Details about Stephen George Hall

Phone:	+44(0)116 252 2827
Postal address:	Dept of Economics, University of Leicester, University Rd. Leicester,LE1 7RH, UK
Workplace:	Bank of Greece, (more information at EDIRC) School of Business, Leicester University, (more information at EDIRC)

Access statistics for papers by Stephen George Hall.

Last updated 2024-07-04. Update your information in the RePEc Author Service.

Short-id: pha110

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Working Papers

2023

1. Fast Two-Stage Variational Bayesian Approach to Estimating Panel Spatial Autoregressive Models with Unrestricted Spatial Weights Matrices
   Papers, arXiv.org
2. Forecasting inflation: the use of dynamic factor analysis and nonlinear combinations
   Working Papers, Bank of Greece
   Also in Discussion Papers, Department of Economics, University of Birmingham (2022)
   See also Journal Article Forecasting inflation: The use of dynamic factor analysis and nonlinear combinations, Journal of Forecasting, John Wiley & Sons, Ltd. (2023) View citations (6) (2023)
3. Identifying spatial interdependence in panel data with large N and small T
   Papers, arXiv.org View citations (1)
4. The spillover effects of financial development and institutions on economic growth in emerging economies: new insights from spatial Durbin approach
   MPRA Paper, University Library of Munich, Germany

2022

5. A model to explain the impact of government revenue on the quality of governance and the SDGs
   WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) View citations (1)
   See also Journal Article A Model to Explain the Impact of Government Revenue on the Quality of Governance and the SDGs, Economies, MDPI (2023) View citations (2) (2023)
6. Drivers and Spillover Effects of Inflation: the United States, the Euro Area, and the United Kingdom
   Discussion Papers, Department of Economics, University of Birmingham
   Also in Working Papers, Bank of Greece (2022)

2020

7. A Suggestion for a Dynamic Multi Factor Model (DMFM)
   Working Papers, Bank of Greece
   See also Journal Article A SUGGESTION FOR A DYNAMIC MULTIFACTOR MODEL (DMFM), Macroeconomic Dynamics, Cambridge University Press (2022) (2022)
8. Did the absence of a central bank backstop in the sovereign bond markets exacerbate spillovers during the euro-area crisis?
   Working Papers, Bank of Greece View citations (2)
9. The effect of Emergency Liquidity Assistance (ELA) on bank lending during the euro area crisis
   Working Papers, Bank of Greece View citations (1)
   Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2019) View citations (3)
   See also Journal Article The effect of emergency liquidity assistance (ELA) on bank lending during the euro area crisis, Journal of International Money and Finance, Elsevier (2020) View citations (1) (2020)

2019

10. On the Effects of the ECB’s Funding Policies on Bank Lending and the Demand for the Euro as an International Reserve
    GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit
    Also in Working Papers, Bank of Greece (2019)

2016

11. A Method for Measuring Treatment Effects on the Treated without Randomization
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (4)
    See also Journal Article A Method for Measuring Treatment Effects on the Treated without Randomization, Econometrics, MDPI (2016) View citations (4) (2016)
12. Measuring Systemic Stress in European Banking Systems*
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (1)
13. Removing Specification Errors from the Usual Formulation of Binary Choice Models*
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (1)
    See also Journal Article Removing Specification Errors from the Usual Formulation of Binary Choice Models, Econometrics, MDPI (2016) View citations (1) (2016)
14. Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis*
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (1)
    Also in Working Papers, Bank of Greece (2016) View citations (1)
    See also Journal Article Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis, Journal of International Money and Finance, Elsevier (2017) View citations (26) (2017)

2015

15. A New International Database on Financial Fragility
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (7)
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (7)
16. How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester
    Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2014)
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2015)
    See also Journal Article How the euro-area sovereign-debt crisis led to a collapse in bank equity prices, Journal of Financial Stability, Elsevier (2016) View citations (15) (2016)
17. The Effectiveness of The ECB’s Asset Purchase Programs Of 2009 To 2012
    Working Papers, Bank of Greece View citations (1)
    Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2015)
    See also Journal Article The effectiveness of the ECB's asset purchase programs of 2009 to 2012, Journal of Macroeconomics, Elsevier (2016) View citations (42) (2016)

2014

18. Are All Sovereigns Equal? A Test of the Common Determination of Sovereign Spreads in the Euro Area
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester
    See also Journal Article Are all sovereigns equal? A test of the common determination of sovereign spreads in the euro area, Empirical Economics, Springer (2015) View citations (9) (2015)
19. Doom-loops: The Role of Rating Agencies in the Euro Financial Crisis
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (1)
20. Explaining social capital effects on growth and property rights via trust-alternative variables
    MPRA Paper, University Library of Munich, Germany
21. On the Interpretation of Instrumental Variables in the Presence of Specification Errors
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester
    See also Journal Article On the Interpretation of Instrumental Variables in the Presence of Specification Errors, Econometrics, MDPI (2015) View citations (9) (2015)
22. Time Varying Coefficient Models; A Proposal for selecting the Coefficient Driver Sets
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (2)
    See also Journal Article TIME-VARYING COEFFICIENT MODELS: A PROPOSAL FOR SELECTING THE COEFFICIENT DRIVER SETS, Macroeconomic Dynamics, Cambridge University Press (2017) View citations (6) (2017)

2013

23. Can Trust Explain Social Capital Effect on Property Rights and Growth?
    MPRA Paper, University Library of Munich, Germany View citations (4)
24. FUNDAMENTALLY WRONG: MARKET PRICING OF SOVEREIGNS AND THE GREEK FINANCIAL CRISIS
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (3)
    Also in Special Conference Papers, Bank of Greece (2013) View citations (9)
    See also Journal Article Fundamentally Wrong: Market Pricing of Sovereigns and the Greek Financial Crisis, Journal of Macroeconomics, Elsevier (2014) View citations (39) (2014)
25. Is the Relationship Between Prices and Exchange Rates Homogeneous?
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (16)
    See also Journal Article Is the relationship between prices and exchange rates homogeneous?, Journal of International Money and Finance, Elsevier (2013) View citations (15) (2013)
26. Measuring Currency Pressures: The Cases of the Japanese Yen, the Chinese Yuan, and the U.K. Pound
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (16)
    See also Journal Article Measuring currency pressures: The cases of the Japanese yen, the Chinese yuan, and the UK pound, Journal of the Japanese and International Economies, Elsevier (2013) View citations (16) (2013)

2012

27. Consumer credit in an era of financial liberalisation: An overreaction to repressed demand?
    MPRA Paper, University Library of Munich, Germany View citations (3)
    Also in Working Papers, Bank of Greece (2012) View citations (5)
    See also Journal Article Consumer credit in an era of financial liberalization: an overreaction to repressed demand?, Applied Economics, Taylor & Francis Journals (2014) View citations (12) (2014)
28. Do institutions matter for growth? Evidence from East Asian countries
    MPRA Paper, University Library of Munich, Germany View citations (1)
29. Institutions and growth: Testing the spatial effect using weight matrix based on the institutional distance concept
    MPRA Paper, University Library of Munich, Germany View citations (4)
30. Institutions-growth spatial dependence: An empirical test
    MPRA Paper, University Library of Munich, Germany View citations (8)
31. Milton Friedman, the Demand for Money and the ECB’s Monetary-Policy Strategy
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (14)
    See also Journal Article Milton Friedman, the demand for money, and the ECB’s monetary policy strategy, Review, Federal Reserve Bank of St. Louis (2012) View citations (3) (2012)
32. Spurious Common Factors
    Discussion Paper Series, Department of Economics, Loughborough University View citations (2)
33. The Debate about the Revived Bretton-Woods Regime: A Survey and Extension of the Literature
    School of Economics Working Paper Series, LeBow College of Business, Drexel University
    Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2011) View citations (5)
    See also Journal Article THE DEBATE ABOUT THE REVIVED BRETTON-WOODS REGIME: A SURVEY AND EXTENSION OF THE LITERATURE, Journal of Economic Surveys, Wiley Blackwell (2013) View citations (9) (2013)

2011

34. Generalized Cointegration: A New Concept with an Application to Health Expenditure and Health Outcomes
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (2)
    See also Journal Article Generalized cointegration: a new concept with an application to health expenditure and health outcomes, Empirical Economics, Springer (2012) View citations (10) (2012)
35. The ECB's New Multi-Country Model for the Euro area: NMCM - with Boundedly Rational Learning Expectations*
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (15)
    Also in Working Paper Series, European Central Bank (2011) View citations (17)
36. The Forward Rate Premium Puzzle: A Resolution?
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (6)
37. The Nonexistence of Instrumental Variables
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester
    Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2009) View citations (4)

2010

38. Bretton-Woods systems, old and new, and the rotation of exchange-rate regimes
    Working Papers, Bank of Greece View citations (2)
    Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2009) View citations (1)
    See also Journal Article BRETTON‐WOODS SYSTEMS, OLD AND NEW, AND THE ROTATION OF EXCHANGE‐RATE REGIMES, Manchester School, University of Manchester (2011) View citations (3) (2011)
39. Decision-Based Forecast Evaluation of UK Interest Rate Predictability*
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (1)
    See also Journal Article Decision‐Based Forecast Evaluation of UK Interest Rate Predictability, Journal of Forecasting, John Wiley & Sons, Ltd. (2016) View citations (1) (2016)
40. Economic Value of Stock and Interest Rate Predictability in the UK
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester
41. MEMBER: Multi-Country Euro Area Model with Boundedly Estimated Rationality
    EcoMod2010, EcoMod View citations (1)

2009

42. Assessing the Casual Relationship between Euro-Area Money and Price in Time-Varying Environment
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (6)
43. Effect of oil price changes on the price of Russian and Chinese oil shares
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (1)
    See also Journal Article The effect of oil price changes on the price of Russian and Chinese oil shares, Empirical Economics, Springer (2017) (2017)
44. How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe
    Discussion Paper Series, Department of Economics, Loughborough University View citations (11)
    Also in Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester (2009) View citations (11)
    See also Journal Article How far from the Euro Area? Measuring convergence of inflation rates in Eastern Europe, Economic Modelling, Elsevier (2009) View citations (11) (2009)
45. Measuring Convergence of the New Member Countries’ Exchange Rates to the Euro
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester
    See also Journal Article Measuring convergence of the new member countries’ exchange rates to the euro, Journal of Financial Transformation, Capco Institute (2007) View citations (5) (2007)
46. The Behaviour of Dickey Fuller test in the case of noisy data: to what extent we can trust the outcome
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (1)
47. Time-Varying Coefficient Estimation in the Presence of Non-Stationarity
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (2)

2008

48. A Portfolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (15)
    Also in Working Papers, Bank of Greece (2007) View citations (5)
49. A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester
    See also Journal Article A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data, Journal for Economic Forecasting, Institute for Economic Forecasting (2010) View citations (3) (2010)
50. Estimation of Parameters in the Presence of Model misspecification and Measurement Error
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (12)
51. Spatial Interdependencies of FDI Locations: A Lessening of the Tyranny of Distance?
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (24)
    Also in Working Papers, Bank of Greece (2008) View citations (25)
52. The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?
    Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester View citations (3)
    See also Journal Article The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?, Southern Economic Journal, John Wiley & Sons (2009) (2009)

2007

53. A New Look at Economic Convergence in Europe: A Common Factor Approach
    Discussion Paper Series, Department of Economics, Loughborough University View citations (2)
    See also Journal Article A new look at economic convergence in Europe: a common factor approach, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2009) View citations (7) (2009)
54. Content
    Working Papers, South African Reserve Bank
55. Production Constraints and the NAIRU
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel)
    See also Journal Article Production Constraints and the NAIRU, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2008) View citations (1) (2008)
56. The Benefits and Costs of Monetary Union in Southern Africa A Critical Survey of the Literature
    Working Papers, South African Reserve Bank

2006

57. A COMPARISON BETWEEN TESTS FOR CHANGES IN THE ADJUSTMENT COEFFICIENTS IN COINTEGRATED SYSTEMS
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
58. Measuring the Correlation of Shocks betweem the EU15 and the New Member Countries
    Working Papers, Bank of Greece
    See also Journal Article Measuring the correlation of shocks between the EU15 and the new member countries, Economic Change and Restructuring, Springer (2006) View citations (7) (2006)

2005

59. Non-Linear Properties of Currency Crises in Emerging Markets
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group

2004

60. Foreign Direct Investment And Exchange Rate Uncertainty In Imperfectly Competitive Industries
    Royal Economic Society Annual Conference 2004, Royal Economic Society View citations (8)
    Also in Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group (2004) View citations (10)
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research (2003) View citations (6)
61. Foreign direct investment in industrial R&D and exchange rate uncertainty in the UK
    Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group View citations (6)
62. Testing the Pooling Assumption in an Industry Panel of R&D Investment: What Do We Learn?
    National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (3)

2003

63. An Indicator Measuring Underlying Economic Activity in Greece
    Working Papers, Bank of Greece View citations (13)

2002

64. Bargaining Models and Identifying the Wage Equation
    Royal Economic Society Annual Conference 2002, Royal Economic Society View citations (1)

1999

65. Inflation Targeting: The Delegation and Co-Ordination of Monetary Policy
    Computing in Economics and Finance 1999, Society for Computational Economics View citations (1)
66. On the Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices
    Computing in Economics and Finance 1999, Society for Computational Economics View citations (28)
67. Testing for Common Cycles in Money, Nominal Income and Prices
    Department of Economics - Working Papers Series, The University of Melbourne View citations (2)
    See also Journal Article Testing for Common Cycles in Money, Nominal Income and Prices, Manchester School, University of Manchester (2003) View citations (4) (2003)

1993

68. An investigation of the effect of funding on the slope of the yield curve
    Bank of England working papers, Bank of England View citations (1)
69. Rational Bubbles During Poland's Hyperinflation: Implications and Empirical Evidence
    CESifo Working Paper Series, CESifo
    Also in Documentos de Trabajo (working papers), Department of Economics - dECON (1993)
    See also Journal Article Rational bubbles during Poland's hyperinflation: Implications and empirical evidence, European Economic Review, Elsevier (1994) View citations (42) (1994)
70. Structural breaks and GARCH modelling
    Documentos de Trabajo (working papers), Department of Economics - dECON

Undated

71. Evolving Market Efficiency with an Application to Some Bulgarian Shares
    Ace Project Memoranda, Department of Economics, University of Leicester View citations (2)
    See also Journal Article Evolving Market Efficiency with an Application to Some Bulgarian Shares, Economic Change and Restructuring, Springer (1997) View citations (30) (1997)
72. Modelling Emerging Financial Markets and their Approach to Market Efficiency
    Computing in Economics and Finance 1996, Society for Computational Economics

Journal Articles

2024

1. An evaluation of the inflation forecasting performance of the European Central Bank, the Federal Reserve, and the Bank of England
   Journal of Forecasting, 2024, 43, (4), 932-947 View citations (3)
2. ESG complementarities in the US economy
   The European Journal of Finance, 2024, 30, (7), 753-771 View citations (1)
3. Forecasting in turbulent times
   Journal of Forecasting, 2024, 43, (4), 819-826 View citations (1)
4. Inflation forecasting with rolling windows: An appraisal
   Journal of Forecasting, 2024, 43, (4), 827-851 View citations (1)
5. Quantifying spillovers among regions
   Journal of International Money and Finance, 2024, 140, (C) View citations (1)

2023

6. A Model to Explain the Impact of Government Revenue on the Quality of Governance and the SDGs
   Economies, 2023, 11, (4), 1-16 View citations (2)
   See also Working Paper A model to explain the impact of government revenue on the quality of governance and the SDGs, WIDER Working Paper Series (2022) View citations (1) (2022)
7. A test to select between spatial weighting matrices
   Journal of Spatial Econometrics, 2023, 4, (1), 1-10 View citations (1)
8. Advances in forecasting: An introduction in light of the debate on inflation forecasting
   Journal of Forecasting, 2023, 42, (3), 455-463 View citations (1)
9. Drivers and spillover effects of inflation: The United States, the euro area, and the United Kingdom☆
   Journal of International Money and Finance, 2023, 131, (C) View citations (12)
10. Forecasting inflation: The use of dynamic factor analysis and nonlinear combinations
    Journal of Forecasting, 2023, 42, (3), 514-529 View citations (6)
    See also Working Paper Forecasting inflation: the use of dynamic factor analysis and nonlinear combinations, Working Papers (2023) (2023)
11. The growth effects of economic and political institutions: new evidence from spatial econometrics analysis using historical-based institutional matrix
    Economic Change and Restructuring, 2023, 56, (2), 749-780 View citations (4)

2022

12. A SUGGESTION FOR A DYNAMIC MULTIFACTOR MODEL (DMFM)
    Macroeconomic Dynamics, 2022, 26, (6), 1423-1443
    See also Working Paper A Suggestion for a Dynamic Multi Factor Model (DMFM), Working Papers (2020) (2020)
13. An investigation into feedback and spatial relationships between banks’ share prices and sovereign bond spreads during the euro crisis
    Journal of Financial Stability, 2022, 63, (C) View citations (1)
14. Government revenue, quality of governance and child and maternal survival
    Applied Economics Letters, 2022, 29, (16), 1541-1546 View citations (1)
15. Local agency for the public purpose? Dissecting and evaluating the emerging discourses of municipal entrepreneurship in the UK
    Local Government Studies, 2022, 48, (5), 907-928
16. Tax abuse—The potential for the Sustainable Development Goals
    PLOS Global Public Health, 2022, 2, (2), 1-13 View citations (1)
17. The Impact of Government Revenue on the Achievement of the Sustainable Development Goals and the Amplification Potential of Good Governance
    Central European Journal of Economic Modelling and Econometrics, 2022, 14, (2), 109-129 View citations (5)

2021

18. Cross-country spillovers of national financial markets and the effectiveness of ECB policies during the euro-area crisis
    Oxford Economic Papers, 2021, 73, (4), 1454-1470 View citations (2)
19. Government Revenue and Child and Maternal Mortality
    Open Economies Review, 2021, 32, (1), 213-229 View citations (4)

2020

20. A Monte Carlo Study of Time Varying Coefficient (TVC) Estimation
    Computational Economics, 2020, 56, (1), 115-130 View citations (1)
21. Estimates of the New Keynesian Phillips Curve for Pakistan
    Empirical Economics, 2020, 59, (2), 871-886
22. Nonlinear forecast combinations: An example using euro-area real GDP growth
    Journal of Economic Behavior & Organization, 2020, 180, (C), 579-589 View citations (1)
23. On the effects of the ECB’s funding policies on bank lending
    Journal of International Money and Finance, 2020, 102, (C)
24. The effect of emergency liquidity assistance (ELA) on bank lending during the euro area crisis
    Journal of International Money and Finance, 2020, 108, (C) View citations (1)
    See also Working Paper The effect of Emergency Liquidity Assistance (ELA) on bank lending during the euro area crisis, Working Papers (2020) View citations (1) (2020)

2019

25. Does foreign aid play a role in the maintenance of economic growth? A non-linear analysis
    The Quarterly Review of Economics and Finance, 2019, 73, (C), 192-204 View citations (10)

2018

26. Macro Modelling at the NIESR: Its Recent History
    National Institute Economic Review, 2018, 246, (1), R15-R23 View citations (2)
    Also in National Institute Economic Review, 2018, 246, R15-R23 (2018) View citations (2)
27. Measuring systemic vulnerability in European banking systems
    Journal of Financial Stability, 2018, 36, (C), 279-292 View citations (7)
28. The macroeconomic and fiscal implications of inflation forecast errors
    Journal of Economic Dynamics and Control, 2018, 93, (C), 203-217 View citations (1)

2017

29. A suggestion for constructing a large time-varying conditional covariance matrix
    Economics Letters, 2017, 156, (C), 110-113 View citations (7)
30. Economic growth and convergence: Do institutional proximity and spillovers matter?
    Journal of Policy Modeling, 2017, 39, (6), 1065-1085 View citations (39)
31. Financial structure and economic development: Evidence on the view of ‘new structuralism’
    International Review of Financial Analysis, 2017, 52, (C), 252-259 View citations (2)
32. On the Interpretation of Instrumental Variables in the Presence of Specification Errors: A Reply
    Econometrics, 2017, 5, (3), 1-3 View citations (2)
33. Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis
    Journal of International Money and Finance, 2017, 73, (PB), 371-385 View citations (26)
    See also Working Paper Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis*, Discussion Papers in Economics (2016) View citations (1) (2016)
34. TIME-VARYING COEFFICIENT MODELS: A PROPOSAL FOR SELECTING THE COEFFICIENT DRIVER SETS
    Macroeconomic Dynamics, 2017, 21, (5), 1158-1174 View citations (6)
    See also Working Paper Time Varying Coefficient Models; A Proposal for selecting the Coefficient Driver Sets, Discussion Papers in Economics (2014) View citations (2) (2014)
35. The effect of oil price changes on the price of Russian and Chinese oil shares
    Empirical Economics, 2017, 53, (4), 1639-1656
    See also Working Paper Effect of oil price changes on the price of Russian and Chinese oil shares, Discussion Papers in Economics (2009) View citations (1) (2009)
36. Trust-based social capital, economic growth and property rights: explaining the relationship
    International Journal of Social Economics, 2017, 44, (1), 21-52 View citations (15)

2016

37. A Method for Measuring Treatment Effects on the Treated without Randomization
    Econometrics, 2016, 4, (2), 1-23 View citations (4)
    See also Working Paper A Method for Measuring Treatment Effects on the Treated without Randomization, Discussion Papers in Economics (2016) View citations (4) (2016)
38. Decision‐Based Forecast Evaluation of UK Interest Rate Predictability
    Journal of Forecasting, 2016, 35, (2), 93-112 View citations (1)
    See also Working Paper Decision-Based Forecast Evaluation of UK Interest Rate Predictability*, Discussion Papers in Economics (2010) View citations (1) (2010)
39. How the euro-area sovereign-debt crisis led to a collapse in bank equity prices
    Journal of Financial Stability, 2016, 26, (C), 266-275 View citations (15)
    See also Working Paper How the Euro-Area Sovereign-Debt Crisis Led to a Collapse in Bank Equity Prices, Discussion Papers in Economics (2015) (2015)
40. Removing Specification Errors from the Usual Formulation of Binary Choice Models
    Econometrics, 2016, 4, (2), 1-21 View citations (1)
    See also Working Paper Removing Specification Errors from the Usual Formulation of Binary Choice Models*, Discussion Papers in Economics (2016) View citations (1) (2016)
41. The effectiveness of the ECB's asset purchase programs of 2009 to 2012
    Journal of Macroeconomics, 2016, 47, (PA), 45-57 View citations (42)
    See also Working Paper The Effectiveness of The ECB’s Asset Purchase Programs Of 2009 To 2012, Working Papers (2015) View citations (1) (2015)

2015

42. A NOTE ON GENERALIZING THE CONCEPT OF COINTEGRATION
    Macroeconomic Dynamics, 2015, 19, (7), 1633-1646 View citations (1)
43. Are all sovereigns equal? A test of the common determination of sovereign spreads in the euro area
    Empirical Economics, 2015, 48, (3), 939-949 View citations (9)
    See also Working Paper Are All Sovereigns Equal? A Test of the Common Determination of Sovereign Spreads in the Euro Area, Discussion Papers in Economics (2014) (2014)
44. MICROPRODUCTION FUNCTIONS WITH UNIQUE COEFFICIENTS AND ERRORS: A RECONSIDERATION AND RESPECIFICATION
    Macroeconomic Dynamics, 2015, 19, (2), 311-333 View citations (2)
45. On the Interpretation of Instrumental Variables in the Presence of Specification Errors
    Econometrics, 2015, 3, (1), 1-10 View citations (9)
    See also Working Paper On the Interpretation of Instrumental Variables in the Presence of Specification Errors, Discussion Papers in Economics (2014) (2014)
46. Two applications of the random coefficient procedure: Correcting for misspecifications in a small area level model and resolving Simpson's paradox
    Economic Modelling, 2015, 45, (C), 93-98 View citations (5)

2014

47. Consumer credit in an era of financial liberalization: an overreaction to repressed demand?
    Applied Economics, 2014, 46, (2), 139-152 View citations (12)
    See also Working Paper Consumer credit in an era of financial liberalisation: An overreaction to repressed demand?, MPRA Paper (2012) View citations (3) (2012)
48. Fundamentally Wrong: Market Pricing of Sovereigns and the Greek Financial Crisis
    Journal of Macroeconomics, 2014, 39, (PB), 405-419 View citations (39)
    See also Working Paper FUNDAMENTALLY WRONG: MARKET PRICING OF SOVEREIGNS AND THE GREEK FINANCIAL CRISIS, Discussion Papers in Economics (2013) View citations (3) (2013)
49. Inflation and Business Cycle Convergence in the Euro Area: Empirical Analysis Using an Unobserved Component Model
    Open Economies Review, 2014, 25, (5), 885-908 View citations (3)
50. Lawrence R. Klein and the Economic Forecasting – A Survey
    Journal for Economic Forecasting, 2014, (1), 5-14
51. Revisiting the institutions-growth nexus in developing countries: The new evidence
    New Zealand Economic Papers, 2014, 48, (3), 301-312 View citations (5)

2013

52. Do R&D strategies in high-tech sectors differ from those in low-tech sectors? An alternative approach to testing the pooling assumption
    Economic Change and Restructuring, 2013, 46, (2), 183-202 View citations (21)
53. Is the relationship between prices and exchange rates homogeneous?
    Journal of International Money and Finance, 2013, 37, (C), 411-438 View citations (15)
    See also Working Paper Is the Relationship Between Prices and Exchange Rates Homogeneous?, Discussion Papers in Economics (2013) View citations (16) (2013)
54. Limited information minimal state variable learning in a medium-scale multi-country model
    Economic Modelling, 2013, 33, (C), 808-825 View citations (14)
55. Measuring currency pressures: The cases of the Japanese yen, the Chinese yuan, and the UK pound
    Journal of the Japanese and International Economies, 2013, 29, (C), 1-20 View citations (16)
    See also Working Paper Measuring Currency Pressures: The Cases of the Japanese Yen, the Chinese Yuan, and the U.K. Pound, Discussion Papers in Economics (2013) View citations (16) (2013)
56. THE DEBATE ABOUT THE REVIVED BRETTON-WOODS REGIME: A SURVEY AND EXTENSION OF THE LITERATURE
    Journal of Economic Surveys, 2013, 27, (2), 340-363 View citations (9)
    See also Working Paper The Debate about the Revived Bretton-Woods Regime: A Survey and Extension of the Literature, School of Economics Working Paper Series (2012) (2012)
57. The forward rate premium puzzle: a case of misspecification?1)
    Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (3), 265-279 View citations (5)

2012

58. Financial crisis, effective policy rules and bounded rationality in a New Keynesian framework
    Economic Change and Restructuring, 2012, 45, (1), 25-44
59. Generalized cointegration: a new concept with an application to health expenditure and health outcomes
    Empirical Economics, 2012, 42, (2), 603-618 View citations (10)
    See also Working Paper Generalized Cointegration: A New Concept with an Application to Health Expenditure and Health Outcomes, Discussion Papers in Economics (2011) View citations (2) (2011)
60. Introduction to the special issue in honour of Wojciech Charemza
    Economic Change and Restructuring, 2012, 45, (1), 1-2
61. Measurement of causal effects
    Economic Change and Restructuring, 2012, 45, (1), 3-23 View citations (2)
62. Milton Friedman, the demand for money, and the ECB’s monetary policy strategy
    Review, 2012, 94, (May), 153-186 View citations (3)
    See also Working Paper Milton Friedman, the Demand for Money and the ECB’s Monetary-Policy Strategy, Discussion Papers in Economics (2012) View citations (14) (2012)
63. Spatial panel data analysis with feasible GLS techniques: An application to the Chinese real exchange rate
    Economic Modelling, 2012, 29, (1), 41-47 View citations (2)
64. The Greek financial crisis: Growing imbalances and sovereign spreads
    Journal of International Money and Finance, 2012, 31, (3), 498-516 View citations (80)

2011

65. BRETTON‐WOODS SYSTEMS, OLD AND NEW, AND THE ROTATION OF EXCHANGE‐RATE REGIMES
    Manchester School, 2011, 79, (2), 293-317 View citations (3)
    See also Working Paper Bretton-Woods systems, old and new, and the rotation of exchange-rate regimes, Working Papers (2010) View citations (2) (2010)
66. The small sample properties of tests of the expectations hypothesis: a Monte Carlo investigation
    International Journal of Finance & Economics, 2011, 16, (2), 152-171 View citations (2)

2010

67. A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data
    Journal for Economic Forecasting, 2010, (2), 57-78 View citations (3)
    See also Working Paper A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data, Discussion Papers in Economics (2008) (2008)
68. Arnold Zellner: January 2nd 1927-August 11th 2010
    Economic Modelling, 2010, 27, (6), 1337-1337
69. Exchange-rate volatility and export performance: Do emerging market economies resemble industrial countries or other developing countries?
    Economic Modelling, 2010, 27, (6), 1514-1521 View citations (46)
70. Introduction: P.A.V.B. Swamy's contribution to Econometrics
    Economic Modelling, 2010, 27, (6), 1338-1344
71. The Fisher Effect Puzzle: A Case of Non-Linear Relationship?
    Open Economies Review, 2010, 21, (1), 91-103 View citations (10)

2009

72. A new look at economic convergence in Europe: a common factor approach
    International Journal of Finance & Economics, 2009, 14, (1), 85-97 View citations (7)
    See also Working Paper A New Look at Economic Convergence in Europe: A Common Factor Approach, Discussion Paper Series (2007) View citations (2) (2007)
73. Assessing the causal relationship between euro-area money and prices in a time-varying environment
    Economic Modelling, 2009, 26, (4), 760-766 View citations (14)
74. Foreign Direct Investment in R&D and Exchange Rate Uncertainty
    Open Economies Review, 2009, 20, (2), 207-223 View citations (12)
75. How far from the Euro Area? Measuring convergence of inflation rates in Eastern Europe
    Economic Modelling, 2009, 26, (4), 788-798 View citations (11)
    See also Working Paper How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe, Discussion Paper Series (2009) View citations (11) (2009)
76. The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?
    Southern Economic Journal, 2009, 76, (2), 467-481
    See also Working Paper The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?, Discussion Papers in Economics (2008) View citations (3) (2008)
77. Where Has All the Money Gone? Wealth and the Demand for Money in South Africa †
    Journal of African Economies, 2009, 18, (1), 84-112 View citations (4)

2008

78. Foreign direct investment and exchange rate uncertainty in South-East Asia
    International Journal of Finance & Economics, 2008, 13, (4), 349-359 View citations (10)
79. Measuring the Correlation of Shocks Between the UK and the Core of Europe
    Journal for Economic Forecasting, 2008, 5, (1), 17-26 View citations (1)
80. Production Constraints and the NAIRU
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2008, 2, 1-15 View citations (1)
    See also Working Paper Production Constraints and the NAIRU, Economics Discussion Papers (2007) (2007)

2007

81. Combining density forecasts
    International Journal of Forecasting, 2007, 23, (1), 1-13 View citations (234)
82. Measuring convergence of the new member countries’ exchange rates to the euro
    Journal of Financial Transformation, 2007, 19, 20-25 View citations (5)
    See also Working Paper Measuring Convergence of the New Member Countries’ Exchange Rates to the Euro, Discussion Papers in Economics (2009) (2009)

2006

83. An Independent Bank of England
    National Institute Economic Review, 2006, 196, (1), 120-127
84. An Independent Bank of England: Is that Enough
    National Institute Economic Review, 2006, 196, 120-127
85. Evaluating policy feedback rules using the joint density function of a stochastic model
    Economics Letters, 2006, 93, (1), 1-5 View citations (15)
86. Measuring the correlation of shocks between the EU15 and the new member countries
    Economic Change and Restructuring, 2006, 39, (1), 19-34 View citations (7)
    See also Working Paper Measuring the Correlation of Shocks betweem the EU15 and the New Member Countries, Working Papers (2006) (2006)
87. The New Monetary Regime
    National Institute Economic Review, 2006, 196, (1), 63-65
88. The New Monetary Regime: Introduction
    National Institute Economic Review, 2006, 196, 63-65

2005

89. A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates
    Open Economies Review, 2005, 16, (2), 107-133
90. Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR ‘Fan’ Charts of Inflation*
    Oxford Bulletin of Economics and Statistics, 2005, 67, (s1), 995-1033 View citations (181)
91. Interest rate linkages: a Kalman filter approach to detecting structural change
    Economic Modelling, 2005, 22, (2), 253-284 View citations (25)
92. Interest rate linkages: identifying structural relations
    Applied Financial Economics, 2005, 15, (14), 977-986 View citations (11)

2004

93. Would adopting the Australian dollar provide superior monetary policy in New Zealand?
    Economic Modelling, 2004, 21, (6), 949-964 View citations (9)

2003

94. Evaluating the Gains to Cooperation in the G-3
    Empirica, 2003, 30, (4), 337-356 View citations (2)
95. S.G.B. Henry: a memoir and a festschrift essay
    Economic Modelling, 2003, 20, (2), 227-236
96. Testing for Common Cycles in Money, Nominal Income and Prices
    Manchester School, 2003, 71, (s1), 68-84 View citations (4)
    See also Working Paper Testing for Common Cycles in Money, Nominal Income and Prices, Department of Economics - Working Papers Series (1999) View citations (2) (1999)

2002

97. A Non-parametric Approach to Pricing and Hedging Derivative Securities: With an Application to LIFFE Data
    Computational Economics, 2002, 19, (3), 303-22 View citations (1)
98. Foreign exchange market efficiency and cointegration
    Applied Financial Economics, 2002, 12, (2), 131-139 View citations (6)
99. Measuring the Capital Stock in Russia: An Unobserved Component Model
    Economic Change and Restructuring, 2002, 35, (4), 365-70 View citations (5)
100. Modelling Economic Policy Responses with an Application to the G3
     Annals of Economics and Statistics, 2002, (67-68), 415-433 View citations (1)
101. On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices
     Journal of Economic Dynamics and Control, 2002, 26, (9-10), 1517-1537 View citations (47)
102. Testing Causality Between Team Performance and Payroll
     Journal of Sports Economics, 2002, 3, (2), 149-168 View citations (108)
103. The 1998 Russian crisis: could the exchange rate volatility have predicted it?
     Journal of Policy Modeling, 2002, 24, (2), 151-168 View citations (5)

2001

104. Coordination and price shocks: an empirical analysis
     Economic Modelling, 2001, 18, (4), 569-584 View citations (1)
105. Creating High-Frequency National Accounts with State-Space Modelling: A Monte Carlo Experiment
     Journal of Forecasting, 2001, 20, (6), 441-49 View citations (29)
106. Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates
     International Journal of Finance & Economics, 2001, 6, (2), 127-38 View citations (23)

2000

107. Do Market Participants Learn? The Case of the Budapest Stock Exchange
     Economic Change and Restructuring, 2000, 33, (1-2), 3-18 View citations (6)
108. Modelling economies in transition: an introduction
     Economic Modelling, 2000, 17, (3), 339-357 View citations (13)
109. Unemployment and the capital stock: a dynamic structural model of the UK supply side
     Economic Modelling, 2000, 17, (3), 415-437 View citations (7)

1999

110. A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence
     Oxford Bulletin of Economics and Statistics, 1999, 61, (S1), 749-767 View citations (10)
111. Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test
     Journal of Applied Econometrics, 1999, 14, (2), 143-54 View citations (161)
112. Examining the first stages of market performance: a test for evolving market efficiency
     Economics Letters, 1999, 64, (1), 1-12 View citations (49)
113. Shock Hunting: The Relative Importance of Industry‐Specific, Region‐specific and Aggregate shocks in the OECD Countries
     Manchester School, 1999, 67, (s1), 49-65 View citations (4)
114. Stylized Facts of the Business Cycle Revisited: A Structural Modelling Approach
     International Journal of Finance & Economics, 1999, 4, (3), 253-68 View citations (3)

1998

115. Aggregate demand and aggregate supply in UK regions
     Journal of Economic Studies, 1998, 25, (4), 260-276
116. Modelling and forecasting UK public finances
     Fiscal Studies, 1998, 19, (1), 63-81 View citations (5)
117. Using Models to Analyse Economic Policy Responses; The Case of Environmental Co-Operation
     Energy & Environment, 1998, 9, (5), 481-497

1997

118. Cointegration and Changes in Regime: The Japanese Consumption Function
     Journal of Applied Econometrics, 1997, 12, (2), 151-68 View citations (53)
119. E-equilibria and adaptive expectations: Output and inflation in the LBS model
     Journal of Economic Dynamics and Control, 1997, 21, (7), 1149-1171 View citations (16)
120. Empirical Properties of the Black Market Zloty-Dollar Exchange Rate, 1955-1990
     International Journal of Finance & Economics, 1997, 2, (1), 29-37
121. Evolving Market Efficiency with an Application to Some Bulgarian Shares
     Economic Change and Restructuring, 1997, 30, (2), 75-90 View citations (30)
     Also in Economic Change and Restructuring, 1997, 30, (2-3), 75-90 (1997) View citations (32)
     See also Working Paper Evolving Market Efficiency with an Application to Some Bulgarian Shares, Ace Project Memoranda View citations (2)
122. Learning about monetary union: An analysis of bounded rational learning in European labor markets
     Journal of Policy Modeling, 1997, 19, (5), 469-489
123. Measuring Economic Convergence
     International Journal of Finance & Economics, 1997, 2, (2), 131-43 View citations (18)
124. Stabilizing energy related CO2 emissions for India
     Energy Economics, 1997, 19, (1), 125-150 View citations (2)
125. Switching error-correction models of house prices in the United Kingdom
     Economic Modelling, 1997, 14, (4), 517-527 View citations (53)

1996

126. Carbon abatement costs: an integrated approach for India*
     Environment and Development Economics, 1996, 1, (1), 41-63 View citations (4)
127. Endogenous technical progress in fossil fuel demand: The case of France
     Journal of Policy Modeling, 1996, 18, (2), 141-155 View citations (2)
128. Measuring Underlying Economic Activity
     Journal of Applied Econometrics, 1996, 11, (2), 135-51 View citations (5)
129. Modelling economies subject to structural change: The case of Germany
     Economic Modelling, 1996, 13, (4), 545-559 View citations (9)

1995

130. A proposed framework for monetary policy
     Applied Economics Letters, 1995, 2, (5), 135-138
131. Macroeconomics and a Bit More Reality
     Economic Journal, 1995, 105, (431), 974-88 View citations (21)
132. Model consistent learning and regime switching in the London Business School model
     Economic Modelling, 1995, 12, (2), 87-95 View citations (3)
133. Price and Quantity Responses to Cost and Demand Shocks
     Oxford Bulletin of Economics and Statistics, 1995, 57, (2), 185-204 View citations (1)

1994

134. Forecasting Economies in Transition: The Case of Romania
     Economic Change and Restructuring, 1994, 27, (3), 175-84 View citations (2)
135. Is the Bundesbank Different from Other Central Banks: A Study Based on P
     Empirical Economics, 1994, 19, (4), 691-707 View citations (5)
136. Rational bubbles during Poland's hyperinflation: Implications and empirical evidence
     European Economic Review, 1994, 38, (6), 1257-1276 View citations (42)
     See also Working Paper Rational Bubbles During Poland's Hyperinflation: Implications and Empirical Evidence, CESifo Working Paper Series (1993) (1993)
137. Robust optimal decisions with stochastic nonlinear economic systems
     Journal of Economic Dynamics and Control, 1994, 18, (1), 125-147 View citations (8)
138. The Relevance of P-Star Analysis to UK Monetary Policy
     Economic Journal, 1994, 104, (424), 597-604 View citations (89)
139. Transportation and energy in Santiago, Chile
     Transport Policy, 1994, 1, (4), 233-243 View citations (1)

1993

140. Modelling Structural Change Using the Kalman Filter
     Economic Change and Restructuring, 1993, 26, (1), 1-13 View citations (10)
141. Modelling the Sterling Effective Exchange Rate Using Expectations and Learning
     The Manchester School of Economic & Social Studies, 1993, 61, (3), 270-86 View citations (3)

1992

142. Measuring Convergence of the EC Economies
     The Manchester School of Economic & Social Studies, 1992, 60, 99-111 View citations (49)
143. Measuring Efficiency and Risk in the Major Bond Markets
     Oxford Economic Papers, 1992, 44, (4), 599-625 View citations (6)
144. Testing a Discrete Switching Disequilibrium Model of the UK Labour Market
     Journal of Applied Econometrics, 1992, 7, (1), 83-91 View citations (4)

1991

145. An Application of the Stochastic GARCH-in-Mean Model to Risk Premia in the London Metal Exchange
     The Manchester School of Economic & Social Studies, 1991, 59, 57-71 View citations (12)
146. Cointegration in Recursive Systems
     Economic Journal, 1991, 101, (405), 239-51 View citations (23)
147. Sterling's Relationship with the Dollar and the Deutschemark: 1976-89
     Economic Journal, 1991, 101, (406), 436-43 View citations (52)
148. The Effect of Varying Length VAR Models on the Maximum Likelihood Estimates of Cointegrating Vectors
     Scottish Journal of Political Economy, 1991, 38, (4), 317-23 View citations (40)

1990

149. An Algorithm for the Solution of Stochastic Optimal Control Problems for Large Nonlinear Econometric Models
     Journal of Applied Econometrics, 1990, 5, (4), 393-99 View citations (2)
150. Manufacturing Stocks: Expectations, Risk and Co-integration
     Economic Journal, 1990, 100, (402), 756-72 View citations (17)

1989

151. An Investigation of the Long-run Properties of Aggregate Non-durable Consumers' Expenditure in the United Kingdom
     Economic Journal, 1989, 99, (396), 454-60 View citations (15)
152. Maximum Likelihood Estimation of Cointegration Vectors: An Example of the Johansen Procedure
     Oxford Bulletin of Economics and Statistics, 1989, 51, (2), 213-18 View citations (43)
153. Modelling Asset Prices with Time-Varying Betas
     The Manchester School of Economic & Social Studies, 1989, 57, (4), 340-56 View citations (7)

1988

154. Analysing Unstable Policy Prescriptions in Linear Difference Models with Rational Expectations
     Bulletin of Economic Research, 1988, 40, (3), 217-25

1987

155. A Forward Looking Model of the Exchange Rate
     Journal of Applied Econometrics, 1987, 2, (1), 47-60 View citations (10)
156. Analysing Economic Behaviour 1975-85 with a Model Incorporating Consistent Expectations
     National Institute Economic Review, 1987, 120, (1), 75-80
     Also in National Institute Economic Review, 1987, 120, 75-80 (1987)
157. Wage Models
     National Institute Economic Review, 1987, 119, 70-75 View citations (7)
     Also in National Institute Economic Review, 1987, 119, (1), 70-75 (1987) View citations (10)

1986

158. A dynamic econometric model of the UK with rational expectations
     Journal of Economic Dynamics and Control, 1986, 10, (1-2), 219-223 View citations (2)
159. An Application of the Granger & Engle Two-Step Estimation Procedure to United Kingdom Aggregate Wage Data
     Oxford Bulletin of Economics and Statistics, 1986, 48, (3), 229-39 View citations (72)
160. Consistent Simulations and the National Institute Model 8
     National Institute Economic Review, 1986, 115, (1), 64-73
     Also in National Institute Economic Review, 1986, 115, 64-73 (1986)
161. Disequilibrium models with rational expectations: An application to the UK labour market
     Economics Letters, 1986, 21, (3), 215-220
162. Forecasting employment: The role of forward-looking behaviour
     International Journal of Forecasting, 1986, 2, (4), 435-445
163. Forecasting with an Econometric Model: Some Recent Results Using the National Institute Model
     Journal of Applied Econometrics, 1986, 1, (2), 163-83
164. Oil Prices and the Economy
     National Institute Economic Review, 1986, 116, 38-44
     Also in National Institute Economic Review, 1986, 116, (1), 38-44 (1986) View citations (1)
165. The Application of Stochastic Simulation Techniques to the National Institute's Model 7
     The Manchester School of Economic & Social Studies, 1986, 54, (2), 180-201 View citations (5)
166. The Exchange Rate and the Balance of Payments
     National Institute Economic Review, 1986, 115, 74-82
     Also in National Institute Economic Review, 1986, 115, (1), 74-82 (1986)
167. The use of prior regressions in the estimation of error correction models
     Economics Letters, 1986, 20, (1), 33-37 View citations (1)
168. Time inconsistency and optimal policy formulation in the presence of rational expectations
     Journal of Economic Dynamics and Control, 1986, 10, (1-2), 323-326 View citations (1)

1985

169. Forecasting with a Rational Expectations Model of the UK: A Comment
     Oxford Bulletin of Economics and Statistics, 1985, 47, (4), 337-45
170. On the Solution of Large Economic Models with Consistent Expectations
     Bulletin of Economic Research, 1985, 37, (2), 157-61 View citations (11)
171. Rational Expectations in an Econometric Model: Niesr Model 8
     National Institute Economic Review, 1985, 114, (1), 58-68 View citations (1)
172. Rational Expectations in an Econometric Model: Niesr Model 8∗
     National Institute Economic Review, 1985, 114, 58-68

1984

173. On the Solution of High Order, Symmetric, Difference Equations
     Oxford Bulletin of Economics and Statistics, 1984, 46, (1), 85-88

1983

174. Money and the Walrasian Utility Function
     Oxford Economic Papers, 1983, 35, (2), 247-53 View citations (1)
175. The Economic Effects of North Sea Oil
     National Institute Economic Review, 1983, 104, (1), 38-44 View citations (1)
     Also in National Institute Economic Review, 1983, 104, 38-44 (1983)

1982

176. Money and the Economics of Leon Walras
     Scottish Journal of Political Economy, 1982, 29, (3), 246-55 View citations (1)

1980

177. Scarcity, energy and economic progress: by Ferdinand E. Banks 200 pp, [UK pound]10.50, Lexington books, Lexington, MA, 1978
     Energy Economics, 1980, 2, (1), 60-61

Books

2011

1. Macroeconometric Models and European Monetary Union, vol 73
   Schriften des Rheinisch-Westfälischen Instituts für Wirtschaftsforschung, Duncker & Humblot GmbH, Berlin

Edited books

2004

1. Macroeconometric Models and European Monetary Union, vol 73
   RWI Schriften, RWI - Leibniz-Institut für Wirtschaftsforschung View citations (5)

Chapters

2018

1. Spreads and bank ratings in the Euro area sovereign debt crises
   Chapter 6 in Global Economic Modeling A Volume in Honor of Lawrence R. Klein, 2018, pp 112-145

2013

2. Inflation Convergence in Europe
   Springer

2009

3. Recent Developments in Density Forecasting
   Palgrave Macmillan View citations (11)

2007

4. Foreign Direct Investment (FDI) and Exchange Rate Uncertainty in Imperfectly Competitive Industries
   Springer View citations (3)

2004

5. Modelling Volatility and Its Implication for European Economic Integration
   A chapter in New Directions in Macromodelling, 2004, pp 1-19

2002

6. Testing for Common Features in the European Union
   Palgrave Macmillan

1998

7. IS THE BUNDESBANK DIFFERENT FROM OTHER CENTRAL BANKS?
   Chapter 3 in Link Proceedings 1991, 1992 Selected Papers from Meetings in Moscow, 1991, and Ankara, 1992, 1998, pp 45-59
8. THE DEGREE OF CONVERGENCE WITHIN THE EMS
   Chapter 2 in Link Proceedings 1991, 1992 Selected Papers from Meetings in Moscow, 1991, and Ankara, 1992, 1998, pp 34-44
9. THE TREATMENT OF EXPECTATIONS EFFECTS IN LARGE-SCALE MODELS
   Chapter 13 in Link Proceedings 1991, 1992 Selected Papers from Meetings in Moscow, 1991, and Ankara, 1992, 1998, pp 247-275

1996

10. The Macroeconomics of the Peace Dividend in the UK
    A chapter in The Peace Dividend, 1996, pp 117-135

Editor

1. Economic Modelling
   Elsevier