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Details about Kevin Lee

E-mail:
Homepage:http://www.nottingham.ac.uk/~lezkl/
Postal address:Sir Clive Granger Building School of Economics University of Nottingham University Park Nottingham NG7 2RD UK
Workplace:School of Economics, University of Nottingham, (more information at EDIRC)
Centre for Finance, Credit and Macroeconomics (CFCM), School of Economics, University of Nottingham, (more information at EDIRC)
Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham, (more information at EDIRC)

Access statistics for papers by Kevin Lee.

Last updated 2017-09-11. Update your information in the RePEc Author Service.

Short-id: ple288


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Working Papers

2015

  1. Real-Time Data should be used in Forecasting Output Growth and Recessionary Events in the US
    Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) Downloads

2014

  1. Forecasting Global Recessions in a GVAR Model of Actual and Expected Output in the G7
    Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) Downloads

2012

  1. Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis using Model Averaging Methods
    Department of Economics - Working Papers Series, The University of Melbourne Downloads
    See also Journal Article in Manchester School (2013)

2011

  1. The Australian Real?Time Datbase: An Overview and an Illustration of its Use in Business Cycle Analysis
    Department of Economics - Working Papers Series, The University of Melbourne Downloads
  2. The Meta Taylor Rule
    Department of Economics - Working Papers Series, The University of Melbourne Downloads View citations (2)
    Also in Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) Downloads

    See also Journal Article in Journal of Money, Credit and Banking (2015)

2010

  1. Financial Restraints and Private Investment: Evidence from a Nonstationary Panel*
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads
    See also Journal Article in Economic Inquiry (2013)

2009

  1. Decision Making in hard Times: What is a Recession, Why Do We Care and How Do We Know When We Are in One?
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads
    See also Journal Article in The North American Journal of Economics and Finance (2011)
  2. Measuring the Natural Output Gap using Actual and Expected Output Data
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics Downloads
    Also in Discussion Papers in Economics, Department of Economics, University of Leicester (2009) Downloads
    Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) Downloads
  3. Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real-Time Data are Available
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    Also in Discussion Papers in Economics, Department of Economics, University of Leicester (2008) Downloads View citations (3)

2006

  1. Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics Downloads View citations (1)
  2. Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics Downloads View citations (2)
  3. Real Time Representations of the Output Gap
    Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics Downloads View citations (5)
    Also in Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group (2005) Downloads View citations (9)

    See also Journal Article in The Review of Economics and Statistics (2008)

2005

  1. Investment Decisions Under Model Uncertainty: An Application Using Exchanger Rate and Interest Rate Forecasts
    Computing in Economics and Finance 2005, Society for Computational Economics

2004

  1. Business survey forecasts and measurement of output trends in five European economies
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group Downloads
  2. Modelling Macroeconomic Linkages in a Monetary Union: A West African Example
    WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) Downloads View citations (1)
  3. Overcoming Measurement Error Problems in the use of Survey Data on Expectations
    Econometric Society 2004 Australasian Meetings, Econometric Society View citations (1)
    See also Journal Article in The Economic Record (2007)
  4. The Characteristics of Macroeconomic Shocks in the CFA Franc Zone
    WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) Downloads View citations (5)
    See also Journal Article in Journal of African Economies (2004)

2002

  1. Corporate profitability and the dynamics of competition in emerging markets: a time series analysis
    Working Papers, Centre for Business Research, University of Cambridge Downloads View citations (12)
    See also Journal Article in Economic Journal (2003)
  2. Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy
    Royal Economic Society Annual Conference 2002, Royal Economic Society Downloads View citations (59)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2000) Downloads View citations (21)

2001

  1. A long run structural macroeconometric model of the UK
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh Downloads View citations (24)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (1998) View citations (10)

    See also Journal Article in Economic Journal (2003)
  2. Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh Downloads View citations (8)

2000

  1. Competition, Corporate Governance and Financing of corporate Growth in Emerging Markets
    Accounting and Finance Discussion Papers, Faculty of Economics, University of Cambridge Downloads View citations (8)
    Also in MPRA Paper, University Library of Munich, Germany (2000) Downloads View citations (8)
  2. Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy
    Discussion Papers in Economics, Department of Economics, University of Leicester Downloads

1999

  1. A long run structural macroeconometric model of the UK (first version)
    ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh Downloads

1998

  1. A Structural Cointegrating VAR Approach to Macroeconometric Modelling
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (20)
    Also in ESE Discussion Papers, Edinburgh School of Economics, University of Edinburgh (1998) Downloads View citations (8)
  2. Cross-sectional Aggregation of Non-linear Models
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (2)
    See also Journal Article in Journal of Econometrics (2000)

1996

  1. Growth and Convergence in a Multi-Country Empirical Stochastic Solow Model
    Working Papers, Economic Research Forum Downloads View citations (2)
    Also in Discussion Papers in Economics, Department of Economics, University of Leicester View citations (13)

    See also Journal Article in Journal of Applied Econometrics (1997)
  2. Takeovers, institutional investment and the persistence of profits
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

1995

  1. Expectations Fromation and Business Cycle Fluctuations: An Empirical Analysis of Actual and Expected Output in UK Manufacturing, 1975-1993
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
  2. Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (4)
  3. Options. Economic Fluctuations in a Model of Output Growth in the G7 Economies, 1960-1991
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge

1992

  1. Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
    See also Journal Article in Journal of Business & Economic Statistics (1994)
  2. The Role of Sectoral Interactions in Wage Determination in the UK Economy
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
    See also Journal Article in Economic Journal (1993)

1991

  1. Persistence of Shocks and Its Sources in a Multisectorial Model of UK Output Growth
    Working Papers, California Los Angeles - Applied Econometrics View citations (2)

1990

  1. PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE U.S. ECONOMY
    Working Papers, California Los Angeles - Applied Econometrics View citations (5)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (1990) View citations (1)

    See also Journal Article in Journal of Econometrics (1993)

1988

  1. Aggregation Bias and Labor Demand Equations for the U.K. Economy
    UCLA Economics Working Papers, UCLA Department of Economics Downloads View citations (3)

Undated

  1. Decision-Making in Hard Times: What is a Recession, Why Do We Care and When Do We Know We Are in One?
    Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) Downloads
  2. Household Credit and Probability Forecasts of Financial Distress in the United Kingdom
    Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) Downloads
  3. Information, Business Survey Forecasts and Measurement of Output Trends in Six European Economies
    Discussion Papers in European Economics, Department of Economics, University of Leicester Downloads View citations (1)
  4. Public Sector Debt Dynamics: The Persistence and Sources of Shocks to Debt in Ten EU Countries
    Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) Downloads

Journal Articles

2016

  1. Forecasting global recessions in a GVAR model of actual and expected output
    International Journal of Forecasting, 2016, 32, (2), 374-390 Downloads View citations (1)
  2. Information rigidities and the news-adjusted output gap
    Journal of Economic Dynamics and Control, 2016, 70, (C), 1-17 Downloads

2015

  1. The Meta Taylor Rule
    Journal of Money, Credit and Banking, 2015, 47, (1), 73-98 Downloads View citations (2)
    See also Working Paper (2011)

2013

  1. FINANCIAL RESTRAINTS AND PRIVATE INVESTMENT: EVIDENCE FROM A NONSTATIONARY PANEL
    Economic Inquiry, 2013, 51, (1), 248-259 Downloads View citations (10)
    See also Working Paper (2010)
  2. Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis Using Model Averaging Methods
    Manchester School, 2013, 81, 28-53 Downloads View citations (5)
    See also Working Paper (2012)
  3. Public Sector Debt Dynamics: The Persistence and Sources of Shocks to Debt in 10 EU Countries
    Journal of Money, Credit and Banking, 2013, 45, (2-3), 277-298 Downloads View citations (3)

2012

  1. Australian Real-Time Database: An Overview and an Illustration of its Use in Business Cycle Analysis
    The Economic Record, 2012, 88, (283), 495-516 Downloads
  2. Does one size fit all? Modelling macroeconomic linkages in the West African Economic and Monetary Union
    Economic Change and Restructuring, 2012, 45, (1), 45-70 Downloads View citations (3)

2011

  1. Decision-making in hard times: What is a recession, why do we care and how do we know when we are in one?
    The North American Journal of Economics and Finance, 2011, 22, (1), 43-60 Downloads View citations (4)
    See also Working Paper (2009)

2010

  1. Investing under model uncertainty: Decision based evaluation of exchange rate forecasts in the US, UK and Japan
    Journal of International Money and Finance, 2010, 29, (3), 403-422 Downloads View citations (7)

2009

  1. Real time representation of the UK output gap in the presence of model uncertainty
    International Journal of Forecasting, 2009, 25, (1), 81-102 Downloads View citations (13)

2008

  1. Real-Time Representations of the Output Gap
    The Review of Economics and Statistics, 2008, 90, (4), 792-804 Downloads View citations (34)
    See also Working Paper (2006)

2007

  1. Overcoming Measurement Error Problems in the Use of Survey Data on Expectations
    The Economic Record, 2007, 83, (262), 303-316 Downloads View citations (1)
    See also Working Paper (2004)

2004

  1. The Characteristics of Macroeconomic Shocks in the CFA Franc Zone
    Journal of African Economies, 2004, 13, (4), 488-517 View citations (7)
    See also Working Paper (2004)

2003

  1. A Long run structural macroeconometric model of the UK
    Economic Journal, 2003, 113, (487), 412-455 Downloads View citations (96)
    See also Working Paper (2001)
  2. Corporate profitability and the dynamics of competition in emerging markets: a time series analysis
    Economic Journal, 2003, 113, (491), F465-F484 Downloads View citations (14)
    See also Working Paper (2002)
  3. Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy
    Journal of the American Statistical Association, 2003, 98, 829-838 Downloads View citations (28)

2001

  1. Intensity of Competition in Emerging Markets and Advanced Economies: Evidence from the Persistence of Corporate rates of Return in Emerging Markets
    Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, 2001, 70, (2), 201-202 Downloads
  2. Persistence of profitability and competition in emerging markets
    Economics Letters, 2001, 72, (2), 247-253 Downloads View citations (46)

2000

  1. Cross-sectional aggregation of non-linear models
    Journal of Econometrics, 2000, 95, (2), 285-331 Downloads View citations (28)
    See also Working Paper (1998)
  2. Expectations Formation and Business Cycle Fluctuations: An Empirical Analysis of Actual and Expected Output in UK Manufacturing, 1975-1996
    Oxford Bulletin of Economics and Statistics, 2000, 62, (4), 463-90 Downloads View citations (3)
  3. Measuring Output Trends Using Actual and Expected Output in UK Manufacturing, 1975-98
    Manchester School, 2000, 68, 75-91 Downloads

1998

  1. Cross-country interdependencies in growth dynamics: A model of output growth in the G7 economies, 1960–1994
    Review of World Economics (Weltwirtschaftliches Archiv), 1998, 134, (3), 367-403 Downloads View citations (2)
  2. Growth Empirics: A Panel Data Approach—A Comment
    The Quarterly Journal of Economics, 1998, 113, (1), 319-323 Downloads View citations (72)

1997

  1. Growth and Convergence in Multi-country Empirical Stochastic Solow Model
    Journal of Applied Econometrics, 1997, 12, (4), 357-92 Downloads View citations (193)
    See also Working Paper (1996)
  2. Modelling economic growth in the UK: An econometric case for disaggregated sectoral analysis
    Economic Modelling, 1997, 14, (3), 369-394 Downloads View citations (5)

1994

  1. Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods
    Journal of Business & Economic Statistics, 1994, 12, (1), 11-21 View citations (10)
    See also Working Paper (1992)
  2. Formation of Price and Cost Inflation Expectations in British Manufacturing Industries: A Multi-Sectoral Analysis
    Economic Journal, 1994, 104, (423), 372-85 Downloads View citations (12)

1993

  1. Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth
    Ricerche Economiche, 1993, 47, (3), 293-322 Downloads View citations (45)
  2. Persistence, cointegration, and aggregation: A disaggregated analysis of output fluctuations in the U.S. economy
    Journal of Econometrics, 1993, 56, (1-2), 57-88 Downloads View citations (32)
    See also Working Paper (1990)
  3. The Role of Sectoral Interactions in Wage Determination in the UK Economy
    Economic Journal, 1993, 103, (416), 21-55 Downloads View citations (22)
    See also Working Paper (1992)
  4. Trade unions, relative wages, and the employment of young workers
    European Journal of Political Economy, 1993, 9, (3), 333-355 Downloads

1992

  1. Persistence of Shocks and Their
    Economic Journal, 1992, 102, (411), 342-56 Downloads View citations (19)

1990

  1. Testing for Aggregation Bias in Linear Models
    Economic Journal, 1990, 100, (400), 137-50 Downloads View citations (19)

1989

  1. Institutional investment, mergers and the market for corporate control
    International Journal of Industrial Organization, 1989, 7, (1), 73-100 Downloads View citations (16)

1988

  1. Inflation and Labour Market Adjustment: The UK Experience
    Economica, 1988, 55, (219), 409-16 Downloads
  2. The Effect of Changes in Britain's Industrial Structure on Female Relative Pay and Employment
    Economic Journal, 1988, 98, (392), 818-32 Downloads View citations (7)

Books

2012

  1. Global and National Macroeconometric Modelling: A Long-Run Structural Approach
    OUP Catalogue, Oxford University Press View citations (11)
    Also in OUP Catalogue, Oxford University Press (2006) View citations (135)
 
Page updated 2017-09-25