22
H index
45
i10 index
2956
Citations
David A. Peel : Citation Profile
Lancaster University | RESEARCH PRODUCTION: 223 Articles 47 Papers 2 Books 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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46 years (1973 - 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 David A. Peel. | Is cited by:
| Cites to:
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Main data
Where David A. Peel has published?
Recent works citing David A. Peel (2020 and 2019)
| Year | Title of citing document | |
|---|---|---|
| 2018 | Fast and Wild: Bootstrap Inference in Stata Using boottest. (2018). Webb, Matthew ; Roodman, David ; Nielsen, Morten ; MacKinnon, James. In: CREATES Research Papers. RePEc:aah:create:2018-34. Full description at Econpapers || Download paper | |
| 2019 | Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors. (2019). Nielsen, Morten ; MacKinnon, James ; Djogbenou, Antoine. In: CREATES Research Papers. RePEc:aah:create:2019-05. Full description at Econpapers || Download paper | |
| 2017 | London Calling: Nonlinear Mean Reversion across National Stock Markets. (2017). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-05. Full description at Econpapers || Download paper | |
| 2018 | London Calling: Nonlinear Mean Reversion across National Stock Markets. (2018). Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-01. Full description at Econpapers || Download paper | |
| 2019 | Testing Nonlinearity through a Logistic Smooth Transition AR Model with Logistic Smooth Transition GARCH Errors. (2019). DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:03-19. Full description at Econpapers || Download paper | |
| 2018 | Evaluating the USDA’s Net Farm Income Forecast. (2018). Kuethe, Todd ; Sanders, Dwight R ; Hubbs, Todd. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:276505. Full description at Econpapers || Download paper | |
| 2018 | BRICS 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. Full description at Econpapers || Download paper | |
| 2019 | Demand for Imports and Components of Final Expenditure An Empirical Study with Special Reference to the Korean Import Demand Function. (2019). Seddighi, H R ; Yoon, Il-Hyun. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2019:p:52-58. Full description at Econpapers || Download paper | |
| 2019 | The Mittag-Leffler Phillips Curve. (2017). Skovranek, Tomas . In: Papers. RePEc:arx:papers:1604.00369. Full description at Econpapers || Download paper | |
| 2019 | Regression Based Expected Shortfall Backtesting. (2019). Dimitriadis, Timo ; Bayer, Sebastian. In: Papers. RePEc:arx:papers:1801.04112. Full description at Econpapers || Download paper | |
| 2018 | The effect of prudence on the optimal allocation in possibilistic and mixed models. (2018). Georgescu, Irina. In: Papers. RePEc:arx:papers:1805.12066. Full description at Econpapers || Download paper | |
| 2019 | How the investors risk preferences influence the optimal allocation in a credibilistic portfolio problem. (2019). Georgescu, Irina ; Kinnunen, Jani. In: Papers. RePEc:arx:papers:1901.08986. Full description at Econpapers || Download paper | |
| 2020 | A Note on Bayesian Long-Term S&P 500 Factor Investing. (2019). Sarantsev, Andrey ; Reshad, Akram ; Grove, Taran. In: Papers. RePEc:arx:papers:1905.04603. Full description at Econpapers || Download paper | |
| 2019 | A portfolio choice problem in the framework of expected utility operators. (2019). Georgescu, Irina ; Aim, Louis. In: Papers. RePEc:arx:papers:1906.11831. Full description at Econpapers || Download paper | |
| 2019 | Testing for time-varying properties under misspecified conditional mean and variance. (2019). Ota, Yasushi ; Maki, Daiki . In: Papers. RePEc:arx:papers:1907.12107. Full description at Econpapers || Download paper | |
| 2019 | Robust tests for ARCH in the presence of the misspecified conditional mean: A comparison of nonparametric approches. (2019). Ota, Yasushi ; Maki, Daiki . In: Papers. RePEc:arx:papers:1907.12752. Full description at Econpapers || Download paper | |
| 2019 | Expected utility operators and coinsurance problem. (2019). Georgescu, Irina. In: Papers. RePEc:arx:papers:1908.06927. Full description at Econpapers || Download paper | |
| 2018 | Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95. Full description at Econpapers || Download paper | |
| 2017 | Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676. Full description at Econpapers || Download paper | |
| 2018 | Game Outcome Uncertainty and Television Audience Demand: New Evidence from German Football. (2018). Schreyer, Dominik ; Torgler, Benno ; Schmidt, Sascha L. In: German Economic Review. RePEc:bla:germec:v:19:y:2018:i:2:p:140-161. Full description at Econpapers || Download paper | |
| 2017 | Competitive 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. Full description at Econpapers || Download paper | |
| 2017 | Effective 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. Full description at Econpapers || Download paper | |
| 2019 | Detecting Imbalances in House Prices: What Goes Up Must Come Down?. (2019). Anundsen, Andre K. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:121:y:2019:i:4:p:1587-1619. Full description at Econpapers || Download paper | |
| 2018 | FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2018). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt1778z416. Full description at Econpapers || Download paper | |
| 2018 | FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES: THE ROLE OF MONETARY POLICY. (2015). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2cm6p186. Full description at Econpapers || Download paper | |
| 2017 | Manipulating Fiscal Forecasts: Evidence from the German States. (2017). Schinke, Christoph ; Potrafke, Niklas ; Kauder, Björn. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6310. Full description at Econpapers || Download paper | |
| 2017 | Electoral Externalities in Federations - Evidence from German Opinion Polls. (2017). Roesel, Felix ; Lehmann, Robert ; Langer, Sebastian ; Frei, Xenia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6375. Full description at Econpapers || Download paper | |
| 2018 | Monetary 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. Full description at Econpapers || Download paper | |
| 2019 | Firm size and concentration inequality: A flexible extension of Gibrat’s law. (2019). Perote, Javier ; Lozada, Juan M ; Cortes, Lina . In: Documentos de Trabajo CIEF. RePEc:col:000122:017205. Full description at Econpapers || Download paper | |
| 2017 | Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460. Full description at Econpapers || Download paper | |
| 2019 | Forward-Looking Policy Rules and Currency Premia. (2019). Taylor, Mark P ; Filippou, Ilias . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13835. Full description at Econpapers || Download paper | |
| 2019 | Quantitative easing and exuberance in stock markets: Evidence from the euro area. (2019). Hudepohl, Thomas ; de Vette, Nander ; van Lamoen, Ryan . In: DNB Working Papers. RePEc:dnb:dnbwpp:660. Full description at Econpapers || Download paper | |
| 2017 | Testing 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. Full description at Econpapers || Download paper | |
| 2020 | The predictive power of equilibrium exchange rate models. (2020). Rubaszek, Michał ; Mijakovic, Andrej ; Ca' Zorzi, Michele ; Michele Ca, ; Cap, Adam. In: Working Paper Series. RePEc:ecb:ecbwps:20202358. Full description at Econpapers || Download paper | |
| 2020 | Stationarity Properties of Renewable Energy Consumption in the Commonwealth of Independent States. (2020). Yasar, Nermin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-23. Full description at Econpapers || Download paper | |
| 2017 | Nonlinear 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. Full description at Econpapers || Download paper | |
| 2018 | Renminbi 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. Full description at Econpapers || Download paper | |
| 2017 | Relative 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. Full description at Econpapers || Download paper | |
| 2018 | Explosiveness in G11 currencies. (2018). Steenkamp, Daan. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:388-408. Full description at Econpapers || Download paper | |
| 2018 | How 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. Full description at Econpapers || Download paper | |
| 2018 | Monetary 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. Full description at Econpapers || Download paper | |
| 2018 | Identifying 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Exchange rates and fundamentals: A bootstrap panel data analysis. (2019). Chen, Shyh-Wei ; Xie, Zixiong. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:209-224. Full description at Econpapers || Download paper | |
| 2019 | Central bank forecasts and private expectations: An empirical assessment from three emerging economies. (2019). de Mendonça, Helder ; Barroso, Joseph David ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:234-244. Full description at Econpapers || Download paper | |
| 2018 | London 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Dynamic price–volume causality in the American housing market: A signal of market conditions. (2019). Tsai, I-Chun ; I-Chun Tsai, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:385-400. 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 | |
| 2020 | Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA. (2020). Pérez-RodrÃguez, Jorge ; Lopez-Valcarcel, Beatriz Gonzalez ; Perez-Rodriguez, Jorge V ; Qian, Huanhuan ; Zhou, Xinmiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300723. Full description at Econpapers || Download paper | |
| 2017 | Bias, 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. Full description at Econpapers || Download paper | |
| 2019 | Asymptotic theory and wild bootstrap inference with clustered errors. (2019). Nielsen, Morten ; MacKinnon, James ; Djogbenou, Antoine. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:393-412. Full description at Econpapers || Download paper | |
| 2017 | Fiscal 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. Full description at Econpapers || Download paper | |
| 2018 | It 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. 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 | |
| 2017 | Noncausality 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. Full description at Econpapers || Download paper | |
| 2018 | The 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. Full description at Econpapers || Download paper | |
| 2019 | Price and volatility spillovers across the international steam coal market. (2019). , Marco ; Ciner, Cetin ; Brzeszczynski, Janusz ; Batten, Jonathan A ; Yarovaya, Larisa ; Lucey, Brian. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:119-138. Full description at Econpapers || Download paper | |
| 2020 | Time-varying persistence in real oil prices and its determinant. (2020). Wegener, Christoph ; Kruse, Robinson. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319300805. Full description at Econpapers || Download paper | |
| 2020 | Time-varying income and price elasticities for energy demand: Evidence from a middle-income panel. (2020). Smyth, Russell ; liddle, brantley ; Zhang, Xibin. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300207. Full description at Econpapers || Download paper | |
| 2018 | A 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. Full description at Econpapers || Download paper | |
| 2019 | Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach. (2019). Floro, Danvee. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:164-181. Full description at Econpapers || Download paper | |
| 2019 | Analysis of financial distress cross countries: Using macroeconomic, industrial indicators and accounting data. (2019). Jayasekera, Ranadeva ; Chipulu, Maxwell ; Khoja, Layla. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521919300869. Full description at Econpapers || Download paper | |
| 2020 | Estimating unknown arbitrage costs: Evidence from a 3-regime threshold vector error correction model. (2020). Urban, Jorg ; Ters, Kristyna. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119300084. Full description at Econpapers || Download paper | |
| 2018 | Financial 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. Full description at Econpapers || Download paper | |
| 2018 | Can 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. Full description at Econpapers || Download paper | |
| 2019 | The effectiveness of foreign exchange intervention in Latin America: A nonlinear approach to the coordination channel. (2019). Gamboa-Estrada, Fredy. In: Global Finance Journal. RePEc:eee:glofin:v:40:y:2019:i:c:p:13-27. Full description at Econpapers || Download paper | |
| 2018 | A 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. Full description at Econpapers || Download paper | |
| 2017 | How 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. Full description at Econpapers || Download paper | |
| 2017 | Does 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. Full description at Econpapers || Download paper | |
| 2017 | Systematic 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. Full description at Econpapers || Download paper | |
| 2019 | The cost of capital in a prediction market. (2019). Grant, Andrew ; Kwon, Oh Kang ; Oh Kang Kwon, ; Johnstone, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:313-320. Full description at Econpapers || Download paper | |
| 2019 | Keeping a weather eye on prediction markets: The influence of environmental conditions on forecasting accuracy. (2019). Costa, Luis Felipe ; Ma, Tiejun ; Sung, Ming-Chien . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:321-335. Full description at Econpapers || Download paper | |
| 2019 | Predictive regressions under asymmetric loss: Factor augmentation and model selection. (2019). Hacioglu Hoke, Sinem ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:80-99. Full description at Econpapers || Download paper | |
| 2019 | Forecasting the exchange rate using nonlinear Taylor rule based models. (2019). Stamatogiannis, Michalis P ; Morley, Bruce ; Wang, Rudan. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:429-442. Full description at Econpapers || Download paper | |
| 2019 | Efficiency of online football betting markets. (2019). De Angelis, Luca ; Angelini, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:712-721. Full description at Econpapers || Download paper | |
| 2019 | Characteristics and implications of Chinese macroeconomic data revisions. (2019). Sinclair, Tara. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1108-1117. Full description at Econpapers || Download paper | |
| 2019 | Forecasts in times of crises. (2019). Papageorgiou, Chris ; Kuenzel, David ; Eicher, Theo ; Christofides, Charis. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1143-1159. Full description at Econpapers || Download paper | |
| 2018 | Testing for multiple bubbles in bitcoin markets: A generalized sup ADF test. (2018). Su, Chi-Wei ; Si, Deng-Kui ; Tao, Ran ; Li, Zheng-Zheng. In: Japan and the World Economy. RePEc:eee:japwor:v:46:y:2018:i:c:p:56-63. Full description at Econpapers || Download paper | |
| 2019 | The global recession and the shift to re-shoring: Myth or reality?. (2019). Temouri, Yama ; Driffield, Nigel ; DELIS, AGELOS . In: Journal of Business Research. RePEc:eee:jbrese:v:103:y:2019:i:c:p:632-643. Full description at Econpapers || Download paper | |
| 2020 | The yield spreads ability to forecast economic activity: What have we learned after 30 years of studies?. (2020). Papadamou, Stephanos ; Siriopoulos, Costas ; Evgenidis, Anastasios. In: Journal of Business Research. RePEc:eee:jbrese:v:106:y:2020:i:c:p:221-232. Full description at Econpapers || Download paper | |
| 2018 | Market evidence against widespread point shaving in college basketball. (2018). Berkowitz, Jason P ; Gandar, John M ; Depken, Craig A. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:153:y:2018:i:c:p:283-292. Full description at Econpapers || Download paper | |
| 2019 | Short waves in Hungary, 1923 and 1946: Persistence, chaos, and (lack of) control. (2019). Hartwell, Christopher. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:163:y:2019:i:c:p:532-550. Full description at Econpapers || Download paper | |
| 2017 | Comparing Federal Reserve, Blue Chip, and time series forecasts of US output growth. (2017). Abu Al-Foul, Bassam ; Baghestani, Hamid ; Abual-Foul, Bassam M. In: Journal of Economics and Business. RePEc:eee:jebusi:v:89:y:2017:i:c:p:47-56. Full description at Econpapers || Download paper | |
| 2020 | Explosive dynamics in house prices? An exploration of financial market spillovers in housing markets around the world. (2020). MartÃnez GarcÃa, Enrique ; Grossman, Valerie ; Martinez-Garcia, Enrique. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:101:y:2020:i:c:s0261560618305813. Full description at Econpapers || Download paper | |
| 2020 | Revisiting the persistence of real exchange rates. (2020). Wu, Jyh-Lin ; Chen, Show-Lin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:103:y:2020:i:c:s0261560618305710. Full description at Econpapers || Download paper | |
| 2020 | Exchange rate forecasting on a napkin. (2020). Rubaszek, Michał ; Ca, Michele ; Michele Ca, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s026156061830192x. Full description at Econpapers || Download paper | |
| 2017 | Debt 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. Full description at Econpapers || Download paper | |
| 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. Full description at Econpapers || Download paper | |
| 2017 | The 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. Full description at Econpapers || Download paper | |
| 2018 | Are 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. Full description at Econpapers || Download paper | |
| 2019 | Free trade agreements and market integration: Evidence from South Korea. (2019). Lim, Eun Son ; Breuer, Janice Boucher. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:241-256. Full description at Econpapers || Download paper | |
| 2019 | Real exchange rate persistence and country characteristics: A global analysis. (2019). Velic, Adnan ; Curran, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:97:y:2019:i:c:p:35-56. Full description at Econpapers || Download paper | |
| 2019 | Has macroeconomic forecasting changed after the Great Recession? Panel-based evidence on forecast accuracy and forecaster behavior from Germany. (2019). Dopke, Jorg ; Muller, Karsten ; Fritsche, Ulrich. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070418303550. Full description at Econpapers || Download paper | |
| 2020 | Money demand and seignorage maximization before the end of the Zimbabwean dollar. (2020). NDHLELA, THANDINKOSI ; Miller, Stephen Matteo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070419300539. Full description at Econpapers || Download paper | |
| 2018 | Credibility and Inflation Expectations: What we can tell from seven emerging economies?. (2018). de Mendonça, Helder ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:6:p:1165-1181. Full description at Econpapers || Download paper | |
| 2020 | Correlation analysis and systemic risk measurement of regional, financial and global stock indices. (2020). Stanley, Eugene H ; Qiao, Zhilin ; Han, Qian ; Chen, Lin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119315158. Full description at Econpapers || Download paper | |
| 2020 | Lotka–Volterra signals in ASEAN currency exchange rates. (2020). Walsh, Steven T ; White, Reilly ; Marinakis, Yorgos D. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320862. Full description at Econpapers || Download paper | |
| 2017 | Exchange 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. Full description at Econpapers || Download paper | |
| 2017 | A 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. Full description at Econpapers || Download paper | |
| 2019 | Semi-strong inefficiency in the fixed odds betting market: Underestimating the positive impact of head coach replacement in the main European soccer leagues. (2019). Bernardo, Giovanni ; Verona, Roberto ; Ruberti, Massimo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:239-246. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Works by David A. Peel:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1986 | What Can Economics Learn from Political Science, and Vice Versa? In: American Economic Review. [Full Text][Citation analysis] | article | 3 |
| 2015 | Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation. In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1973 | Some Implications of Utility Maximizing Firms: A Note. In: Bulletin of Economic Research. [Citation analysis] | article | 0 |
| 1976 | The Cost Function. In: Bulletin of Economic Research. [Citation analysis] | article | 0 |
| 1977 | Derived Demand and Oligopoly. In: Bulletin of Economic Research. [Citation analysis] | article | 0 |
| 1979 | A Dynamic Model of the Demand for Labour Services. In: Bulletin of Economic Research. [Citation analysis] | article | 0 |
| 1984 | Testing for Unbiasedness and Efficiency under Incomplete Current Information. In: Bulletin of Economic Research. [Citation analysis] | article | 0 |
| 1985 | Some 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] | article | 0 |
| 2003 | The Favourite-Longshot Bias, Bookmaker Margins and Insider Trading in a Variety of Betting Markets In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 16 |
| 2013 | AN EXAMPLE OF AN OPTIMAL FORECAST EXHIBITING DECREASING BIAS WITH INCREASING FORECAST HORIZON In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2012 | THE DECISIONS OF THE SHADOW MONETARY POLICY COMMITTEE AND MONETARY POLICY COMMITTEE SINCE 2002 In: Economic Affairs. [Full Text][Citation analysis] | article | 2 |
| 2001 | The Relationship between Two Indicators of Insider Trading in British Racetrack Betting In: Economica. [Full Text][Citation analysis] | article | 3 |
| 2005 | Smooth Transition Models and Arbitrage Consistency In: Economica. [Full Text][Citation analysis] | article | 11 |
| 2005 | Smooth transition models and arbitrage consistency.(2005) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2009 | A More General Non‐expected Utility Model as an Explanation of Gambling Outcomes for Individuals and Markets In: Economica. [Full Text][Citation analysis] | article | 4 |
| 1975 | The Determinants of the Natural Rate of Unemployment in the Neoclassical Model. In: The Economic Record. [Citation analysis] | article | 0 |
| 1997 | Information Disclosure to Employees and Rational Expectations: a Game‐Theoretical Perspective: a Comment In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 0 |
| 2003 | The Time Series Properties of Financial Ratios: Lev Revisited In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 18 |
| 2003 | The Time Series Properties of Financial Ratios: Lev Revisited.(2003) In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
| 2018 | On the persistence and dynamics of Big 4 real audit fees: Evidence from the UK In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 0 |
| 1997 | Modelling 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] | article | 31 |
| 2002 | Modelling political popularity: a correction In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 6 |
| 1977 | ON THE CASE FOR INDEXATION OF WAGES AND SALARIES In: Kyklos. [Full Text][Citation analysis] | article | 0 |
| 1974 | A Further Note on the Behaviour of Profit Shares in British Manufacturing Industry. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 0 |
| 1976 | The Internal/External Labour Market and the Rate of Wage Inflation in UK Manufacturing Industry. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 0 |
| 1979 | On the Dynamic Stability of Monetary Models When the Money Supply is Endogenous. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 0 |
| 1981 | The Role of Monetary Stabilization Policy under Rational Expectations. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 3 |
| 1983 | Some Implications of Partial Current Information Sets in Macroeconomic Models Embodying Rational Expectations. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 5 |
| 1987 | On Testing the Relationship between Exchange Rate Movements and Monetary Surprises: A Comment. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 0 |
| 1990 | On Testing for Unbiasedness and Efficiency of Forecasts. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 117 |
| 1995 | Time-Varying Risk Premia and the Term Structure of Forward Exchange Rates. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 1 |
| 1996 | Long-Memory Risk Premia in Exchange Rates. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 8 |
| 2000 | Non-linear Dynamics of Inflation in High Inflation Economies. In: Manchester School. [Full Text][Citation analysis] | article | 8 |
| 2001 | The Incidence of Insider Trading in Betting Markets and the Gabriel and Marsden Anomaly. In: Manchester School. [Full Text][Citation analysis] | article | 4 |
| 2003 | Purchasing 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] | article | 7 |
| 1975 | The 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] | article | 0 |
| 1975 | A Monte Carlo Study of the Phillips Curve with Errors in Variables. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 0 |
| 1976 | The Shake-Out Hypothesis: A Note. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 0 |
| 1977 | An Empirical Investigation of Inflationary Expectations. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 2 |
| 1986 | On Lagged Adjustment, Permanent Income, Expectations Formation and the Demand for Money. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 1 |
| 2003 | Further 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] | article | 28 |
| 1974 | The Wage Variable and the Phillips Curve. In: Scottish Journal of Political Economy. [Citation analysis] | article | 0 |
| 1975 | The Wage Variable and the Phillips Curve: A Rejoinder. In: Scottish Journal of Political Economy. [Citation analysis] | article | 0 |
| 1988 | Outcome Uncertainty and the Demand for Football: An Analysis of Match Attendances in the English Football League. In: Scottish Journal of Political Economy. [Citation analysis] | article | 37 |
| 2000 | The Favourite-Longshot Bias and Market Efficiency in UK Football Betting. In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 24 |
| 2003 | Optimal monetary policy: is price-level targeting the next step? In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 7 |
| 2006 | Support 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] | article | 4 |
| 2010 | Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 10 |
| 2009 | Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2013 | Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2018 | Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Subjective 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] | article | 0 |
| 2008 | Further 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] | article | 0 |
| 2009 | An Explanation of Optimal Each-Way Bets based on Non-Expected Utility Theory In: Journal of Gambling Business and Economics. [Full Text][Citation analysis] | article | 0 |
| 2005 | On the equality of Real Interest Rates across borders in Integrated Capital Markets In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2006 | On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2007 | On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets.(2007) In: Open Economies Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2006 | Simulating Stock Returns under switching regimes - a new test of market efficiency In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2006 | Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency.(2006) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2007 | Simulating 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 | |
| 2001 | Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 570 |
| 2001 | Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles..(2001) In: International Economic Review. [Citation analysis] This paper has another version. Agregated cites: 570 | article | |
| 2002 | Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997 In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
| 2003 | Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997..(2003) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2002 | Exploitability as a Specification Test of the Phillips Curve In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2004 | Calvo Contracts: A Critique In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 1981 | On Optimal Returns to a Factor In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] | paper | 0 |
| 1983 | The Life Cycle Hypothesis and Rational Expectations : Some Further Empirical Results In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] | paper | 0 |
| 1991 | Economic Forecasting In: Cambridge Books. [Citation analysis] | book | 2 |
| 2018 | A NONLINEAR ANALYSIS OF THE REAL EXCHANGE RATE–CONSUMPTION RELATIONSHIP In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2007 | Betting on odds on Favorites as an Optimal Choice in Cumulative Prospect Theory In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2007 | Some implications of a quartic loss function In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2009 | The Central Bank Inflation Bias in the Presence of Asymmetric Preferences and Non-Normal Shocks In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2009 | Testing for central bank independence and inflation using the wild bootstrap In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2010 | Further empirical evidence of nonlinearity in the us monetary policy rule In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
| 2013 | On 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. [Full Text][Citation analysis] | article | 0 |
| 2016 | Loss Aversion and Ruinous Optimal Wagering in the Markowitz Model of Non-Expected Utility In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2017 | LOSS AVERSION AND RUINOUS OPTIMAL WAGERS IN CUMULATIVE PROSPECT THEORY In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2019 | Pre-Decision Side-Bet Sequences In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2017 | Pre-Decision Side-Bet Sequences.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2003 | Optimal Discretionary Monetary Policy in a Model of Asymmetric Central Bank Preferences In: Economic Journal. [Full Text][Citation analysis] | article | 131 |
| 1979 | Divergent Expectations and the Dynamic Stability of Some Simple Macro Economic Models. In: Economic Journal. [Full Text][Citation analysis] | article | 1 |
| 1985 | Surprises 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. [Full Text][Citation analysis] | article | 0 |
| 2005 | Non-linearity in stock index returns: the volatility and serial correlation relationship In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
| 1985 | Behaviour of the Liverpool model with weight given to alternative public forecasts In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 1986 | Public forecasts and their impact on expectation formation In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 1986 | Expectations formation, public forecasts and the wage equation In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2009 | The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2010 | The forward premium puzzle in the interwar period and deviations from covered interest parity In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2010 | Habit and long memory in UK lottery sales In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2010 | Systematic and varying biases in parallel state contingent gambling markets In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2010 | On lottery sales, jackpot sizes and irrationality: A cautionary note In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2011 | The impact of ECB and FED announcements on the Euro interest rates In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2010 | The Impact of ECB and FED announcements on the Euro Interest Rates.(2010) In: DEP - series of economic working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2012 | On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 2012 | On the potential for observational equivalence in experiments on risky choice when a power value function is assumed In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2013 | Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1983 | On the effectiveness of automatic stabilizers under rational expectations when there is partial current information In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2015 | Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2017 | Wagering on more than one outcome in an event in Cumulative Prospect Theory and Rank Dependent Utility In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1985 | Some empirical evidence on the determinants of incomes policies in the UK In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1986 | The velocity of money and the random walk hypothesis In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1987 | Further empirical evidence on popularity and electoral cycle effects In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1988 | Critical bounds for MA(2) and MA(3) processes In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1988 | Economic surprises and the behaviour of asset prices : Some analyses and further empirical results In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1979 | On dynamic stability in monetary models which incorporate short- and long-run expectations of inflation in the demand for the money function In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1979 | On the political theory of the business cycle In: Economics Letters. [Full Text][Citation analysis] | article | 21 |
| 1982 | The political theory of the business cycle.(1982) In: European Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
| 1989 | On testing the properties of directly obtained expectations data In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1989 | Empirical evidence on the properties of exchange rate forecasts and the risk premium In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 1991 | Some evidence on the efficiency of the sterling-dollar and sterling-franc forward exchange rates in the interwar period In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 1991 | Estimates of a traditional aggregate import demand model for five countries In: Economics Letters. [Full Text][Citation analysis] | article | 18 |
| 1991 | The effects of exchange rate volatility on exports : Some new estimates In: Economics Letters. [Full Text][Citation analysis] | article | 92 |
| 1992 | Some analysis of the long-run time series properties of consumption and income in the U.K. In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 1979 | The dynamic behaviour of a simple macroeconomic model with a tax based incomes policy In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1979 | The classical supply hypothesis and the observational equivalence of Classical and Keynesian models In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1998 | A non-linear error correction mechanism based on the bilinear model1 In: Economics Letters. [Full Text][Citation analysis] | article | 21 |
| 1998 | The slope of the yield curve and real economic activity: tracing the transmission mechanism In: Economics Letters. [Full Text][Citation analysis] | article | 18 |
| 1998 | A note on some properties of the ESTAR model In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 1998 | Rationality testing under asymmetric loss In: Economics Letters. [Full Text][Citation analysis] | article | 45 |
| 1998 | Periodically collapsing stock price bubbles: a robust test In: Economics Letters. [Full Text][Citation analysis] | article | 42 |
| 2000 | Optimal monetary policy with a nonlinear Phillips curve In: Economics Letters. [Full Text][Citation analysis] | article | 42 |
| 2000 | International relocation: firm and industry determinants In: Economics Letters. [Full Text][Citation analysis] | article | 50 |
| 2003 | Empirical 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. [Full Text][Citation analysis] | article | 7 |
| 1981 | Non-uniqueness and the role of the monetary authorities In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2005 | Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 1981 | Unemployment and the replacement ratio : Some reduced form estimates for the UK In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2006 | On the speed of adjustment in ESTAR models when allowance is made for bias in estimation In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 2007 | Deterministic impulse response in a nonlinear model. An analytical expression In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2007 | Implementing the wild bootstrap using a two-point distribution In: Economics Letters. [Full Text][Citation analysis] | article | 19 |
| 1982 | The government behavioural constraint in rational expectations models In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1977 | Unemployment and unanticipanted inflation: Some empirical results for six countries In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1979 | Inflation and output dynamics with a floating exchange rate In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1977 | On the properties of alternative monetary rules in an extension of Blacks model In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2016 | Pure higher-order effects in the portfolio choice model In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
| 2006 | The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 1991 | Forward foreign exchange rates and risk premia--a reappraisal In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 5 |
| 1994 | Purchasing power parity yet again: evidence from spatially separated commodity markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 20 |
| 2000 | Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 285 |
| 2011 | Real exchange rates and time-varying trade costs In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 10 |
| 2009 | Real Exchange Rates and Time-Varying Trade Costs.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2005 | The term spread and real economic activity in the US inter-war period In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 2 |
| 2006 | Expected stock returns, aggregate consumption and wealth: Some further empirical evidence In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 4 |
| 1985 | Global capital markets and the impact of changes in the money stock on real activity In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 1986 | The impact of benefits on unemployment in Britain in the interwar period: Some further empirical evidence In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 1986 | Predicting corporate failure-- Some results for the UK corporate sector In: Omega. [Full Text][Citation analysis] | article | 27 |
| 1988 | A multilogit approach to predicting corporate failure--Some evidence for the UK corporate sector In: Omega. [Full Text][Citation analysis] | article | 5 |
| 1977 | The `tax on wage increses when the firm is a monopsonist In: Journal of Public Economics. [Full Text][Citation analysis] | article | 3 |
| 2003 | Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 28 |
| 2007 | Inflation dynamics in the US - a nonlinear perspective In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 5 |
| 2007 | Inflation Dynamics in the US -A Nonlinear Perspective.(2007) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2002 | Advanced Macroeconomics In: Books. [Full Text][Citation analysis] | book | 10 |
| 2017 | New empirical evidence on the Tote–SP anomaly and its implications for models of risky choice in gambling markets In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2013 | Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 33 |
| 2016 | Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun.(2016) In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
| 1984 | Money and activity in the U.K. 1961-1983: surprise? surprise! In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Optimal Monetary Policy in a Model of Asymmetric Central Bank Preferences In: FMG Discussion Papers. [Full Text][Citation analysis] | paper | 36 |
| 2013 | Systematic Positive Expected Returns in the UK Fixed Odds Betting Market: An Analysis of the Fink Tank Predictions In: International Journal of Financial Studies. [Full Text][Citation analysis] | article | 2 |
| 1979 | The Dynamic Behavior of a Simple Macro-Model with Endogenous Labor Supply and Demand. In: International Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1994 | The German Hyperinflation and the Demand for Money Revisited. In: International Economic Review. [Full Text][Citation analysis] | article | 22 |
| 1997 | Non-linearities in East European Black-Market Exchange Rates. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 9 |
| 2016 | On the Positive Expected Utility of Combination Wagers In: Decision Analysis. [Full Text][Citation analysis] | article | 0 |
| 1978 | Note--Optimal Recruitment Advertising In: Management Science. [Full Text][Citation analysis] | article | 0 |
| 2004 | NONLINEAR PPP UNDER THE GOLD STANDARD In: Working Papers. Serie AD. [Full Text][Citation analysis] | paper | 1 |
| 2004 | TEMPORAL AGGREGATION OF AN ESTAR PROCESS: SOME IMPLICATIONS FOR PURCHASING POWER PARITY ADJUSTMENT In: Working Papers. Serie AD. [Full Text][Citation analysis] | paper | 9 |
| 2006 | Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2004 | ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING In: Working Papers. Serie AD. [Full Text][Citation analysis] | paper | 5 |
| 2004 | Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting.(2004) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2005 | A NEW ANALYSIS OF THE DETERMINANTS OF THE REAL DOLLAR-STERLING EXCHANGE RATE: 1871-1994 In: Working Papers. Serie AD. [Full Text][Citation analysis] | paper | 8 |
| 2005 | A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2005 | THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS In: Working Papers. Serie AD. [Full Text][Citation analysis] | paper | 6 |
| 2005 | The process followed by PPP data. On the properties of linearity tests.(2005) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2010 | Spreads versus professional forecasters as predictors of future output change In: Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2004 | Utility and the Skewness of Return in Gambling In: The Geneva Papers on Risk and Insurance Theory. [Full Text][Citation analysis] | article | 3 |
| 2004 | Utility and the Skewness of Return in Gambling.(2004) In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2016 | Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Exuberance in the U.K. Regional Housing Markets In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Higher-order moments in the theory of diversification and portfolio composition In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | A New Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2020 | On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Further empirical evidence on the consumption-real exchange rate anomaly. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Temporal aggregation of an ESTAR process In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Cumulative prospect theory and gambling In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2005 | Habit, aggregation and long memory: evidence from television audience data In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Habit, aggregation and long memory: evidence from television audience data.(2007) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2005 | The long memory model of political support: some further results In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2007 | The long memory model of political support: some further results.(2007) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2005 | Are analysts loss functions asymmetric? In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2012 | Are Analysts Loss Functions Asymmetric?.(2012) In: Journal of Forecasting. [Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2006 | Are analysts’ loss functions asymmetric? In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2006 | On the relationship between Nominal Exchange Rates and domestic and foreign prices In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2007 | On the relationship between nominal exchange rates and domestic and foreign prices.(2007) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2009 | ESTAR model with multiple fixed points. Testing and Estimation In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Linkages between Shanghai and Hong Kong stock indices In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2009 | Linkages between Shanghai and Hong Kong stock indices.(2009) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
| 2009 | Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Bubbles in House Prices and their Impact on Consumption: Evidence for the US In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2011 | On the stability of the CRRA utility under high degrees of uncertainty In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Episodes of exuberance in housing markets In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2002 | Covered Interest Rate Arbitrage in the Interwar Period and the Keynes-Einzig Conjecture. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 56 |
| 2010 | Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion In: Journal of Money, Credit and Banking. [Citation analysis] | article | 16 |
| 1980 | The Natural Rate Hypothesis and Rational Expectations-A Critique of Some Recent Developments. In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 1982 | The Microfoundations of the Phillips Curve with Rational Expectations. In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 1974 | A Note on X-Inefficiency In: The Quarterly Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 1975 | User Cost and the Preference Function In: The Quarterly Journal of Economics. [Full Text][Citation analysis] | article | 0 |
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| 1997 | Ajustement non linéaire vers le taux de change déquilibre à long terme. Le modèle monétaire revisité. In: Revue Économique. [Full Text][Citation analysis] | article | 3 |
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| 2004 | Nonlinear Purchasing Power Parity under the Gold Standard In: Southern Economic Journal. [Citation analysis] | article | 4 |
| 1987 | Consumer Expenditure, the Demand for Money, and the Hall Hypothesis. In: Empirical Economics. [Citation analysis] | article | 0 |
| 1987 | The Accuracy of OECD Forecasts. In: Empirical Economics. [Citation analysis] | article | 6 |
| 1992 | The Demand for Football: Some Evidence on Outcome Uncertainty. In: Empirical Economics. [Citation analysis] | article | 55 |
| 1995 | The Time Series Behaviour of Spot Exchange Rates in the German Hyper-inflation Period: (Was the Process Chaotic?). In: Empirical Economics. [Citation analysis] | article | 2 |
| 1978 | The Influence of Money on Prices in 14 OECD Countries, 1958-1975. In: Empirical Economics. [Citation analysis] | article | 0 |
| 1980 | Expectations and the Price Equation: Some Estimates for the UK. In: Empirical Economics. [Citation analysis] | article | 0 |
| 1981 | Some Empirical Evidence on the Influence of Political Parties on the Behaviour of the Unemployment Rate. In: Empirical Economics. [Citation analysis] | article | 0 |
| 1982 | Testing for Causality between Prices and Money. In: Empirical Economics. [Citation analysis] | article | 0 |
| 1983 | Involuntary Saving through Unanticipated Inflation: Some Further Empirical Evidence. In: Empirical Economics. [Citation analysis] | article | 0 |
| 1984 | Some Empirical Results on the Rationality of Expectations Derived from Survey Data. In: Empirical Economics. [Citation analysis] | article | 0 |
| 1978 | Inflationary expectations and “Self-Generating” inflations In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 1 |
| 1980 | On the implications of monetary rules in a stochastic framework In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 0 |
| 1994 | Testing for non-linear dependence in inter-war exchange rates In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 14 |
| 2003 | Another example of a non-linear time series with misleading linear properties In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2003 | Some analysis of the properties of the Harville place formulae when allowance is made for the favourite-long shot bias employing Shin Win probabilities In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2003 | The optimal output target and degree of banker conservativeness in a model with a non-linear Phillips curve In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2004 | Estimates of US monetary policy rules with allowance for changes in the output gap In: Applied Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2007 | Gambling and nonexpected utility: the perils of the power function In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2009 | On skewness of return and buying more than one ticket in a lottery In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2012 | Further examples of the impact of skewness on the expected utility of a risk-averse agent In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2012 | The Bank of Koreas nonlinear monetary policy rule In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1994 | Cross country evidence on nonlinearity in industrial production between the wars In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 1995 | Evidence on volatility spillovers in the interwar floating exchange rate period based on high/low prices In: Applied Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 1995 | Asymmetry in the variance of economic activity: evidence for long-run UK GDP In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1995 | A test for rational expectations when some variables are I(2) In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1995 | Bilinear quadratic ARCH and volatility spillovers in inter-war exchange rates In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 1996 | Attendance demand: an investigation of repeat fixtures In: Applied Economics Letters. [Full Text][Citation analysis] | article | 20 |
| 1997 | Handicaps, outcome uncertainty and attendance demand In: Applied Economics Letters. [Full Text][Citation analysis] | article | 16 |
| 1998 | The variance of economic activity over the business cycle: some further evidence In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1999 | Uncertainty in the Central Banks weight on output: some new results In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1999 | Place returns between the tote and bookmakers: empirical evidence of a market anomaly In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1999 | Market movers and tote and bookmakers returns: further empirical evidence on a market anomaly In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1999 | Estimates of the degree of insider trading in two disparate betting markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2000 | Uncertain central bankers preferences: some implications of multiplicative versus additive uncertainty In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2001 | Uncertain central bankers preferences: some implications of multiplicative versus additive uncertainty.(2001) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2002 | Skewness as an explanation of gambling by locally risk averse agents In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2001 | Volatility persistence in asset markets: long memory in high/low prices In: Applied Financial Economics. [Full Text][Citation analysis] | article | 8 |
| 2002 | Is one price enough to value a state-contingent asset correctly? Evidence from a gambling market In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
| 2004 | Further empirical analysis of the time series properties of financial ratios based on a panel data approach In: Applied Financial Economics. [Full Text][Citation analysis] | article | 5 |
| 1998 | The nonlinear time series properties of unemployment rates: some further evidence In: Applied Economics. [Full Text][Citation analysis] | article | 15 |
| 1998 | Threshold nonlinearities in output: some international evidence In: Applied Economics. [Full Text][Citation analysis] | article | 16 |
| 2000 | Product bundling and a rule of thumb versus the Harville formulae: can each way bets with UK bookmakers generate abnormal returns In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2000 | Threshold nonlinearities in unemployment rates: further evidence for the UK and G3 economies In: Applied Economics. [Full Text][Citation analysis] | article | 18 |
| 2003 | Purchasing power parity over two centuries: trends and nonlinearity In: Applied Economics. [Full Text][Citation analysis] | article | 24 |
| 2008 | Introduction: economics of betting markets In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2008 | The Markowitz model of utility supplemented with a small degree of probability distortion as an explanation of outcomes of Allais experiments over large and small payoffs and gambling on unlikely outc In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2008 | Bounded cumulative prospect theory: some implications for gambling outcomes In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2009 | Skewness as an explanation of gambling in cumulative prospect theory In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2018 | An explanation of each-way wagers in three models of risky choice In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2004 | The utility of gambling and the favourite-longshot bias In: The European Journal of Finance. [Full Text][Citation analysis] | article | 4 |
| 2013 | Nonlinear dynamics in economics and finance and unit root testing In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2003 | Some Further Empirical Evidence on the Impact of Oil Price Changes on Petrol Prices In: International Journal of the Economics of Business. [Full Text][Citation analysis] | article | 3 |
| 2019 | Flexible distribution functions, higher-order preferences and optimal portfolio allocation In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
| 1974 | Adjustment Costs and Short-Run Returns to Labour. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 1979 | The Relationship between Prices and Money Supply in Latin America, 1958-1975. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 1997 | Transactions Costs and Nonlinear Adjustment in Real Exchange Rates: An Empirical Investigation. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 444 |
| 1983 | Growth and Inflationary Finance: Variations on a Mundellian Theme. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 2017 | TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES In: International Economic Review. [Full Text][Citation analysis] | article | 5 |
| 2018 | Consistency of two major data sources for exchange rates in the interwar period and further evidence on the behaviour of exchange rates during hyperinflations In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates In: Journal of Forecasting. [Citation analysis] | article | 3 |
| 2011 | Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
| 2018 | Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 2 |
| 2008 | TESTING SIGNIFICANCE OF VARIABLES IN REGRESSION ANALYSIS WHEN THERE IS NON-NORMALITY OR HETEROSKEDASTICITY.: THE WILD BOOTSTRAP AND THE GENERALISED LAMBDA DISTRIBUTION In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 1996 | Spreads, Efficiency and Outcome Uncertainty: Evidence from the Rugby League. In: Discussion Papers. [Citation analysis] | paper | 0 |
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