Details about Gary Lee Shoesmith

Access statistics for papers by Gary Lee Shoesmith.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: psh680

Journal Articles

2013

1. Space–time autoregressive models and forecasting national, regional and state crime rates
   International Journal of Forecasting, 2013, 29, (1), 191-201 View citations (3)

2010

2. Four factors that explain both the rise and fall of US crime, 1970-2003
   Applied Economics, 2010, 42, (23), 2957-2973 View citations (9)

2007

3. Friedman's Hypothesis and Cross-Regional Inflation Dispersion
   Review of Applied Economics, 2007, 03, (01-2), 11

2005

4. Probit model forecasts of national and state manufacturing and construction employment downturns*
   Papers in Regional Science, 2005, 84, (4), 531-552

2004

5. MARKET TIMING OF INTERNATIONAL STOCK MARKETS USING THE YIELD SPREAD
   Journal of Financial Research, 2004, 27, (3), 373-391 View citations (4)
6. Term structure linkages surrounding the Plaza and Louvre accords: Evidence from Euro-rates and long-memory components
   Journal of Banking & Finance, 2004, 28, (9), 2051-2075

2003

7. Predicting National and Regional Recessions Using Probit Modeling and Interest‐Rate Spreads
   Journal of Regional Science, 2003, 43, (2), 373-392 View citations (3)

1995

8. Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets
   Journal of Financial and Quantitative Analysis, 1995, 30, (4), 563-579 View citations (166)
9. Multiple cointegrating vectors, error correction, and forecasting with Litterman's model
   International Journal of Forecasting, 1995, 11, (4), 557-567 View citations (18)

1992

10. Non-cointegration and causality: Implications for VAR modeling
    International Journal of Forecasting, 1992, 8, (2), 187-199 View citations (7)