Details about Adam Golinski

Access statistics for papers by Adam Golinski.

Last updated 2024-09-10. Update your information in the RePEc Author Service.

Short-id: pgo134

Working Papers

2020

1. Coronametrics: The UK turns the corner
   Discussion Papers, Department of Economics, University of York
2. Modeling the Covid-19 Epidemic Using Time Series Econometrics
   Discussion Papers, Department of Economics, University of York View citations (1)
   See also Journal Article Modeling the Covid‐19 epidemic using time series econometrics, Health Economics, John Wiley & Sons, Ltd. (2021) View citations (1) (2021)

2019

3. Estimating the term structure with linear regressions: Getting to the roots of the problem
   Discussion Papers, Department of Economics, University of York View citations (4)
   See also Journal Article Estimating the Term Structure with Linear Regressions: Getting to the Roots of the Problem, Journal of Financial Econometrics, Oxford University Press (2021) View citations (1) (2021)

2015

4. Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices
   Dundee Discussion Papers in Economics, Economic Studies, University of Dundee View citations (6)
   Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2014)

2014

5. Fractional Integration of the Price-Dividend Ratio in a Present-Value Model
   MPRA Paper, University Library of Munich, Germany View citations (1)

2012

6. The Meiselman forward interest rate revision regression as an Affine Term Structure Model
   Discussion Papers, Department of Economics, University of York

Journal Articles

2024

1. Unconventional Monetary Policies and the Yield Curve: Estimating Non-Affine Term Structure Models with Unspanned Macro Risk by Factor Extraction
   The Review of Asset Pricing Studies, 2024, 14, (1), 119-152

2021

2. Estimating the Term Structure with Linear Regressions: Getting to the Roots of the Problem
   (Term Structure Persistence)
   Journal of Financial Econometrics, 2021, 19, (5), 960-984 View citations (1)
   See also Working Paper Estimating the term structure with linear regressions: Getting to the roots of the problem, Discussion Papers (2019) View citations (4) (2019)
3. Modeling the Covid‐19 epidemic using time series econometrics
   Health Economics, 2021, 30, (11), 2808-2828 View citations (1)
   See also Working Paper Modeling the Covid-19 Epidemic Using Time Series Econometrics, Discussion Papers (2020) View citations (1) (2020)
4. Monetary policy at the zero lower bound: Information in the Federal Reserve’s balance sheet
   European Economic Review, 2021, 131, (C)

2017

5. The advantages of using excess returns to model the term structure
   Journal of Financial Economics, 2017, 125, (1), 163-181 View citations (8)

2016

6. Long memory affine term structure models
   Journal of Econometrics, 2016, 191, (1), 33-56 View citations (17)