Details about David Byers

Access statistics for papers by David Byers.

Last updated 2007-12-13. Update your information in the RePEc Author Service.

Short-id: pby3

Working Papers

2005

1. 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)
2. 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)

Journal Articles

2007

1. 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)
2. 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)

2003

3. Another example of a non-linear time series with misleading linear properties
   Applied Economics Letters, 2003, 10, (1), 47-51 View citations (5)

2002

4. Modelling political popularity: a correction
   Journal of the Royal Statistical Society Series A, 2002, 165, (1), 187-189 View citations (7)

2001

5. Volatility persistence in asset markets: long memory in high/low prices
   Applied Financial Economics, 2001, 11, (3), 253-260 View citations (8)

2000

6. Non‐Linear Dynamics of Inflation in High Inflation Economies
   Manchester School, 2000, 68, (s1), 23-37 View citations (6)

1997

7. 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)

1996

8. Long-Memory Risk Premia in Exchange Rates
   The Manchester School of Economic & Social Studies, 1996, 64, (4), 421-38 View citations (6)

1995

9. Bilinear quadratic ARCH and volatility spillovers in inter-war exchange rates
   Applied Economics Letters, 1995, 2, (7), 215-219 View citations (6)
10. 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)

1994

11. Cross country evidence on nonlinearity in industrial production between the wars
    Applied Economics Letters, 1994, 1, (5), 77-80 View citations (2)

1992

12. MICROFIT 3.0
    Journal of Economic Surveys, 1992, 6, (3), 287-97

1991

13. Econometric modelling of agricultural commodity markets: David Hallam, (Routledge, London, UK, 1990), [UK pound]35.00, ISBN 0-415-00405-5
    International Journal of Forecasting, 1991, 7, (2), 248-249
14. 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)

1990

15. Steady-state productivity relationships: Estimation and some implications
    Economics Letters, 1990, 33, (4), 325-328

1989

16. 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

17. Data-FIT
    Journal of Economic Surveys, 1988, 2, (3), 265-72

1985

18. 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