David A. Peel : Citation Profile

Are you David A. Peel?

Lancaster University

21

H index

46

i10 index

2791

Citations

RESEARCH PRODUCTION:

224

Articles

46

Papers

2

Books

2

Chapters

RESEARCH ACTIVITY:

   45 years (1973 - 2018). See details.
   Cites by year: 62
   Journals where David A. Peel has often published
   Relations with other researchers
   Recent citing documents: 179.    Total self citations: 66 (2.31 %)

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   Permalink: http://citec.repec.org/ppe143
   Updated: 2018-12-15    RAS profile: 2018-09-30    
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Relations with other researchers

Works with:

Paya, Ivan (13)

Pavlidis, Efthymios (10)

Ñíguez Grau, Trino (3)

Martínez García, Enrique (3)

Buraimo, Babatunde (2)

Perote, Javier (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with David A. Peel.

Is cited by:

Chang, Tsangyao (63)

Taylor, Mark (47)

Liew, Venus (43)

Bahmani-Oskooee, Mohsen (38)

Cuestas, Juan (37)

Beckmann, Joscha (31)

Reitz, Stefan (28)

Nielsen, Morten (27)

Sarno, Lucio (27)

Baharumshah, Ahmad Zubaidi (26)

Wu, Jyh-lin (26)

Cites to:

Taylor, Mark (70)

Sarno, Lucio (37)

Obstfeld, Maurice (32)

Paya, Ivan (32)

Rogoff, Kenneth (26)

Teräsvirta, Timo (26)

Diebold, Francis (25)

Kilian, Lutz (22)

Kahneman, Daniel (22)

Lothian, James (20)

Taylor, Alan (20)

Main data

Where David A. Peel has published?

Journals with more than one article published# docs
Economics Letters43
Applied Economics Letters23
Applied Economics13
Empirical Economics10
Economica9
The Manchester School of Economic & Social Studies9
Economics Bulletin8
Bulletin of Economic Research8
Oxford Bulletin of Economics and Statistics6
Applied Financial Economics5
Scottish Journal of Political Economy5
Economic Modelling4
Journal of Macroeconomics4
Journal of Gambling Business and Economics4
Journal of International Money and Finance4
European Economic Review4
Studies in Nonlinear Dynamics & Econometrics3
International Economic Review3
Review of World Economics (Weltwirtschaftliches Archiv)3
Economic Journal3
Manchester School3
Journal of Money, Credit and Banking3
Omega2
Finance Research Letters2
Journal of Forecasting2
The Review of Economics and Statistics2
The Quarterly Journal of Economics2
The European Journal of Finance2
Journal of the Royal Statistical Society Series A2
Oxford Economic Papers2
Journal of Political Economy2
Public Finance = Finances publiques2
Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Working Papers / Lancaster University Management School, Economics Department23
Working Papers. Serie AD / Instituto Valenciano de Investigaciones Econmicas, S.A. (Ivie)5
Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section2
Discussion Papers (REL - Recherches Economiques de Louvain) / Universit catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)2

Recent works citing David A. Peel (2018 and 2017)

YearTitle of citing document
2017London Calling: Nonlinear Mean Reversion across National Stock Markets. (2017). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-05.

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2018London Calling: Nonlinear Mean Reversion across National Stock Markets. (2018). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-01.

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2017Economic Factors Affecting Lottery Sales: An Examination of Maine State Lottery Sales. (2017). Just, David ; Gabrielyan, Gnel. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258419.

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2018Evaluating the USDA’s Net Farm Income Forecast. (2018). Kuethe, Todd H ; Sanders, Dwight R ; Hubbs, Todd. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:276505.

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2018Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors. (2018). Nielsen, Morten ; MacKinnon, James ; Djogbenou, Antoine A. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274725.

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2018BRICS EXPORT PERFORMANCE: AN ARDL BOUNDS TESTING EMPIRICAL INVESTIGATION. (2018). Vieira, Flavio Vilela ; da Silva, Cleomar Gomes. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:101.

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2017The Mittag-Leffler Phillips Curve. (2017). Skovranek, Tomas . In: Papers. RePEc:arx:papers:1604.00369.

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2018Regression Based Expected Shortfall Backtesting. (2018). Bayer, Sebastian ; Dimitriadis, Timo . In: Papers. RePEc:arx:papers:1801.04112.

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2018The effect of prudence on the optimal allocation in possibilistic and mixed models. (2018). Georgescu, Irina. In: Papers. RePEc:arx:papers:1805.12066.

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2018Housing prices and mortgage credit in Luxembourg. (2018). Filipe, Sara Ferreira. In: BCL working papers. RePEc:bcl:bclwop:bclwp117.

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2017I know what you did during the last bubble: Determinants of housing bubbles duration in OECD countries. (2017). Sanin Restrepo, Sebastian ; Gomez-Gonzalez, Jose ; Amador Torres, Juan ; Sanin-Restrepo, Sebastian ; Amador-Torres, Sebastian J. In: Borradores de Economia. RePEc:bdr:borrec:1005.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2017Competitive Exchange Rate and Public Infrastructure in a Macrodynamic of Economic Growth. (2017). Lima, Gilberto ; Martins, Antonio Soares. In: Metroeconomica. RePEc:bla:metroe:v:68:y:2017:i:4:p:792-815.

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2017System-Equation ADL Test for Threshold Cointegration with an Application to the Term Structure of Interest Rates. (2017). Li, Jing. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:1:p:1-24.

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2017Effective Exchange Rates, Current Accounts and Global Imbalances. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:3:p:500-533.

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2017FORWARD BIAS, THE FAILURE OF UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2017). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2ff194s2.

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2017Manipulating Fiscal Forecasts: Evidence from the German States. (2017). Schinke, Christoph ; Potrafke, Niklas ; Kauder, Björn. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6310.

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2017Electoral Externalities in Federations - Evidence from German Opinion Polls. (2017). Roesel, Felix ; Lehmann, Robert ; Frei, Xenia ; Langer, Sebastian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6375.

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2017Segmentation of consumer markets in the US: What do intercity price differences tell us?. (2017). Choi, Chi-Young ; Wu, Jyh-Lin ; Murphy, Anthony . In: Canadian Journal of Economics. RePEc:cje:issued:v:50:y:2017:i:3:p:738-777.

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2018Monetary policy and structural changes in Colombia, 1990-2016: A Markov Switching approach. (2018). Cadavid-Sánchez, Sebastián ; Sanchez, Sebastian Cadavid. In: DOCUMENTOS CEDE. RePEc:col:000089:016970.

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2017Measuring firm size distribution with semi-nonparametric densities. (2017). Perote, Javier ; Mora-Valencia, Andrés ; Cortés, Lina. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:015300.

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2017Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach. (2017). Perote, Javier ; Mora-Valencia, Andrés ; Cortés, Lina ; Cortes, Lina M. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:015923.

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2017Balance comercial y volatilidad del tipo de cambio nominal: Un estudio de series de tiempo para Colombia. (2017). Clavijo, Pedro Hugo. In: REVISTA ECONOMÍA & REGIÓN. RePEc:col:000411:015716.

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2017Forecasting EUR/PLN Exchange Rate: the Role of Purchasing Power Parity Hypothesis in ESTVEC Models. (2017). Pipień, Mateusz ; Mazur, Błażej ; Pipien, Mateusz Pawel ; Burda, Adrian Marek. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:17:y:2017:p:97-114.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2017The impact of ECBs conventional and unconventional monetary policies on European banking indexes returns.. (2017). Perdichizzi, Salvatore. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def059.

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2017Decomposing competitive balance in the major European football leagues : a Rawlsian approach. (2017). Santiago-Caballero, Carlos ; Diaz, Alejandro Fernandez-Roldan . In: IFCS - Working Papers in Economic History.WH. RePEc:cte:whrepe:24658.

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2018A Critical Appraisal of Studies Analyzing Co-movement of International Stock Markets. (2018). Kiviet, Jan ; Chen, Zhenxi. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2018:v:19:i:1:kiviet:chen.

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2017Detecting Financial Collapse and Ballooning Sovereign Risk. (2017). PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2110.

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2017Detecting Financial Collapse and Ballooning Sovereign Risk. (2017). PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3010.

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2017Quantitative easing and exuberance in government bond markets: Evidence from the ECBs expanded asset purchase program. (2017). Dröes, Martijn ; Droes, Martijn ; Mattheussens, Simona ; van Lamoen, Ryan . In: DNB Working Papers. RePEc:dnb:dnbwpp:548.

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2017Testing the Validity of Purchasing Power Parity in the BRICS: Further Evidence. (2017). Gyamfi, E N. In: EuroEconomica. RePEc:dug:journl:y:2017:i:2:p:117-122.

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2017Mind the output gap: the disconnect of growth and inflation during recessions and convex Phillips curves in the euro area. (2017). Semmler, Willi ; Gross, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20172004.

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2017Asymmetric Spillover Effects between Agricultural Commodity Prices and Biofuel Energy Prices. (2017). Voliotis, Dimitrios ; Apergis, Nicholas ; Eleftheriou, Sofia . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-01-18.

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2017Asymmetric and Dynamic Effects of Oil Price Shocks and Exchange Rate Fluctuations: Evidence from a Panel of Economic Community of West African States (ECOWAS). (2017). Gbatu, Abimelech Paye ; Repha, Isaac Yak ; Presley, J R ; Wang, Zhen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-03-01.

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2017Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?. (2017). Wali, Muammer ; Manzur, Meher ; Chan, Felix. In: Journal of Asian Economics. RePEc:eee:asieco:v:50:y:2017:i:c:p:62-72.

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2017The behavior of money demand in the Chinese hyperinflation. (2017). Zhao, Liuyan. In: China Economic Review. RePEc:eee:chieco:v:42:y:2017:i:c:p:145-154.

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2018Renminbi exchange rate assessment and competitors exports: New perspective. (2018). Lee, Chien-Chiang ; Zeng, Jhih-Hong ; Chen, Pei-Fen . In: China Economic Review. RePEc:eee:chieco:v:50:y:2018:i:c:p:187-205.

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2017Relative pricing of binary options in live soccer betting markets. (2017). Hofer, Vera ; Leitner, Johannes. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:66-85.

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

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2018Explosiveness in G11 currencies. (2018). Steenkamp, Daan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:388-408.

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2018How efficient are Chinas macroeconomic forecasts? Evidences from a new forecasting evaluation approach. (2018). Sun, Yuying ; Zhang, Xun ; Wang, Shouyang. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:506-513.

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2018Monetary policy rules in emerging countries: Is there an augmented nonlinear taylor rule?. (2018). catik, nazif ; Caporale, Guglielmo Maria ; Akdeniz, Cokun ; Ali, Faek Menla ; Helmi, Mohamad Husam . In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:306-319.

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2018Identifying the nonlinear correlation between business cycle and monetary policy rule: Evidence from China and the U.S.. (2018). Liu, Dayu ; Song, Yang ; Zhao, Tingting ; Xu, Ning. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:45-54.

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2018The predictive power of the yield spread for future economic expansions: Evidence from a new approach. (2018). Wohar, Mark ; Gebka, Bartosz . In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:181-195.

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2017Recurrence plots analysis of the CNY exchange markets based on phase space reconstruction. (2017). Yao, Can-Zhong ; Lin, Qing-Wen . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:584-596.

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2018London calling: Nonlinear mean reversion across national stock markets. (2018). Kim, Hyeongwoo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:265-277.

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2018The predictive content of the term premium for GDP growth in Canada: Evidence from linear, Markov-switching and probit estimations. (2018). Lange, Ronald Henry. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:80-91.

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2017Bias, rationality and asymmetric loss functions. (2017). Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Burgi, Constantin . In: Economics Letters. RePEc:eee:ecolet:v:154:y:2017:i:c:p:113-116.

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2018Threshold autoregressive models for interval-valued time series data. (2018). Hong, Yongmiao ; Wang, Shouyang ; Han, AI ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:414-446.

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2017Fiscal forecasting performance in an emerging economy: An empirical assessment of Brazil. (2017). de Mendonça, Helder ; Barroso, Joseph David ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Economic Systems. RePEc:eee:ecosys:v:41:y:2017:i:3:p:408-419.

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2017Tradable and non-tradable expenditure and aggregate demand for imports in an emerging market economy. (2017). Ulengin, Bur ; Gunavdi, Oner. In: Economic Systems. RePEc:eee:ecosys:v:41:y:2017:i:3:p:445-455.

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2018It takes all sorts: A heterogeneous agent explanation for prediction market mispricing. (2018). Restocchi, Valerio ; Gerding, Enrico ; McGroarty, Frank. In: European Journal of Operational Research. RePEc:eee:ejores:v:270:y:2018:i:2:p:556-569.

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2017Identifying bubbles in Latin American equity markets: Phillips-Perron-based tests and linkages. (2017). Mellado, Cristhian ; Escobari, Diego ; Garcia, Sergio . In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:90-101.

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2018Asymmetric 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.

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2017Noncausality and the commodity currency hypothesis. (2017). Nyberg, Henri ; Lof, Matthijs. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:424-433.

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2018The impact of oil price shocks on the term structure of interest rates. (2018). Ioannidis, Christos ; Ka, Kook. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:601-620.

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

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2018A conditional regime switching CAPM. (2018). Vendrame, Vasco ; Tucker, Jon ; Guermat, Cherif. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:1-11.

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2018Playing with your future: Who gambles in defined-contribution pension plans?. (2018). Clark, Gordon L ; Viehs, Michael ; Tufano, Peter ; Fiaschetti, Maurizio . In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:213-225.

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2017Inflation targeting and the cyclicality of monetary policy. (2017). Vasilakis, Chrysovalantis ; Thornton, John. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:296-302.

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2017Cumulative Prospect Theory for piecewise continuous distributions. (2017). Gurtler, Marc ; Stolpe, Julia . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:5-10.

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2018Financial stress and its non-linear impact on CEE exchange rates. (2018). Adam, Toma ; Matj, Jakub ; Benecka, Soa. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:346-360.

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2018Can bubble theory foresee banking crises?. (2018). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:66-81.

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2018A random coefficients mixture hidden Markov model for marketing research. (2018). Kappe, Eelco ; Desarbo, Wayne S ; Blank, Ashley Stadler. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:35:y:2018:i:3:p:415-431.

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2017How biased are U.S. government forecasts of the federal debt?. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:543-559.

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2017Does fiscal responsibility matter? Evidence from public and private forecasters in Italy. (2017). Ramos, Raul ; Paluzie, Elisenda ; Carabotta, Laura . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:694-706.

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2017Systematic errors in growth expectations over the business cycle. (2017). Jannsen, Nils ; Dovern, Jonas. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:760-769.

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2017Simple measures of market efficiency: A study in foreign exchange markets. (2017). Kitamura, Yoshihiro. In: Japan and the World Economy. RePEc:eee:japwor:v:41:y:2017:i:c:p:1-16.

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

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2017A model for international production relocation: Multinationals operational flexibility and requirements at production plant level. (2017). Lampón, Jesús ; Carballo-Cruz, Francisco ; Cabanelas, Pablo ; Lampon, Jesus F. In: Journal of Business Research. RePEc:eee:jbrese:v:77:y:2017:i:c:p:95-101.

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2017Comparing Federal Reserve, Blue Chip, and time series forecasts of US output growth. (2017). Baghestani, Hamid ; Abual-Foul, Bassam M. In: Journal of Economics and Business. RePEc:eee:jebusi:v:89:y:2017:i:c:p:47-56.

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2017Debt thresholds and real exchange rates: An emerging markets perspective. (2017). Velic, Adnan ; Galstyan, Vahagn. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:452-470.

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2017“Conditional PPP” and real exchange rate convergence in the euro area. (2017). Glick, Reuven ; Bergin, Paul ; Wu, Jyh-Lin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:78-92.

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2017The real exchange rate in the long run: Balassa-Samuelson effects reconsidered. (2017). MacDonald, Ronald ; Fazio, Giorgio ; Choudhri, Ehsan ; Bordo, Michael D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:69-92.

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2017Exploring international differences in inflation dynamics. (2017). Staveley-O'Carroll, Olena ; Ahmad, Yamin ; Staveley-Ocarroll, Olena M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:115-135.

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2018Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market. (2018). Stillwagon, Josh ; juselius, katarina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:83:y:2018:i:c:p:93-105.

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

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2017Measuring firm size distribution with semi-nonparametric densities. (2017). Perote, Javier ; Mora-Valencia, Andrés ; Cortés, Lina ; Cortes, Lina M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:485:y:2017:i:c:p:35-47.

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2017Exchange rate expectations and economic policy uncertainty. (2017). Czudaj, Robert ; Beckmann, Joscha. In: European Journal of Political Economy. RePEc:eee:poleco:v:47:y:2017:i:c:p:148-162.

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2017A favorite-longshot bias in fixed-odds betting markets: Evidence from college basketball and college football. (2017). Depken, Craig ; Gandar, John M ; Berkowitz, Jason P. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:233-239.

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2017The long-run relationship between precious metal prices and the business cycle. (2017). Kucher, Oleg ; McCoskey, Suzanne . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:263-275.

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2018Quantile dependence between the stock, bond and foreign exchange markets – Evidence from the UK. (2018). Raza, Hamid ; Wu, Weiou . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:286-296.

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

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2017Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries. (2017). Park, Sung Y. ; Li, Haiqi ; Ma, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:211-222.

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2017Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach. (2017). Evgenidis, Anastasios ; Tsagkanos, Athanasios ; SIRIOPOULOS, COSTAS. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:267-279.

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2017On the rationality and efficiency of inflation forecasts: Evidence from advanced and emerging market economies. (2017). Jalles, Joao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:175-189.

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2017Modelling asymmetric conditional dependence between Shanghai and Hong Kong stock markets. (2017). Keung, Marco Chi ; Wu, Weiou ; Vigne, Samuel A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1137-1149.

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2017What does the bond yield curve tell us about Tunisian economic activity?. (2017). Sekouhi, Hayfa ; Boukhatem, Jamel . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:295-303.

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2017Speculative bubbles in emerging stock markets and macroeconomic factors: A new empirical evidence for Asia and Latin America. (2017). Ngoc, Thi Bich . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:454-467.

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2018Investor sentiment, soccer games and stock returns. (2018). Dimic, Nebojsa ; Aijo, Janne ; Orlov, Vitaly ; Neudl, Manfred. In: Research in International Business and Finance. RePEc:eee:riibaf:v:43:y:2018:i:c:p:90-98.

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2017The accuracy of toll road traffic forecasts: An econometric evaluation. (2017). Odeck, James ; Welde, Morten. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:101:y:2017:i:c:p:73-85.

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2017Economic information transmissions and liquidity between shipping markets: New evidence from freight derivatives. (2017). VISVIKIS, ILIAS ; Alexandridis, G ; Sahoo, S. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:98:y:2017:i:c:p:82-104.

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2017Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76.

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2017Individual reaction to past performance sequences: evidence from a real marketplace. (2017). Andrikogiannopoulou, Angie ; Papakonstantinou, Filippos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87997.

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2017Mildly Explosive Dynamics in U.S. Fixed Income Markets. (2017). De Pace, Pierangelo ; Contessi, Silvio ; DePace, Pierangelo. In: Globalization Institute Working Papers. RePEc:fip:feddgw:324.

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2018Detecting Periods of Exuberance: A Look at the Role of Aggregation with an Application to House Prices. (2018). Pavlidis, Efthymios ; Martínez García, Enrique ; Grossman, Valerie ; Martinez-Garcia, Enrique. In: Globalization Institute Working Papers. RePEc:fip:feddgw:325.

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2017Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge. (2017). juselius, katarina. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:30-:d:104032.

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2018Stationary Threshold Vector Autoregressive Models. (2018). Stentoft, Lars ; Grynkiv, Galyna. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:45-:d:162047.

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2018A Textual Analysis of the Bank of England Growth Forecasts. (2018). Jones, Jacob T ; Stekler, Herman O ; Sinclair, Tara M. In: Working Papers. RePEc:gwc:wpaper:2018-005.

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

Works by David A. Peel:

YearTitleTypeCited
1986What Can Economics Learn from Political Science, and Vice Versa? In: American Economic Review.
[Full Text][Citation analysis]		article3
2015Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation. In: Working Papers.
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1973Some Implications of Utility Maximizing Firms: A Note. In: Bulletin of Economic Research.
[Citation analysis]		article0
1976The Cost Function. In: Bulletin of Economic Research.
[Citation analysis]		article0
1977Derived Demand and Oligopoly. In: Bulletin of Economic Research.
[Citation analysis]		article0
1979A Dynamic Model of the Demand for Labour Services. In: Bulletin of Economic Research.
[Citation analysis]		article0
1984Testing for Unbiasedness and Efficiency under Incomplete Current Information. In: Bulletin of Economic Research.
[Citation analysis]		article0
1985Some Further Evidence on the Predictability of UK Asset Prices [Efficient Capital Markets: A Review of Theory and Empirical Work]. In: Bulletin of Economic Research.
[Citation analysis]		article0
2003The Favourite-Longshot Bias, Bookmaker Margins and Insider Trading in a Variety of Betting Markets In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article15
2013AN EXAMPLE OF AN OPTIMAL FORECAST EXHIBITING DECREASING BIAS WITH INCREASING FORECAST HORIZON In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article0
2012THE DECISIONS OF THE SHADOW MONETARY POLICY COMMITTEE AND MONETARY POLICY COMMITTEE SINCE 2002 In: Economic Affairs.
[Full Text][Citation analysis]		article2
1973The Non-uniqueness of the Dorfman-Steiner Condition: A Note. In: Economica.
[Full Text][Citation analysis]		article0
1978Short-Run Employment Functions, Excess Supply and the Speed of Adjustment: A Note. In: Economica.
[Full Text][Citation analysis]		article3
1989Information, Prices and Efficiency in a Fixed-Odds Betting Market. In: Economica.
[Full Text][Citation analysis]		article26
1996Some Empirical Evidence on the Time-Series Properties of Four UK Asset Prices. In: Economica.
[Full Text][Citation analysis]		article1
1998Modelling Business Cycle Nonlinearity in Conditional Mean and Conditional Variance: Some International and Sectoral Evidence. In: Economica.
[Full Text][Citation analysis]		article15
2001The Relationship between Two Indicators of Insider Trading in British Racetrack Betting. In: Economica.
[Full Text][Citation analysis]		article3
2002Insider Trading, Herding Behaviour and Market Plungers in the British Horse-Race Betting Market. In: Economica.
[Full Text][Citation analysis]		article10
2005Smooth Transition Models and Arbitrage Consistency In: Economica.
[Full Text][Citation analysis]		article16
2005Smooth transition models and arbitrage consistency.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 16		paper
2009A More General Non-expected Utility Model as an Explanation of Gambling Outcomes for Individuals and Markets In: Economica.
[Full Text][Citation analysis]		article4
1975The Determinants of the Natural Rate of Unemployment in the Neoclassical Model. In: The Economic Record.
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2003The Time Series Properties of Financial Ratios: Lev Revisited In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article17
1997Modelling Political Popularity: an Analysis of Long-range Dependence in Opinion Poll Series In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article33
2002Modelling political popularity: a correction In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article7
1977On the Case of Indexation of Wages and Salaries. In: Kyklos.
[Citation analysis]		article0
1974A Further Note on the Behaviour of Profit Shares in British Manufacturing Industry. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article0
1976The Internal/External Labour Market and the Rate of Wage Inflation in UK Manufacturing Industry. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article0
1979On the Dynamic Stability of Monetary Models When the Money Supply is Endogenous. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article0
1981The Role of Monetary Stabilization Policy under Rational Expectations. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article3
1983Some Implications of Partial Current Information Sets in Macroeconomic Models Embodying Rational Expectations. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article5
1987On Testing the Relationship between Exchange Rate Movements and Monetary Surprises: A Comment. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article0
1990On Testing for Unbiasedness and Efficiency of Forecasts. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article106
1995Time-Varying Risk Premia and the Term Structure of Forward Exchange Rates. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article1
1996Long-Memory Risk Premia in Exchange Rates. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article8
2000Non-linear Dynamics of Inflation in High Inflation Economies. In: Manchester School.
[Full Text][Citation analysis]		article7
2001The Incidence of Insider Trading in Betting Markets and the Gabriel and Marsden Anomaly. In: Manchester School.
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2003Purchasing Power Parity Adjustment Speeds in High Frequency Data when the Equilibrium Real Exchange Rate is Proxied by a Deterministic Trend In: Manchester School.
[Full Text][Citation analysis]		article7
1975The Specification of the Short-Run Employment Function: An Empirical Investigation of the Demand for Labour in the UK Manufacturing Sector, 1955-1972. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article0
1975A Monte Carlo Study of the Phillips Curve with Errors in Variables. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article0
1976The Shake-Out Hypothesis: A Note. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article0
1977An Empirical Investigation of Inflationary Expectations. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article2
1986On Lagged Adjustment, Permanent Income, Expectations Formation and the Demand for Money. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article0
2003Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article28
1981 Rational Expectations and Wage and Price Inflexibility: A Note. In: Scandinavian Journal of Economics.
[Citation analysis]		article0
1974The Wage Variable and the Phillips Curve. In: Scottish Journal of Political Economy.
[Citation analysis]		article0
1975The Wage Variable and the Phillips Curve: A Rejoinder. In: Scottish Journal of Political Economy.
[Citation analysis]		article0
1988Outcome Uncertainty and the Demand for Football: An Analysis of Match Attendances in the English Football League. In: Scottish Journal of Political Economy.
[Citation analysis]		article33
2000The Favourite-Longshot Bias and Market Efficiency in UK Football Betting. In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article18
2003Optimal monetary policy: is price-level targeting the next step? In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article7
2006Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004 In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article6
2010Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article5
2009Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form.(2009) In: Working Papers.
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2013Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article3
2008Subjective Skewness of Return as an Explanation of the Optimal Choice between Gambles in Cumulative Prospect Theory In: Journal of Gambling Business and Economics.
[Full Text][Citation analysis]		article0
2008Further Analysis of the Markowitz Model of Utility with a Small Degree of Probability Distortion In: Journal of Gambling Business and Economics.
[Full Text][Citation analysis]		article0
2009An Explanation of Optimal Each-Way Bets based on Non-Expected Utility Theory In: Journal of Gambling Business and Economics.
[Full Text][Citation analysis]		article0
2010An Empirical Analysis of Choices Between Gambles of Children and Adults in China In: Journal of Gambling Business and Economics.
[Full Text][Citation analysis]		article0
2005On the equality of Real Interest Rates across borders in Integrated Capital Markets In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper2
2006On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets.(2006) In: CEPR Discussion Papers.
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2007On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets.(2007) In: Open Economies Review.
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This paper has another version. Agregated cites: 2		article
2006Simulating Stock Returns under switching regimes - a new test of market efficiency In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper5
2006Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency.(2006) In: CEPR Discussion Papers.
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2007Simulating stock returns under switching regimes - A new test of market efficiency.(2007) In: Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2001Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper545
2001Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles..(2001) In: International Economic Review.
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This paper has another version. Agregated cites: 545		article
2002Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997 In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2002Exploitability as a Specification Test of the Phillips Curve In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2004Calvo Contracts: A Critique In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
1981On Optimal Returns to a Factor In: Discussion Papers (REL - Recherches Economiques de Louvain).
[Full Text][Citation analysis]		paper0
1983The Life Cycle Hypothesis and Rational Expectations : Some Further Empirical Results In: Discussion Papers (REL - Recherches Economiques de Louvain).
[Full Text][Citation analysis]		paper0
1991Economic Forecasting In: Cambridge Books.
[Citation analysis]		book1
2018A NONLINEAR ANALYSIS OF THE REAL EXCHANGE RATE–CONSUMPTION RELATIONSHIP In: Macroeconomic Dynamics.
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2007Betting on odds on Favorites as an Optimal Choice in Cumulative Prospect Theory In: Economics Bulletin.
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2007Some implications of a quartic loss function In: Economics Bulletin.
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2009The Central Bank Inflation Bias in the Presence of Asymmetric Preferences and Non-Normal Shocks In: Economics Bulletin.
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2009Testing for central bank independence and inflation using the wild bootstrap In: Economics Bulletin.
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2010Further empirical evidence of nonlinearity in the us monetary policy rule In: Economics Bulletin.
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2013On the Implications of the Markowitz Model of Utility embodying Gain Seeking Preferences for Odds on Betting and Bookmakers choice of Spread or Odds Betting In: Economics Bulletin.
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2016Loss Aversion and Ruinous Optimal Wagering in the Markowitz Model of Non-Expected Utility In: Economics Bulletin.
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2017LOSS AVERSION AND RUINOUS OPTIMAL WAGERS IN CUMULATIVE PROSPECT THEORY In: Economics Bulletin.
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2003Optimal Discretionary Monetary Policy in a Model of Asymmetric Central Bank Preferences In: Economic Journal.
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1979Divergent Expectations and the Dynamic Stability of Some Simple Macro Economic Models. In: Economic Journal.
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1985Surprises in the Consumption Function, Incomplete Current Information, and Moving Average Errors: A Note [Stochastic Implications of the Life Cycle Permanent Income Hypothesis: Theory and Evidence]. In: Economic Journal.
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2005Non-linearity in stock index returns: the volatility and serial correlation relationship In: Economic Modelling.
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1985Behaviour of the Liverpool model with weight given to alternative public forecasts In: Economic Modelling.
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1986Public forecasts and their impact on expectation formation In: Economic Modelling.
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1986Expectations formation, public forecasts and the wage equation In: Economic Modelling.
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2009The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory In: Economics Letters.
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2010The forward premium puzzle in the interwar period and deviations from covered interest parity In: Economics Letters.
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2010Habit and long memory in UK lottery sales In: Economics Letters.
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2010Systematic and varying biases in parallel state contingent gambling markets In: Economics Letters.
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2010On lottery sales, jackpot sizes and irrationality: A cautionary note In: Economics Letters.
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2011The impact of ECB and FED announcements on the Euro interest rates In: Economics Letters.
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2010The Impact of ECB and FED announcements on the Euro Interest Rates.(2010) In: DEP - series of economic working papers.
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2012On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty In: Economics Letters.
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2012On the potential for observational equivalence in experiments on risky choice when a power value function is assumed In: Economics Letters.
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2013Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets In: Economics Letters.
[Full Text][Citation analysis]		article1
1983On the effectiveness of automatic stabilizers under rational expectations when there is partial current information In: Economics Letters.
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2015Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation In: Economics Letters.
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2017Wagering on more than one outcome in an event in Cumulative Prospect Theory and Rank Dependent Utility In: Economics Letters.
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1985Some empirical evidence on the determinants of incomes policies in the UK In: Economics Letters.
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1986The velocity of money and the random walk hypothesis In: Economics Letters.
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1987Further empirical evidence on popularity and electoral cycle effects In: Economics Letters.
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1988Critical bounds for MA(2) and MA(3) processes In: Economics Letters.
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1988Economic surprises and the behaviour of asset prices : Some analyses and further empirical results In: Economics Letters.
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1979On dynamic stability in monetary models which incorporate short- and long-run expectations of inflation in the demand for the money function In: Economics Letters.
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1979On the political theory of the business cycle In: Economics Letters.
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1989On testing the properties of directly obtained expectations data In: Economics Letters.
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1989Empirical evidence on the properties of exchange rate forecasts and the risk premium In: Economics Letters.
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1991Some evidence on the efficiency of the sterling-dollar and sterling-franc forward exchange rates in the interwar period In: Economics Letters.
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1991Estimates of a traditional aggregate import demand model for five countries In: Economics Letters.
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1991The effects of exchange rate volatility on exports : Some new estimates In: Economics Letters.
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1992Some analysis of the long-run time series properties of consumption and income in the U.K. In: Economics Letters.
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1979The dynamic behaviour of a simple macroeconomic model with a tax based incomes policy In: Economics Letters.
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1979The classical supply hypothesis and the observational equivalence of Classical and Keynesian models In: Economics Letters.
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1998A non-linear error correction mechanism based on the bilinear model1 In: Economics Letters.
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1998The slope of the yield curve and real economic activity: tracing the transmission mechanism In: Economics Letters.
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1998A note on some properties of the ESTAR model In: Economics Letters.
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1998Rationality testing under asymmetric loss In: Economics Letters.
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1998Periodically collapsing stock price bubbles: a robust test In: Economics Letters.
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2000Optimal monetary policy with a nonlinear Phillips curve In: Economics Letters.
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2000International relocation: firm and industry determinants In: Economics Letters.
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2003Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes In: Economics Letters.
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1981Non-uniqueness and the role of the monetary authorities In: Economics Letters.
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2005Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap In: Economics Letters.
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1981Unemployment and the replacement ratio : Some reduced form estimates for the UK In: Economics Letters.
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2006On the speed of adjustment in ESTAR models when allowance is made for bias in estimation In: Economics Letters.
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2007Deterministic impulse response in a nonlinear model. An analytical expression In: Economics Letters.
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2007Implementing the wild bootstrap using a two-point distribution In: Economics Letters.
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1982The government behavioural constraint in rational expectations models In: Economics Letters.
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1977Unemployment and unanticipanted inflation: Some empirical results for six countries In: European Economic Review.
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1979Inflation and output dynamics with a floating exchange rate In: European Economic Review.
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1982The political theory of the business cycle In: European Economic Review.
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1977On the properties of alternative monetary rules in an extension of Blacks model In: European Economic Review.
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2016Pure higher-order effects in the portfolio choice model In: Finance Research Letters.
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2006The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class In: Finance Research Letters.
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1991Forward foreign exchange rates and risk premia--a reappraisal In: Journal of International Money and Finance.
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1994Purchasing power parity yet again: evidence from spatially separated commodity markets In: Journal of International Money and Finance.
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2000Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals In: Journal of International Money and Finance.
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2011Real exchange rates and time-varying trade costs In: Journal of International Money and Finance.
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2009Real Exchange Rates and Time-Varying Trade Costs.(2009) In: Working Papers.
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2005The term spread and real economic activity in the US inter-war period In: Journal of Macroeconomics.
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2006Expected stock returns, aggregate consumption and wealth: Some further empirical evidence In: Journal of Macroeconomics.
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1985Global capital markets and the impact of changes in the money stock on real activity In: Journal of Macroeconomics.
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1986The impact of benefits on unemployment in Britain in the interwar period: Some further empirical evidence In: Journal of Macroeconomics.
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1986Predicting corporate failure-- Some results for the UK corporate sector In: Omega.
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1988A multilogit approach to predicting corporate failure--Some evidence for the UK corporate sector In: Omega.
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1977The `tax on wage increses when the firm is a monopsonist In: Journal of Public Economics.
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2003Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach In: International Review of Economics & Finance.
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2007Inflation dynamics in the US - a nonlinear perspective In: LSE Research Online Documents on Economics.
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2007Inflation Dynamics in the US -A Nonlinear Perspective.(2007) In: FMG Discussion Papers.
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2002Advanced Macroeconomics In: Books.
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2017New empirical evidence on the Tote–SP anomaly and its implications for models of risky choice in gambling markets In: Chapters.
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2015Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun In: Globalization Institute Working Papers.
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2016Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun.(2016) In: The Journal of Real Estate Finance and Economics.
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1984Money and activity in the U.K. 1961-1983: surprise? surprise! In: Working Papers.
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1998Optimal Monetary Policy in a Model of Asymmetric Central Bank Preferences In: FMG Discussion Papers.
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2013Systematic Positive Expected Returns in the UK Fixed Odds Betting Market: An Analysis of the Fink Tank Predictions In: International Journal of Financial Studies.
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1979The Dynamic Behavior of a Simple Macro-Model with Endogenous Labor Supply and Demand. In: International Economic Review.
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1994The German Hyperinflation and the Demand for Money Revisited. In: International Economic Review.
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1997Non-linearities in East European Black-Market Exchange Rates. In: International Journal of Finance & Economics.
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2016On the Positive Expected Utility of Combination Wagers In: Decision Analysis.
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1978Note--Optimal Recruitment Advertising In: Management Science.
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2004NONLINEAR PPP UNDER THE GOLD STANDARD In: Working Papers. Serie AD.
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2004TEMPORAL AGGREGATION OF AN ESTAR PROCESS: SOME IMPLICATIONS FOR PURCHASING POWER PARITY ADJUSTMENT In: Working Papers. Serie AD.
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2006Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment.(2006) In: Journal of Applied Econometrics.
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2004ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING In: Working Papers. Serie AD.
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2004Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting.(2004) In: Journal of Forecasting.
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2000Threshold nonlinearities in unemployment rates: further evidence for the UK and G3 economies In: Applied Economics.
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