Details about Roy Batchelor

Access statistics for papers by Roy Batchelor.

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Short-id: pba634

Working Papers

2007

1. Forecaster Behaviour and Bias in Macroeconomic Forecasts
   Ifo Working Paper Series, Ifo Institute for Economic Research at the University of Munich

2002

2. Combining Heterogeneous Classifiers for Stock Selection
   Working Papers, Warwick Business School, Financial Econometrics Research Centre
3. Event-related GARCH: the impact of stock dividends in Turkey
   Working Papers, Warwick Business School, Financial Econometrics Research Centre
   See also Journal Article in Applied Financial Economics (2003)

Journal Articles

2009

1. Forecasting Sharp Changes
   Foresight: The International Journal of Applied Forecasting, 2009, (13), 7-12
2. Why Do We Need Complexification? A Commentary on “Rethinking the Ways We Forecast”
   Foresight: The International Journal of Applied Forecasting, 2009, (14), 31-34

2008

3. Book Review of Super Crunchers by Ian Ayres
   Foresight: The International Journal of Applied Forecasting, 2008, (11), 4-5
4. Thomas H. Davenport and Jeanne G. Harris’s Competing on Analytics: The New Science of Winning
   Foresight: The International Journal of Applied Forecasting, 2008, (9), 5-7

2007

5. Bias in macroeconomic forecasts
   International Journal of Forecasting, 2007, 23, (2), 189-203 View citations
6. Forecasting spot and forward prices in the international freight market
   International Journal of Forecasting, 2007, 23, (1), 101-114
7. Judgemental bootstrapping of technical traders in the bond market
   International Journal of Forecasting, 2007, 23, (3), 427-445

2006

8. Book Review of Dow 36,000: The New Strategy for Profiting from the Coming Rise in the Stock Market, by James Glassman and Kevin Hassett (1999)
   Foresight: The International Journal of Applied Forecasting, 2006, (3), 48-50
9. THE DYNAMICS OF BOND YIELD SPREADS AROUND RATING REVISION DATES
   Journal of Financial Research, 2006, 29, (3), 405-420

2005

10. A Primer on Forecasting with Neural Networks
    Foresight: The International Journal of Applied Forecasting, 2005, (2), 37-43

2003

11. Event-related GARCH: the impact of stock dividends in Turkey
    Applied Financial Economics, 2003, 13, (4), 295-307
    See also Working Paper (2002)

2001

12. Confidence indexes and the probability of recession: a Markov switching model
    Indian Economic Review, 2001, 36, (1), 107-124
13. How Useful Are the Forecasts of Intergovernmental Agencies? The IMF and OECD versus the Consensus
    Applied Economics, 2001, 33, (2), 225-35 View citations

1998

14. Improving macro-economic forecasts: The role of consumer confidence
    International Journal of Forecasting, 1998, 14, (1), 71-81 View citations
15. Rationality testing under asymmetric loss
    Economics Letters, 1998, 61, (1), 49-54 View citations

1996

16. Empirical Measures of Inflation Uncertainty: A Cautionary Note
    Applied Economics, 1996, 28, (3), 333-41 View citations

1995

17. Jewellery demand and the price of gold
    Resources Policy, 1995, 21, (1), 37-42
18. On the Importance of the Term Premium in the T-Bill Market
    Applied Financial Economics, 1995, 5, (4), 235-42

1993

19. Survey vs ARCH Measures of Inflation Uncertainty
    Oxford Bulletin of Economics and Statistics, 1993, 55, (3), 341-53 View citations

1992

20. Survey Expectations in the Time Series Consumption Function
    The Review of Economics and Statistics, 1992, 74, (4), 598-606 View citations

1991

21. Blue Chip Rationality Tests
    Journal of Money, Credit and Banking, 1991, 23, (4), 692-705 View citations
22. Inflation uncertainty, inflationary shocks and the credibility of counterinflation policy
    European Economic Review, 1991, 35, (7), 1385-1397 View citations

1990

23. All Forecasters Are Equal
    Journal of Business & Economic Statistics, 1990, 8, (1), 143-44
24. Product differentiation in the economic forecasting industry
    International Journal of Forecasting, 1990, 6, (3), 311-316 View citations

1989

25. Household versus Economist Forecasts of Inflation: A Reassessment: A Note
    Journal of Money, Credit and Banking, 1989, 21, (2), 252-57 View citations

1988

26. Inflation Expectations Revisited
    Economica, 1988, 55, (219), 317-31 View citations

1987

27. The Accuracy and Rationality of UK Inflation Expectations: Some Quantitative Evidence
    Applied Economics, 1987, 19, (6), 819-28 View citations

1986

28. Quantitative v. Qualitative Measures of Inflation Expectations
    Oxford Bulletin of Economics and Statistics, 1986, 48, (2), 99-120 View citations
29. The psychophysics of inflation
    Journal of Economic Psychology, 1986, 7, (3), 269-290 View citations

1983

30. British economic policy under margaret thatcher: A mid term examination A comment on darby and lothian
    Carnegie-Rochester Conference Series on Public Policy, 1983, 18, (1), 209-219

1982

31. Expectations, output and inflation: The European experience
    European Economic Review, 1982, 17, (1), 1-25 View citations
32. Money and monetary policy in interdependent nations: R.C. Bryant, (Brookings Institution, 1980) pp. xxii + 584, $29.95 (cloth), $12.95 (paper)
    Journal of International Economics, 1982, 13, (3-4), 395-396

1981

33. Aggregate expectations under the stable laws
    Journal of Econometrics, 1981, 16, (2), 199-210 View citations

1980

34. Unemployment and Unanticipated Inflation in Postwar Britain
    Economica, 1980, 47, (186), 179-92

1977

35. A Variable-Parameter Model of Exporting Behaviour
    Review of Economic Studies, 1977, 44, (1), 43-57 View citations

1974

36. Forecasting UK International Trade: A General Equilibrium Approach
    Applied Economics, 1974, 6, (2), 109-41 View citations