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Details about Stephen George Hall

E-mail:
Phone:+44(0)116 252 2827
Postal address:Dept of Economics, University of Leicester, University Rd. Leicester,LE1 7RH, UK
Workplace:Department of Economics, Leicester University, (more information at EDIRC)
Bank of Greece, (more information at EDIRC)

Access statistics for papers by Stephen George Hall.

Last updated 2016-03-16. Update your information in the RePEc Author Service.

Short-id: pha110


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Working Papers

2016

  1. A Method for Measuring Treatment Effects on the Treated without Randomization
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (4)

2015

  1. A New International Database on Financial Fragility
    Working Papers, Economic Research Southern Africa Downloads View citations (1)
    Also in Working Papers, University of Pretoria, Department of Economics (2015) Downloads View citations (1)
    Discussion Papers in Economics, Department of Economics, University of Leicester (2015) Downloads View citations (1)
  2. How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads
    Also in Discussion Papers in Economics, Department of Economics, University of Leicester (2015) Downloads
    Discussion Papers in Economics, Department of Economics, University of Leicester (2014) Downloads
  3. The Effectiveness of The ECB’s Asset Purchase Programs Of 2009 To 2012
    Working Papers, Bank of Greece Downloads
    Also in Discussion Papers in Economics, Department of Economics, University of Leicester (2015) Downloads

2014

  1. Are All Sovereigns Equal? A Test of the Common Determination of Sovereign Spreads in the Euro Area
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads
    See also Journal Article in Empirical Economics (2015)
  2. Doom-loops: The Role of Rating Agencies in the Euro Financial Crisis
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (1)
  3. Explaining social capital effects on growth and property rights via trust-alternative variables
    MPRA Paper, University Library of Munich, Germany Downloads
  4. On the Interpretation of Instrumental Variables in the Presence of Specification Errors
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads
    See also Journal Article in Econometrics (2015)
  5. Time Varying Coefficient Models; A Proposal for selecting the Coefficient Driver Sets
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads

2013

  1. Can Trust Explain Social Capital Effect on Property Rights and Growth?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  2. FUNDAMENTALLY WRONG: MARKET PRICING OF SOVEREIGNS AND THE GREEK FINANCIAL CRISIS
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (2)
    Also in Special Conference Papers, Bank of Greece (2013) Downloads View citations (1)

    See also Journal Article in Journal of Macroeconomics (2014)
  3. Is the Relationship Between Prices and Exchange Rates Homogeneous?
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (3)
    See also Journal Article in Journal of International Money and Finance (2013)
  4. Measuring Currency Pressures: The Cases of the Japanese Yen, the Chinese Yuan, and the U.K. Pound
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (3)
    See also Journal Article in Journal of the Japanese and International Economies (2013)

2012

  1. Consumer credit in an era of financial liberalisation: An overreaction to repressed demand?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    Also in Working Papers, Bank of Greece (2012) Downloads View citations (2)

    See also Journal Article in Applied Economics (2014)
  2. Do institutions matter for growth? Evidence from East Asian countries
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Institutions and growth: Testing the spatial effect using weight matrix based on the institutional distance concept
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Institutions-growth spatial dependence: An empirical test
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
  5. Milton Friedman, the Demand for Money and the ECB’s Monetary-Policy Strategy
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (3)
    See also Journal Article in Review (2012)
  6. Spurious Common Factors
    Discussion Paper Series, Department of Economics, Loughborough University Downloads
  7. The Debate about the Revived Bretton-Woods Regime: A Survey and Extension of the Literature
    School of Economics Working Paper Series, LeBow College of Business, Drexel University Downloads
    Also in Discussion Papers in Economics, Department of Economics, University of Leicester (2011) Downloads View citations (1)

    See also Journal Article in Journal of Economic Surveys (2013)

2011

  1. Generalized Cointegration: A New Concept with an Application to Health Expenditure and Health Outcomes
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (1)
    See also Journal Article in Empirical Economics (2012)
  2. The ECB's New Multi-Country Model for the Euro area: NMCM - with Boundedly Rational Learning Expectations*
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (5)
    Also in Working Paper Series, European Central Bank (2011) Downloads View citations (8)
  3. The Forward Rate Premium Puzzle: A Resolution?
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (6)
  4. The Nonexistence of Instrumental Variables
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads
    Also in Discussion Papers in Economics, Department of Economics, University of Leicester (2009) Downloads View citations (3)

2010

  1. Bretton-Woods systems, old and new, and the rotation of exchange-rate regimes
    Working Papers, Bank of Greece Downloads View citations (1)
    Also in Discussion Papers in Economics, Department of Economics, University of Leicester (2009) Downloads View citations (1)

    See also Journal Article in Manchester School (2011)
  2. Decision-Based Forecast Evaluation of UK Interest Rate Predictability*
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (1)
  3. Economic Value of Stock and Interest Rate Predictability in the UK
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads

2009

  1. Assessing the Casual Relationship between Euro-Area Money and Price in Time-Varying Environment
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (3)
  2. Effect of oil price changes on the price of Russian and Chinese oil shares
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (1)
  3. How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (2)
    Also in Discussion Paper Series, Department of Economics, Loughborough University (2009) Downloads View citations (6)

    See also Journal Article in Economic Modelling (2009)
  4. Measuring Convergence of the New Member Countries’ Exchange Rates to the Euro
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads
    See also Journal Article in Journal of Financial Transformation (2007)
  5. The Behaviour of Dickey Fuller test in the case of noisy data: to what extent we can trust the outcome
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads
  6. Time-Varying Coefficient Estimation in the Presence of Non-Stationarity
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (2)

2008

  1. A Portfolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (10)
    Also in Working Papers, Bank of Greece (2007) Downloads View citations (5)
  2. A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads
    See also Journal Article in Journal for Economic Forecasting (2010)
  3. Estimation of Parameters in the Presence of Model misspecification and Measurement Error
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (8)
  4. Spatial Interdependencies of FDI Locations: A Lessening of the Tyranny of Distance?
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (13)
    Also in Working Papers, Bank of Greece (2008) Downloads View citations (22)
  5. The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads View citations (3)
    See also Journal Article in Southern Economic Journal (2009)

2007

  1. A New Look at Economic Convergence in Europe: A Common Factor Approach
    Discussion Paper Series, Department of Economics, Loughborough University Downloads View citations (1)
    See also Journal Article in International Journal of Finance & Economics (2009)
  2. Production Constraints and the NAIRU
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2008)
  3. Stephen G Hall, George Hondroyiannis, P A V B Swamy, George S Tavlas - WP/07/05- Where Has All the Money Gone? Wealth and the Demand for Money in South Africa
    Working Papers, South African Reserve Bank Downloads
  4. Stephen G. Hall, George Hondroyiannis, P.A.V.B. Swamy and George S. Tavlas - WP/07/04- The Benefits and Costs of Monetary Union in Southern Africa- A Critical Survey of the Literature
    Working Papers, South African Reserve Bank Downloads

2006

  1. A COMPARISON BETWEEN TESTS FOR CHANGES IN THE ADJUSTMENT COEFFICIENTS IN COINTEGRATED SYSTEMS
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads
  2. Measuring the Correlation of Shocks betweem the EU15 and the New Member Countries
    Working Papers, Bank of Greece Downloads
    See also Journal Article in Economic Change and Restructuring (2006)

2005

  1. Non-Linear Properties of Currency Crises in Emerging Markets
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group Downloads

2004

  1. Foreign Direct Investment And Exchange Rate Uncertainty In Imperfectly Competitive Industries
    Royal Economic Society Annual Conference 2004, Royal Economic Society Downloads View citations (1)
    Also in Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group (2004) Downloads View citations (4)
  2. Foreign direct investment in industrial R&D and exchange rate uncertainty in the UK
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group Downloads View citations (4)

2003

  1. An Indicator Measuring Underlying Economic Activity in Greece
    Working Papers, Bank of Greece Downloads View citations (13)

2002

  1. Bargaining Models and Identifying the Wage Equation
    Royal Economic Society Annual Conference 2002, Royal Economic Society Downloads View citations (1)

2001

  1. Rational expectations and near rational alternatives: How best to form expectations
    Working Paper Series, European Central Bank Downloads View citations (2)

1999

  1. Inflation Targeting: The Delegation and Co-Ordination of Monetary Policy
    Computing in Economics and Finance 1999, Society for Computational Economics
  2. Modelling economies in transition: an introduction
    Discussion Paper Series In Economics And Econometrics, University of Southampton, Economics Division, School of Social Sciences Downloads
    See also Journal Article in Economic Modelling (2000)
  3. On the Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices
    Computing in Economics and Finance 1999, Society for Computational Economics View citations (24)
  4. Testing for Common Cycles in Money, Nominal Income and Prices
    Department of Economics - Working Papers Series, The University of Melbourne View citations (2)
    See also Journal Article in Manchester School (2003)

1997

  1. Labour Productivity in Transport and Communications: International Comparisons
    NIESR Discussion Papers, National Institute of Economic and Social Research

1996

  1. Wage Determination and Active Labour Market Programme
    NIESR Discussion Papers, National Institute of Economic and Social Research View citations (1)

1993

  1. An investigation of the effect of funding on the slope of the yield curve
    Bank of England working papers, Bank of England Downloads View citations (1)
  2. Rational bubbles during Polland’s hiperinflation: implications and empirical evidence
    Documentos de Trabajo (working papers), Department of Economics - dECON
    See also Journal Article in European Economic Review (1994)
  3. Structural breaks and GARCH modelling
    Documentos de Trabajo (working papers), Department of Economics - dECON

Undated

  1. Evolving Market Efficiency with an Application to Some Bulgarian Shares
    Ace Project Memoranda, Department of Economics, University of Leicester View citations (1)
    See also Journal Article in Economic Change and Restructuring (1997)
  2. MEMBER: Multi-Country Euro Area Model with Boundedly Estimated Rationality
    EcoMod2010, EcoMod Downloads
  3. Modelling Emerging Financial Markets and their Approach to Market Efficiency
    Computing in Economics and Finance 1996, Society for Computational Economics Downloads

Journal Articles

2015

  1. A NOTE ON GENERALIZING THE CONCEPT OF COINTEGRATION
    Macroeconomic Dynamics, 2015, 19, (07), 1633-1646 Downloads
  2. Are all sovereigns equal? A test of the common determination of sovereign spreads in the euro area
    Empirical Economics, 2015, 48, (3), 939-949 Downloads View citations (3)
    See also Working Paper (2014)
  3. MICROPRODUCTION FUNCTIONS WITH UNIQUE COEFFICIENTS AND ERRORS: A RECONSIDERATION AND RESPECIFICATION
    Macroeconomic Dynamics, 2015, 19, (02), 311-333 Downloads
  4. On the Interpretation of Instrumental Variables in the Presence of Specification Errors
    Econometrics, 2015, 3, (1), 1-10 Downloads View citations (9)
    See also Working Paper (2014)
  5. Two applications of the random coefficient procedure: Correcting for misspecifications in a small area level model and resolving Simpson's paradox
    Economic Modelling, 2015, 45, (C), 93-98 Downloads View citations (3)

2014

  1. Consumer credit in an era of financial liberalization: an overreaction to repressed demand?
    Applied Economics, 2014, 46, (2), 139-152 Downloads View citations (3)
    See also Working Paper (2012)
  2. Fundamentally Wrong: Market Pricing of Sovereigns and the Greek Financial Crisis
    Journal of Macroeconomics, 2014, 39, (PB), 405-419 Downloads View citations (16)
    See also Working Paper (2013)
  3. Inflation and Business Cycle Convergence in the Euro Area: Empirical Analysis Using an Unobserved Component Model
    Open Economies Review, 2014, 25, (5), 885-908 Downloads View citations (1)
  4. Lawrence R. Klein and the Economic Forecasting – A Survey
    Journal for Economic Forecasting, 2014, (1), 5-14 Downloads
  5. Revisiting the institutions-growth nexus in developing countries: The new evidence
    New Zealand Economic Papers, 2014, 48, (3), 301-312 Downloads View citations (2)

2013

  1. Do R&D strategies in high-tech sectors differ from those in low-tech sectors? An alternative approach to testing the pooling assumption
    Economic Change and Restructuring, 2013, 46, (2), 183-202 Downloads View citations (3)
  2. Is the relationship between prices and exchange rates homogeneous?
    Journal of International Money and Finance, 2013, 37, (C), 411-438 Downloads View citations (3)
    See also Working Paper (2013)
  3. Limited information minimal state variable learning in a medium-scale multi-country model
    Economic Modelling, 2013, 33, (C), 808-825 Downloads View citations (10)
  4. Measuring currency pressures: The cases of the Japanese yen, the Chinese yuan, and the UK pound
    Journal of the Japanese and International Economies, 2013, 29, (C), 1-20 Downloads View citations (3)
    See also Working Paper (2013)
  5. THE DEBATE ABOUT THE REVIVED BRETTON-WOODS REGIME: A SURVEY AND EXTENSION OF THE LITERATURE
    Journal of Economic Surveys, 2013, 27, (2), 340-363 Downloads View citations (3)
    See also Working Paper (2012)
  6. The forward rate premium puzzle: a case of misspecification?
    Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (3), 265-279 Downloads View citations (3)

2012

  1. Financial crisis, effective policy rules and bounded rationality in a New Keynesian framework
    Economic Change and Restructuring, 2012, 45, (1), 25-44 Downloads
  2. Generalized cointegration: a new concept with an application to health expenditure and health outcomes
    Empirical Economics, 2012, 42, (2), 603-618 Downloads View citations (6)
    See also Working Paper (2011)
  3. Introduction to the special issue in honour of Wojciech Charemza
    Economic Change and Restructuring, 2012, 45, (1), 1-2 Downloads
  4. Measurement of causal effects
    Economic Change and Restructuring, 2012, 45, (1), 3-23 Downloads View citations (2)
  5. Milton Friedman, the demand for money, and the ECB’s monetary policy strategy
    Review, 2012, (May), 153-186 Downloads View citations (2)
    See also Working Paper (2012)
  6. Spatial panel data analysis with feasible GLS techniques: An application to the Chinese real exchange rate
    Economic Modelling, 2012, 29, (1), 41-47 Downloads View citations (1)
  7. The Greek financial crisis: Growing imbalances and sovereign spreads
    Journal of International Money and Finance, 2012, 31, (3), 498-516 Downloads View citations (45)

2011

  1. BRETTON‐WOODS SYSTEMS, OLD AND NEW, AND THE ROTATION OF EXCHANGE‐RATE REGIMES
    Manchester School, 2011, 79, (2), 293-317 Downloads View citations (1)
    See also Working Paper (2010)
  2. The small sample properties of tests of the expectations hypothesis: a Monte Carlo investigation
    International Journal of Finance & Economics, 2011, 16, (2), 152-171 View citations (1)

2010

  1. A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data
    Journal for Economic Forecasting, 2010, (2), 57-78 Downloads
    See also Working Paper (2008)
  2. Arnold Zellner: January 2nd 1927-August 11th 2010
    Economic Modelling, 2010, 27, (6), 1337-1337 Downloads
  3. Exchange-rate volatility and export performance: Do emerging market economies resemble industrial countries or other developing countries?
    Economic Modelling, 2010, 27, (6), 1514-1521 Downloads View citations (12)
  4. Introduction: P.A.V.B. Swamy's contribution to Econometrics
    Economic Modelling, 2010, 27, (6), 1338-1344 Downloads
  5. The Fisher Effect Puzzle: A Case of Non-Linear Relationship?
    Open Economies Review, 2010, 21, (1), 91-103 Downloads View citations (6)

2009

  1. A new look at economic convergence in Europe: a common factor approach
    International Journal of Finance & Economics, 2009, 14, (1), 85-97 Downloads View citations (6)
    See also Working Paper (2007)
  2. Assessing the causal relationship between euro-area money and prices in a time-varying environment
    Economic Modelling, 2009, 26, (4), 760-766 Downloads View citations (8)
  3. Foreign Direct Investment in R&D and Exchange Rate Uncertainty
    Open Economies Review, 2009, 20, (2), 207-223 Downloads View citations (8)
  4. How far from the Euro Area? Measuring convergence of inflation rates in Eastern Europe
    Economic Modelling, 2009, 26, (4), 788-798 Downloads View citations (3)
    See also Working Paper (2009)
  5. The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?
    Southern Economic Journal, 2009, 76, (2), 467-481 Downloads View citations (10)
    See also Working Paper (2008)
  6. Where Has All the Money Gone? Wealth and the Demand for Money in South Africa †
    Journal of African Economies, 2009, 18, (1), 84-112 Downloads View citations (1)

2008

  1. Foreign direct investment and exchange rate uncertainty in South-East Asia
    International Journal of Finance & Economics, 2008, 13, (4), 349-359 Downloads View citations (4)
  2. Measuring the Correlation of Shocks Between the UK and the Core of Europe
    Journal for Economic Forecasting, 2008, 5, (1), 17-26 Downloads View citations (1)
  3. Production Constraints and the NAIRU
    Economics - The Open-Access, Open-Assessment E-Journal, 2008, 2, 1-15 Downloads View citations (1)
    See also Working Paper (2007)

2007

  1. Combining density forecasts
    International Journal of Forecasting, 2007, 23, (1), 1-13 Downloads View citations (110)
  2. Measuring convergence of the new member countries’ exchange rates to the euro
    Journal of Financial Transformation, 2007, 19, 20-25 View citations (2)
    See also Working Paper (2009)

2006

  1. An Independent Bank of England
    National Institute Economic Review, 2006, 196, (1), 120-127 Downloads
  2. Evaluating policy feedback rules using the joint density function of a stochastic model
    Economics Letters, 2006, 93, (1), 1-5 Downloads View citations (9)
  3. Measuring the correlation of shocks between the EU15 and the new member countries
    Economic Change and Restructuring, 2006, 39, (1), 19-34 Downloads View citations (6)
    See also Working Paper (2006)
  4. The New Monetary Regime
    National Institute Economic Review, 2006, 196, (1), 63-65 Downloads

2005

  1. A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates
    Open Economies Review, 2005, 16, (2), 107-133 Downloads
  2. Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR 'Fan' Charts of Inflation
    Oxford Bulletin of Economics and Statistics, 2005, 67, (s1), 995-1033 Downloads View citations (65)
  3. Interest rate linkages: a Kalman filter approach to detecting structural change
    Economic Modelling, 2005, 22, (2), 253-284 Downloads View citations (21)
  4. Interest rate linkages: identifying structural relations
    Applied Financial Economics, 2005, 15, (14), 977-986 Downloads View citations (5)

2004

  1. Expectations Formation and the 1990s ERM Crisis/Formación de expectativas y crisis del S.M.E en la década de los noventa
    Estudios de Economía Aplicada, 2004, 22, 161-174 Downloads
  2. Would adopting the Australian dollar provide superior monetary policy in New Zealand?
    Economic Modelling, 2004, 21, (6), 949-964 Downloads View citations (6)

2003

  1. Evaluating the Gains to Cooperation in the G-3
    Empirica, 2003, 30, (4), 337-356 Downloads View citations (2)
  2. S.G.B. Henry: a memoir and a festschrift essay
    Economic Modelling, 2003, 20, (2), 227-236 Downloads
  3. Testing for Common Cycles in Money, Nominal Income and Prices
    Manchester School, 2003, 71, (Supplement), 68-84 Downloads View citations (4)
    See also Working Paper (1999)

2002

  1. A Non-parametric Approach to Pricing and Hedging Derivative Securities: With an Application to LIFFE Data
    Computational Economics, 2002, 19, (3), 303-22 Downloads View citations (1)
  2. Foreign exchange market efficiency and cointegration
    Applied Financial Economics, 2002, 12, (2), 131-139 Downloads View citations (6)
  3. Measuring the Capital Stock in Russia: An Unobserved Component Model
    Economic Change and Restructuring, 2002, 35, (4), 365-70 Downloads View citations (4)
  4. Modelling Economic Policy Responses with an Application to the G3
    Annals of Economics and Statistics, 2002, (67-68), 415-433 Downloads
  5. On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices
    Journal of Economic Dynamics and Control, 2002, 26, (9-10), 1517-1537 Downloads View citations (31)
  6. The 1998 Russian crisis: could the exchange rate volatility have predicted it?
    Journal of Policy Modeling, 2002, 24, (2), 151-168 Downloads View citations (4)

2001

  1. Coordination and price shocks: an empirical analysis
    Economic Modelling, 2001, 18, (4), 569-584 Downloads View citations (1)
  2. Creating High-Frequency National Accounts with State-Space Modelling: A Monte Carlo Experiment
    Journal of Forecasting, 2001, 20, (6), 441-49 View citations (20)
  3. Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates
    International Journal of Finance & Economics, 2001, 6, (2), 127-38 Downloads View citations (9)

2000

  1. Do Market Participants Learn? The Case of the Budapest Stock Exchange
    Economic Change and Restructuring, 2000, 33, (1-2), 3-18 Downloads View citations (4)
  2. Modelling economies in transition: an introduction
    Economic Modelling, 2000, 17, (3), 339-357 Downloads View citations (12)
    See also Working Paper (1999)
  3. Unemployment and the capital stock: a dynamic structural model of the UK supply side
    Economic Modelling, 2000, 17, (3), 415-437 Downloads View citations (6)

1999

  1. A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence
    Oxford Bulletin of Economics and Statistics, 1999, 61, 749-67 Downloads View citations (9)
  2. Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test
    Journal of Applied Econometrics, 1999, 14, (2), 143-54 Downloads View citations (105)
  3. Examining the first stages of market performance: a test for evolving market efficiency
    Economics Letters, 1999, 64, (1), 1-12 Downloads View citations (33)
  4. Shock Hunting: The Relative Importance of Industry-Specific, Region-Specific and Aggregate Shocks in the OECD Countries
    Manchester School, 1999, 67, 49-65 Downloads View citations (10)
  5. Stylized Facts of the Business Cycle Revisited: A Structural Modelling Approach
    International Journal of Finance & Economics, 1999, 4, (3), 253-68 Downloads View citations (2)

1998

  1. Modelling and forecasting UK public finances
    Fiscal Studies, 1998, 19, (1), 63-81 Downloads View citations (4)

1997

  1. Cointegration and Changes in Regime: The Japanese Consumption Function
    Journal of Applied Econometrics, 1997, 12, (2), 151-68 Downloads View citations (46)
  2. E-equilibria and adaptive expectations: Output and inflation in the LBS model
    Journal of Economic Dynamics and Control, 1997, 21, (7), 1149-1171 Downloads View citations (13)
  3. Empirical Properties of the Black Market Zloty-Dollar Exchange Rate, 1955-1990
    International Journal of Finance & Economics, 1997, 2, (1), 29-37 Downloads
  4. Evolving Market Efficiency with an Application to Some Bulgarian Shares
    Economic Change and Restructuring, 1997, 30, (2), 75-90 Downloads View citations (19)
    Also in Economic Change and Restructuring, 1997, 30, (2-3), 75-90 (1997) Downloads View citations (20)

    See also Working Paper
  5. Learning about monetary union: An analysis of bounded rational learning in European labor markets
    Journal of Policy Modeling, 1997, 19, (5), 469-489 Downloads
  6. Measuring Economic Convergence
    International Journal of Finance & Economics, 1997, 2, (2), 131-43 Downloads View citations (18)
  7. Stabilizing energy related CO2 emissions for India
    Energy Economics, 1997, 19, (1), 125-150 Downloads View citations (1)
  8. Switching error-correction models of house prices in the United Kingdom
    Economic Modelling, 1997, 14, (4), 517-527 Downloads View citations (42)

1996

  1. Carbon abatement costs: an integrated approach for India
    Environment and Development Economics, 1996, 1, (01), 41-63 Downloads View citations (2)
  2. Endogenous technical progress in fossil fuel demand: The case of France
    Journal of Policy Modeling, 1996, 18, (2), 141-155 Downloads View citations (1)
  3. Measuring Underlying Economic Activity
    Journal of Applied Econometrics, 1996, 11, (2), 135-51 Downloads View citations (3)
  4. Modelling economies subject to structural change: The case of Germany
    Economic Modelling, 1996, 13, (4), 545-559 Downloads View citations (9)

1995

  1. A proposed framework for monetary policy
    Applied Economics Letters, 1995, 2, (5), 135-138 Downloads
  2. Macroeconomics and a Bit More Reality
    Economic Journal, 1995, 105, (431), 974-88 Downloads View citations (16)
  3. Model consistent learning and regime switching in the London Business School model
    Economic Modelling, 1995, 12, (2), 87-95 Downloads View citations (2)
  4. Price and Quantity Responses to Cost and Demand Shocks
    Oxford Bulletin of Economics and Statistics, 1995, 57, (2), 185-204 View citations (1)

1994

  1. Forecasting Economies in Transition: The Case of Romania
    Economic Change and Restructuring, 1994, 27, (3), 175-84 View citations (2)
  2. Is the Bundesbank Different from Other Central Banks: A Study Based on P
    Empirical Economics, 1994, 19, (4), 691-707 View citations (2)
  3. Rational bubbles during Poland's hyperinflation: Implications and empirical evidence
    European Economic Review, 1994, 38, (6), 1257-1276 Downloads View citations (32)
    See also Working Paper (1993)
  4. Robust optimal decisions with stochastic nonlinear economic systems
    Journal of Economic Dynamics and Control, 1994, 18, (1), 125-147 Downloads View citations (7)
  5. The Relevance of P-Star Analysis to UK Monetary Policy
    Economic Journal, 1994, 104, (424), 597-604 Downloads View citations (61)
  6. Transportation and energy in Santiago, Chile
    Transport Policy, 1994, 1, (4), 233-243 Downloads

1993

  1. Modelling Structural Change Using the Kalman Filter
    Economic Change and Restructuring, 1993, 26, (1), 1-13 View citations (8)
  2. Modelling the Sterling Effective Exchange Rate Using Expectations and Learning
    The Manchester School of Economic & Social Studies, 1993, 61, (3), 270-86 View citations (2)

1992

  1. Measuring Convergence of the EC Economies
    The Manchester School of Economic & Social Studies, 1992, 60, 99-111 View citations (35)
  2. Measuring Efficiency and Risk in the Major Bond Markets
    Oxford Economic Papers, 1992, 44, (4), 599-625 Downloads View citations (4)
  3. Testing a Discrete Switching Disequilibrium Model of the UK Labour Market
    Journal of Applied Econometrics, 1992, 7, (1), 83-91 Downloads View citations (1)

1991

  1. An Application of the Stochastic GARCH-in-Mean Model to Risk Premia in the London Metal Exchange
    The Manchester School of Economic & Social Studies, 1991, 59, 57-71 View citations (6)
  2. Cointegration in Recursive Systems
    Economic Journal, 1991, 101, (405), 239-51 Downloads View citations (22)
  3. Sterling's Relationship with the Dollar and the Deutschemark: 1976-89
    Economic Journal, 1991, 101, (406), 436-43 Downloads View citations (28)
  4. The Effect of Varying Length VAR Models on the Maximum Likelihood Estimates of Cointegrating Vectors
    Scottish Journal of Political Economy, 1991, 38, (4), 317-23 View citations (31)

1990

  1. An Algorithm for the Solution of Stochastic Optimal Control Problems for Large Nonlinear Econometric Models
    Journal of Applied Econometrics, 1990, 5, (4), 393-99 Downloads View citations (2)
  2. Manufacturing Stocks: Expectations, Risk and Co-integration
    Economic Journal, 1990, 100, (402), 756-72 Downloads View citations (12)

1989

  1. An Investigation of the Long-run Properties of Aggregate Non-durable Consumers' Expenditure in the United Kingdom
    Economic Journal, 1989, 99, (396), 454-60 Downloads View citations (6)
  2. Maximum Likelihood Estimation of Cointegration Vectors: An Example of the Johansen Procedure
    Oxford Bulletin of Economics and Statistics, 1989, 51, (2), 213-18 View citations (26)
  3. Modelling Asset Prices with Time-Varying Betas
    The Manchester School of Economic & Social Studies, 1989, 57, (4), 340-56 View citations (5)

1988

  1. Analysing Unstable Policy Prescriptions in Linear Difference Models with Rational Expectations
    Bulletin of Economic Research, 1988, 40, (3), 217-25

1987

  1. A Forward Looking Model of the Exchange Rate
    Journal of Applied Econometrics, 1987, 2, (1), 47-60 Downloads View citations (6)
  2. Analysing Economic Behaviour 1975-85 with a Model Incorporating Consistent Expectations
    National Institute Economic Review, 1987, 120, (1), 75-80 Downloads
  3. Wage Models
    National Institute Economic Review, 1987, 119, (1), 70-75 Downloads View citations (10)

1986

  1. A dynamic econometric model of the UK with rational expectations
    Journal of Economic Dynamics and Control, 1986, 10, (1-2), 219-223 Downloads View citations (1)
  2. An Application of the Granger & Engle Two-Step Estimation Procedure to United Kingdom Aggregate Wage Data
    Oxford Bulletin of Economics and Statistics, 1986, 48, (3), 229-39 View citations (33)
  3. Consistent Simulations and the National Institute Model 8
    National Institute Economic Review, 1986, 115, (1), 64-73 Downloads
  4. Disequilibrium models with rational expectations: An application to the UK labour market
    Economics Letters, 1986, 21, (3), 215-220 Downloads
  5. Forecasting employment: The role of forward-looking behaviour
    International Journal of Forecasting, 1986, 2, (4), 435-445 Downloads
  6. Forecasting with an Econometric Model: Some Recent Results Using the National Institute Model
    Journal of Applied Econometrics, 1986, 1, (2), 163-83 Downloads
  7. Manufacturing Stocks and Forward-Looking Expectations in the UK
    Economica, 1986, 53, (212), 447-65 Downloads View citations (2)
  8. Oil Prices and the Economy
    National Institute Economic Review, 1986, 116, (1), 38-44 Downloads
  9. The Application of Stochastic Simulation Techniques to the National Institute's Model 7
    The Manchester School of Economic & Social Studies, 1986, 54, (2), 180-201 View citations (5)
  10. The Exchange Rate and the Balance of Payments
    National Institute Economic Review, 1986, 115, (1), 74-82 Downloads
  11. The use of prior regressions in the estimation of error correction models
    Economics Letters, 1986, 20, (1), 33-37 Downloads View citations (1)
  12. Time inconsistency and optimal policy formulation in the presence of rational expectations
    Journal of Economic Dynamics and Control, 1986, 10, (1-2), 323-326 Downloads

1985

  1. Forecasting with a Rational Expectations Model of the UK: A Comment
    Oxford Bulletin of Economics and Statistics, 1985, 47, (4), 337-45
  2. On the Solution of Large Economic Models with Consistent Expectations
    Bulletin of Economic Research, 1985, 37, (2), 157-61 View citations (8)
  3. Rational Expectations in an Econometric Model: Niesr Model 8
    National Institute Economic Review, 1985, 114, (1), 58-68 Downloads View citations (1)

1984

  1. On the Solution of High Order, Symmetric, Difference Equations
    Oxford Bulletin of Economics and Statistics, 1984, 46, (1), 85-88

1983

  1. Money and the Walrasian Utility Function
    Oxford Economic Papers, 1983, 35, (2), 247-53 Downloads View citations (1)
  2. The Economic Effects of North Sea Oil
    National Institute Economic Review, 1983, 104, (1), 38-44 Downloads View citations (1)

1982

  1. Money and the Economics of Leon Walras
    Scottish Journal of Political Economy, 1982, 29, (3), 246-55 View citations (3)

1980

  1. Scarcity, energy and economic progress: by Ferdinand E. Banks 200 pp, [UK pound]10.50, Lexington books, Lexington, MA, 1978
    Energy Economics, 1980, 2, (1), 60-61 Downloads

Editor

  1. Economic Modelling
    Elsevier
 
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