24
H index
50
i10 index
3037
Citations
Stephen Leybourne : Citation Profile
University of Nottingham | RESEARCH PRODUCTION: 111 Articles 48 Papers EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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31 years (1988 - 2019). 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 Leybourne. | Is cited by:
| Cites to:
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Main data
Where Stephen Leybourne has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Econometrics / University Library of Munich, Germany | 5 |
| Essex Finance Centre Working Papers / University of Essex, Essex Business School | 5 |
Recent works citing Stephen Leybourne (2019 and 2018)
| Year | Title of citing document | |
|---|---|---|
| 2017 | Does the ARFIMA really shift?. (2017). Santucci de Magistris, Paolo ; Grassi, Stefano ; Delle Monache, Davide. In: CREATES Research Papers. RePEc:aah:create:2017-16. Full description at Econpapers || Download paper | |
| 2018 | Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-13. Full description at Econpapers || Download paper | |
| 2019 | In search of a job: Forecasting employment growth using Google Trends. (2019). Montes, Erik Christian ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2019-13. Full description at Econpapers || Download paper | |
| 2019 | Comparing Tests for Identification of Bubbles. (2019). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2019-16. Full description at Econpapers || Download paper | |
| 2017 | Integration in Gasoline and Ethanol Markets in Brazil over Time and Space under the Flex-fuel Technology. (2017). Otero, Jesus ; Nuñez, Hector ; Nuez, Hector M. In: The Energy Journal. RePEc:aen:journl:ej38-2-nunez. Full description at Econpapers || Download paper | |
| 2017 | Unemployment convergence analysis for Nordic countries: Evidence from linear and nonlinear unit root tests. (2017). Guri, Burak ; Yurttaguler, Pek M ; Tiraolu, Muhammed . In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:45-56. Full description at Econpapers || Download paper | |
| 2017 | Unemployment convergence analysis for Nordic countries: Evidence from linear and nonlinear unit root tests. (2017). Güriş, Burak ; Tiraolu, Muhammed ; Yurttaguler, Pek M ; Guri, Burak. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:45-56. Full description at Econpapers || Download paper | |
| 2017 | Do military expenditures converge in NATO countries? Linear and nonlinear unit root test evidence. (2017). Güriş, Burak ; Tiraolu, Muhammed ; Gur, Burak . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:237-248. Full description at Econpapers || Download paper | |
| 2018 | The Dynamic Properties of Natural Resource Prices. (2018). Ghoshray, Atanu. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277210. Full description at Econpapers || Download paper | |
| 2018 | Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807. Full description at Econpapers || Download paper | |
| 2018 | Bootstrapping Structural Change Tests. (2018). Cornea-Madeira, Adriana ; Boldea, Otilia ; Hall, Alastair R. In: Papers. RePEc:arx:papers:1811.04125. Full description at Econpapers || Download paper | |
| 2018 | Robust Tests for Convergence Clubs. (2018). Yazgan, Ege ; Stengos, Thanasis ; Corrado, Luisa ; Weeks, Melvyn . In: Papers. RePEc:arx:papers:1812.09518. Full description at Econpapers || Download paper | |
| 2019 | Estimating Dynamic Conditional Spread Densities to Optimise Daily Storage Trading of Electricity. (2019). Bunn, Derek ; Abramova, Ekaterina. In: Papers. RePEc:arx:papers:1903.06668. Full description at Econpapers || Download paper | |
| 2020 | Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025. Full description at Econpapers || Download paper | |
| 2019 | Detailed study of a moving average trading rule. (2019). Yen, Ju-Yi ; Silva, Christian A ; Ferreira, Fernando F. In: Papers. RePEc:arx:papers:1907.00212. Full description at Econpapers || Download paper | |
| 2019 | Validating Weak-form Market Efficiency in United States Stock Markets with Trend Deterministic Price Data and Machine Learning. (2019). Gropp, Jeffrey ; Showalter, Samuel. In: Papers. RePEc:arx:papers:1909.05151. Full description at Econpapers || Download paper | |
| 2020 | Forecasting the Intra-Day Spread Densities of Electricity Prices. (2020). Bunn, Derek ; Abramova, Ekaterina. In: Papers. RePEc:arx:papers:2002.10566. Full description at Econpapers || Download paper | |
| 2020 | Unit Root Testing with Slowly Varying Trends. (2020). Otto, Sven. In: Papers. RePEc:arx:papers:2003.04066. Full description at Econpapers || Download paper | |
| 2019 | Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713. Full description at Econpapers || Download paper | |
| 2020 | Use of Machine Learning Methods to Forecast Investment in Russia. (2020). Gareev, Mikhail. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:35-56. Full description at Econpapers || Download paper | |
| 2018 | The Role of Property Rights in the Relationship between Capital Flows and Economic Growth in SSA: Do Natural Resources Endowment and Country Income Level Matter?. (2018). Coulibaly, Sionfou Seydou ; SOUMAR, ISSOUF ; Gakpa, Lewis Landry. In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:1:p:112-130. Full description at Econpapers || Download paper | |
| 2019 | Re‐vitalizing money demand in the Euro area. Still valid at the zero‐lower bound. (2019). Dreger, Christian ; Roffia, Barbara ; Gerdesmeier, Dieter. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:71:y:2019:i:4:p:599-615. Full description at Econpapers || Download paper | |
| 2018 | DOES THE LAUNCH OF THE EURO HINDER THE CURRENT ACCOUNT ADJUSTMENT OF THE EUROZONE?. (2018). Wu, Jowei. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:1116-1135. Full description at Econpapers || Download paper | |
| 2017 | Estimation and Inference of Linear Trend Slope Ratios With an Application to Global Temperature Data. (2017). Perron, Pierre ; Nawaz, Nasreen ; Vogelsang, Timothy J ; Zorita, Eduardo . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:640-667. Full description at Econpapers || Download paper | |
| 2018 | Unit Root Testing with Unstable Volatility. (2018). Beare, Brendan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:816-835. Full description at Econpapers || Download paper | |
| 2018 | Confidence Sets for the Date of a Structural Change at the End of a Sample. (2018). Kurozumi, Eiji. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:850-862. Full description at Econpapers || Download paper | |
| 2018 | Unit Root Testing in Multiple Smooth Break Models with Nonlinear Dynamics. (2018). Sandberg, Rickard. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:942-952. Full description at Econpapers || Download paper | |
| 2017 | Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component. (2017). Yabu, Tomoyoshi ; Shintani, Mototsugu ; Perron, Pierre. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:5:p:822-850. Full description at Econpapers || Download paper | |
| 2019 | Time-varying cointegration and the UK great ratios. (2019). Price, Simon ; Petrova, Katerina ; Millard, Stephen ; Kapetanios, George. In: Bank of England working papers. RePEc:boe:boeewp:0789. Full description at Econpapers || Download paper | |
| 2018 | Not all cities are alike : House price heterogeneity and the design of macro-prudential policies in China. (2018). Tsang, Andrew ; Funke, Michael ; Zhu, Linxu. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_018. Full description at Econpapers || Download paper | |
| 2017 | Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001. Full description at Econpapers || Download paper | |
| 2019 | Sentiment Indicators Based on a Short Business Tendency Survey. (2019). Suhoy, Tanya ; Roash, Daniel. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2019.11. Full description at Econpapers || Download paper | |
| 2019 | Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2019-002. Full description at Econpapers || Download paper | |
| 2018 | Robust Tests for Convergence Clubs. (2018). Yazgan, Ege ; Stengos, Thanasis ; Corrado, Luisa ; Weeks, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1873. Full description at Econpapers || Download paper | |
| 2017 | The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends. (2017). Peng, Huaming ; Liang, Zhongwen ; Lahiri, Kajal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6313. Full description at Econpapers || Download paper | |
| 2018 | Forecasting Imports with Information from Abroad. (2018). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7079. Full description at Econpapers || Download paper | |
| 2020 | Tracking and Predicting the German Economy: ifo vs. PMI. (2020). Reif, Magnus ; Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8145. Full description at Econpapers || Download paper | |
| 2020 | Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87. Full description at Econpapers || Download paper | |
| 2018 | Das ifo Importklima – ein erster Frühindikator für die Prognose der deutschen Importe. (2018). Lehmann, Robert ; Grimme, Christian ; Noller, Marvin. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:71:y:2018:i:12:p:27-32. Full description at Econpapers || Download paper | |
| 2018 | Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265. Full description at Econpapers || Download paper | |
| 2019 | Forecasting Imports with Information from Abroad. (2019). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: ifo Working Paper Series. RePEc:ces:ifowps:_294. Full description at Econpapers || Download paper | |
| 2019 | The Sources of British Economic Growth since the Industrial Revolution: Not the Same Old Story. (2019). Crafts, Nicholas. In: CAGE Online Working Paper Series. RePEc:cge:wacage:430. Full description at Econpapers || Download paper | |
| 2019 | The Pre-1914 UK Productivity Slowdown: A Reappraisal. (2019). Mills, Terence C ; Crafts, Nicholas. In: CAGE Online Working Paper Series. RePEc:cge:wacage:437. Full description at Econpapers || Download paper | |
| 2019 | A system for forecasting Chilean cash demand – the role of forecast combinations. (2019). Pedersen, Michael ; Figueroa, Camila . In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:22:y:2019:i:2:p:040-068. Full description at Econpapers || Download paper | |
| 2019 | Can economic perception surveys improve macroeconomic forecasting in Chile?. (2019). Medel, Carlos A. ; MARCEL, MARIO ; Chanut, Nicolas. In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:22:y:2019:i:3:p:034-097. Full description at Econpapers || Download paper | |
| 2019 | Extracting information on economic activity from business and consumer surveys in an emerging economy (Chile). (2019). Pedersen, Michael ; Figueroa, Camila. In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:22:y:2019:i:3:p:098-131. Full description at Econpapers || Download paper | |
| 2017 | Forecasting Demand for Denominations of Chilean Coins and Banknotes. (2017). Pedersen, Michael ; Figueroa, Camila . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:799. Full description at Econpapers || Download paper | |
| 2018 | Can Economic Perception Surveys Improve Macroeconomic Forecasting in Chile?. (2018). Medel, Carlos A. ; MARCEL, MARIO ; Chanut, Nicolas. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:824. Full description at Econpapers || Download paper | |
| 2017 | Fiscal Surprises at the FOMC. (2017). van Norden, Simon ; Croushore, Dean. In: CIRANO Working Papers. RePEc:cir:cirwor:2017s-09. Full description at Econpapers || Download paper | |
| 2019 | Exchange rate pass-through into consumer healthcare prices in Colombia. (2019). Fernández MejÃa, Julián ; Fernandez, Julian ; Alonso, Julio C ; Prada, Sergio Ivan . In: Revista Cuadernos de Economía. RePEc:col:000093:017460. Full description at Econpapers || Download paper | |
| 2020 | Econometric Foundations of the Great Ratios of Economics. (2020). Harding, Don. In: Centre of Policy Studies/IMPACT Centre Working Papers. RePEc:cop:wpaper:g-300. Full description at Econpapers || Download paper | |
| 2017 | Propagation of economic shocks from Russia and Western European countries to CEE-Baltic countries: a comparative analysis. (2017). Khan, Nazmus. In: CQE Working Papers. RePEc:cqe:wpaper:6517. Full description at Econpapers || Download paper | |
| 2019 | Forecasting Volatility in Cryptocurrency Markets. (2019). Bekiros, Stelios ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:7919. Full description at Econpapers || Download paper | |
| 2019 | Predictive Regressions. (2019). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:28554. Full description at Econpapers || Download paper | |
| 2017 | Hybrid Stochastic Local Unit Roots. (2017). Phillips, Peter ; PEter, ; Lieberman, Offer. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2113. Full description at Econpapers || Download paper | |
| 2019 | Testing the Current Account Sustainability for BRICS Countries: Evidence from a Nonlinear Framework. (2019). Omay, Tolga ; Denaux, Zulal S ; Hasdemir, Esra. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00827. Full description at Econpapers || Download paper | |
| 2019 | An analysis of the Eurosystem/ECB projections. (2019). Lambrias, Kyriacos ; Kontogeorgos, Georgios. In: Working Paper Series. RePEc:ecb:ecbwps:20192291. Full description at Econpapers || Download paper | |
| 2017 | Environment–economic Growth Nexus: A Comparative Analysis of Developed and Developing Countries. (2017). Acaravci, Ali ; Akalin, Guray. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-05-5. Full description at Econpapers || Download paper | |
| 2019 | Effects of management areas, drought, and commodity prices on groundwater decline patterns across the High Plains Aquifer. (2019). Kendall, Anthony D ; Smidt, Samuel J ; Cotterman, Kayla A ; Hyndman, David W. In: Agricultural Water Management. RePEc:eee:agiwat:v:218:y:2019:i:c:p:259-273. Full description at Econpapers || Download paper | |
| 2019 | Forecasting tourism demand with denoised neural networks. (2019). Huang, XU ; Heravi, Saeed ; Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Annals of Tourism Research. RePEc:eee:anture:v:74:y:2019:i:c:p:134-154. Full description at Econpapers || Download paper | |
| 2019 | Short-term scenario-based probabilistic load forecasting: A data-driven approach. (2019). Pauwels, Eric J ; Khoshrou, Abdolrahman. In: Applied Energy. RePEc:eee:appene:v:238:y:2019:i:c:p:1258-1268. Full description at Econpapers || Download paper | |
| 2018 | Unit roots, flexible trends, and the Prebisch-Singer hypothesis. (2018). Winkelried, Diego. In: Journal of Development Economics. RePEc:eee:deveco:v:132:y:2018:i:c:p:1-17. Full description at Econpapers || Download paper | |
| 2018 | An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets. (2018). JAWADI, Fredj ; Ftiti, Zied ; Namouri, Hela. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:469-484. Full description at Econpapers || Download paper | |
| 2019 | Effective energy commodity risk management: Econometric modeling of price volatility. (2019). HALKOS, GEORGE ; Tsirivis, Apostolos S. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:63:y:2019:i:c:p:234-250. 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 | |
| 2017 | Generalized Method of Moment estimation of multivariate multifractal models. (2017). Liu, Ruipeng ; Lux, Thomas. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:136-148. 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 | On the dynamics of sovereign debt in China: Sustainability and structural change. (2018). Regis, Paulo ; Cuestas, Juan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:356-359. Full description at Econpapers || Download paper | |
| 2018 | Capital mobility in OECD countries: A multi-level factor approach to saving–investment correlations. (2018). Ho, Sun ; Kim, Yun Jung. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:150-159. Full description at Econpapers || Download paper | |
| 2018 | Nowcasting with the help of foreign indicators: The case of Mexico. (2018). Caruso, Alberto. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:160-168. Full description at Econpapers || Download paper | |
| 2018 | Industrial electricity consumption, human capital investment and economic growth in Chinese cities. (2018). Chen, Yang ; Fang, Zheng. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:205-219. Full description at Econpapers || Download paper | |
| 2018 | Education and democracy: New evidence from 161 countries. (2018). Apergis, Nicholas. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:59-67. Full description at Econpapers || Download paper | |
| 2018 | Explaining coffee price differentials in terms of chemical markers: Evidence from a pairwise approach. (2018). Arguello, Ricardo ; Ramirez, Manuel ; Oviedo, Juan Daniel ; Otero, Jesus. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:190-201. Full description at Econpapers || Download paper | |
| 2018 | Bias-corrected estimation for speculative bubbles in stock prices. (2018). Kruse, Robinson ; Wegener, Christoph ; Kaufmann, Hendrik. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:354-364. Full description at Econpapers || Download paper | |
| 2019 | Intraday momentum and stock return predictability: Evidence from China. (2019). Zhang, Yaojie ; Zhu, BO ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:319-329. Full description at Econpapers || Download paper | |
| 2019 | Forecasting stock returns: Do less powerful predictors help?. (2019). Shi, Benshan ; Ma, Feng ; Zeng, Qing ; Zhang, Yaojie. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:32-39. Full description at Econpapers || Download paper | |
| 2019 | A key determinant of commodity price Co-movement: The role of daily market liquidity. (2019). Scheffel, Eric M ; Ding, Shusheng ; Zhang, Yongmin. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:170-180. Full description at Econpapers || Download paper | |
| 2019 | Time variation in inflation persistence: New evidence from modelling US inflation. (2019). Granville, Brigitte ; Zeng, Ning . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:30-39. Full description at Econpapers || Download paper | |
| 2019 | A nowcasting model for Ecuador: Implementing a time-varying mean output growth. (2019). Baquero, Daniel ; Gonzalez-Astudillo, Manuel. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:250-263. Full description at Econpapers || Download paper | |
| 2020 | Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend. (2020). Rumler, Fabio ; Mihailov, Alexander ; McKnight, Stephen. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:383-393. Full description at Econpapers || Download paper | |
| 2018 | Regional or global shock? A global VAR analysis of Asian economic and financial integration. (2018). Li, Sheue ; Sato, Kiyotaka . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:232-248. Full description at Econpapers || Download paper | |
| 2019 | Asymmetric adjustment, non-linearity and housing price bubbles: New international evidence. (2019). Wu, An-Chi ; Chen, Shyh-Wei ; Xie, Zixiong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305849. Full description at Econpapers || Download paper | |
| 2019 | Forecasting aggregate equity return volatility using crude oil price volatility: The role of nonlinearities and asymmetries. (2019). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306296. Full description at Econpapers || Download paper | |
| 2019 | Time-varying risk aversion and realized gold volatility. (2019). GUPTA, RANGAN ; Demirer, Riza ; Pierdzioch, Christian ; Gkillas, Konstantinos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306399. Full description at Econpapers || Download paper | |
| 2019 | Are fiscal deficits inflationary in African countries? A new evidence from an asymmetric cointegration analysis. (2019). Ahmad, Ahmad Hassan ; Aworinde, Olalekan B. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300154. Full description at Econpapers || Download paper | |
| 2017 | Two simple tests of the trend hypothesis under time-varying variance. (2017). Yang, Yang ; Wang, Shaoping. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:123-128. Full description at Econpapers || Download paper | |
| 2017 | Behavior of the standard Dickey–Fuller test when there is a Fourier-form break under the null hypothesis. (2017). Yang, Lixiong ; Su, Jen-Je ; Lee, Chingnun. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:128-133. Full description at Econpapers || Download paper | |
| 2018 | Do 18th century ‘bubbles’ survive the scrutiny of 21st century time series econometrics?. (2018). Oxley, Les ; Hu, Yang. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:131-134. Full description at Econpapers || Download paper | |
| 2018 | A simple test on structural change in long-memory time series. (2018). Wenger, Kai ; Sibbertsen, Philipp ; Leschinski, Christian. In: Economics Letters. RePEc:eee:ecolet:v:163:y:2018:i:c:p:90-94. Full description at Econpapers || Download paper | |
| 2019 | Testing for randomness in a random coefficient autoregression model. (2019). Horvath, Lajos ; Trapani, Lorenzo. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:338-352. Full description at Econpapers || Download paper | |
| 2019 | Bayesian compressed vector autoregressions. (2019). Pettenuzzo, Davide ; Korobilis, Dimitris ; Koop, Gary. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:135-154. Full description at Econpapers || Download paper | |
| 2019 | Adaptive hierarchical priors for high-dimensional vector autoregressions. (2019). Pettenuzzo, Davide ; Korobilis, Dimitris. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:241-271. Full description at Econpapers || Download paper | |
| 2019 | Bootstrapping structural change tests. (2019). Hall, Alastair R ; Cornea-Madeira, Adriana ; Boldea, Otilia. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:359-397. Full description at Econpapers || Download paper | |
| 2020 | Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis. (2020). Teräsvirta, Timo ; Holt, Matthew ; Terasvirta, Timo. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:198-215. Full description at Econpapers || Download paper | |
| 2020 | Long-term forecasting of El Niño events via dynamic factor simulations. (2020). Li, Mengheng ; Petrova, Desislava ; Lit, Rutger ; Koopman, Siem Jan. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:46-66. Full description at Econpapers || Download paper | |
| 2020 | Hybrid stochastic local unit roots. (2020). Phillips, Peter ; Lieberman, Offer. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:257-285. Full description at Econpapers || Download paper | |
| 2017 | On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks. (2017). Tzavalis, Elias ; Vrontos, Ioannis ; Meligkotsidou, Loukia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:70-90. Full description at Econpapers || Download paper | |
| 2018 | Testing the null of difference stationarity against the alternative of a stochastic unit root: A new test based on multivariate STUR. (2018). Muriel, Nelson ; Gonzalez-Farias, Graciela. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:46-62. Full description at Econpapers || Download paper | |
| 2018 | Change point detection in heteroscedastic time series. (2018). Gorecki, Tomasz ; Kokoszka, Piotr ; Horvath, Lajos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:7:y:2018:i:c:p:63-88. Full description at Econpapers || Download paper | |
| 2019 | Forecasting retailer product sales in the presence of structural change. (2019). Fildes, Robert ; Huang, Tao ; Soopramanien, Didier. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:2:p:459-470. Full description at Econpapers || Download paper | |
| 2018 | Asymmetric real exchange rates and poverty: The role of remittances. (2018). Cooray, Arusha ; Apergis, Nicholas. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:111-119. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Stephen Leybourne has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Stephen Leybourne:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 18 |
| 2011 | TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY.(2011) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
| 2009 | Testing for unit roots in the presence of a possible break in trend and non-stationary volatility.(2009) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 1988 | ECONOMIC GROWTH IN NINETEETH CENTURY BRITAIN: COMPARISONS WITH EUROPE IN THE CONTEXT OF GERSCHENKRONS HYPOTHESES In: Economic Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 1988 | ECONOMIC GROWTH IN NINETEETH CENTURY BRITAIN: COMPARISONS WITH EUROPE IN THE CONTEXT OF GERSCHENKRONS HYPOTHESES.(1988) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1994 | A Consistent Test for a Unit Root. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 110 |
| 1996 | Can Economic Time Series Be Differenced to Stationarity? In: Journal of Business & Economic Statistics. [Citation analysis] | article | 52 |
| 1998 | Tests for Forecast Encompassing. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 396 |
| 1999 | Modified Stationarity Tests with Data-Dependent Model-Selection Rules. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 21 |
| 2005 | Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 52 |
| 2005 | On Robust Trend Function Hypothesis Testing In: Discussion Papers. [Citation analysis] | paper | 0 |
| 2006 | On Robust Trend Function Hypothesis Testing.(2006) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 1989 | Trends and Cycles in British Industrial Production, 1700–1913 In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 2 |
| 1997 | A Parametric approach to testing the null of cointegration In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 1998 | Unit roots and smooth transitions In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 27 |
| 1999 | On the Size Properties of Phillips–Perron Tests In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 1999 | Unit Roots and Asymmetric Smooth Transitions In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 4 |
| 2002 | A Direct Test for Cointegration Between a Pair of Time Series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2003 | Seasonal Unit Root Tests Based on Forward and Reverse Estimation In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2004 | Asymptotic mean-squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2004 | Behaviour of Dickey-Fuller Unit-Root Tests Under Trend Misspecification In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 9 |
| 2003 | Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification.(2003) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2005 | Examination of Some More Powerful Modifications of the Dickey-Fuller Test In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 34 |
| 2003 | EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST.(2003) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 2006 | Power of a Unit‐Root Test and the Initial Condition In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 9 |
| 2007 | CUSUM of Squares‐Based Tests for a Change in Persistence In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 37 |
| 2010 | The impact of the initial condition on robust tests for a linear trend In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 4 |
| 2009 | The impact of the initial condition on robust tests for a linear trend.(2009) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Testing for nonlinear deterministic components when the order of integration is unknown In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 4 |
| 2014 | A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 6 |
| 2015 | Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2018 | Special Issue of the Journal of Time Series Analysis In Honour of Professor Paul Newbold: Guest Editors Introduction In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 2018 | Real‐Time Monitoring for Explosive Financial Bubbles In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 1999 | Detecting Seasonal Unit Roots: An Approach Based on the Sample Autocorrelation Function. In: Manchester School. [Full Text][Citation analysis] | article | 1 |
| 2000 | Smooth Transitions and GDP Growth in the European Union. In: Manchester School. [Full Text][Citation analysis] | article | 6 |
| 2003 | Real Exchange Rate Dynamics Under The Current Float: A Re-Examination In: Manchester School. [Full Text][Citation analysis] | article | 8 |
| 1994 | A Simple Test for Cointegration. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 13 |
| 1995 | Testing for Unit Roots Using Forward and Reverse Dickey-Fuller Regressions. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 87 |
| 2000 | Spurious Rejections by Perron Tests in the Presence of a Break. In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 16 |
| 2001 | Innovational Outlier Unit Root Tests with an Endogenously Determined Break in Level. In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 16 |
| 2004 | Tests for a Break in Level when the Order of Integration is Unknown In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2006 | Regression‐based Tests for a Change in Persistence* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 12 |
| 2014 | Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2014 | Break Date Estimation for Models with Deterministic Structural Change In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2013 | Break date estimation for models with deterministic structural change.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Robust and Powerful Tests for Nonlinear Deterministic Components In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 6 |
| 2017 | The Impact of the Initial Condition on Covariate Augmented Unit Root Tests In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2016 | The impact of the initial condition on covariate augmented unit root tests.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Testing for a Change in Mean under Fractional Integration In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2007 | Detecting Multiple Changes in Persistence In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 31 |
| 2008 | A Powerful Test for Linearity When the Order of Integration is Unknown In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 26 |
| 2007 | A powerful test for linearity when the order of integration is unknown.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2007 | A powerful test for linearity when the order of integration is unknown.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2018 | Testing for a unit root against ESTAR stationarity In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Testing for a unit root against ESTAR stationarity.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1998 | ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
| 2000 | BEHAVIOR OF DICKEY–FULLER t-TESTS WHEN THERE IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
| 2003 | SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE In: Econometric Theory. [Full Text][Citation analysis] | article | 16 |
| 2006 | A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
| 2007 | MODIFIED KPSS TESTS FOR NEAR INTEGRATION In: Econometric Theory. [Full Text][Citation analysis] | article | 7 |
| 2008 | TESTING FOR LONG MEMORY In: Econometric Theory. [Full Text][Citation analysis] | article | 14 |
| 2009 | UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION In: Econometric Theory. [Full Text][Citation analysis] | article | 49 |
| 2007 | Unit root testing in practice: dealing with uncertainty over the trend and initial condition.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
| 2009 | REJOINDER In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 2009 | SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS In: Econometric Theory. [Full Text][Citation analysis] | article | 52 |
| 2006 | Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis*.(2006) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
| 2009 | SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORS’ INTRODUCTION In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 2009 | THE RESEARCH INTERESTS OF PAUL NEWBOLD In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 2009 | TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND In: Econometric Theory. [Full Text][Citation analysis] | article | 29 |
| 2007 | Testing for a unit root in the presence of a possible break in trend.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2010 | LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 14 |
| 2008 | Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations.(2008) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2019 | TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
| 2017 | Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point.(2017) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2004 | Some New Tests for a Change in Persistence In: Economics Bulletin. [Full Text][Citation analysis] | article | 3 |
| 2004 | Modified Tests for a Change in Persistence In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 56 |
| 2006 | Modified tests for a change in persistence.(2006) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | article | |
| 2007 | Testing for time series linearity In: Econometrics Journal. [Full Text][Citation analysis] | article | 30 |
| 2008 | Seasonal unit root tests and the role of initial conditions In: Econometrics Journal. [Full Text][Citation analysis] | article | 1 |
| 2008 | Seasonal unit root tests and the role of initial conditions.(2008) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1999 | The behaviour of Dickey-Fuller and Phillips-Perron tests under the alternative hypothesis In: Econometrics Journal. [Citation analysis] | article | 8 |
| 2000 | Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis In: Econometrics Journal. [Citation analysis] | article | 18 |
| 2001 | Analysis of a panel of UK macroeconomic forecasts In: Econometrics Journal. [Citation analysis] | article | 23 |
| 2003 | Tests for a change in persistence against the null of difference-stationarity In: Econometrics Journal. [Full Text][Citation analysis] | article | 44 |
| 2005 | On testing for unit roots and the initial observation In: Econometrics Journal. [Full Text][Citation analysis] | article | 15 |
| 2014 | On infimum Dickey–Fuller unit root tests allowing for a trend break under the null In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
| 2012 | An infimum coefficient unit root test allowing for an unknown break in trend In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2014 | Asymptotic behaviour of tests for a unit root against an explosive alternative In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2016 | Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1992 | A simple test for parameter constancy in a nonlinear time series regression model In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2002 | Seasonal unit root tests with seasonal mean shifts In: Economics Letters. [Full Text][Citation analysis] | article | 22 |
| 2004 | On tests for changes in persistence In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
| 2006 | Persistence change tests and shifting stable autoregressions In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2002 | Unit root tests with a break in innovation variance In: Journal of Econometrics. [Full Text][Citation analysis] | article | 67 |
| 2002 | Stochastic cointegration: estimation and inference In: Journal of Econometrics. [Full Text][Citation analysis] | article | 15 |
| 2007 | A simple, robust and powerful test of the trend hypothesis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 40 |
| 2006 | A simple, robust and powerful test of the trend hypothesis.(2006) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
| 2008 | Erratum to A simple, robust and powerful test of the trend hypothesis [Journal of Econometrics 141(2) (2007) 1302-1330] In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Robust methods for detecting multiple level breaks in autocorrelated time series In: Journal of Econometrics. [Full Text][Citation analysis] | article | 23 |
| 2010 | Robust methods for detecting multiple level breaks in autocorrelated time series.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2011 | Robust methods for detecting multiple level breaks in autocorrelated time series.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2012 | Unit root testing under a local break in trend In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2010 | Unit root testing under a local break in trend.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2011 | Unit root testing under a local break in trend.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2012 | Testing for unit roots in the presence of uncertainty over both the trend and initial condition In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
| 2008 | Testing for unit roots in the presence of uncertainty over both the trend and initial condition.(2008) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2013 | Testing for a break in trend when the order of integration is unknown In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
| 2013 | Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 24 |
| 2015 | Confidence sets for the date of a break in level and trend when the order of integration is unknown In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2014 | Confidence sets for the date of a break in level and trend when the order of integration is unknown.(2014) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2016 | Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point.(2016) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2018 | Testing for parameter instability in predictive regression models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2018 | Testing for Parameter Instability in Predictive Regression Models.(2018) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1998 | Spurious rejections by Dickey-Fuller tests in the presence of a break under the null In: Journal of Econometrics. [Full Text][Citation analysis] | article | 105 |
| 2014 | Robust tests for a linear trend with an application to equity indices In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Tests for explosive financial bubbles in the presence of non-stationary volatility In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 26 |
| 2017 | Improving the accuracy of asset price bubble start and end date estimators In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 6 |
| 1990 | Measurement of trend growth in European industrial output before 1914: Methodological issues and new estimates In: Explorations in Economic History. [Full Text][Citation analysis] | article | 3 |
| 1997 | Testing the equality of prediction mean squared errors In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 814 |
| 2017 | Forecast evaluation tests and negative long-run variance estimates in small samples In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2017 | Forecast evaluation tests and negative long-run variance estimates in small samples.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2001 | Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875-1993 In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 6 |
| 1999 | Understanding the disinflations in Australia, Canada and New Zealand using evidence from smooth transition analysis In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 19 |
| 2014 | Preliminary design of the OWEL wave energy converter pre-commercial demonstrator In: Renewable Energy. [Full Text][Citation analysis] | article | 1 |
| 1994 | The excess comovement of commodity prices revisited In: World Development. [Full Text][Citation analysis] | article | 19 |
| 2018 | A Bootstrap Stationarity Test for Predictive Regression Invalidity In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | A bootstrap stationarity test for predictive regression invalidity.(2017) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Detecting Regimes of Predictability in the U.S. Equity Premium In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Rockin All Over The World: organisational improvisation lessons from the music-based practitioner In: International Journal of Management Concepts and Philosophy. [Full Text][Citation analysis] | article | 0 |
| 2004 | More powerful panel data unit root tests with an application to mean reversion in real exchange rates In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 115 |
| 1989 | The Climacteric in Late Victorian Britain and France: A Reappraisal of the Evidence. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 16 |
| 2002 | Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 74 |
| 1997 | Disinflation and Central Bank Independence in Australia, Canada and New Zealand: Evidence from Smooth Transition Analysis. In: Discussion Papers. [Citation analysis] | paper | 4 |
| 2008 | Panel root tests and the impact of initial observations In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Testing for a unit root when uncertain about the trend [Revised to become 07/03 above] In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices In: Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
| 2011 | Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices.(2011) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2009 | Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above] In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Testing for nonlinear trends when the order of integration is unknown In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | On the behaviour of fixed-b trend break tests under fractional integration In: Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2016 | Tests for an end-of-sample bubble in financial time series In: Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2017 | Tests for an end-of-sample bubble in financial time series.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2018 | Testing explosive bubbles with time-varying volatility In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Testing explosive bubbles with time-varying volatility.(2019) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 1997 | Modeling Growth (and Liberalization) Using Smooth Transitions Analysis. In: Economic Inquiry. [Citation analysis] | article | 7 |
| 2015 | Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 10 |
| 1999 | Mean Reversion of Real Exchange Rates in High-Inflation Countries In: Southern Economic Journal. [Citation analysis] | article | 17 |
| 1989 | Testing for Coefficient Constancy in Random Walk Models with Particular Reference to the Initial Value Problem. In: Empirical Economics. [Citation analysis] | article | 1 |
| 2000 | Stochastic unit roots modelling of stock price indices In: Applied Financial Economics. [Full Text][Citation analysis] | article | 7 |
| 2003 | How great are the great ratios? In: Applied Economics. [Full Text][Citation analysis] | article | 18 |
| 2003 | Spurious rejections by cointegration tests induced by structural breaks In: Applied Economics. [Full Text][Citation analysis] | article | 59 |
| 2008 | A more powerful modification of Johansens cointegration tests In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2001 | U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks In: Trinity Economics Papers. [Full Text][Citation analysis] | paper | 4 |
| 2003 | Panel Stationarity Tests with Cross-sectional Dependence In: Econometrics. [Full Text][Citation analysis] | paper | 6 |
| 2003 | On Unit Root Tests and the Initial Observation In: Econometrics. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Testing for Stochastic Cointegration and Evidence for Present Value Models In: Econometrics. [Full Text][Citation analysis] | paper | 6 |
| 1996 | Trade Liberalisation and Growth In: Working Papers. [Citation analysis] | paper | 4 |
| 1995 | Testing for Seasonal Unit Roots: a simple alternative to HEGY In: Discussion Papers. [Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team