Details about David A. Peel

Homepage:	https://www.lancaster.ac.uk/lums/people/david-peel
Workplace:	Department of Economics, Management School, Lancaster University, (more information at EDIRC)

Access statistics for papers by David A. Peel.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: ppe143

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Working Papers

2021

1. The Impact of the ECB Banking Supervision Announcements on the EU Stock Market
   DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) View citations (6)

2020

2. On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences
   Working Papers, Lancaster University Management School, Economics Department

2017

3. Exuberance in the U.K. Regional Housing Markets
   Working Papers, Lancaster University Management School, Economics Department View citations (5)
4. Pre-Decision Side-Bet Sequences
   Working Papers, Lancaster University Management School, Economics Department
   See also Journal Article Pre-Decision Side-Bet Sequences, Economics Bulletin, AccessEcon (2019) (2019)

2016

5. Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K
   Working Papers, Lancaster University Management School, Economics Department

2015

6. Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation
   Working Papers, Banco de España View citations (2)

2014

7. Episodes of exuberance in housing markets
   Working Papers, Lancaster University Management School, Economics Department View citations (14)

2013

8. Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (12)
   See also Journal Article Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun, The Journal of Real Estate Finance and Economics, Springer (2016) View citations (62) (2016)
9. Higher-order moments in the theory of diversification and portfolio composition
   Working Papers, Lancaster University Management School, Economics Department View citations (5)

2012

10. A New Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation
    Working Papers, Lancaster University Management School, Economics Department View citations (20)

2011

11. On the stability of the CRRA utility under high degrees of uncertainty
    Working Papers, Lancaster University Management School, Economics Department View citations (1)

2010

12. Further empirical evidence on the consumption-real exchange rate anomaly
    Working Papers, Lancaster University Management School, Economics Department
13. The Impact of ECB and FED announcements on the Euro Interest Rates
    DEP - series of economic working papers, University of Genoa, Research Doctorate in Public Economics View citations (3)
    See also Journal Article The impact of ECB and FED announcements on the Euro interest rates, Economics Letters, Elsevier (2011) View citations (10) (2011)

2009

14. Bubbles in House Prices and their Impact on Consumption: Evidence for the US
    Working Papers, Lancaster University Management School, Economics Department View citations (17)
15. ESTAR model with multiple fixed points. Testing and Estimation
    Working Papers, Lancaster University Management School, Economics Department View citations (2)
16. Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear
    Working Papers, Lancaster University Management School, Economics Department View citations (1)
17. Linkages between Shanghai and Hong Kong stock indices
    Working Papers, Lancaster University Management School, Economics Department View citations (16)
    See also Journal Article Linkages between Shanghai and Hong Kong stock indices, Applied Financial Economics, Taylor & Francis Journals (2009) View citations (16) (2009)
18. Real Exchange Rates and Time-Varying Trade Costs
    Working Papers, Lancaster University Management School, Economics Department View citations (2)
    See also Journal Article Real exchange rates and time-varying trade costs, Journal of International Money and Finance, Elsevier (2011) View citations (10) (2011)
19. Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form
    Working Papers, Lancaster University Management School, Economics Department View citations (4)
    See also Journal Article Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form, Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2010) View citations (17) (2010)

2007

20. Inflation Dynamics in the US -A Nonlinear Perspective
    FMG Discussion Papers, Financial Markets Group View citations (5)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007) View citations (5)

2006

21. Are analysts’ loss functions asymmetric?
    Working Papers, Lancaster University Management School, Economics Department View citations (3)
22. On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    Also in Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2005)
    See also Journal Article On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets, Open Economies Review, Springer (2007) View citations (3) (2007)
23. On the relationship between Nominal Exchange Rates and domestic and foreign prices
    Working Papers, Lancaster University Management School, Economics Department View citations (1)
    See also Journal Article On the relationship between nominal exchange rates and domestic and foreign prices, Applied Financial Economics, Taylor & Francis Journals (2007) View citations (4) (2007)
24. Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    Also in Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2006)
    See also Journal Article Simulating stock returns under switching regimes - A new test of market efficiency, Economics Letters, Elsevier (2007) View citations (5) (2007)

2005

25. A NEW ANALYSIS OF THE DETERMINANTS OF THE REAL DOLLAR-STERLING EXCHANGE RATE: 1871-1994
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (9)
    Also in Working Papers, Lancaster University Management School, Economics Department (2005) View citations (2)
26. Are analysts' loss functions asymmetric?
    Working Papers, Lancaster University Management School, Economics Department View citations (2)
    See also Journal Article Are Analysts' Loss Functions Asymmetric?, Journal of Forecasting, John Wiley & Sons, Ltd. (2012) View citations (6) (2012)
27. Cumulative prospect theory and gambling
    Working Papers, Lancaster University Management School, Economics Department View citations (4)
28. Habit, aggregation and long memory: evidence from television audience data
    Working Papers, Lancaster University Management School, Economics Department
    See also Journal Article Habit, aggregation and long memory: evidence from television audience data, Applied Economics, Taylor & Francis Journals (2007) View citations (1) (2007)
29. Smooth transition models and arbitrage consistency
    Working Papers, Lancaster University Management School, Economics Department View citations (12)
    See also Journal Article Smooth Transition Models and Arbitrage Consistency, Economica, London School of Economics and Political Science (2005) View citations (12) (2005)
30. THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (11)
    See also Journal Article The process followed by PPP data. On the properties of linearity tests, Applied Economics, Taylor & Francis Journals (2005) View citations (11) (2005)
31. Temporal aggregation of an ESTAR process
    Working Papers, Lancaster University Management School, Economics Department View citations (1)
32. The long memory model of political support: some further results
    Working Papers, Lancaster University Management School, Economics Department
    See also Journal Article The long memory model of political support: some further results, Applied Economics, Taylor & Francis Journals (2007) View citations (9) (2007)

2004

33. ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (5)
    See also Journal Article Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting, Journal of Forecasting, John Wiley & Sons, Ltd. (2004) View citations (5) (2004)
34. Calvo Contracts: A Critique
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
35. NONLINEAR PPP UNDER THE GOLD STANDARD
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (5)
36. TEMPORAL AGGREGATION OF AN ESTAR PROCESS: SOME IMPLICATIONS FOR PURCHASING POWER PARITY ADJUSTMENT
    Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) View citations (9)
    See also Journal Article Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006) View citations (1) (2006)

2002

37. Exploitability as a Specification Test of the Phillips Curve
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (4)
38. Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (1)
    See also Journal Article Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997, Journal of Money, Credit and Banking, Blackwell Publishing (2003) View citations (16) (2003)

2001

39. Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (740)
    See also Journal Article Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2001) View citations (694) (2001)

1998

40. Optimal Monetary Policy in a Model of Asymmetric Central Bank Preferences
    FMG Discussion Papers, Financial Markets Group View citations (39)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1998) View citations (1)

1984

41. Money and activity in the U.K. 1961-1983: surprise? surprise!
    Working Papers, Federal Reserve Bank of St. Louis

1983

42. The Life Cycle Hypothesis and Rational Expectations: Some Further Empirical Results
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)

1981

43. On Optimal Returns to a Factor
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES)

Undated

44. Spreads, Efficiency and Outcome Uncertainty: Evidence from the Rugby League
    Discussion Papers, Department of Economics, University of Wales, Aberystwyth

Journal Articles

2024

1. On skew preference or non-skew preference of a CPT DM revealed in lottery choices with three payoffs
   Economics Letters, 2024, 235, (C)
2. The Kőszegi–Rabin expectations-based model and risk-apportionment tasks for elicitation of higher order risk preferences
   Journal of Economic Behavior & Organization, 2024, 224, (C), 749-770

2023

3. Higher order risk attitudes: new model insights and heterogeneity of preferences
   Experimental Economics, 2023, 26, (1), 145-192 View citations (1)
4. On the predictions of cumulative prospect theory for third and fourth order risk preferences
   Theory and Decision, 2023, 95, (2), 337-359 View citations (1)

2021

5. On the contribution of the Markowitz model of utility to explain risky choice in experimental research
   Journal of Economic Behavior & Organization, 2021, 182, (C), 527-543 View citations (1)

2019

6. Flexible distribution functions, higher-order preferences and optimal portfolio allocation
   Quantitative Finance, 2019, 19, (4), 699-703 View citations (7)
7. Pre-Decision Side-Bet Sequences
   Economics Bulletin, 2019, 39, (1), 533-539
   See also Working Paper Pre-Decision Side-Bet Sequences, Working Papers (2017) (2017)

2018

8. A NONLINEAR ANALYSIS OF THE REAL EXCHANGE RATE–CONSUMPTION RELATIONSHIP
   Macroeconomic Dynamics, 2018, 22, (7), 1825-1843
9. An explanation of each-way wagers in three models of risky choice
   Applied Economics, 2018, 50, (22), 2431-2438
10. Consistency of two major data sources for exchange rates in the interwar period and further evidence on the behaviour of exchange rates during hyperinflations
    International Journal of Finance & Economics, 2018, 23, (4), 442-455
11. Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
    Studies in Nonlinear Dynamics & Econometrics, 2018, 22, (5), 17 View citations (1)
12. On the persistence and dynamics of Big 4 real audit fees: Evidence from the UK
    Journal of Business Finance & Accounting, 2018, 45, (5-6), 714-727 View citations (9)
13. Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market
    Journal of Money, Credit and Banking, 2018, 50, (5), 833-856 View citations (26)

2017

14. LOSS AVERSION AND RUINOUS OPTIMAL WAGERS IN CUMULATIVE PROSPECT THEORY
    Economics Bulletin, 2017, 37, (1), 352-360
15. TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES
    International Economic Review, 2017, 58, (4), 1191-1226 View citations (18)
16. Wagering on more than one outcome in an event in Cumulative Prospect Theory and Rank Dependent Utility
    Economics Letters, 2017, 154, (C), 45-47 View citations (4)

2016

17. Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun
    The Journal of Real Estate Finance and Economics, 2016, 53, (4), 419-449 View citations (62)
    See also Working Paper Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun, Globalization Institute Working Papers (2013) View citations (12) (2013)
18. Loss Aversion and Ruinous Optimal Wagering in the Markowitz Model of Non-Expected Utility
    Economics Bulletin, 2016, 36, (2), 688-695
19. On the Positive Expected Utility of Combination Wagers
    Decision Analysis, 2016, 13, (3), 209-212
20. Pure higher-order effects in the portfolio choice model
    Finance Research Letters, 2016, 19, (C), 255-260 View citations (9)

2015

21. Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation
    Economics Letters, 2015, 132, (C), 13-17 View citations (4)

2013

22. AN EXAMPLE OF AN OPTIMAL FORECAST EXHIBITING DECREASING BIAS WITH INCREASING FORECAST HORIZON
    Bulletin of Economic Research, 2013, 65, (4), 362-371
23. Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets
    Economics Letters, 2013, 119, (3), 264-267 View citations (3)
24. Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study
    Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (3), 297-312 View citations (7)
25. Nonlinear dynamics in economics and finance and unit root testing
    The European Journal of Finance, 2013, 19, (6), 572-588
26. On the Implications of the Markowitz Model of Utility embodying Gain Seeking Preferences for Odds on Betting and Bookmakers choice of Spread or Odds Betting
    Economics Bulletin, 2013, 33, (2), 1420-1428
27. Systematic Positive Expected Returns in the UK Fixed Odds Betting Market: An Analysis of the Fink Tank Predictions
    IJFS, 2013, 1, (4), 1-15 View citations (3)

2012

28. Are Analysts' Loss Functions Asymmetric?
    Journal of Forecasting, 2012, 31, (8), 736-756 View citations (6)
    See also Working Paper Are analysts' loss functions asymmetric?, Working Papers (2005) View citations (2) (2005)
29. Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates
    Journal of Forecasting, 2012, 31, (7), 580-595 View citations (5)
30. Further examples of the impact of skewness on the expected utility of a risk-averse agent
    Applied Economics Letters, 2012, 19, (12), 1117-1121 View citations (3)
31. On the potential for observational equivalence in experiments on risky choice when a power value function is assumed
    Economics Letters, 2012, 116, (1), 8-10
32. On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty
    Economics Letters, 2012, 115, (2), 244-248 View citations (12)
33. THE DECISIONS OF THE SHADOW MONETARY POLICY COMMITTEE AND MONETARY POLICY COMMITTEE SINCE 2002
    Economic Affairs, 2012, 32, (2), 91-93 View citations (2)
34. The Bank of Korea's nonlinear monetary policy rule
    Applied Economics Letters, 2012, 19, (12), 1193-1202 View citations (1)

2011

35. Real exchange rates and time-varying trade costs
    Journal of International Money and Finance, 2011, 30, (6), 1157-1179 View citations (10)
    See also Working Paper Real Exchange Rates and Time-Varying Trade Costs, Working Papers (2009) View citations (2) (2009)
36. Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets
    Journal of Futures Markets, 2011, 31, (2), 192-203
37. The impact of ECB and FED announcements on the Euro interest rates
    Economics Letters, 2011, 113, (2), 139-142 View citations (10)
    See also Working Paper The Impact of ECB and FED announcements on the Euro Interest Rates, DEP - series of economic working papers (2010) View citations (3) (2010)

2010

38. Further empirical evidence of nonlinearity in the us monetary policy rule
    Economics Bulletin, 2010, 30, (3), 2464-2477 View citations (2)
39. Habit and long memory in UK lottery sales
    Economics Letters, 2010, 109, (1), 7-10 View citations (1)
40. Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion
    Journal of Money, Credit and Banking, 2010, 42, (1), 135-150 View citations (18)
    Also in Journal of Money, Credit and Banking, 2010, 42, (1), 135-150 (2010) View citations (1)
41. On lottery sales, jackpot sizes and irrationality: A cautionary note
    Economics Letters, 2010, 109, (3), 161-163 View citations (4)
42. Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form
    Studies in Nonlinear Dynamics & Econometrics, 2010, 14, (3), 40 View citations (17)
    See also Working Paper Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form, Working Papers (2009) View citations (4) (2009)
43. Spreads versus professional forecasters as predictors of future output change
    Journal of Forecasting, 2010, 29, (6), 517-522 View citations (4)
44. Systematic and varying biases in parallel state contingent gambling markets
    Economics Letters, 2010, 109, (2), 82-84
45. The forward premium puzzle in the interwar period and deviations from covered interest parity
    Economics Letters, 2010, 108, (1), 55-57 View citations (7)

2009

46. A More General Non‐expected Utility Model as an Explanation of Gambling Outcomes for Individuals and Markets
    Economica, 2009, 76, (302), 251-263 View citations (8)
47. An Explanation of Optimal Each-Way Bets based on Non-Expected Utility Theory
    Journal of Gambling Business and Economics, 2009, 3, (2), 15-35
48. Linkages between Shanghai and Hong Kong stock indices
    Applied Financial Economics, 2009, 19, (23), 1847-1857 View citations (16)
    See also Working Paper Linkages between Shanghai and Hong Kong stock indices, Working Papers (2009) View citations (16) (2009)
49. On skewness of return and buying more than one ticket in a lottery
    Applied Economics Letters, 2009, 16, (10), 1029-1032 View citations (1)
50. Skewness as an explanation of gambling in cumulative prospect theory
    Applied Economics, 2009, 41, (6), 685-689 View citations (3)
51. Testing for central bank independence and inflation using the wild bootstrap
    Economics Bulletin, 2009, 29, (3), 1602-1607
52. The Central Bank Inflation Bias in the Presence of Asymmetric Preferences and Non-Normal Shocks
    Economics Bulletin, 2009, 29, (3), 1608-1620
53. The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory
    Economics Letters, 2009, 105, (3), 326-329 View citations (2)

2008

54. Bounded cumulative prospect theory: some implications for gambling outcomes
    Applied Economics, 2008, 40, (1), 5-15 View citations (5)
55. Further Analysis of the Markowitz Model of Utility with a Small Degree of Probability Distortion
    Journal of Gambling Business and Economics, 2008, 2, (3), 71-83 View citations (2)
56. Introduction: economics of betting markets
    Applied Economics, 2008, 40, (1), 1-3 View citations (1)
57. Subjective Skewness of Return as an Explanation of the Optimal Choice between Gambles in Cumulative Prospect Theory
    Journal of Gambling Business and Economics, 2008, 2, (2), 97-107
58. The 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
    Applied Economics, 2008, 40, (1), 17-26 View citations (1)

2007

59. Betting on odds on Favorites as an Optimal Choice in Cumulative Prospect Theory
    Economics Bulletin, 2007, 4, (26), 1-10 View citations (2)
60. Deterministic impulse response in a nonlinear model. An analytical expression
    Economics Letters, 2007, 95, (3), 315-319 View citations (2)
61. Evaluating the properties of analysts’ forecasts: A bootstrap approach
    The British Accounting Review, 2007, 39, (1), 3-13 View citations (3)
62. Gambling and nonexpected utility: the perils of the power function
    Applied Economics Letters, 2007, 14, (2), 79-82 View citations (1)
63. Habit, aggregation and long memory: evidence from television audience data
    Applied Economics, 2007, 39, (3), 321-327 View citations (1)
    See also Working Paper Habit, aggregation and long memory: evidence from television audience data, Working Papers (2005) (2005)
64. Implementing the wild bootstrap using a two-point distribution
    Economics Letters, 2007, 96, (3), 309-315 View citations (25)
65. On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets
    Open Economies Review, 2007, 18, (1), 119-125 View citations (3)
    See also Working Paper On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets, CEPR Discussion Papers (2006) (2006)
66. On the relationship between nominal exchange rates and domestic and foreign prices
    Applied Financial Economics, 2007, 17, (2), 105-117 View citations (4)
    See also Working Paper On the relationship between Nominal Exchange Rates and domestic and foreign prices, Working Papers (2006) View citations (1) (2006)
67. Simulating stock returns under switching regimes - A new test of market efficiency
    Economics Letters, 2007, 94, (2), 235-239 View citations (5)
    See also Working Paper Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency, CEPR Discussion Papers (2006) View citations (2) (2006)
68. Some implications of a quartic loss function
    Economics Bulletin, 2007, 7, (13), 1-7
69. The long memory model of political support: some further results
    Applied Economics, 2007, 39, (20), 2547-2552 View citations (9)
    See also Working Paper The long memory model of political support: some further results, Working Papers (2005) (2005)

2006

70. Expected stock returns, aggregate consumption and wealth: Some further empirical evidence
    Journal of Macroeconomics, 2006, 28, (2), 439-445 View citations (8)
71. On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
    Economics Letters, 2006, 90, (2), 272-277 View citations (10)
72. Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004
    Studies in Nonlinear Dynamics & Econometrics, 2006, 10, (1), 23 View citations (15)
73. Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment
    Journal of Applied Econometrics, 2006, 21, (5), 655-668 View citations (1)
    Also in Journal of Applied Econometrics, 2006, 21, (5), 655-668 (2006) View citations (11)
    See also Working Paper TEMPORAL AGGREGATION OF AN ESTAR PROCESS: SOME IMPLICATIONS FOR PURCHASING POWER PARITY ADJUSTMENT, Working Papers. Serie AD (2004) View citations (9) (2004)
74. The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class
    Finance Research Letters, 2006, 3, (4), 273-276 View citations (2)

2005

75. Non-linearity in stock index returns: the volatility and serial correlation relationship
    Economic Modelling, 2005, 22, (1), 1-19 View citations (5)
76. Smooth Transition Models and Arbitrage Consistency
    Economica, 2005, 72, (287), 413-430 View citations (12)
    See also Working Paper Smooth transition models and arbitrage consistency, Working Papers (2005) View citations (12) (2005)
77. Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap
    Economics Letters, 2005, 87, (2), 221-226 View citations (8)
78. The process followed by PPP data. On the properties of linearity tests
    Applied Economics, 2005, 37, (21), 2515-2522 View citations (11)
    See also Working Paper THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS, Working Papers. Serie AD (2005) View citations (11) (2005)
79. The term spread and real economic activity in the US inter-war period
    Journal of Macroeconomics, 2005, 27, (2), 331-343 View citations (2)

2004

80. Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting
    Journal of Forecasting, 2004, 23, (5), 373-384 View citations (5)
    See also Working Paper ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING, Working Papers. Serie AD (2004) View citations (5) (2004)
81. Estimates of US monetary policy rules with allowance for changes in the output gap
    Applied Economics Letters, 2004, 11, (10), 601-605 View citations (5)
82. Further empirical analysis of the time series properties of financial ratios based on a panel data approach
    Applied Financial Economics, 2004, 14, (3), 155-163 View citations (6)
83. Nonlinear Purchasing Power Parity under the Gold Standard
    Southern Economic Journal, 2004, 71, (2), 302-313
84. The utility of gambling and the favourite-longshot bias
    The European Journal of Finance, 2004, 10, (5), 379-390 View citations (5)
85. Utility and the Skewness of Return in Gambling
    The Geneva Risk and Insurance Review, 2004, 29, (2), 145-163 View citations (8)
    Also in The Geneva Papers on Risk and Insurance Theory, 2004, 29, (2), 145-163 (2004) View citations (8)

2003

86. Another example of a non-linear time series with misleading linear properties
    Applied Economics Letters, 2003, 10, (1), 47-51 View citations (5)
87. Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes
    Economics Letters, 2003, 78, (2), 147-152 View citations (10)
88. Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS
    Oxford Bulletin of Economics and Statistics, 2003, 65, (4), 421-437 View citations (41)
89. Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997
    Journal of Money, Credit and Banking, 2003, 35, (5), 787-99 View citations (16)
    See also Working Paper Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997, CEPR Discussion Papers (2002) View citations (1) (2002)
90. Optimal Discretionary Monetary Policy in a Model of Asymmetric Central Bank Preferences
    Economic Journal, 2003, 113, (489), 657-665 View citations (167)
91. Optimal monetary policy: is price‐level targeting the next step?
    Scottish Journal of Political Economy, 2003, 50, (5), 650-667 View citations (9)
92. Purchasing Power Parity Adjustment Speeds in High Frequency Data when the Equilibrium Real Exchange Rate is Proxied by a Deterministic Trend
    Manchester School, 2003, 71, (s1), 39-53 View citations (9)
93. Purchasing power parity over two centuries: trends and nonlinearity
    Applied Economics, 2003, 35, (5), 609-617 View citations (30)
94. Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach
    International Review of Economics & Finance, 2003, 12, (2), 187-206 View citations (34)
95. Some Further Empirical Evidence on the Impact of Oil Price Changes on Petrol Prices
    International Journal of the Economics of Business, 2003, 10, (2), 195-203 View citations (6)
96. Some analysis of the properties of the Harville place formulae when allowance is made for the favourite-long shot bias employing Shin Win probabilities
    Applied Economics Letters, 2003, 10, (1), 53-57
97. The Favourite‐Longshot Bias, Bookmaker Margins and Insider Trading in a Variety of Betting Markets
    Bulletin of Economic Research, 2003, 55, (3), 263-273 View citations (35)
98. The Time Series Properties of Financial Ratios: Lev Revisited
    Journal of Business Finance & Accounting, 2003, 30, (5‐6), 699-714 View citations (21)
99. The optimal output target and degree of banker conservativeness in a model with a non-linear Phillips curve
    Applied Economics Letters, 2003, 10, (6), 323-330

2002

100. Covered Interest Rate Arbitrage in the Interwar Period and the Keynes-Einzig Conjecture
     Journal of Money, Credit and Banking, 2002, 34, (1), 51-75 View citations (72)
101. Is one price enough to value a state-contingent asset correctly? Evidence from a gambling market
     Applied Financial Economics, 2002, 12, (1), 33-38 View citations (6)
102. Modelling political popularity: a correction
     Journal of the Royal Statistical Society Series A, 2002, 165, (1), 187-189 View citations (7)
103. Skewness as an explanation of gambling by locally risk averse agents
     Applied Economics Letters, 2002, 9, (15), 1025-1028 View citations (8)

2001

104. Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles
     International Economic Review, 2001, 42, (4), 1015-42 View citations (694)
     See also Working Paper Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles, CEPR Discussion Papers (2001) View citations (740) (2001)
105. The Incidence of Insider Trading in Betting Markets and the Gabriel and Marsden Anomaly
     Manchester School, 2001, 69, (2), 197-207 View citations (7)
106. The Relationship between Two Indicators of Insider Trading in British Racetrack Betting
     Economica, 2001, 68, (269), 97-104 View citations (5)
107. Uncertain central bankers preferences: some implications of multiplicative versus additive uncertainty
     Applied Economics Letters, 2001, 8, (1), 17-20 View citations (2)
     Also in Applied Economics Letters, 2000, 7, (12), 771-773 (2000)
108. Volatility persistence in asset markets: long memory in high/low prices
     Applied Financial Economics, 2001, 11, (3), 253-260 View citations (8)

2000

109. International relocation: firm and industry determinants
     Economics Letters, 2000, 67, (2), 179-186 View citations (61)
110. Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals
     Journal of International Money and Finance, 2000, 19, (1), 33-53 View citations (329)
111. Non‐Linear Dynamics of Inflation in High Inflation Economies
     Manchester School, 2000, 68, (s1), 23-37 View citations (6)
112. Optimal monetary policy with a nonlinear Phillips curve
     Economics Letters, 2000, 67, (2), 159-164 View citations (52)
113. Product bundling and a rule of thumb versus the Harville formulae: can each way bets with UK bookmakers generate abnormal returns
     Applied Economics, 2000, 32, (13), 1737-1744 View citations (1)
114. The Favourite‐Longshot Bias and Market Efficiency in UK Football betting
     Scottish Journal of Political Economy, 2000, 47, (1), 25-36 View citations (64)
115. Threshold nonlinearities in unemployment rates: further evidence for the UK and G3 economies
     Applied Economics, 2000, 32, (6), 705-715 View citations (25)

1999

116. Estimates of the degree of insider trading in two disparate betting markets
     Applied Economics Letters, 1999, 6, (3), 191-193
117. Market movers and tote and bookmakers returns: further empirical evidence on a market anomaly
     Applied Economics Letters, 1999, 6, (12), 801-804
118. Place returns between the tote and bookmakers: empirical evidence of a market anomaly
     Applied Economics Letters, 1999, 6, (12), 789-792
119. Uncertainty in the Central Bank's weight on output: some new results
     Applied Economics Letters, 1999, 6, (10), 659-662

1998

120. A non-linear error correction mechanism based on the bilinear model1
     Economics Letters, 1998, 58, (2), 165-170 View citations (22)
121. A note on some properties of the ESTAR model
     Economics Letters, 1998, 60, (3), 311-315 View citations (4)
122. Modelling Business Cycle Nonlinearity in Conditional Mean and Conditional Variance: Some International and Sectoral Evidence
     Economica, 1998, 65, (258), 211-229
123. Periodically collapsing stock price bubbles: a robust test
     Economics Letters, 1998, 61, (2), 221-228 View citations (55)
124. Rationality testing under asymmetric loss
     Economics Letters, 1998, 61, (1), 49-54 View citations (46)
125. The nonlinear time series properties of unemployment rates: some further evidence
     Applied Economics, 1998, 30, (2), 287-294 View citations (17)
126. The slope of the yield curve and real economic activity: tracing the transmission mechanism
     Economics Letters, 1998, 59, (3), 353-360 View citations (19)
127. The variance of economic activity over the business cycle: some further evidence
     Applied Economics Letters, 1998, 5, (11), 669-673
128. Threshold nonlinearities in output: some international evidence
     Applied Economics, 1998, 30, (3), 323-333 View citations (17)

1997

129. Ajustement non linéaire vers le taux de change d'équilibre à long terme. Le modèle monétaire revisité
     Revue Économique, 1997, 48, (3), 653-659 View citations (2)
130. Handicaps, outcome uncertainty and attendance demand
     Applied Economics Letters, 1997, 4, (9), 567-570 View citations (28)
131. Information Disclosure to Employees and Rational Expectations: a Game‐Theoretical Perspective: a Comment
     Journal of Business Finance & Accounting, 1997, 24, (9‐10), 1433-1435
132. Modelling Political Popularity: an Analysis of Long‐range Dependence in Opinion Poll Series
     Journal of the Royal Statistical Society Series A, 1997, 160, (3), 471-490 View citations (41)
133. Non-linearities in East European Black-Market Exchange Rates
     International Journal of Finance & Economics, 1997, 2, (1), 39-57 View citations (10)
134. Transactions Costs and Nonlinear Adjustment in Real Exchange Rates: An Empirical Investigation
     Journal of Political Economy, 1997, 105, (4), 862-79 View citations (581)

1996

135. Attendance demand: an investigation of repeat fixtures
     Applied Economics Letters, 1996, 3, (6), 391-394 View citations (32)
136. Long-Memory Risk Premia in Exchange Rates
     The Manchester School of Economic & Social Studies, 1996, 64, (4), 421-38 View citations (6)

1995

137. A test for rational expectations when some variables are I(2)
     Applied Economics Letters, 1995, 2, (2), 42-44
138. Asymmetry in the variance of economic activity: evidence for long-run UK GDP
     Applied Economics Letters, 1995, 2, (11), 415-418 View citations (1)
139. Bilinear quadratic ARCH and volatility spillovers in inter-war exchange rates
     Applied Economics Letters, 1995, 2, (7), 215-219 View citations (6)
140. Evidence on volatility spillovers in the interwar floating exchange rate period based on high/low prices
     Applied Economics Letters, 1995, 2, (10), 394-396 View citations (6)
141. The Time Series Behaviour of Spot Exchange Rates in the German Hyper-inflation Period: (Was the Process Chaotic?)
     Empirical Economics, 1995, 20, (3), 455-71 View citations (2)
142. Time-Varying Risk Premia and the Term Structure of Forward Exchange Rates
     The Manchester School of Economic & Social Studies, 1995, 63, (1), 69-81 View citations (1)

1994

143. Cross country evidence on nonlinearity in industrial production between the wars
     Applied Economics Letters, 1994, 1, (5), 77-80 View citations (2)
144. Purchasing power parity yet again: evidence from spatially separated commodity markets
     Journal of International Money and Finance, 1994, 13, (6), 637-657 View citations (26)
145. Testing for non-linear dependence in inter-war exchange rates
     Review of World Economics (Weltwirtschaftliches Archiv), 1994, 130, (2), 391-417 View citations (15)
146. The German Hyperinflation and the Demand for Money Revisited
     International Economic Review, 1994, 35, (1), 1-22 View citations (26)

1992

147. Some analysis of the long-run time series properties of consumption and income in the U.K
     Economics Letters, 1992, 39, (2), 173-178 View citations (3)
148. The Demand for Football: Some Evidence on Outcome Uncertainty
     Empirical Economics, 1992, 17, (2), 323-31 View citations (102)

1991

149. Estimates of a traditional aggregate import demand model for five countries
     Economics Letters, 1991, 35, (4), 435-439 View citations (19)
150. Forward foreign exchange rates and risk premia--a reappraisal
     Journal of International Money and Finance, 1991, 10, (3), 443-456 View citations (6)
151. Some evidence on the efficiency of the sterling-dollar and sterling-franc forward exchange rates in the interwar period
     Economics Letters, 1991, 35, (3), 317-322 View citations (8)
152. The effects of exchange rate volatility on exports: Some new estimates
     Economics Letters, 1991, 37, (2), 173-177 View citations (125)

1990

153. On Testing for Unbiasedness and Efficiency of Forecasts
     The Manchester School of Economic & Social Studies, 1990, 58, (2), 120-27 View citations (161)

1989

154. Empirical evidence on the properties of exchange rate forecasts and the risk premium
     Economics Letters, 1989, 31, (4), 387-391 View citations (3)
155. On testing the properties of directly obtained expectations data
     Economics Letters, 1989, 30, (2), 137-139 View citations (1)
156. The Determinants of Arms Expenditures of NATO and the Warsaw Pact: Some Further Evidence
     Journal of Peace Research, 1989, 26, (1), 69-77 View citations (2)

1988

157. A Comparison of Some Inflation, Growth and Unemployment Forecasts
     Journal of Economic Studies, 1988, 15, (5), 45-52
158. A multilogit approach to predicting corporate failure--Some evidence for the UK corporate sector
     Omega, 1988, 16, (4), 309-318 View citations (11)
159. Critical bounds for MA(2) and MA(3) processes
     Economics Letters, 1988, 27, (2), 133-140
160. Economic surprises and the behaviour of asset prices: Some analyses and further empirical results
     Economics Letters, 1988, 27, (4), 375-379
161. Outcome Uncertainty and the Demand for Football: An Analysis of Match Attendances in the English Football League
     Scottish Journal of Political Economy, 1988, 35, (3), 242-49 View citations (80)

1987

162. Consumer Expenditure, the Demand for Money, and the Hall Hypothesis
     Empirical Economics, 1987, 12, (1), 3-17
163. Further empirical evidence on popularity and electoral cycle effects
     Economics Letters, 1987, 23, (1), 31-36
164. On Testing the Relationship between Exchange Rate Movements and Monetary Surprises: A Comment
     The Manchester School of Economic & Social Studies, 1987, 55, (2), 197-202
165. The Accuracy of OECD Forecasts
     Empirical Economics, 1987, 12, (3), 175-86 View citations (10)

1986

166. Expectations formation, public forecasts and the wage equation
     Economic Modelling, 1986, 3, (2), 129-134 View citations (2)
167. On Incomplete Current Information and Empirical Tests of the Rational Expectations Hypothesis
     Journal of Economic Studies, 1986, 13, (2), 59-64
168. On Lagged Adjustment, Permanent Income, Expectations Formation and the Demand for Money
     Oxford Bulletin of Economics and Statistics, 1986, 48, (1), 61-72 View citations (1)
169. Predicting corporate failure-- Some results for the UK corporate sector
     Omega, 1986, 14, (1), 5-12 View citations (29)
170. Public forecasts and their impact on expectation formation
     Economic Modelling, 1986, 3, (2), 126-128
171. The impact of benefits on unemployment in Britain in the interwar period: Some further empirical evidence
     Journal of Macroeconomics, 1986, 8, (2), 227-232
172. The velocity of money and the random walk hypothesis
     Economics Letters, 1986, 20, (1), 63-66
173. What Can Economics Learn from Political Science, and Vice Versa?
     American Economic Review, 1986, 76, (2), 62-65 View citations (4)

1985

174. Behaviour of the Liverpool model with weight given to alternative public forecasts
     Economic Modelling, 1985, 2, (1), 33-38
175. Federal Reserve Money‐Supply Announcements and the Behaviour of UK Interest Rates
     Journal of Economic Studies, 1985, 12, (3), 54-60
176. Global capital markets and the impact of changes in the money stock on real activity
     Journal of Macroeconomics, 1985, 7, (4), 577-582
177. Some Further Evidence on the Predictability of UK Asset Prices [Efficient Capital Markets: A Review of Theory and Empirical Work]
     Bulletin of Economic Research, 1985, 37, (3), 249-57
178. Some empirical evidence on the determinants of incomes policies in the UK
     Economics Letters, 1985, 19, (1), 23-26
179. Surprises 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]
     Economic Journal, 1985, 95, (377), 183-88

1984

180. Some Empirical Results on "the Rationality" of Expectations Derived from Survey Data
     Empirical Economics, 1984, 9, (3), 151-63
181. Testing for Unbiasedness and Efficiency under Incomplete Current Information
     Bulletin of Economic Research, 1984, 36, (1), 1-7

1983

182. Growth and Inflationary Finance: Variations on a Mundellian Theme
     Journal of Political Economy, 1983, 91, (5), 880-87
183. Involuntary Saving through Unanticipated Inflation: Some Further Empirical Evidence
     Empirical Economics, 1983, 8, (2), 87-92
184. On the effectiveness of automatic stabilizers under rational expectations when there is partial current information
     Economics Letters, 1983, 11, (3), 225-229
185. Some Implications of Partial Current Information Sets in Macroeconomic Models Embodying Rational Expectations
     The Manchester School of Economic & Social Studies, 1983, 51, (3), 235-49 View citations (8)

1982

186. Testing for Causality between Prices and Money
     Empirical Economics, 1982, 7, (1-2), 1-12
187. The Microfoundations of the Phillips Curve with Rational Expectations
     Oxford Economic Papers, 1982, 34, (3), 449-51
188. The government behavioural constraint in rational expectations models
     Economics Letters, 1982, 9, (3), 221-227
189. The political theory of the business cycle
     European Economic Review, 1982, 17, (2), 253-270 View citations (14)
     Also in Economics Letters, 1979, 2, (4), 327-332 (1979) View citations (12)

1981

190. Non-uniqueness and the role of the monetary authorities
     Economics Letters, 1981, 7, (1), 25-28 View citations (1)
191. On Fiscal and Monetary Stabilization Policy under Rational Expectations
     Public Finance = Finances publiques, 1981, 36, (2), 290-96 View citations (1)
192. Some Empirical Evidence on the Influence of Political Parties on the Behaviour of the Unemployment Rate
     Empirical Economics, 1981, 6, (1), 67-73
193. The Role of Monetary Stabilization Policy under Rational Expectations
     The Manchester School of Economic & Social Studies, 1981, 49, (1), 39-50 View citations (4)
194. Unemployment and the replacement ratio: Some reduced form estimates for the UK
     Economics Letters, 1981, 8, (4), 349-354 View citations (1)

1980

195. Expectations and the Price Equation: Some Estimates for the UK
     Empirical Economics, 1980, 5, (1), 31-37
196. Industrial Structure and Labour Turnover
     International Journal of Manpower, 1980, 1, (1), 3-6
197. On the implications of monetary rules in a stochastic framework
     Review of World Economics (Weltwirtschaftliches Archiv), 1980, 116, (2), 253-263
198. The Natural Rate Hypothesis and Rational Expectations-A Critique of Some Recent Developments
     Oxford Economic Papers, 1980, 32, (1), 71-81 View citations (1)

1979

199. A Dynamic Model of the Demand for Labour Services
     Bulletin of Economic Research, 1979, 31, (1), 24-30
200. Divergent Expectations and the Dynamic Stability of Some Simple Macro Economic Models
     Economic Journal, 1979, 89, (356), 789-98 View citations (2)
201. Inflation and output dynamics with a floating exchange rate
     European Economic Review, 1979, 12, (1), 73-89
202. On dynamic stability in monetary models which incorporate short- and long-run expectations of inflation in the demand for the money function
     Economics Letters, 1979, 2, (2), 131-136
203. On the Built-in Flexibility of Taxation and the Deterministic and the Stochastic Stability of Macro-Models under Alternative Expectations Schemes
     Public Finance = Finances publiques, 1979, 34, (2), 258-66
204. On the Dynamic Stability of Monetary Models When the Money Supply is Endogenous
     The Manchester School of Economic & Social Studies, 1979, 47, (4), 349-58 View citations (1)
205. The Dynamic Behavior of a Simple Macro-Model with Endogenous Labor Supply and Demand
     International Economic Review, 1979, 20, (2), 381-89
206. The Relationship between Prices and Money Supply in Latin America, 1958-1975
     The Review of Economics and Statistics, 1979, 61, (3), 446-50 View citations (1)
207. The classical supply hypothesis and the observational equivalence of Classical and Keynesian models
     Economics Letters, 1979, 4, (3), 229-233
208. The dynamic behaviour of a simple macroeconomic model with a tax based incomes policy
     Economics Letters, 1979, 3, (2), 139-143

1978

209. Inflationary expectations and “Self-Generating” inflations
     Review of World Economics (Weltwirtschaftliches Archiv), 1978, 114, (1), 12-23 View citations (1)
210. Note--Optimal Recruitment Advertising
     Management Science, 1978, 24, (9), 910-918
211. The Influence of Money on Prices in 14 OECD Countries, 1958-1975
     Empirical Economics, 1978, 3, (2), 115-22

1977

212. A REJOINDER ON ALTERNATIVE MEASURES OF EXCESS DEMAND
     Journal of Economic Studies, 1977, 4, (1), 56-58
213. An Empirical Investigation of Inflationary Expectations
     Oxford Bulletin of Economics and Statistics, 1977, 39, (4), 291-99 View citations (6)
214. Derived Demand and Oligopoly
     Bulletin of Economic Research, 1977, 29, (1), 3-8
215. ON THE CASE FOR INDEXATION OF WAGES AND SALARIES
     Kyklos, 1977, 30, (2), 259-270
216. On the properties of alternative monetary rules in an extension of Black's model
     European Economic Review, 1977, 9, (2), 195-208 View citations (1)
217. The `tax on wage increses' when the firm is a monopsonist
     Journal of Public Economics, 1977, 8, (2), 247-253 View citations (3)
218. Unemployment and unanticipanted inflation: Some empirical results for six countries
     European Economic Review, 1977, 10, (2), 253-271

1976

219. ALTERNATIVE MEASURES OF EXCESS DEMAND FOR EXPLAINING MONEY WAGE INFLATION
     Journal of Economic Studies, 1976, 3, (1), 29-41
220. The 'Shake-Out' Hypothesis: A Note
     Oxford Bulletin of Economics and Statistics, 1976, 38, (2), 141-46
221. The Cost Function
     Bulletin of Economic Research, 1976, 28, (2), 77-84
222. The Internal/External Labour Market and the Rate of Wage Inflation in UK Manufacturing Industry
     The Manchester School of Economic & Social Studies, 1976, 44, (2), 132-46

1975

223. A Monte Carlo Study of the Phillips Curve with Errors in Variables
     Oxford Bulletin of Economics and Statistics, 1975, 37, (2), 155-57
224. Measuring Unemployment and Vacancies
     International Journal of Social Economics, 1975, 2, (3), 206-214
225. The Determinants of the Natural Rate of Unemployment in the Neoclassical Model
     The Economic Record, 1975, 51, (3), 308-319 View citations (2)
226. The Specification of the Short-Run Employment Function: An Empirical Investigation of the Demand for Labour in the UK Manufacturing Sector, 1955-1972
     Oxford Bulletin of Economics and Statistics, 1975, 37, (2), 115-42 View citations (1)
227. The Wage Variable and the Phillips Curve: A Rejoinder
     Scottish Journal of Political Economy, 1975, 22, (3), 323-25
228. User Cost and the Preference Function
     The Quarterly Journal of Economics, 1975, 89, (1), 154-156

1974

229. A Further Note on the Behaviour of Profit Shares in British Manufacturing Industry
     The Manchester School of Economic & Social Studies, 1974, 42, (1), 29-36
230. A Note on X-Inefficiency
     The Quarterly Journal of Economics, 1974, 88, (4), 687-688
231. A QUANTITATIVE ANALYSIS OF WAGE STRIKES IN FOUR U.K. INDUSTRIES, 1962–1970
     Journal of Economic Studies, 1974, 1, (2), 88-97
232. Adjustment Costs and Short-Run Returns to Labour
     The Review of Economics and Statistics, 1974, 56, (3), 393-96
233. The Wage Variable and the Phillips Curve
     Scottish Journal of Political Economy, 1974, 21, (3), 289-93

1973

234. Some Implications of Utility Maximizing Firms: A Note
     Bulletin of Economic Research, 1973, 25, (2), 148-51

Books

2002

1. Advanced Macroeconomics
   Books, Edward Elgar Publishing View citations (13)

1991

2. Economic Forecasting
   Cambridge Books, Cambridge University Press View citations (2)

1987

3. The Economics of Wage Controls
   Palgrave Macmillan Books, Palgrave Macmillan View citations (1)

Chapters

2017

1. New empirical evidence on the Tote–SP anomaly and its implications for models of risky choice in gambling markets
   Chapter 6 in The Economics of Sports Betting, 2017, pp 92-104

2009

2. The Econometrics of Exchange Rates
   Palgrave Macmillan View citations (3)

2008

3. TESTING SIGNIFICANCE OF VARIABLES IN REGRESSION ANALYSIS WHEN THERE IS NON-NORMALITY OR HETEROSKEDASTICITY.: THE WILD BOOTSTRAP AND THE GENERALISED LAMBDA DISTRIBUTION
   Chapter 8 in Advances In Doctoral Research In Management, 2008, pp 151-174

2005

4. Ex ante Real Returns in Forward Market Speculation in the Inter-War Period: Evidence and Prediction
   Springer

1987

5. Conventional Incomes Policies
   Palgrave Macmillan
6. Final Offer Arbitration
   Palgrave Macmillan
7. Indexation
   Palgrave Macmillan
8. Recent Experience with Wage and Price Controls
   Palgrave Macmillan
9. Tax-Based Incomes Policies
   Palgrave Macmillan
10. The Future of Wage and Price Controls
    Palgrave Macmillan