David A. Peel : Citation Profile

Lancaster University

26

H index

57

i10 index

3966

Citations

RESEARCH PRODUCTION:

246

Articles

49

Papers

3

Books

10

Chapters

RESEARCH ACTIVITY:

   51 years (1973 - 2024). See details.
   Cites by year: 77
   Journals where David A. Peel has often published
   Relations with other researchers
   Recent citing documents: 92.    Total self citations: 81 (2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe143
   Updated: 2025-12-27    RAS profile: 2024-12-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Georgalos, Konstantinos (5)

Paya, Ivan (4)

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

Is cited by:

Chang, Tsangyao (67)

Taylor, Mark (60)

Bahmani-Oskooee, Mohsen (52)

Liew, Venus (46)

Cuestas, Juan (41)

Beckmann, Joscha (40)

Reitz, Stefan (32)

Nielsen, Morten (30)

Sarno, Lucio (30)

Wu, Jyh-lin (29)

Baharumshah, Ahmad Zubaidi (28)

Cites to:

Taylor, Mark (106)

Kilian, Lutz (56)

Sarno, Lucio (50)

Obstfeld, Maurice (46)

Paya, Ivan (40)

Rogoff, Kenneth (39)

EECKHOUDT, LOUIS (35)

Kahneman, Daniel (35)

Taylor, Alan (34)

Phillips, Peter (33)

Lothian, James (31)

Main data

Where David A. Peel has published?

Journals with more than one article published# docs
Economics Letters44
Applied Economics Letters23
Applied Economics13
Empirical Economics10
The Manchester School of Economic & Social Studies9
Economics Bulletin9
Bulletin of Economic Research8
Journal of Economic Studies6
Oxford Bulletin of Economics and Statistics6
Scottish Journal of Political Economy5
Applied Financial Economics5
Studies in Nonlinear Dynamics & Econometrics4
Journal of International Money and Finance4
Economica4
European Economic Review4
Journal of Macroeconomics4
Economic Modelling4
Journal of Money, Credit and Banking3
Journal of Gambling Business and Economics3
Review of World Economics (Weltwirtschaftliches Archiv)3
Journal of Business Finance & Accounting3
Manchester School3
International Economic Review3
Economic Journal3
Journal of the Royal Statistical Society Series A2
The European Journal of Finance2
Finance Research Letters2
Journal of Money, Credit and Banking2
Journal of Forecasting2
Omega2
Public Finance = Finances publiques2
The Review of Economics and Statistics2
Journal of Political Economy2
Oxford Economic Papers2
Journal of Forecasting2
Journal of Economic Behavior & Organization2
The Quarterly Journal of Economics2

Working Papers Series with more than one paper published# docs
Working Papers / Lancaster University Management School, Economics Department24
CEPR Discussion Papers / C.E.P.R. Discussion Papers6
Working Papers. Serie AD / Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)5
Discussion Papers (REL - Recherches Economiques de Louvain) / Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)2
Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section2

Recent works citing David A. Peel (2025 and 2024)

YearTitle of citing document
2025A New Stock Market Valuation Measure with Applications to Retirement Planning. (2025). Grove, Taran ; Sarantsev, Andrey ; Reshad, Akram. In: Papers. RePEc:arx:papers:1905.04603.

Full description at Econpapers || Download paper

2024Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2405.02087.

Full description at Econpapers || Download paper

2024A Comparison between Financial and Gambling Markets. (2024). Popov, Valentin ; Donovan, Carl ; Liu, Haoyu. In: Papers. RePEc:arx:papers:2409.13528.

Full description at Econpapers || Download paper

2025Downside Risk-Aware Equilibria for Strategic Decision-Making. (2025). Slumbers, Oliver ; Ganesh, Sumitra ; Ardon, Leo ; Evans, Benjamin Patrick. In: Papers. RePEc:arx:papers:2510.03446.

Full description at Econpapers || Download paper

2024Audit Quality and Audit Market at European Level. (2024). Hategan, Camelia-Daniela ; Pascaru, Andreea Georgiana. In: The Audit Financiar journal. RePEc:aud:audfin:v:22:y:2024:i:176:p:758.

Full description at Econpapers || Download paper

2024Covered interest parity: a forecasting approach to estimate the neutral band. (2024). Hernandez, Juan. In: BIS Working Papers. RePEc:bis:biswps:1206.

Full description at Econpapers || Download paper

2024Risk aversion and favourite–longshot bias in a competitive fixedâ€odds betting market. (2024). Whelan, Karl. In: Economica. RePEc:bla:econom:v:91:y:2024:i:361:p:188-209.

Full description at Econpapers || Download paper

2024The spillover effects of financial misconduct on directorâ€interlocked firms: Evidence from auditor scrutiny. (2024). Wang, Zehao ; Cai, Wenjing ; Li, Rong. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:1-2:p:511-554.

Full description at Econpapers || Download paper

2024Central bank forecasting: A survey. (2024). Sekkel, Rodrigo ; Binder, Carola. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:342-364.

Full description at Econpapers || Download paper

2024Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Working Papers. RePEc:boa:wpaper:202402.

Full description at Econpapers || Download paper

2024The Time-varying Zone-like and Asymmetric Preference of Central Banks: Evidence from China. (2024). Yu, Jun ; Chen, Chuanglian ; Zeng, Tao ; Liu, Xiaobin. In: Working Papers. RePEc:boa:wpaper:202421.

Full description at Econpapers || Download paper

2024Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis. (2024). Szafranek, Karol ; Rubaszek, Michał ; Micha, Rubaszek. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:3:p:507-530:n:1001.

Full description at Econpapers || Download paper

2024Mean Reversion of the German City System After the WWII Bombing of Cities: What Is the Mean?. (2024). Kohl, Tristan ; Garretsen, Harry ; Brakman, Steven ; Nguyen, Duc A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11423.

Full description at Econpapers || Download paper

2024Uncertainty and the Federal Reserve’s Balance Sheet Monetary Policy.. (2024). Paccagnini, Alessia ; Colombo, Valentina. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def131.

Full description at Econpapers || Download paper

2024Monetary policy rules: the market’s view.. (2024). Mangiante, Giacomo ; Masolo, Riccardo M. ; Di Pace, Federico. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def137.

Full description at Econpapers || Download paper

2025Managing the chaos: policy challenges in a hyperinflationary environment.. (2025). Dragomirescu-Gaina, Catalin ; Boitani, Andrea ; Monticini, Andrea. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def142.

Full description at Econpapers || Download paper

2025Poisoned Air, Shortened Lives: PM2.5 Exposure and Premature Mortality in Southern European Cities.. (2025). Popescu, Lorena ; Salmasi, Luca ; Cottini, Elena ; Turati, Gilberto. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def143.

Full description at Econpapers || Download paper

2024Price controls against “greedflationâ€: lessons from the debate over incomes policy. (2024). Clerc, Basile. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-11.

Full description at Econpapers || Download paper

2025Testing for bubbles in the Brazilian commercial real estate market. (2025). Maldonado, Wilfredo ; Mira, Enrico C. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00017.

Full description at Econpapers || Download paper

2024Macroeconomic Stability in Bangladesh: Unraveling the Nexus between Exchange Rate, Inflation, and Export Dynamics through Nonlinear Modeling. (2024). Golder, Uttam ; Alam, Mohammad Jahangir ; Rayhan, Md Johir ; Rumaly, Nishat ; Biswas, Al Amin ; A. H. M. Shahriar, . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-19.

Full description at Econpapers || Download paper

2025Machine Learning for the Unlisted: Enhancing MSME Default Prediction with Public Market Signals. (2025). Filomeni, Stefano ; Bitetto, Alessandro ; Modina, Michele. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925000987.

Full description at Econpapers || Download paper

2025Regime-specific exchange rate predictability. (2025). Beckmann, Joscha ; Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000612.

Full description at Econpapers || Download paper

2024Nonlinear dynamics of Kimchi premium. (2024). Yang, Yangzhuoran Fin ; Seo, Myung Hwan ; Koo, Bonsoo. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000828.

Full description at Econpapers || Download paper

2025Covered interest parity: A forecasting approach to estimate the neutral band. (2025). Hernandez, Juan ; Hernndez, Juan R. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000719.

Full description at Econpapers || Download paper

2025Explosiveness in the renewable energy equity sector: International evidence. (2025). Ferrer, Romn ; Ariza, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082500018x.

Full description at Econpapers || Download paper

2025A refracted process in options: A credit valuation application. (2025). Clare, Andrew ; Pinheiro, Carlos Manuel ; Pozzolo, Alberto Franco ; Reis, Joao Miguel. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525001132.

Full description at Econpapers || Download paper

2025Testing the Predictive Ability of Possibly Persistent Variables under Asymmetric Loss. (2025). Demetrescu, Matei ; Roling, Christoph. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:80-104.

Full description at Econpapers || Download paper

2025Structural characteristics and non-linear fiscal multipliers. (2025). Dubey, Amlendu ; Gupta, Mahima. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000694.

Full description at Econpapers || Download paper

2025Has the carbon emission trading scheme induced investment leakage in China? Firm-level evidence from Chinas stock market. (2025). Liu, Gengyuan ; Guo, Sujian ; Huang, Ying ; Fang, Kai. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008004.

Full description at Econpapers || Download paper

2024The shape of the Treasury yield curve and commodity prices. (2024). Bayaa, Yasmeen ; Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

Full description at Econpapers || Download paper

2025Let’s switch again! Testing for speculative oil price bubbles based on rotated market expectations. (2025). Kruse-Becher, Robinson. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325003794.

Full description at Econpapers || Download paper

2024Price exuberance episodes in private real estate. (2024). Urga, Giovanni ; Tsolacos, Sotiris ; Cincinelli, Peter. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924000858.

Full description at Econpapers || Download paper

2025Dating housing booms fueled by credit: A Markov switching approach. (2025). Cañizares Martínez, Carlos ; Martnez, Carlos Caizares. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000415.

Full description at Econpapers || Download paper

2024Systemic bias of IMF reserve and debt forecasts for program countries. (2024). Eicher, Theo S ; Kawai, Reina. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:985-1001.

Full description at Econpapers || Download paper

2025Efficiency of poll-based multi-period forecasting systems for German state elections. (2025). Schnurbus, Joachim ; Haupt, Harry ; Fritsch, Markus. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:670-688.

Full description at Econpapers || Download paper

2025Forecasting soccer matches with betting odds: A tale of two markets. (2025). Whelan, Karl ; Hegarty, Tadgh. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:803-820.

Full description at Econpapers || Download paper

2025Real-time monitoring procedures for early detection of bubbles. (2025). Whitehouse, Emily ; Harvey, D I ; Leybourne, S J. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1260-1277.

Full description at Econpapers || Download paper

2024Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative. (2024). Palandri, Alessandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000335.

Full description at Econpapers || Download paper

2025Subjective expectations and house prices. (2025). Eriksen, Jonas N ; Bro, Jeppe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:172:y:2025:i:c:s0378426624002917.

Full description at Econpapers || Download paper

2024Does provincial gambling culture affect corporate innovation? Evidence from China. (2024). Lu, Yue ; Hao, Jing ; Wu, JI ; Bai, Hengyu ; Zhang, Jing. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:228:y:2024:i:c:s0167268124004244.

Full description at Econpapers || Download paper

2025Peer influence in macroeconomic predictions. (2025). Qiu, Yajie ; Deschamps, Bruno. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:236:y:2025:i:c:s0167268125002483.

Full description at Econpapers || Download paper

2025The quantile connectedness of the international housing market. (2025). Wang, Xichen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000014.

Full description at Econpapers || Download paper

2025The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system. (2025). Yousaf, Imran ; Wang, Jiqian ; Marco, Chi Keung ; Dai, Xingyu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000078.

Full description at Econpapers || Download paper

2024The forward premium anomaly and the currency carry trade hypothesis. (2024). Tzavalis, Elias ; Smyrnakis, Dimitris ; Elias, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:203-218.

Full description at Econpapers || Download paper

2024Credit risk and bubble behavior of credit default swaps in the corporate energy sector. (2024). Figuerola-Ferretti, Isabel ; Cervera, Ignacio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:702-731.

Full description at Econpapers || Download paper

2025Beyond project segments: An econometric evaluation of traffic network volume forecasting. (2025). Kim, Kimin. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:195:y:2025:i:c:s096585642500062x.

Full description at Econpapers || Download paper

2024Selective default expectations. (2024). Accominotti, Olivier ; Albers, Thilo ; Oosterlinck, Kim. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120657.

Full description at Econpapers || Download paper

2024CAViaR models for Value-at-Risk and Expected Shortfall with long range dependency features. (2024). Oberoi, Jaideep ; Mitrodima, Gelly. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120880.

Full description at Econpapers || Download paper

2024A Commentary on US Sovereign Debt Persistence and Nonlinear Fiscal Adjustment. (2024). Andric, Vladimir ; Djukic, Mihajlo ; Bodroza, Dusko. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:20:p:3250-:d:1500675.

Full description at Econpapers || Download paper

2025On Regime Switching Models. (2025). Tan, Zhenni ; Wu, Yuehua. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:7:p:1128-:d:1623629.

Full description at Econpapers || Download paper

2025The exchange rate passthrough to domestic prices, new evidence from Colombia. (2025). Andrian, Leandro ; Lvarez, Laura Giles ; Chvez, Augusto ; Larrahondo, Cristhian. In: IDB Publications (Working Papers). RePEc:idb:brikps:13959.

Full description at Econpapers || Download paper

2025NONLINEAR MONETARY POLICY REACTION FUNCTION AND MACROECONOMIC FUNDAMENTALS IN INDIA. (2025). Adil, Masudul Hasan ; Sharma, Vishal ; Fatima, Sana. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:28:y:2025:i:1b:p:15-34.

Full description at Econpapers || Download paper

2025Exploring Macroeconomic Determinants of Housing Bubbles: New Evidence from Dynamic Panel Probit Models. (2025). Chiang, Shu-Hen ; Chen, Chien-Fu. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:53:y:2025:i:1:d:10.1007_s11293-025-09820-8.

Full description at Econpapers || Download paper

2025Comparison of the Performance of Structural Break Tests in Stationary and Nonstationary Series: A New Bootstrap Algorithm. (2025). Amalan, Zge ; Hasdemir, Esra ; Omay, Tolga ; Kker, Mustafa Can. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10651-z.

Full description at Econpapers || Download paper

2024Do fluctuations in global crude oil prices have an asymmetric effect on oil product pricing in India?. (2024). Carmel, Stefy ; Deheri, Abdhut. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:1:d:10.1007_s10644-024-09599-9.

Full description at Econpapers || Download paper

2025Testing PPP hypothesis under considerations of nonlinear and asymmetric adjustments: new international evidence. (2025). Hsieh, Chun-Kuei ; Chen, Shyh-Wei ; Xie, Zixiong. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09628-w.

Full description at Econpapers || Download paper

2024The popularity function: a spurious regression? The case of Austria. (2024). schneider, friedrich ; Neck, Reinhard. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:31:y:2024:i:1:d:10.1007_s10797-023-09802-z.

Full description at Econpapers || Download paper

2024Price Exuberance and Contagion across Housing Markets: Evidence from US Metropolitan Areas. (2024). Escobari, Diego ; Shahedur, MD ; Damianov, Damian S. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:1:d:10.1007_s11146-022-09925-w.

Full description at Econpapers || Download paper

2024A puzzle of roulette gambling. (2024). Blavatskyy, Pavlo. In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:69:y:2024:i:2:d:10.1007_s11166-024-09438-2.

Full description at Econpapers || Download paper

2025Exchange Rate Volatility and Firms’ Export Decisions: Evidence from Exporter Dynamics Database. (2025). Tun, Cengiz ; Solakoglu, Nihat M. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:2:d:10.1007_s11079-024-09775-4.

Full description at Econpapers || Download paper

2025Capital Mobility Based on Onshore-Offshore Arbitrage: Empirical Evidence from India and China. (2025). Sengupta, Rajeswari ; Arora, Sanchit ; Aggarwal, Nidhi. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:4:d:10.1007_s11079-024-09787-0.

Full description at Econpapers || Download paper

2025Boosting Carry with Equilibrium Exchange Rate Estimates. (2025). Rubaszek, Michał ; Beckmann, Joscha ; Kwas, Marek ; Ca, Michele. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:4:d:10.1007_s11079-024-09795-0.

Full description at Econpapers || Download paper

2025In Der Welle Des Preises Mitschwimmen: A Multichannel View of the Weimar Hyperinflation. (2025). Sbarile, Andrea. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:4:d:10.1007_s11079-025-09796-7.

Full description at Econpapers || Download paper

2024Are the Responses of Oil Products Prices Asymmetrical to Global Crude Oil Price Shocks? Evidence from India. (2024). Carmel, Stefy ; Deheri, Abdhut. In: Working Papers. RePEc:mad:wpaper:2024-265.

Full description at Econpapers || Download paper

2024Selective Default Expectations. (2024). Accominotti, Olivier ; Oosterlinck, Kim. In: The Review of Financial Studies. RePEc:oup:rfinst:v:37:y:2024:i:6:p:1979-2015..

Full description at Econpapers || Download paper

2024Financial and Macroeconomic Uncertainties and Real Estate Markets. (2024). Uribe, Jorge ; Sanin Restrepo, Sebastian ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: Eastern Economic Journal. RePEc:pal:easeco:v:50:y:2024:i:1:d:10.1057_s41302-023-00263-0.

Full description at Econpapers || Download paper

2025How did the Brexit uncertainty impact services exports of UK firms?. (2025). Du, Jun ; Shepotylo, Oleksandr ; Yuan, Xiaocan. In: Journal of International Business Policy. RePEc:pal:joibpo:v:8:y:2025:i:1:d:10.1057_s42214-024-00202-6.

Full description at Econpapers || Download paper

2024Robots, firm relocation, and air pollution: unveiling the unintended spatial spillover effects of emerging technology. (2024). Wang, Yanying ; Wu, Qingyang. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03100-7.

Full description at Econpapers || Download paper

2024Nonlinear Real Exchange Rate Adjustments: Insights from iPad Price Data. (2024). Hollander, Hylton ; du Rand, Gideon ; van Lill, Dawid J ; Walker, Rick. In: Working Papers. RePEc:rza:wpaper:897.

Full description at Econpapers || Download paper

2024Effect of Exchange Rate Volatility on Exports: An Empirical Analysis of Disaggregated Data of the Indian Manufacturing Sector. (2024). Bhatt, K N. In: Arthaniti: Journal of Economic Theory and Practice. RePEc:sae:artjou:v:23:y:2024:i:2:p:244-268.

Full description at Econpapers || Download paper

2024Are Betting Markets Inefficient? Evidence From Simulations and Real Data. (2024). Deutscher, Christian ; Makarewicz, Tomasz ; Tting, Marius ; Winkelmann, David. In: Journal of Sports Economics. RePEc:sae:jospec:v:25:y:2024:i:1:p:54-97.

Full description at Econpapers || Download paper

2025Improving empirical models and forecasts with saturation-based machine learning. (2025). Martinez, Andrew ; Ericsson, Neil R. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06373-y.

Full description at Econpapers || Download paper

2024Do the export reactions to exchange rate and exchange rate volatility differ depending on technology intensity? New evidences from the panel SVAR analysis. (2024). Akpili, Ferdi ; Aslan, Caglayan. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:4:d:10.1007_s00181-023-02497-5.

Full description at Econpapers || Download paper

2025Variance and skewness in density forecasts: assessing world GDP growth. (2025). Mendez Ramos, Fabian. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:6:d:10.1007_s00181-025-02720-5.

Full description at Econpapers || Download paper

2025The effects of skewness and kurtosis on production and hedging decisions: a Gram-Charlier expansion approach. (2025). Jiang, Xuejun ; Cheng, Lingju ; Dai, Xinjie. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00680-w.

Full description at Econpapers || Download paper

2025Spatial analysis of speculation in the US housing market. (2025). Mamkhezri, Jamal ; Amani, Ramin ; Manochehri, Salaheddin. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00439-4.

Full description at Econpapers || Download paper

2024Are they worth it? – An evaluation of predictions for NBA ‘Fantasy Sports’. (2024). Khler, Tim ; Tegtmeier, Lars ; Dpke, Jrg. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:1:d:10.1007_s12197-023-09646-7.

Full description at Econpapers || Download paper

2025The Drivers of India’s Agricultural Trade: A Study Based on Major Crops. (2025). Biswas, Amit K ; Gohain, Lekharani. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:23:y:2025:i:1:d:10.1007_s40953-024-00418-6.

Full description at Econpapers || Download paper

2025Macroeconomic Nowcasting: What can Central Banks Learn from a Structured Literature Review?. (2025). Kathuria, Vinish ; Sharma, Manu. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:23:y:2025:i:2:d:10.1007_s40953-024-00421-x.

Full description at Econpapers || Download paper

2024Influence of psychological exchange rates (PER) on forex price formation: theory, empirical, and experimental evidence. (2024). Brice, Mbakob Gilles ; Ma, Mandeng. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:9:d:10.1007_s43546-024-00698-3.

Full description at Econpapers || Download paper

2025Examining exchange rate bubbles in Pakistan: application of sequential ADF tests. (2025). Jawad, Muhammad ; Nazir, Sidra ; Islam, Md Saiful. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:9:d:10.1007_s43546-025-00896-7.

Full description at Econpapers || Download paper

2024Uncertainty and the uncovered interest parity condition: How are they related?. (2024). Terrones, Marco ; Ramírez-Rondán, Nelson R. ; Ramrez-Rondn, Nelson R. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:160:y:2024:i:4:d:10.1007_s10290-024-00539-3.

Full description at Econpapers || Download paper

2025Do export responses to exchange rate movements differ in micro export flows?. (2025). Aslan, Caglayan ; Parmaksiz, Salih. In: The Journal of International Trade & Economic Development. RePEc:taf:jitecd:v:34:y:2025:i:4:p:913-924.

Full description at Econpapers || Download paper

2025What are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles. (2025). Baumann, Michael Heinrich ; Janischewski, Anja. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep065.

Full description at Econpapers || Download paper

2025Non-Transitive Patterns in Sports Match Outcomes: A Profitable Anomaly. (2025). van Ours, Jan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250015.

Full description at Econpapers || Download paper

2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148.

Full description at Econpapers || Download paper

2025Structural Estimation of Higher Order Risk Preferences. (2025). Lau, Morten I ; Il, Hong. In: Econometrica. RePEc:wly:emetrp:v:93:y:2025:i:5:p:1855-1883.

Full description at Econpapers || Download paper

2024Conservatism and information rigidity of the European Bank for Reconstruction and Developments growth forecast: Quarterâ€century assessment. (2024). Tsuchiya, Yoichi. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1399-1421.

Full description at Econpapers || Download paper

2025The Bias of the ECB Inflation Projections: A Stateâ€Dependent Analysis. (2025). Jalasjoki, Pirkka ; Paloviita, Maritta ; Granziera, Eleonora. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:3:p:922-940.

Full description at Econpapers || Download paper

2025Fiscal Forecasting Rationality Among Expert Forecasters. (2025). Claeys, Peter ; Poplawskiribeiro, Marcos ; Chocobar, Belen. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:3:p:941-959.

Full description at Econpapers || Download paper

2024The bias of the ECB inflation projections: A State-dependent analysis. (2024). Jalasjoki, Pirkka ; Paloviita, Maritta ; Granziera, Eleonora. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:295738.

Full description at Econpapers || Download paper

2024EU ETS Market Expectations and Rational Bubbles. (2024). Kruse-Becher, Robinson ; Wegener, Christoph ; Klein, Tony. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302359.

Full description at Econpapers || Download paper

Works by David A. Peel:

YearTitleTypeCited
1986What Can Economics Learn from Political Science, and Vice Versa? In: American Economic Review.
[Full Text][Citation analysis]		article4
2015Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation. In: Working Papers.
[Full Text][Citation analysis]		paper2
1973Some Implications of Utility Maximizing Firms: A Note. In: Bulletin of Economic Research.
[Citation analysis]		article0
1976The Cost Function. In: Bulletin of Economic Research.
[Citation analysis]		article0
1977Derived Demand and Oligopoly. In: Bulletin of Economic Research.
[Citation analysis]		article0
1979A Dynamic Model of the Demand for Labour Services. In: Bulletin of Economic Research.
[Citation analysis]		article0
1984Testing for Unbiasedness and Efficiency under Incomplete Current Information. In: Bulletin of Economic Research.
[Citation analysis]		article0
1985Some Further Evidence on the Predictability of UK Asset Prices [Efficient Capital Markets: A Review of Theory and Empirical Work]. In: Bulletin of Economic Research.
[Citation analysis]		article0
2003The Favouriteâ€Longshot Bias, Bookmaker Margins and Insider Trading in a Variety of Betting Markets In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article38
2013AN EXAMPLE OF AN OPTIMAL FORECAST EXHIBITING DECREASING BIAS WITH INCREASING FORECAST HORIZON In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article0
2012THE DECISIONS OF THE SHADOW MONETARY POLICY COMMITTEE AND MONETARY POLICY COMMITTEE SINCE 2002 In: Economic Affairs.
[Full Text][Citation analysis]		article2
1998Modelling Business Cycle Nonlinearity in Conditional Mean and Conditional Variance: Some International and Sectoral Evidence In: Economica.
[Full Text][Citation analysis]		article0
2001The Relationship between Two Indicators of Insider Trading in British Racetrack Betting In: Economica.
[Full Text][Citation analysis]		article4
2005Smooth Transition Models and Arbitrage Consistency In: Economica.
[Full Text][Citation analysis]		article11
2005Smooth transition models and arbitrage consistency.(2005) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2009A More General Nonâ€expected Utility Model as an Explanation of Gambling Outcomes for Individuals and Markets In: Economica.
[Full Text][Citation analysis]		article8
1975The Determinants of the Natural Rate of Unemployment in the Neoclassical Model In: The Economic Record.
[Full Text][Citation analysis]		article2
1997Information Disclosure to Employees and Rational Expectations: a Gameâ€Theoretical Perspective: a Comment In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article0
2003The Time Series Properties of Financial Ratios: Lev Revisited In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article20
2018On the persistence and dynamics of Big 4 real audit fees: Evidence from the UK In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article9
1997Modelling Political Popularity: an Analysis of Longâ€range Dependence in Opinion Poll Series In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article38
2002Modelling political popularity: a correction In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article5
1977ON THE CASE FOR INDEXATION OF WAGES AND SALARIES In: Kyklos.
[Full Text][Citation analysis]		article0
1974A Further Note on the Behaviour of Profit Shares in British Manufacturing Industry. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article0
1976The Internal/External Labour Market and the Rate of Wage Inflation in UK Manufacturing Industry. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article0
1979On the Dynamic Stability of Monetary Models When the Money Supply is Endogenous. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article1
1981The Role of Monetary Stabilization Policy under Rational Expectations. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article4
1983Some Implications of Partial Current Information Sets in Macroeconomic Models Embodying Rational Expectations. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article8
1987On Testing the Relationship between Exchange Rate Movements and Monetary Surprises: A Comment. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article0
1990On Testing for Unbiasedness and Efficiency of Forecasts. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article169
1995Time-Varying Risk Premia and the Term Structure of Forward Exchange Rates. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article1
1996Long-Memory Risk Premia in Exchange Rates. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article6
2000Nonâ€Linear Dynamics of Inflation in High Inflation Economies In: Manchester School.
[Full Text][Citation analysis]		article4
2001The Incidence of Insider Trading in Betting Markets and the Gabriel and Marsden Anomaly In: Manchester School.
[Full Text][Citation analysis]		article7
2003Purchasing Power Parity Adjustment Speeds in High Frequency Data when the Equilibrium Real Exchange Rate is Proxied by a Deterministic Trend In: Manchester School.
[Full Text][Citation analysis]		article9
1975The Specification of the Short-Run Employment Function: An Empirical Investigation of the Demand for Labour in the UK Manufacturing Sector, 1955-1972. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article1
1975A Monte Carlo Study of the Phillips Curve with Errors in Variables. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article0
1976The Shake-Out Hypothesis: A Note. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article0
1977An Empirical Investigation of Inflationary Expectations. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article5
1986On Lagged Adjustment, Permanent Income, Expectations Formation and the Demand for Money. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article1
2003Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article28
1974The Wage Variable and the Phillips Curve. In: Scottish Journal of Political Economy.
[Citation analysis]		article0
1975The Wage Variable and the Phillips Curve: A Rejoinder. In: Scottish Journal of Political Economy.
[Citation analysis]		article0
1988Outcome Uncertainty and the Demand for Football: An Analysis of Match Attendances in the English Football League. In: Scottish Journal of Political Economy.
[Citation analysis]		article80
2000The Favouriteâ€Longshot Bias and Market Efficiency in UK Football betting In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article66
2003Optimal monetary policy: is priceâ€level targeting the next step? In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article10
2006Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004 In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article16
2010Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article15
2009Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2013Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article6
2018Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article2
2008Subjective Skewness of Return as an Explanation of the Optimal Choice between Gambles in Cumulative Prospect Theory In: Journal of Gambling Business and Economics.
[Full Text][Citation analysis]		article0
2008Further Analysis of the Markowitz Model of Utility with a Small Degree of Probability Distortion In: Journal of Gambling Business and Economics.
[Full Text][Citation analysis]		article1
2009An Explanation of Optimal Each-Way Bets based on Non-Expected Utility Theory In: Journal of Gambling Business and Economics.
[Full Text][Citation analysis]		article0
2005On the equality of Real Interest Rates across borders in Integrated Capital Markets In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper3
2006On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets.(2006) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2007On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets.(2007) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2006Simulating Stock Returns under switching regimes - a new test of market efficiency In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper7
2006Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency.(2006) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2007Simulating stock returns under switching regimes - A new test of market efficiency.(2007) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2001Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper747
2001Nonlinear 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 nother version. Agregated cites: 747		article
2002Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997 In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper17
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 nother version. Agregated cites: 17		article
2002Exploitability as a Specification Test of the Phillips Curve In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2004Calvo Contracts: A Critique In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2021The Impact of the ECB Banking Supervision Announcements on the EU Stock Market In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
[Full Text][Citation analysis]		paper8
1981On Optimal Returns to a Factor In: Discussion Papers (REL - Recherches Economiques de Louvain).
[Full Text][Citation analysis]		paper0
1983The Life Cycle Hypothesis and Rational Expectations : Some Further Empirical Results In: Discussion Papers (REL - Recherches Economiques de Louvain).
[Full Text][Citation analysis]		paper0
1991Economic Forecasting In: Cambridge Books.
[Citation analysis]		book2
2018A NONLINEAR ANALYSIS OF THE REAL EXCHANGE RATE–CONSUMPTION RELATIONSHIP In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article0
2007Betting on odds on Favorites as an Optimal Choice in Cumulative Prospect Theory In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2007Some implications of a quartic loss function In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2009The Central Bank Inflation Bias in the Presence of Asymmetric Preferences and Non-Normal Shocks In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2009Testing for central bank independence and inflation using the wild bootstrap In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2010Further empirical evidence of nonlinearity in the us monetary policy rule In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2013On the Implications of the Markowitz Model of Utility embodying Gain Seeking Preferences for Odds on Betting and Bookmakers choice of Spread or Odds Betting In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2016Loss Aversion and Ruinous Optimal Wagering in the Markowitz Model of Non-Expected Utility In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2017LOSS AVERSION AND RUINOUS OPTIMAL WAGERS IN CUMULATIVE PROSPECT THEORY In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2019Pre-Decision Side-Bet Sequences In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2017Pre-Decision Side-Bet Sequences.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2003Optimal Discretionary Monetary Policy in a Model of Asymmetric Central Bank Preferences In: Economic Journal.
[Full Text][Citation analysis]		article166
1979Divergent Expectations and the Dynamic Stability of Some Simple Macro Economic Models. In: Economic Journal.
[Full Text][Citation analysis]		article2
1985Surprises in the Consumption Function, Incomplete Current Information, and Moving Average Errors: A Note [Stochastic Implications of the Life Cycle Permanent Income Hypothesis: Theory and Evidence]. In: Economic Journal.
[Full Text][Citation analysis]		article0
2007Evaluating the properties of analysts’ forecasts: A bootstrap approach In: The British Accounting Review.
[Full Text][Citation analysis]		article3
2005Non-linearity in stock index returns: the volatility and serial correlation relationship In: Economic Modelling.
[Full Text][Citation analysis]		article5
1985Behaviour of the Liverpool model with weight given to alternative public forecasts In: Economic Modelling.
[Full Text][Citation analysis]		article0
1986Public forecasts and their impact on expectation formation In: Economic Modelling.
[Full Text][Citation analysis]		article0
1986Expectations formation, public forecasts and the wage equation In: Economic Modelling.
[Full Text][Citation analysis]		article2
2009The 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]		article2
2010The forward premium puzzle in the interwar period and deviations from covered interest parity In: Economics Letters.
[Full Text][Citation analysis]		article7
2010Habit and long memory in UK lottery sales In: Economics Letters.
[Full Text][Citation analysis]		article1
2010Systematic and varying biases in parallel state contingent gambling markets In: Economics Letters.
[Full Text][Citation analysis]		article0
2010On lottery sales, jackpot sizes and irrationality: A cautionary note In: Economics Letters.
[Full Text][Citation analysis]		article4
2011The impact of ECB and FED announcements on the Euro interest rates In: Economics Letters.
[Full Text][Citation analysis]		article11
2010The 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 nother version. Agregated cites: 11		paper
2012On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty In: Economics Letters.
[Full Text][Citation analysis]		article11
2012On the potential for observational equivalence in experiments on risky choice when a power value function is assumed In: Economics Letters.
[Full Text][Citation analysis]		article0
2013Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets In: Economics Letters.
[Full Text][Citation analysis]		article1
1983On the effectiveness of automatic stabilizers under rational expectations when there is partial current information In: Economics Letters.
[Full Text][Citation analysis]		article0
2015Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation In: Economics Letters.
[Full Text][Citation analysis]		article4
2017Wagering on more than one outcome in an event in Cumulative Prospect Theory and Rank Dependent Utility In: Economics Letters.
[Full Text][Citation analysis]		article3
1985Some empirical evidence on the determinants of incomes policies in the UK In: Economics Letters.
[Full Text][Citation analysis]		article0
1986The velocity of money and the random walk hypothesis In: Economics Letters.
[Full Text][Citation analysis]		article0
2024On skew preference or non-skew preference of a CPT DM revealed in lottery choices with three payoffs In: Economics Letters.
[Full Text][Citation analysis]		article0
1987Further empirical evidence on popularity and electoral cycle effects In: Economics Letters.
[Full Text][Citation analysis]		article0
1988Critical bounds for MA(2) and MA(3) processes In: Economics Letters.
[Full Text][Citation analysis]		article0
1988Economic surprises and the behaviour of asset prices : Some analyses and further empirical results In: Economics Letters.
[Full Text][Citation analysis]		article0
1979On dynamic stability in monetary models which incorporate short- and long-run expectations of inflation in the demand for the money function In: Economics Letters.
[Full Text][Citation analysis]		article0
1979On the political theory of the business cycle In: Economics Letters.
[Full Text][Citation analysis]		article26
1982The political theory of the business cycle.(1982) In: European Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
1989On testing the properties of directly obtained expectations data In: Economics Letters.
[Full Text][Citation analysis]		article1
1989Empirical evidence on the properties of exchange rate forecasts and the risk premium In: Economics Letters.
[Full Text][Citation analysis]		article3
1991Some 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]		article8
1991Estimates of a traditional aggregate import demand model for five countries In: Economics Letters.
[Full Text][Citation analysis]		article19
1991The effects of exchange rate volatility on exports : Some new estimates In: Economics Letters.
[Full Text][Citation analysis]		article129
1992Some analysis of the long-run time series properties of consumption and income in the U.K. In: Economics Letters.
[Full Text][Citation analysis]		article3
1979The dynamic behaviour of a simple macroeconomic model with a tax based incomes policy In: Economics Letters.
[Full Text][Citation analysis]		article0
1979The classical supply hypothesis and the observational equivalence of Classical and Keynesian models In: Economics Letters.
[Full Text][Citation analysis]		article0
1998A non-linear error correction mechanism based on the bilinear model1 In: Economics Letters.
[Full Text][Citation analysis]		article22
1998The slope of the yield curve and real economic activity: tracing the transmission mechanism In: Economics Letters.
[Full Text][Citation analysis]		article19
1998A note on some properties of the ESTAR model In: Economics Letters.
[Full Text][Citation analysis]		article3
1998Rationality testing under asymmetric loss In: Economics Letters.
[Full Text][Citation analysis]		article47
1998Periodically collapsing stock price bubbles: a robust test In: Economics Letters.
[Full Text][Citation analysis]		article55
2000Optimal monetary policy with a nonlinear Phillips curve In: Economics Letters.
[Full Text][Citation analysis]		article51
2000International relocation: firm and industry determinants In: Economics Letters.
[Full Text][Citation analysis]		article64
2003Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes In: Economics Letters.
[Full Text][Citation analysis]		article10
1981Non-uniqueness and the role of the monetary authorities In: Economics Letters.
[Full Text][Citation analysis]		article1
2005Testing 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]		article8
1981Unemployment and the replacement ratio : Some reduced form estimates for the UK In: Economics Letters.
[Full Text][Citation analysis]		article1
2006On the speed of adjustment in ESTAR models when allowance is made for bias in estimation In: Economics Letters.
[Full Text][Citation analysis]		article9
2007Deterministic impulse response in a nonlinear model. An analytical expression In: Economics Letters.
[Full Text][Citation analysis]		article1
2007Implementing the wild bootstrap using a two-point distribution In: Economics Letters.
[Full Text][Citation analysis]		article24
1982The government behavioural constraint in rational expectations models In: Economics Letters.
[Full Text][Citation analysis]		article0
1977Unemployment and unanticipanted inflation: Some empirical results for six countries In: European Economic Review.
[Full Text][Citation analysis]		article0
1979Inflation and output dynamics with a floating exchange rate In: European Economic Review.
[Full Text][Citation analysis]		article0
1977On the properties of alternative monetary rules in an extension of Blacks model In: European Economic Review.
[Full Text][Citation analysis]		article0
2016Pure higher-order effects in the portfolio choice model In: Finance Research Letters.
[Full Text][Citation analysis]		article9
2006The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2021On the contribution of the Markowitz model of utility to explain risky choice in experimental research In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article0
2024The Kőszegi–Rabin expectations-based model and risk-apportionment tasks for elicitation of higher order risk preferences In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article0
1991Forward foreign exchange rates and risk premia--a reappraisal In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article6
1994Purchasing power parity yet again: evidence from spatially separated commodity markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article25
2000Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article326
2011Real exchange rates and time-varying trade costs In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article11
2009Real Exchange Rates and Time-Varying Trade Costs.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2005The term spread and real economic activity in the US inter-war period In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article2
2006Expected stock returns, aggregate consumption and wealth: Some further empirical evidence In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article8
1985Global capital markets and the impact of changes in the money stock on real activity In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
1986The impact of benefits on unemployment in Britain in the interwar period: Some further empirical evidence In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
1986Predicting corporate failure-- Some results for the UK corporate sector In: Omega.
[Full Text][Citation analysis]		article31
1988A multilogit approach to predicting corporate failure--Some evidence for the UK corporate sector In: Omega.
[Full Text][Citation analysis]		article11
1977The `tax on wage increses when the firm is a monopsonist In: Journal of Public Economics.
[Full Text][Citation analysis]		article3
2003Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article32
1998Optimal monetary policy in a model of asymmetric central bank preferences In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper38
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2007Inflation dynamics in the US - a nonlinear perspective In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper6
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2002Advanced Macroeconomics In: Books.
[Full Text][Citation analysis]		book10
2017New empirical evidence on the Tote€“SP anomaly and its implications for models of risky choice in gambling markets In: Chapters.
[Full Text][Citation analysis]		chapter0
1980Industrial Structure and Labour Turnover In: International Journal of Manpower.
[Full Text][Citation analysis]		article0
1975Measuring Unemployment and Vacancies In: International Journal of Social Economics.
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
1977A REJOINDER ON ALTERNATIVE MEASURES OF EXCESS DEMAND In: Journal of Economic Studies.
[Full Text][Citation analysis]		article0
1985Federal Reserve Moneyâ€Supply Announcements and the Behaviour of UK Interest Rates In: Journal of Economic Studies.
[Full Text][Citation analysis]		article0
1986On Incomplete Current Information and Empirical Tests of the Rational Expectations Hypothesis In: Journal of Economic Studies.
[Full Text][Citation analysis]		article0
1988A Comparison of Some Inflation, Growth and Unemployment Forecasts In: Journal of Economic Studies.
[Full Text][Citation analysis]		article0
1974A QUANTITATIVE ANALYSIS OF WAGE STRIKES IN FOUR U.K. INDUSTRIES, 1962–1970 In: Journal of Economic Studies.
[Full Text][Citation analysis]		article0
1976ALTERNATIVE MEASURES OF EXCESS DEMAND FOR EXPLAINING MONEY WAGE INFLATION In: Journal of Economic Studies.
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
2013Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun In: Globalization Institute Working Papers.
[Full Text][Citation analysis]		paper83
2016Episodes 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 nother version. Agregated cites: 83		article
1984Money and activity in the U.K. 1961-1983: surprise? surprise! In: Working Papers.
[Full Text][Citation analysis]		paper0
2013Systematic Positive Expected Returns in the UK Fixed Odds Betting Market: An Analysis of the Fink Tank Predictions In: IJFS.
[Full Text][Citation analysis]		article3
1979The Dynamic Behavior of a Simple Macro-Model with Endogenous Labor Supply and Demand. In: International Economic Review.
[Full Text][Citation analysis]		article0
1994The German Hyperinflation and the Demand for Money Revisited. In: International Economic Review.
[Full Text][Citation analysis]		article26
1997Non-linearities in East European Black-Market Exchange Rates. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article10
2016On the Positive Expected Utility of Combination Wagers In: Decision Analysis.
[Full Text][Citation analysis]		article0
1978Note--Optimal Recruitment Advertising In: Management Science.
[Full Text][Citation analysis]		article0
2004NONLINEAR PPP UNDER THE GOLD STANDARD In: Working Papers. Serie AD.
[Full Text][Citation analysis]		paper0
2004TEMPORAL AGGREGATION OF AN ESTAR PROCESS: SOME IMPLICATIONS FOR PURCHASING POWER PARITY ADJUSTMENT In: Working Papers. Serie AD.
[Full Text][Citation analysis]		paper9
2006Temporal 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 nother version. Agregated cites: 9		article
2006Temporal 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 nother version. Agregated cites: 9		article
2004ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING In: Working Papers. Serie AD.
[Full Text][Citation analysis]		paper5
2004Asymmetry 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 nother version. Agregated cites: 5		article
2005A NEW ANALYSIS OF THE DETERMINANTS OF THE REAL DOLLAR-STERLING EXCHANGE RATE: 1871-1994 In: Working Papers. Serie AD.
[Full Text][Citation analysis]		paper4
2005A 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 nother version. Agregated cites: 4		paper
2005THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS In: Working Papers. Serie AD.
[Full Text][Citation analysis]		paper10
2005The process followed by PPP data. On the properties of linearity tests.(2005) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2010Spreads versus professional forecasters as predictors of future output change In: Journal of Forecasting.
[Full Text][Citation analysis]		article5
2023Higher order risk attitudes: new model insights and heterogeneity of preferences In: Experimental Economics.
[Full Text][Citation analysis]		article2
2004Utility and the Skewness of Return in Gambling In: The Geneva Papers on Risk and Insurance Theory.
[Full Text][Citation analysis]		article4
2004Utility and the Skewness of Return in Gambling.(2004) In: The Geneva Risk and Insurance Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2023On the predictions of cumulative prospect theory for third and fourth order risk preferences In: Theory and Decision.
[Full Text][Citation analysis]		article0
2016Forecasting 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]		paper0
2017Exuberance in the U.K. Regional Housing Markets In: Working Papers.
[Full Text][Citation analysis]		paper5
2013Higher-order moments in the theory of diversification and portfolio composition In: Working Papers.
[Full Text][Citation analysis]		paper6
2012A New Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation In: Working Papers.
[Full Text][Citation analysis]		paper21
2020On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Further empirical evidence on the consumption-real exchange rate anomaly. In: Working Papers.
[Full Text][Citation analysis]		paper0
2005Temporal aggregation of an ESTAR process In: Working Papers.
[Full Text][Citation analysis]		paper1
2005Cumulative prospect theory and gambling In: Working Papers.
[Full Text][Citation analysis]		paper3
2005Habit, aggregation and long memory: evidence from television audience data In: Working Papers.
[Full Text][Citation analysis]		paper0
2007Habit, aggregation and long memory: evidence from television audience data.(2007) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2005The long memory model of political support: some further results In: Working Papers.
[Full Text][Citation analysis]		paper9
2007The long memory model of political support: some further results.(2007) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2005Are analysts loss functions asymmetric? In: Working Papers.
[Full Text][Citation analysis]		paper8
2012Are Analysts Loss Functions Asymmetric?.(2012) In: Journal of Forecasting.
[Citation analysis]
This paper has nother version. Agregated cites: 8		article
2006Are analysts€™ loss functions asymmetric? In: Working Papers.
[Full Text][Citation analysis]		paper3
2006On the relationship between Nominal Exchange Rates and domestic and foreign prices In: Working Papers.
[Full Text][Citation analysis]		paper3
2007On the relationship between nominal exchange rates and domestic and foreign prices.(2007) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2009ESTAR model with multiple fixed points. Testing and Estimation In: Working Papers.
[Full Text][Citation analysis]		paper2
2009Linkages between Shanghai and Hong Kong stock indices In: Working Papers.
[Full Text][Citation analysis]		paper16
2009Linkages between Shanghai and Hong Kong stock indices.(2009) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2009Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear In: Working Papers.
[Full Text][Citation analysis]		paper1
2009Bubbles in House Prices and their Impact on Consumption: Evidence for the US In: Working Papers.
[Full Text][Citation analysis]		paper18
2011On the stability of the CRRA utility under high degrees of uncertainty In: Working Papers.
[Full Text][Citation analysis]		paper1
2014Episodes of exuberance in housing markets In: Working Papers.
[Full Text][Citation analysis]		paper15
2002Covered Interest Rate Arbitrage in the Interwar Period and the Keynes-Einzig Conjecture. In: Journal of Money, Credit and Banking.
[Citation analysis]		article74
2010Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion In: Journal of Money, Credit and Banking.
[Citation analysis]		article19
2010Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion.(2010) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
1980The Natural Rate Hypothesis and Rational Expectations-A Critique of Some Recent Developments. In: Oxford Economic Papers.
[Full Text][Citation analysis]		article1
1982The Microfoundations of the Phillips Curve with Rational Expectations. In: Oxford Economic Papers.
[Full Text][Citation analysis]		article0
1974A Note on X-Inefficiency In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article0
1975User Cost and the Preference Function In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article0
1987The Economics of Wage Controls In: Palgrave Macmillan Books.
[Citation analysis]		book1
2009The Econometrics of Exchange Rates In: Palgrave Macmillan Books.
[Citation analysis]		chapter3
1987Recent Experience with Wage and Price Controls In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
1987Conventional Incomes Policies In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
1987Tax-Based Incomes Policies In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
1987Final Offer Arbitration In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
1987Indexation In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
1987The Future of Wage and Price Controls In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
In: .
[Citation analysis]		article0
In: .
[Citation analysis]		article1
1997Ajustement non linéaire vers le taux de change déquilibre à long terme. Le modèle monétaire revisité. In: Revue Économique.
[Full Text][Citation analysis]		article2
1989The Determinants of Arms Expenditures of NATO and the Warsaw Pact: Some Further Evidence In: Journal of Peace Research.
[Full Text][Citation analysis]		article2
1987Consumer Expenditure, the Demand for Money, and the Hall Hypothesis. In: Empirical Economics.
[Citation analysis]		article0
1987The Accuracy of OECD Forecasts. In: Empirical Economics.
[Citation analysis]		article10
1992The Demand for Football: Some Evidence on Outcome Uncertainty. In: Empirical Economics.
[Citation analysis]		article102
1995The Time Series Behaviour of Spot Exchange Rates in the German Hyper-inflation Period: (Was the Process Chaotic?). In: Empirical Economics.
[Citation analysis]		article2
1978The Influence of Money on Prices in 14 OECD Countries, 1958-1975. In: Empirical Economics.
[Citation analysis]		article0
1980Expectations and the Price Equation: Some Estimates for the UK. In: Empirical Economics.
[Citation analysis]		article0
1981Some Empirical Evidence on the Influence of Political Parties on the Behaviour of the Unemployment Rate. In: Empirical Economics.
[Citation analysis]		article0
1982Testing for Causality between Prices and Money. In: Empirical Economics.
[Citation analysis]		article0
1983Involuntary Saving through Unanticipated Inflation: Some Further Empirical Evidence. In: Empirical Economics.
[Citation analysis]		article0
1984Some Empirical Results on the Rationality of Expectations Derived from Survey Data. In: Empirical Economics.
[Citation analysis]		article0
2005Ex ante Real Returns in Forward Market Speculation in the Inter-War Period: Evidence and Prediction In: Springer Books.
[Citation analysis]		chapter0
1978Inflationary expectations and “Self-Generating†inflations In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]		article1
1980On the implications of monetary rules in a stochastic framework In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]		article0
1994Testing for non-linear dependence in inter-war exchange rates In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]		article15
2003Another example of a non-linear time series with misleading linear properties In: Applied Economics Letters.
[Full Text][Citation analysis]		article5
2003Some 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]		article0
2003The 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]		article0
2004Estimates of US monetary policy rules with allowance for changes in the output gap In: Applied Economics Letters.
[Full Text][Citation analysis]		article5
2007Gambling and nonexpected utility: the perils of the power function In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2009On skewness of return and buying more than one ticket in a lottery In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2012Further examples of the impact of skewness on the expected utility of a risk-averse agent In: Applied Economics Letters.
[Full Text][Citation analysis]		article3
2012The Bank of Koreas nonlinear monetary policy rule In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
1994Cross country evidence on nonlinearity in industrial production between the wars In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
1995Evidence on volatility spillovers in the interwar floating exchange rate period based on high/low prices In: Applied Economics Letters.
[Full Text][Citation analysis]		article5
1995Asymmetry in the variance of economic activity: evidence for long-run UK GDP In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
1995A test for rational expectations when some variables are I(2) In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
1995Bilinear quadratic ARCH and volatility spillovers in inter-war exchange rates In: Applied Economics Letters.
[Full Text][Citation analysis]		article6
1996Attendance demand: an investigation of repeat fixtures In: Applied Economics Letters.
[Full Text][Citation analysis]		article31
1997Handicaps, outcome uncertainty and attendance demand In: Applied Economics Letters.
[Full Text][Citation analysis]		article28
1998The variance of economic activity over the business cycle: some further evidence In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
1999Uncertainty in the Central Banks weight on output: some new results In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
1999Place returns between the tote and bookmakers: empirical evidence of a market anomaly In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
1999Market movers and tote and bookmakers returns: further empirical evidence on a market anomaly In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
1999Estimates of the degree of insider trading in two disparate betting markets In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2000Uncertain central bankers preferences: some implications of multiplicative versus additive uncertainty In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
2001Uncertain central bankers preferences: some implications of multiplicative versus additive uncertainty.(2001) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2002Skewness as an explanation of gambling by locally risk averse agents In: Applied Economics Letters.
[Full Text][Citation analysis]		article7
2001Volatility persistence in asset markets: long memory in high/low prices In: Applied Financial Economics.
[Full Text][Citation analysis]		article8
2002Is one price enough to value a state-contingent asset correctly? Evidence from a gambling market In: Applied Financial Economics.
[Full Text][Citation analysis]		article6
2004Further empirical analysis of the time series properties of financial ratios based on a panel data approach In: Applied Financial Economics.
[Full Text][Citation analysis]		article6
1998The nonlinear time series properties of unemployment rates: some further evidence In: Applied Economics.
[Full Text][Citation analysis]		article17
1998Threshold nonlinearities in output: some international evidence In: Applied Economics.
[Full Text][Citation analysis]		article17
2000Product 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]		article0
2000Threshold nonlinearities in unemployment rates: further evidence for the UK and G3 economies In: Applied Economics.
[Full Text][Citation analysis]		article25
2003Purchasing power parity over two centuries: trends and nonlinearity In: Applied Economics.
[Full Text][Citation analysis]		article27
2008Introduction: economics of betting markets In: Applied Economics.
[Full Text][Citation analysis]		article1
2008The 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 outcomes In: Applied Economics.
[Full Text][Citation analysis]		article1
2008Bounded cumulative prospect theory: some implications for gambling outcomes In: Applied Economics.
[Full Text][Citation analysis]		article1
2009Skewness as an explanation of gambling in cumulative prospect theory In: Applied Economics.
[Full Text][Citation analysis]		article2
2018An explanation of each-way wagers in three models of risky choice In: Applied Economics.
[Full Text][Citation analysis]		article0
2004The utility of gambling and the favourite-longshot bias In: The European Journal of Finance.
[Full Text][Citation analysis]		article5
2013Nonlinear dynamics in economics and finance and unit root testing In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2003Some 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]		article6
2019Flexible distribution functions, higher-order preferences and optimal portfolio allocation In: Quantitative Finance.
[Full Text][Citation analysis]		article8
1974Adjustment Costs and Short-Run Returns to Labour. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article0
1979The Relationship between Prices and Money Supply in Latin America, 1958-1975. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article1
1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates: An Empirical Investigation. In: Journal of Political Economy.
[Full Text][Citation analysis]		article551
1983Growth and Inflationary Finance: Variations on a Mundellian Theme. In: Journal of Political Economy.
[Full Text][Citation analysis]		article0
2017TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES In: International Economic Review.
[Full Text][Citation analysis]		article19
2018Consistency 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]		article0
2012Forecast Evaluation of Nonlinear Models: The Case of Longâ€Span Real Exchange Rates In: Journal of Forecasting.
[Citation analysis]		article5
2011Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2018Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article28
2004Nonlinear Purchasing Power Parity under the Gold Standard In: Southern Economic Journal.
[Full Text][Citation analysis]		article1
2008TESTING 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]		chapter0
1996Spreads, Efficiency and Outcome Uncertainty: Evidence from the Rugby League. In: Discussion Papers.
[Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team