Details about Anthony Murphy

Access statistics for papers by Anthony Murphy.

Last updated 2009-11-21. Update your information in the RePEc Author Service.

Short-id: pmu76

Working Papers

2006

1. Bootstrapping long memory tests: some Monte Carlo results
   Working Papers, Lancaster University Management School, Economics Department
   See also Journal Article in Computational Statistics & Data Analysis (2009)
2. Housing Market Dynamics and Regional Migration in Britain
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in Economics Series Working Papers, University of Oxford, Department of Economics (2006) View citations
3. Order flow transaction clock and normality of asset returns: A comment on Ané and Geman (2000)
   Working Papers, Lancaster University Management School, Economics Department
   Also in Finance, EconWPA (2005) View citations
4. Was There A British House Price Bubble? Evidence from a Regional Panel
   Economics Series Working Papers, University of Oxford, Department of Economics View citations
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) View citations

2005

5. Booms, Busts and Ripples in British Regional Housing Markets
   Macroeconomics, EconWPA
6. Score Tests of Normality in Bivariate Probit Models
   Econometrics, EconWPA
   See also Journal Article in Economics Letters (2007)

1998

7. Modelling Winners and Losers in Contingent Valuation of Public Goods Appropriate Welfare Measures and Economic Analysis
   Working Papers, College Dublin, Department of Political Economy-

1997

8. Booms and Busts in the UK Housing Market
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
   Also in Economics Papers, Economics Group, Nuffield College, University of Oxford (1996) View citations
   See also Journal Article in Economic Journal (1997)
9. Unemployment, Non-Participation and Labour Market Slack among Irish Males
   Working Papers, College Dublin, Department of Political Economy-

1988

10. Housing, Wages and UK Labour Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations
    See also Journal Article in Oxford Bulletin of Economics and Statistics (1989)

Journal Articles

2009

1. Bootstrapping long memory tests: Some Monte Carlo results
   Computational Statistics & Data Analysis, 2009, 53, (6), 2325-2334
   See also Working Paper (2006)

2008

2. Employer and Employee Ignorance in Developing Countries: The Case of Trinidad and Tobago
   Review of Development Economics, 2008, 12, (2), 339-353
3. Housing markets and the economy: the assessment
   Oxford Review of Economic Policy, 2008, 24, (1), 1-33 View citations

2007

4. Score tests of normality in bivariate probit models
   Economics Letters, 2007, 95, (3), 374-379 View citations
   See also Working Paper (2005)

2005

5. A guided tour of TSMod 4.03
   Journal of Applied Econometrics, 2005, 20, (5), 691-698 View citations
6. Entry, exit and trading profits: A look at the trading strategies of a proprietary trading team
   Journal of Empirical Finance, 2005, 12, (5), 629-649 View citations

2001

7. Modelling Winners and Losers in Contingent Valuation of Public Goods: Appropriate Welfare Measures and Econometric Analysis
   Economic Journal, 2001, 111, (470), 420-43 View citations

2000

8. A Simple Artificial Regression Based Test of the Goodness of Fit of Binary Choice Models
   Oxford Bulletin of Economics and Statistics, 2000, 62, (3), 445-50
9. Bootstrapping the Small Sample Critical Values of the Rescaled Range Statistic
   The Economic and Social Review, 2000, 31, (4), 351-359 View citations

1997

10. Booms and Busts in the UK Housing Market
    Economic Journal, 1997, 107, (445), 1701-27 View citations
    See also Working Paper (1997)

1996

11. A piecewise-constant hazard-rate model for the duration of unemployment in single-interview samples of the stock of unemployed
    Economics Letters, 1996, 51, (2), 177-183 View citations
12. Simple LM tests of mis-specification for ordered logit models
    Economics Letters, 1996, 52, (2), 137-141 View citations

1989

13. Housing, Wages and UK Labour Markets
    Oxford Bulletin of Economics and Statistics, 1989, 51, (2), 97-136 View citations
    See also Working Paper (1988)