios. (2020). Degiannakis, Stavros ; Vougas, Dimitrios ; Salvador, Enrique ; Floros, Christos. In: MPRA Paper. RePEc:pra:mprapa:102907. Full description at Econpapers || Download paper | |
2020 | Does the hashrate affect the bitcoin price?. (2020). Fantazzini, Dean ; Kolodin, Nikita. In: MPRA Paper. RePEc:pra:mprapa:103812. Full description at Econpapers || Download paper | |
2020 | A new approach to exchange rate forecast: The role of global financial cycle and time-varying parameters. (2020). Raheem, Ibrahim ; Vo, Xuan Vinh. In: MPRA Paper. RePEc:pra:mprapa:105359. Full description at Econpapers || Download paper | |
2020 | Monetary Policy Spillovers under Intermediate Exchange Rate Regimes. (2020). Ahmed, Rashad. In: MPRA Paper. RePEc:pra:mprapa:98852. Full description at Econpapers || Download paper | |
2020 | Senior bank loan officers expectations for loan demand: Evidence from the Euro-area. (2020). Anastasiou, Dimitrios. In: MPRA Paper. RePEc:pra:mprapa:98903. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | Aggregate density forecasting from disaggregate components using Bayesian VARs. (2020). Cobb, Marcus. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01720-6. Full description at Econpapers || Download paper | |
2020 | On real interest rate convergence among G7 countries. (2020). Riedel, Jana. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:2:d:10.1007_s00181-019-01681-w. Full description at Econpapers || Download paper | |
2020 | The role of ECB monetary policy and financial stress on Eurozone sovereign yields. (2020). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:3:d:10.1007_s00181-019-01717-1. Full description at Econpapers || Download paper | |
2020 | Has the emissions intensity of industrial sulphur dioxide converged? New evidence from China’s prefectural cities with dynamic spatial panel models. (2020). Zhou, Qin ; Cai, Haiya ; Yu, Jinxiang ; Xiangyu, Jin ; Li, Qin ; Nan, Yongqing. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:22:y:2020:i:6:d:10.1007_s10668-019-00427-z. Full description at Econpapers || Download 2020 | Degree of financialization and energy efficiency in Sub-Saharan Africa: do institutions matter?. (2020). ADOM, PHILIP ; Amuakwa-Mensah, Franklin. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00192-3. Full description at Econpapers || Download paper |
2020 | Exchange Market Pressure and Monetary Policy: The Turkish Case. (2020). Aysegul, Akca ; Ilyas, Siklar. In: Ekonomika (Economics). RePEc:vrs:ekonom:v:99:y:2020:i:1:p:110-130:n:7. Full description at Econpapers || Download paper | |
2020 | Are Religious Believers Irrational: A Direct Test from an Efficient Market Hypothesis. (2020). Chamil, Senarathne. In: Financial Sciences. Nauki o Finansach. RePEc:vrs:finsci:v:25:y:2020:i:1:p:35-53:n:4. Full description at Econpapers || Download paper | |
2020 | Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2020). Hauzenberger, Niko ; Cuaresma, Jesus Crespo ; Capek, Jan ; Reichel, Vlastimil. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp305. Full description at Econpapers || Download paper | |
2020 | Composite likelihood methods for large Bayesian VARs with stochastic volatility. (2020). Koop, Gary ; Chan, Joshua ; Hou, Chenghan ; Eisenstat, Eric. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:6:p:692-711. Full description at Econpapers || Download paper | |
2021 | What can we learn from the return predictability over the business cycle?. (2021). Pan, Zhiyuan ; Liu, LI ; Wang, Yudong. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:108-131. Full description at Econpapers || Download paper | |
2020 | Real-Time Perceptions of Historical GDP Data Uncertainty. (2020). Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:35. Full description at Econpapers || Download paper | |
2020 | THE IMPACTS OF BIASED RESOURCE ALLOCATION ON THE EFFECTIVENESS OF OFFICIAL DEVELOPMENT ASSISTANCE. (2020). Tsang, Chun-Kei ; Li, Sung-Ko. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:65:y:2020:i:01:n:s0217590818500285. Full description at Econpapers || Download paper | |
2020 | ASYMMETRIC EFFECTS OF EXCHANGE RATE VOLATILITY ON BILATERAL TRADE BETWEEN TAIWAN AND INDONESIA. (2020). Cheng, Chih-Yang ; Setyowati, Nur ; Chien, Mei-Se . In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:65:y:2020:i:04:n:s021759082050006x. Full description at Econpapers || Download paper | |
2020 | On the effects of the ECB’s funding policies on bank lending. (2020). Tavlas, George ; Petroulas, Pavlos ; Hall, Stephen G ; Gibson, Heather D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:102:y:2020:i:c:s0261560619305844. Full description at Econpapers || Download paper |
Journal | |
---|---|
Economic Modelling |
Year | Title | Type | Cited |
---|
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 |
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 | 8 |
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: 8 | 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: 8 | 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 | 6 |
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 | 39 |
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 Industryâ€Specific, Regionâ€specific and Aggregate shocks in the OECD Countries In: Manchester School. [Full Text][Citation analysis] | article | 0 |
2003 | Testing for Common Cycles in Money, Nominal Income and Prices In: Manchester School. [Full Text][Citation analysis] | article | 2 |
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: 2 | paper | |
2011 | BRETTONâ€WOODS SYSTEMS, OLD AND NEW, AND THE ROTATION OF EXCHANGEâ€RATE REGIMES In: Manchester School. [Full Text][Citation analysis] | article | 4 |
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: 4 | 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: 4 | 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 | 43 |
1989 | Maximum Likelihood Estimation of Cointegration Vectors: An Example of the Johansen Procedure. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 34 |
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 | 0 |
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 | 101 |
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 | 19 |
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: 19 | 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: 19 | 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 | 13 |
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: 13 | 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: 13 | article | |
2015 | The Effectiveness of The ECB’s Asset Purchase Programs Of 2009 To 2012 In: Working Papers. [Full Text][Citation analysis] | paper | 24 |
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: 24 | 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: 24 | 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 | 5 |
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: 5 | 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: 5 | paper | |
2019 | On 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] | paper | 0 |
2020 | The effect of Emergency Liquidity Assistance (ELA) on bank lending during the euro area crisis In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | The 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 another version. Agregated cites: 1 | article | |
2019 | The 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 another version. Agregated cites: 1 | paper | |
2020 | Did 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] | paper | 0 |
2020 | A Suggestion for a Dynamic Multi Factor Model (DMFM) In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Measuring the Correlation of Shocks betweem the EU15 and the New Member Countries In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
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: 7 | article | |
2007 | A Portofolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
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: 12 | paper | |
2008 | Spatial Interdependencies of FDI Locations: A Lessening of the Tyranny of Distance? In: Working Papers. [Full Text][Citation analysis] | paper | 24 |
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: 24 | 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 | 13 |
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: 13 | 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 | 9 |
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: 9 | paper | |
1990 | Manufacturing Stocks: Expectations, Risk and Co-integration. In: Economic Journal. [Full Text][Citation analysis] | article | 17 |
1991 | Cointegration in Recursive Systems. In: Economic Journal. [Full Text][Citation analysis] | article | 16 |
1991 | Sterlings Relationship with the Dollar and the Deutschemark: 1976-89. In: Economic Journal. [Full Text][Citation analysis] | article | 46 |
1994 | The Relevance of P-Star Analysis to UK Monetary Policy. In: Economic Journal. [Full Text][Citation analysis] | article | 74 |
1995 | Macroeconomics and a Bit More Reality. In: Economic Journal. [Full Text][Citation analysis] | article | 21 |
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 | 11 |
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 | 40 |
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 | 49 |
2000 | Modelling economies in transition: an introduction In: Economic Modelling. [Full Text][Citation analysis] | article | 14 |
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 | 11 |
2009 | How far from the Euro Area? Measuring convergence of inflation rates in Eastern Europe In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
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: 10 | 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: 10 | 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 | 26 |
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 | 4 |
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 | 42 |
2006 | Evaluating policy feedback rules using the joint density function of a stochastic model In: Economics Letters. [Full Text][Citation analysis] | article | 13 |
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 | 8 |
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: 8 | 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: 8 | 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: 8 | paper | |
2018 | Measuring systemic vulnerability in European banking systems In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 1 |
2007 | Combining density forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 164 |
1986 | Forecasting employment : The role of forward-looking behaviour In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2020 | Nonlinear forecast combinations: An example using euro-area real GDP growth In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 0 |
2020 | On the effects of the ECB’s funding policies on bank lending In: Journal of International Money and Finance. [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 | 63 |
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 | 9 |
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: 9 | 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 | 19 |
2019 | Does 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] | article | 1 |
1994 | Transportation and energy in Santiago, Chile In: Transport Policy. [Full Text][Citation analysis] | article | 0 |
2010 | 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 | 7 |
2009 | A new look at economic convergence in Europe: a common factor approach In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 5 |
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: 5 | 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 | 49 |
1999 | Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 134 |
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 | 2 |
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 | 25 |
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 |
2020 | A Monte Carlo Study of Time Varying Coefficient (TVC) Estimation In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
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 | 26 |
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: 26 | 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: 26 | 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 | 11 |
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 | 10 |
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 | 21 |
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: 21 | article | |
2008 | Estimation of Parameters in the Presence of Model misspecification and Measurement Error In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
2008 | A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
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: 3 | 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 |
2017 | The 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 another version. Agregated cites: 1 | article | |
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 | 4 |
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 | 4 |
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: 4 | article | |
2010 | Decision-Based Forecast Evaluation of UK Interest Rate Predictability* In: Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2016 | Decisionâ€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 | 3 |
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: 3 | 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 | 5 |
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: 5 | 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 | 5 |
2015 | A New International Database on Financial Fragility.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2015 | A New International Database on Financial Fragility.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2016 | Measuring Systemic Stress in European Banking Systems* 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 | 2 |
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 | 5 |
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 | Stephen G Hall George Hondroyiannis P A V B Swamy George S Tavlas WP0705 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 | Stephen G Hall George Hondroyiannis PAVB Swamy and George S Tavlas WP0704 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 | 27 |
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 |
2020 | Estimates of the New Keynesian Phillips Curve for Pakistan 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team