Stephen George Hall : Citation Profile


Are you Stephen George Hall?

Bank of Greece (7% share)
Leicester University (93% share)

25

H index

59

i10 index

2484

Citations

RESEARCH PRODUCTION:

185

Articles

91

Papers

1

Books

10

Chapters

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   44 years (1980 - 2024). See details.
   Cites by year: 56
   Journals where Stephen George Hall has often published
   Relations with other researchers
   Recent citing documents: 116.    Total self citations: 88 (3.42 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha110
   Updated: 2024-12-03    RAS profile: 2024-07-04    
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Relations with other researchers


Works with:

Tavlas, George (23)

Gibson, Heather (11)

Petroulas, Pavlos (8)

Gefang, Deborah (7)

Ahmad, Mahyudin (2)

Kouretas, Georgios (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stephen George Hall.

Is cited by:

Ravazzolo, Francesco (61)

Mitchell, James (33)

van Dijk, Herman (30)

Casarin, Roberto (27)

Herzer, Dierk (25)

Vahey, Shaun (23)

Tavlas, George (22)

van Dijk, Dick (22)

Aastveit, Knut Are (19)

Panchenko, Valentyn (19)

Shi, Shuping (18)

Cites to:

Tavlas, George (114)

Johansen, Soren (44)

Pesaran, Mohammad (33)

Gibson, Heather (32)

Hondroyiannis, George (32)

Lee, Lung-Fei (24)

Prucha, Ingmar (24)

Evans, George (24)

Reichlin, Lucrezia (23)

Engle, Robert (23)

Hendry, David (20)

Main data


Where Stephen George Hall has published?


Journals with more than one article published# docs
Economic Modelling17
Economic Change and Restructuring12
National Institute Economic Review10
National Institute Economic Review10
Oxford Bulletin of Economics and Statistics8
Journal of Applied Econometrics7
Journal of International Money and Finance6
Economic Journal6
Journal of Economic Dynamics and Control6
International Journal of Finance & Economics6
Empirical Economics5
Open Economies Review5
The Manchester School of Economic & Social Studies5
Economics Letters5
Journal of Forecasting5
Econometrics4
Journal of Policy Modeling4
Manchester School3
Macroeconomic Dynamics3
Oxford Economic Papers3
Journal for Economic Forecasting3
Journal of Financial Stability3
Applied Economics Letters2
Energy Economics2
Scottish Journal of Political Economy2
International Journal of Forecasting2
Computational Economics2
Applied Financial Economics2
Bulletin of Economic Research2
Journal of Macroeconomics2

Working Papers Series with more than one paper published# docs
Working Papers / Bank of Greece13
MPRA Paper / University Library of Munich, Germany7
Discussion Paper Series / Department of Economics, Loughborough University3
Working Papers / South African Reserve Bank2
Computing in Economics and Finance 1999 / Society for Computational Economics2
Documentos de Trabajo (working papers) / Department of Economics - dECON2
Papers / arXiv.org2
Money Macro and Finance (MMF) Research Group Conference 2003 / Money Macro and Finance Research Group2
National Institute of Economic and Social Research (NIESR) Discussion Papers / National Institute of Economic and Social Research2
Discussion Papers / Department of Economics, University of Birmingham2

Recent works citing Stephen George Hall (2024 and 2023)


YearTitle of citing document
2023Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

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2024Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

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2024Ensemble distributional forecasting for insurance loss reserving. (2022). Xian, Alan ; Wong, Bernard ; Li, Yanfeng ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2206.08541.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Estimation of market efficiency process within time-varying autoregressive models by extended Kalman filtering approach. (2023). Kulikov, Gennady ; Kulikova, Maria. In: Papers. RePEc:arx:papers:2310.04125.

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2023Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Huber, Florian ; Chernis, Tony ; Mitchell, James ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2311.12671.

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2023Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis. (2023). Chernis, Tony. In: Staff Working Papers. RePEc:bca:bocawp:23-45.

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2023Diagnosing housing fever with an econometric thermometer. (2023). Phillips, Peter ; Shi, Shuping. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:159-186.

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2023Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232.

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2024Merging Structural and Reduced-Form Models for Forecasting. (2024). Massimo, Piersanti Fabio ; Luca, Onorante ; Richard, Morris ; Jaime, Martinez-Martin. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:24:y:2024:i:1:p:399-437:n:2.

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2023Testing for Differences in Survey-Based Density Expectations: A Compositional Data Approach. (2023). Kenny, Geoff ; Glas, Alexander ; Dovern, Jonas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10256.

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2023Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10801.

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2024Sovereign Risk Dynamics in the EU: The Time Varying Relevance of Fiscal and External (Im)balances. (2024). monteiro, sofia ; Alves, José ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10979.

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2024ECB macroeconometric models for forecasting and policy analysis. (2024). Priftis, Romanos ; Banbura, Marta ; Kase, Hanno ; Fagan, Gabriel ; Rigato, Rodolfo Dinis ; Bokan, Nikola ; Zimic, Sreko ; Babura, Marta ; Warne, Anders ; Angelini, Elena ; Santoro, Sergio ; Von-Pine, Eliott ; Paredes, Joan ; Paries, Matthieu Darracq ; Invernizzi, Marco ; Muller, Georg ; Ciccarelli, Matteo ; Giammaria, Alessandro ; Montes-Galdon, Carlos ; Cocchi, Sara ; Lalik, Magdalena ; Brunotte, Stella ; Kornprobst, Antoine ; Koutsoulis, Iason ; Gumiel, Jose Emilio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344.

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Testing for differences in survey-based density expectations: a compositional data approach. (2023). Kenny, Geoff ; Glas, Alexander ; Dovern, Jonas. In: Working Paper Series. RePEc:ecb:ecbwps:20232791.

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2024The COVID-19 crisis and massive public debts: What should we expect?. (2024). Guenin, Henri ; Gilbert, Christine. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:98:y:2024:i:c:s1045235422000028.

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2023Are African business cycles synchronized? Evidence from spatio-temporal modeling. (2023). Franses, Philip Hans ; Mattera, Raffaele. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002973.

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2023Location, profitability, and international trade liberalization in European textile-clothing firms. (2023). Debon, Ana ; Puig, Francisco ; Marques, Helena ; Cantarero, Santiago. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003759.

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2023Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:592-607.

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2023On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates. (2023). Zhang, Boyuan ; Shin, Minchul ; Diebold, Francis X. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622001464.

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2023A flexible predictive density combination for large financial data sets in regular and crisis periods. (2023). Casarin, Roberto ; Grassi, Stefano ; van Dijk, Herman K ; Ravazzolo, Francesco. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622002093.

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2024Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities. (2024). Sola, Martin ; Psaradakis, Zacharias. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:49-63.

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2024Exchange rate and inflation between China and the United States: A bootstrap rolling-window approach. (2024). Ma, Jun-Teng ; Liu, Tie-Ying. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000912.

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2024Evolving efficiency of the BRICS markets. (2024). Yu, Gennady ; Taylor, David R ; Kulikova, Maria V. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s093936252300105x.

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2024Combining probabilistic forecasts of intermittent demand. (2024). Petropoulos, Fotios ; Kang, Yanfei ; Wang, Shengjie. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048.

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2023Social trust contributes to the reduction of urban carbon dioxide emissions. (2023). Fu, Bowen ; Zhang, Yixiang. In: Energy. RePEc:eee:energy:v:279:y:2023:i:c:s0360544223015219.

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2023Does foreign aid affect innovation and institutional quality in middle-income countries?. (2023). Arvin, Mak ; Bennett, Sara E ; Nair, Mahendhiran S ; Pradhan, Rudra P. In: Evaluation and Program Planning. RePEc:eee:epplan:v:100:y:2023:i:c:s0149718923001179.

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2023Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136.

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2023Identifying systemic risk of assets during international financial crises using Value at Risk elasticities. (2023). Fauzi, Fitriya ; Perera, Devmali ; Borer, Daniel ; Chau, Trinh Nguyen. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003484.

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2023The welfare impact of Euro on European consumers. (2023). Zoricak, Martin ; Zhang, Dengjun ; Buleca, Jan ; Affuso, Ermanno. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005135.

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2023Sovereign creditworthiness and bank foreign ownership. An empirical investigation of the European banking sector. (2023). Nistor, Simona ; Niedzioka, Pawe ; Korzeb, Zbigniew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001257.

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2023Time-varying variance and skewness in realized volatility measures. (2023). Lucas, Andre ; Opschoor, Anne. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:827-840.

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2023Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921.

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2023Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302.

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2023Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547.

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2023Real-time density nowcasts of US inflation: A model combination approach. (2023). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1736-1760.

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2023Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2023). Čapek, Jan ; Reichel, Vlastimil ; Hauzenberger, Niko ; Cuaresma, Jesus Crespo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1820-1838.

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2023Dynamic linear models with adaptive discounting. (2023). Pavlidis, Efthymios G ; Yusupova, Alisa. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1925-1944.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2023Exchange rate volatility and international trade. (2023). Pandey, Dharen ; Lim, Weng Marc ; Rai, Varun Kumar ; Lal, Madan. In: Journal of Business Research. RePEc:eee:jbrese:v:167:y:2023:i:c:s0148296323005155.

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2023The effects of uncertainty on the dynamics of stock market interdependence: Evidence from the time-varying cointegration of the G7 stock markets. (2023). Muller, Aline ; Hubner, Georges ; Babaei, Hamid. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001626.

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2023Eurozone government bond spreads: A tale of different ECB policy regimes. (2023). Pieterse-Bloem, Mary. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001663.

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2024Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Omega. RePEc:eee:jomega:v:126:y:2024:i:c:s0305048324000409.

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2023Subsample stability, change detection and dynamics of oil and metal markets: A recursive approach. (2023). Shahbaz, Muhammad ; Napari, Ayuba ; Ul, Asad. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003124.

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2023Does social insurance stimulate business creation? Evidence from China. (2023). Yang, Wei ; Liu, Chen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000549.

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2023The construction of social credit system and corporate innovation: Evidence from China. (2023). Mai, Ruidong ; Qiu, Baoyin ; Huang, Changqing ; Zuo, Jingjing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x23001877.

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2023Do emerging art market segments have their own price dynamics? Evidence from the Chinese art market. (2023). Wang, Fang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:318-331.

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2024Detecting and date-stamping bubbles in fan tokens. (2024). Demir, Ender ; Ersan, Oguz ; Assaf, Ata. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:98-113.

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2023Predictive Density Combination Using a Tree-Based Synthesis Function. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko ; Chernis, Tony. In: Working Papers. RePEc:fip:fedcwq:97343.

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2023Automation in Regional Economic Synthetic Index Construction with Uncertainty Measurement. (2023). Pavia, Jose M ; Espinosa, Priscila. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:23-442:d:1127745.

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2023Distribution Prediction of Decomposed Relative EVA Measure with Levy-Driven Mean-Reversion Processes: The Case of an Automotive Sector of a Small Open Economy. (2023). Ratmanova, Iveta ; Ponik, Antonin ; Lisztwanova, Karolina ; Dluhoova, Dana ; Zmekal, Zdenk. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:25-471:d:1158257.

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2024To change or not to change The evolution of forecasting models at the Bank of England. (2024). Goutsmedt, Aurélien ; Acosta, Juan ; Fontan, Clement ; Claveau, Franois ; Cherrier, Beatrice ; Sergi, Francesco. In: Post-Print. RePEc:hal:journl:hal-04181871.

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2024The diabolic loop between sovereign and banking risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:202406.

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2023Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). monteiro, sofia ; Afonso, Antonio ; Alves, Jose. In: Working Papers REM. RePEc:ise:remwps:wp03002023.

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2024Sovereign risk dynamics in the EU: the time varying relevance of fiscal and external (im)balances. (2024). monteiro, sofia ; Alves, José ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp03112024.

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2023Comparing density forecast models Previous versions of this paper have been circulated with the title, A Test for Density Forecast Comparison with Applications to Risk Management since October 2003; s. (2007). SaltoÄŸlu, Burak ; Lee, Tae Hwy ; Bao, Yong ; Burak Saltoğlu, . In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:3:p:203-225.

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2023Evaluation of Non-survey Methods for the Construction of Regional Input–Output Matrices When There is Partial Historical Information. (2023). Mardones, Cristian ; Silva, Darling. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:3:d:10.1007_s10614-022-10241-x.

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2023Re-examining the finance–institutions–growth nexus: does financial integration matter?. (2023). Abdul Razak, Lutfi ; Haini, Hazwan ; Husseini, Sufrizul ; Loon, Pang Wei. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09498-5.

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2023Sentimental Shocks and House Prices. (2023). Kapopoulos, Panayotis ; Anastasiou, Dimitris ; Zekente, Kalliopi-Maria. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:4:d:10.1007_s11146-021-09871-z.

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2023Greece 2010–18: What Could Have Been Done Differently?. (2023). Young, Garry ; Macchiarelli, Corrado ; Lenoel, Cyrille. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:2:d:10.1007_s11079-022-09672-8.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2023To change or not to change The evolution of forecasting models at the Bank of England. (2023). Goutsmedt, Aurélien ; Sergi, Francesco ; Acosta, Juan ; Fontan, Clement ; Claveau, Franois ; Cherrier, Beatrice. In: SocArXiv. RePEc:osf:socarx:m2cet.

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2024Investor attention and consumer price index inflation rate: Evidence from the United States. (2024). Zhang, Yinpeng ; Zhou, Qingjie ; Zhu, Panpan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03036-y.

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2023Efecte ale volatilității cursului de schimb asupra exporturilor. (2010). Ghiba, Nicolae. In: MPRA Paper. RePEc:pra:mprapa:28448.

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2023Does Exchange Rate Volatility Affect Foreign Trade? The Empirical Evidence from Some Selected MENA Countries. (2023). Nawaz, Mehwish ; Qurat-ul-ain Altaf, ; Shahid, Muneeba ; Zahir, Salma. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:9:y:2023:i:2:p:689-700.

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2023Empirical Literature on Economic Growth, 1991–2020: Uncovering Extant Gaps and Avenues for Future Research. (2023). , Aurora ; Dor, Natalia I. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:15:y:2023:i:1:p:7-37.

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2023Impact of Public Debt on Economic Growth: A Quantile Regression Approach. (2023). Chin, Lee ; San, Chen Kong. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:12:y:2023:i:2:p:250-278.

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2023Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies. (2023). Cheng, Jie. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02360-7.

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2023Investment Subsidies Effectiveness: Evidence from a Regional Program. (2023). Chinetti, Simone. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:9:y:2023:i:2:d:10.1007_s40797-022-00196-1.

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2023Asymmetric effects of exchange rate volatility on trade flows: evidence from G7. (2023). karamelikli, huseyin ; Bahmani-Oskooee, Mohsen ; Niroomand, Farhang. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09597-5.

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2023Estimating aggregate economic rate of return to foreign aid in Pakistan. (2023). Hussain, Nadia ; Akram, Naeem ; Pasha, Sana Hameed ; Arshad, Muhammad. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:6:d:10.1007_s43546-023-00475-8.

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2023India’s Bilateral Export Growth and Exchange Rate Volatility: A Panel GMM Approach. (2023). Suri, Ritu ; Dua, Pami. In: Springer Books. RePEc:spr:sprchp:978-981-19-7592-9_6.

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2023Tail Heterogeneity for Dynamic Covariance-Matrix-Valued Random Variables: the F-Riesz Distribution. (2021). Lucas, Andr E ; Blasques, Francisco ; Rossini, Luca ; Opschoor, Anne. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210010.

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2023Expecting the unexpected: Stressed scenarios for economic growth. (2023). Ruiz, Esther ; Rodriguez-Caballero, Vladimir ; Gonzalez-Rivera, Gloria. In: Working Papers. RePEc:ucr:wpaper:202314.

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2023Dependence between foreign trade performance and exchange rate volatility: Panel ARDL approach. (2023). Theophilus, Kumeka Terver ; Oluwatosin, Adeniyi ; Abimbola, Oyinlola Mutiu. In: Croatian Review of Economic, Business and Social Statistics. RePEc:vrs:crebss:v:9:y:2023:i:1:p:1-15:n:3.

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2023Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1.

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Stephen George Hall is editor of


Journal
Economic Modelling

Stephen George Hall has edited the books:


YearTitleTypeCited

Works by Stephen George Hall:


YearTitleTypeCited
2002Modelling Economic Policy Responses with an Application to the G3 In: Annals of Economics and Statistics.
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2023Fast Two-Stage Variational Bayesian Approach to Estimating Panel Spatial Autoregressive Models with Unrestricted Spatial Weights Matrices In: Papers.
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2023Identifying spatial interdependence in panel data with large N and small T In: Papers.
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2022Forecasting Inflation: The Use of Dynamic Factor Analysis and Nonlinear Combinations In: Discussion Papers.
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2023Forecasting inflation: The use of dynamic factor analysis and nonlinear combinations.(2023) In: Journal of Forecasting.
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2022Drivers and Spillover Effects of Inflation: the United States, the Euro Area, and the United Kingdom In: Discussion Papers.
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2022Drivers and spillover effects of inflation: the United States, the euro area, and the United Kingdom.(2022) In: Working Papers.
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1985On the Solution of Large Economic Models with Consistent Expectations. In: Bulletin of Economic Research.
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1988Analysing Unstable Policy Prescriptions in Linear Difference Models with Rational Expectations. In: Bulletin of Economic Research.
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1986Manufacturing Stocks and Forward-Looking Expectations in the UK. In: Economica.
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2013THE DEBATE ABOUT THE REVIVED BRETTON-WOODS REGIME: A SURVEY AND EXTENSION OF THE LITERATURE In: Journal of Economic Surveys.
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2011The Debate about the Revived Bretton-Woods Regime: A Survey and Extension of the Literature*.(2011) In: Discussion Papers in Economics.
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2012The Debate about the Revived Bretton-Woods Regime: A Survey and Extension of the Literature.(2012) In: School of Economics Working Paper Series.
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1986The Application of Stochastic Simulation Techniques to the National Institutes Model 7. In: The Manchester School of Economic & Social Studies.
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1989Modelling Asset Prices with Time-Varying Betas. In: The Manchester School of Economic & Social Studies.
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article7
1991An Application of the Stochastic GARCH-in-Mean Model to Risk Premia in the London Metal Exchange. In: The Manchester School of Economic & Social Studies.
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article12
1992Measuring Convergence of the EC Economies. In: The Manchester School of Economic & Social Studies.
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article47
1993Modelling the Sterling Effective Exchange Rate Using Expectations and Learning. In: The Manchester School of Economic & Social Studies.
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article3
1999Shock Hunting: The Relative Importance of Industry-Specific, Region-Specific and Aggregate Shocks in the OECD Countries. In: Manchester School.
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2003Testing for Common Cycles in Money, Nominal Income and Prices In: Manchester School.
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1999Testing for Common Cycles in Money, Nominal Income and Prices..(1999) In: Department of Economics - Working Papers Series.
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2003Testing for Common Cycles in Money, Nominal Income and Prices In: Manchester School.
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1984On the Solution of High Order, Symmetric, Difference Equations. In: Oxford Bulletin of Economics and Statistics.
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1985Forecasting with a Rational Expectations Model of the UK: A Comment. In: Oxford Bulletin of Economics and Statistics.
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1986An Application of the Granger & Engle Two-Step Estimation Procedure to United Kingdom Aggregate Wage Data. In: Oxford Bulletin of Economics and Statistics.
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article71
1989Maximum Likelihood Estimation of Cointegration Vectors: An Example of the Johansen Procedure. In: Oxford Bulletin of Economics and Statistics.
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article42
1995Price and Quantity Responses to Cost and Demand Shocks. In: Oxford Bulletin of Economics and Statistics.
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article1
1999 A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence. In: Oxford Bulletin of Economics and Statistics.
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1999A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence In: Oxford Bulletin of Economics and Statistics.
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article9
2005Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR ‘Fan’ Charts of Inflation* In: Oxford Bulletin of Economics and Statistics.
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article181
1982Money and the Economics of Leon Walras. In: Scottish Journal of Political Economy.
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article1
1991The Effect of Varying Length VAR Models on the Maximum Likelihood Estimates of Cointegrating Vectors. In: Scottish Journal of Political Economy.
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article40
1993An investigation of the effect of funding on the slope of the yield curve In: Bank of England working papers.
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2013Fundamentally wrong: market pricing of sovereigns and the Greek financial crisis In: Special Conference Papers.
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2014Fundamentally Wrong: Market Pricing of Sovereigns and the Greek Financial Crisis.(2014) In: Journal of Macroeconomics.
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2013FUNDAMENTALLY WRONG: MARKET PRICING OF SOVEREIGNS AND THE GREEK FINANCIAL CRISIS.(2013) In: Discussion Papers in Economics.
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2003An Indicator Measuring Underlying Economic Activity in Greece In: Working Papers.
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2010Bretton-Woods systems, old and new, and the rotation of exchange-rate regimes In: Working Papers.
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2009Bretton-Woods Systems, Old and New, and the Rotation of Exchange-Rates Regimes.(2009) In: Discussion Papers in Economics.
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2012Consumer credit in an era of financial liberalisation: an overreaction to repressed demand? In: Working Papers.
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2012Consumer credit in an era of financial liberalisation: An overreaction to repressed demand?.(2012) In: MPRA Paper.
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2014Consumer credit in an era of financial liberalization: an overreaction to repressed demand?.(2014) In: Applied Economics.
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2015The Effectiveness of The ECB’s Asset Purchase Programs Of 2009 To 2012 In: Working Papers.
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2016The effectiveness of the ECBs asset purchase programs of 2009 to 2012.(2016) In: Journal of Macroeconomics.
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2015The Effectiveness of the ECB’s Asset Purchase Programs of 2009 to 2012.(2015) In: Discussion Papers in Economics.
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2016Self-fulfilling dynamics: the interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis In: Working Papers.
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2017Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis.(2017) In: Journal of International Money and Finance.
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2016Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis*.(2016) In: Discussion Papers in Economics.
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2019On the effects of the ECB’s funding policies on bank lending and the demand for the euro as an international reserve In: Working Papers.
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2020The effect of Emergency Liquidity Assistance (ELA) on bank lending during the euro area crisis In: Working Papers.
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2020The effect of emergency liquidity assistance (ELA) on bank lending during the euro area crisis.(2020) In: Journal of International Money and Finance.
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2019The Effect of Emergency Liquidity Assistance (ELA) on Bank Lending during the Euro Area Crisis..(2019) In: Discussion Papers in Economics.
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2020Did the absence of a central bank backstop in the sovereign bond markets exacerbate spillovers during the euro-area crisis? In: Working Papers.
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2020A Suggestion for a Dynamic Multi Factor Model (DMFM) In: Working Papers.
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2006Measuring the Correlation of Shocks betweem the EU15 and the New Member Countries In: Working Papers.
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2006Measuring the correlation of shocks between the EU15 and the new member countries.(2006) In: Economic Change and Restructuring.
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2007A Portofolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment In: Working Papers.
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2008A Portfolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment.(2008) In: Discussion Papers in Economics.
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2008Spatial Interdependencies of FDI Locations: A Lessening of the Tyranny of Distance? In: Working Papers.
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2008Spatial Interdependencies of FDI Locations: A Lessening of the Tyranny of Distance?.(2008) In: Discussion Papers in Economics.
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2013The forward rate premium puzzle: a case of misspecification?1) In: Studies in Nonlinear Dynamics & Econometrics.
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1993Rational Bubbles During Polands Hyperinflation: Implications and Empirical Evidence In: CESifo Working Paper Series.
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1994Rational bubbles during Polands hyperinflation: Implications and empirical evidence.(1994) In: European Economic Review.
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1993Rational bubbles during Polland’s hiperinflation: implications and empirical evidence..(1993) In: Documentos de Trabajo (working papers).
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1996Carbon abatement costs: an integrated approach for India* In: Environment and Development Economics.
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2015MICROPRODUCTION FUNCTIONS WITH UNIQUE COEFFICIENTS AND ERRORS: A RECONSIDERATION AND RESPECIFICATION In: Macroeconomic Dynamics.
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2015A NOTE ON GENERALIZING THE CONCEPT OF COINTEGRATION In: Macroeconomic Dynamics.
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2017TIME-VARYING COEFFICIENT MODELS: A PROPOSAL FOR SELECTING THE COEFFICIENT DRIVER SETS In: Macroeconomic Dynamics.
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2014Time Varying Coefficient Models; A Proposal for selecting the Coefficient Driver Sets.(2014) In: Discussion Papers in Economics.
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1983The Economic Effects of North Sea Oil.(1983) In: National Institute Economic Review.
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1986Consistent Simulations and the National Institute Model 8.(1986) In: National Institute Economic Review.
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1986The Exchange Rate and the Balance of Payments.(1986) In: National Institute Economic Review.
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1986Oil Prices and the Economy.(1986) In: National Institute Economic Review.
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1987Wage Models.(1987) In: National Institute Economic Review.
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1987Analysing Economic Behaviour 1975-85 with a Model Incorporating Consistent Expectations.(1987) In: National Institute Economic Review.
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2018Macro Modelling at the NIESR: Its Recent History.(2018) In: National Institute Economic Review.
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2011The ECBs New Multi-Country Model for the euro area: NMCM - with boundedly rational learning expectations In: Working Paper Series.
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2011The ECBs New Multi-Country Model for the Euro area: NMCM - with Boundedly Rational Learning Expectations*.(2011) In: Discussion Papers in Economics.
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2002Bargaining Models and Identifying the Wage Equation In: Royal Economic Society Annual Conference 2002.
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2004Foreign Direct Investment And Exchange Rate Uncertainty In Imperfectly Competitive Industries In: Royal Economic Society Annual Conference 2004.
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2004Foreign direct investment and exchange rate uncertainty in imperfectly competitive industries.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2003.
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2003Foreign Direct Investment and Exchange Rate Uncertainty in Imperfectly Competitive Industries.(2003) In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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1990Manufacturing Stocks: Expectations, Risk and Co-integration. In: Economic Journal.
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1991Cointegration in Recursive Systems. In: Economic Journal.
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article16
1991Sterlings Relationship with the Dollar and the Deutschemark: 1976-89. In: Economic Journal.
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article51
1994The Relevance of P-Star Analysis to UK Monetary Policy. In: Economic Journal.
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article89
1995Macroeconomics and a Bit More Reality. In: Economic Journal.
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1989An Investigation of the Long-run Properties of Aggregate Non-durable Consumers Expenditure in the United Kingdom. In: Economic Journal.
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1986A dynamic econometric model of the UK with rational expectations In: Journal of Economic Dynamics and Control.
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1986Time inconsistency and optimal policy formulation in the presence of rational expectations In: Journal of Economic Dynamics and Control.
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1994Robust optimal decisions with stochastic nonlinear economic systems In: Journal of Economic Dynamics and Control.
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1997E-equilibria and adaptive expectations: Output and inflation in the LBS model In: Journal of Economic Dynamics and Control.
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2002On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices In: Journal of Economic Dynamics and Control.
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article45
2018The macroeconomic and fiscal implications of inflation forecast errors In: Journal of Economic Dynamics and Control.
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1995Model consistent learning and regime switching in the London Business School model In: Economic Modelling.
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1996Modelling economies subject to structural change: The case of Germany In: Economic Modelling.
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1997Switching error-correction models of house prices in the United Kingdom In: Economic Modelling.
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article52
2000Modelling economies in transition: an introduction In: Economic Modelling.
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2000Unemployment and the capital stock: a dynamic structural model of the UK supply side In: Economic Modelling.
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2001Coordination and price shocks: an empirical analysis In: Economic Modelling.
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2003S.G.B. Henry: a memoir and a festschrift essay In: Economic Modelling.
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2004Would adopting the Australian dollar provide superior monetary policy in New Zealand? In: Economic Modelling.
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2005Interest rate linkages: a Kalman filter approach to detecting structural change In: Economic Modelling.
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2009Assessing the causal relationship between euro-area money and prices in a time-varying environment In: Economic Modelling.
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2009How far from the Euro Area? Measuring convergence of inflation rates in Eastern Europe In: Economic Modelling.
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2009How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe.(2009) In: Discussion Paper Series.
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2009How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe.(2009) In: Discussion Papers in Economics.
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2010Arnold Zellner: January 2nd 1927-August 11th 2010 In: Economic Modelling.
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2010Introduction: P.A.V.B. Swamys contribution to Econometrics In: Economic Modelling.
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2010Exchange-rate volatility and export performance: Do emerging market economies resemble industrial countries or other developing countries? In: Economic Modelling.
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2012Spatial panel data analysis with feasible GLS techniques: An application to the Chinese real exchange rate In: Economic Modelling.
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2013Limited information minimal state variable learning in a medium-scale multi-country model In: Economic Modelling.
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2015Two applications of the random coefficient procedure: Correcting for misspecifications in a small area level model and resolving Simpsons paradox In: Economic Modelling.
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2017A suggestion for constructing a large time-varying conditional covariance matrix In: Economics Letters.
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1986The use of prior regressions in the estimation of error correction models In: Economics Letters.
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1986Disequilibrium models with rational expectations : An application to the UK labour market In: Economics Letters.
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1999Examining the first stages of market performance: a test for evolving market efficiency In: Economics Letters.
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article49
2006Evaluating policy feedback rules using the joint density function of a stochastic model In: Economics Letters.
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1997Stabilizing energy related CO2 emissions for India In: Energy Economics.
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1980Scarcity, energy and economic progress : by Ferdinand E. Banks 200 pp, [UK pound]10.50, Lexington books, Lexington, MA, 1978 In: Energy Economics.
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2017Financial structure and economic development: Evidence on the view of ‘new structuralism’ In: International Review of Financial Analysis.
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2016How the euro-area sovereign-debt crisis led to a collapse in bank equity prices In: Journal of Financial Stability.
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2014How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices.(2014) In: Discussion Papers in Economics.
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2015How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices.(2015) In: Discussion Papers in Economics.
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2015How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices.(2015) In: Discussion Papers in Economics.
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2018Measuring systemic vulnerability in European banking systems In: Journal of Financial Stability.
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2022An investigation into feedback and spatial relationships between banks’ share prices and sovereign bond spreads during the euro crisis In: Journal of Financial Stability.
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2007Combining density forecasts In: International Journal of Forecasting.
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article225
1986Forecasting employment : The role of forward-looking behaviour In: International Journal of Forecasting.
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2020Nonlinear forecast combinations: An example using euro-area real GDP growth In: Journal of Economic Behavior & Organization.
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2020On the effects of the ECB’s funding policies on bank lending In: Journal of International Money and Finance.
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2024Quantifying spillovers among regions In: Journal of International Money and Finance.
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2012The Greek financial crisis: Growing imbalances and sovereign spreads In: Journal of International Money and Finance.
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2013Is the relationship between prices and exchange rates homogeneous? In: Journal of International Money and Finance.
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2013Is the Relationship Between Prices and Exchange Rates Homogeneous?.(2013) In: Discussion Papers in Economics.
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2013Measuring currency pressures: The cases of the Japanese yen, the Chinese yuan, and the UK pound In: Journal of the Japanese and International Economies.
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2013Measuring Currency Pressures: The Cases of the Japanese Yen, the Chinese Yuan, and the U.K. Pound.(2013) In: Discussion Papers in Economics.
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1996Endogenous technical progress in fossil fuel demand: The case of France In: Journal of Policy Modeling.
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1997Learning about monetary union: An analysis of bounded rational learning in European labor markets In: Journal of Policy Modeling.
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2002The 1998 Russian crisis: could the exchange rate volatility have predicted it? In: Journal of Policy Modeling.
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2017Economic growth and convergence: Do institutional proximity and spillovers matter? In: Journal of Policy Modeling.
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2019Does foreign aid play a role in the maintenance of economic growth? A non-linear analysis In: The Quarterly Review of Economics and Finance.
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1994Transportation and energy in Santiago, Chile In: Transport Policy.
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2010MEMBER: Multi-Country Euro Area Model with Boundedly Estimated Rationality In: EcoMod2010.
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2017Trust-based social capital, economic growth and property rights: explaining the relationship In: International Journal of Social Economics.
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1998Aggregate demand and aggregate supply in UK regions In: Journal of Economic Studies.
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2012Milton Friedman, the demand for money, and the ECB’s monetary policy strategy In: Review.
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2012Milton Friedman, the Demand for Money and the ECB’s Monetary-Policy Strategy.(2012) In: Discussion Papers in Economics.
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2015On the Interpretation of Instrumental Variables in the Presence of Specification Errors In: Econometrics.
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2014On the Interpretation of Instrumental Variables in the Presence of Specification Errors.(2014) In: Discussion Papers in Economics.
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2016A Method for Measuring Treatment Effects on the Treated without Randomization In: Econometrics.
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2016A Method for Measuring Treatment Effects on the Treated without Randomization.(2016) In: Discussion Papers in Economics.
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2016Removing Specification Errors from the Usual Formulation of Binary Choice Models In: Econometrics.
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2016Removing Specification Errors from the Usual Formulation of Binary Choice Models*.(2016) In: Discussion Papers in Economics.
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2017On the Interpretation of Instrumental Variables in the Presence of Specification Errors: A Reply In: Econometrics.
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2023A Model to Explain the Impact of Government Revenue on the Quality of Governance and the SDGs In: Economies.
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2022A model to explain the impact of government revenue on the quality of governance and the SDGs.(2022) In: WIDER Working Paper Series.
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1998Modelling and forecasting UK public finances In: Fiscal Studies.
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2008Foreign direct investment and exchange rate uncertainty in South-East Asia In: International Journal of Finance & Economics.
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2009A new look at economic convergence in Europe: a common factor approach In: International Journal of Finance & Economics.
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2007A New Look at Economic Convergence in Europe: A Common Factor Approach.(2007) In: Discussion Paper Series.
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1997Empirical Properties of the Black Market Zloty-Dollar Exchange Rate, 1955-1990. In: International Journal of Finance & Economics.
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1997Measuring Economic Convergence. In: International Journal of Finance & Economics.
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1999Stylized Facts of the Business Cycle Revisited: A Structural Modelling Approach. In: International Journal of Finance & Economics.
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2001Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates. In: International Journal of Finance & Economics.
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1996Measuring Underlying Economic Activity. In: Journal of Applied Econometrics.
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1997Cointegration and Changes in Regime: The Japanese Consumption Function. In: Journal of Applied Econometrics.
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1999Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test. In: Journal of Applied Econometrics.
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article158
1986Forecasting with an Econometric Model: Some Recent Results Using the National Institute Model. In: Journal of Applied Econometrics.
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1987A Forward Looking Model of the Exchange Rate. In: Journal of Applied Econometrics.
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1990An Algorithm for the Solution of Stochastic Optimal Control Problems for Large Nonlinear Econometric Models. In: Journal of Applied Econometrics.
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1992Testing a Discrete Switching Disequilibrium Model of the UK Labour Market. In: Journal of Applied Econometrics.
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2001Creating High-Frequency National Accounts with State-Space Modelling: A Monte Carlo Experiment. In: Journal of Forecasting.
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article29
2002A Non-parametric Approach to Pricing and Hedging Derivative Securities: With an Application to LIFFE Data. In: Computational Economics.
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article1
2020A Monte Carlo Study of Time Varying Coefficient (TVC) Estimation In: Computational Economics.
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article1
1993Modelling Structural Change Using the Kalman Filter. In: Economic Change and Restructuring.
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article9
1994Forecasting Economies in Transition: The Case of Romania. In: Economic Change and Restructuring.
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article1
1997Evolving Market Efficiency with an Application to Some Bulgarian Shares. In: Economic Change and Restructuring.
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1997Evolving Market Efficiency with an Application to Some Bulgarian Shares.(1997) In: Economic Change and Restructuring.
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