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Details about Ronald MacDonald

E-mail:
Phone:44-(0)141-330-1988
Postal address:Economics Adam Smith Business School Gilbert Scott Building University of Glasgow Glasgow G12 8QQ UK
Workplace:Department of Economics, Adam Smith Business School, University of Glasgow, (more information at EDIRC)

Access statistics for papers by Ronald MacDonald.

Last updated 2019-04-08. Update your information in the RePEc Author Service.

Short-id: pma235


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Working Papers

2016

  1. Japan's Currency Intervention Regimes: A Microstructural Analysis with Speculation and Sentiment
    Working Papers, Business School - Economics, University of Glasgow Downloads
  2. Policy initiatives and Örmsíaccess to external finance: Evidence from a panel of emerging Asian economies
    Working Papers, Business School - Economics, University of Glasgow Downloads

2015

  1. An Alternative way of Predicting the Outcome of the Scottish Independence Referendum: The Information in the Ether
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
    Also in Working Papers, Business School - Economics, University of Glasgow Downloads View citations (1)
  2. Education and the local equity bias around the world
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (1)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2015)
  3. Forecasting the 2015 General Election with Internet Big Data: An Application of the TRUST Framework
    Working Papers, Business School - Economics, University of Glasgow Downloads
  4. Policy initiatives and firms' access to external finance: Evidence from a panel of emerging Asian economies
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
    Also in Essex Finance Centre Working Papers, University of Essex, Essex Business School (2015) Downloads View citations (1)
    Working Papers, Business School - Economics, University of Glasgow (2014) Downloads

2014

  1. An Empirical Assessment of Optimal Monetary Policy Delegation in the Euro Area
    Working Papers, Business School - Economics, University of Glasgow Downloads
  2. An Independent Scotland’s Currency Options Redux: Assessing the Costs and Benefits of Currency Choice
    CESifo Working Paper Series, CESifo Group Munich Downloads
    Also in Working Papers, Business School - Economics, University of Glasgow Downloads
  3. Carry Funding and Safe Haven Currencies: A Threshold Regression Approach
    CESifo Working Paper Series, CESifo Group Munich Downloads
    Also in Discussion Papers, Deutsche Bundesbank (2014) Downloads View citations (1)

    See also Journal Article in Journal of International Money and Finance (2015)
  4. Exchange rate forecasts and expected fundamentals
    Kiel Working Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (2)
    See also Journal Article in Journal of International Money and Finance (2015)
  5. Measuring the Euro-Dollar Permanent Equilibrium Exchange Rate using the Unobserved Components Model
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (1)
    Also in Stirling Economics Discussion Papers, University of Stirling, Division of Economics (2014) Downloads View citations (1)
  6. PICKING THE RIGHT BUDGET CONSTRAINT FOR SCOTLAND
    Working Papers, Business School - Economics, University of Glasgow Downloads
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2014) Downloads
  7. The Real Exchange Rate in the Long Run: Balassa-Samuelson Effects Reconsidered
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (10)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (8)

    See also Journal Article in Journal of International Money and Finance (2017)
  8. The role of education in equity portfolios during the recent financial crisis
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
    Also in Working Papers, Business School - Economics, University of Glasgow (2014) Downloads

2013

  1. Currency Carry Trades, Position-Unwinding Risk, and Sovereign Credit Premia
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
  2. Currency Forecast Errors at Times of Low Interest Rates: Evidence from Survey Data on the Yen/Dollar Exchange Rate
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2013) Downloads
  3. Currency Issues and Options for an Independent Scotland
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
    Also in Working Papers, Business School - Economics, University of Glasgow Downloads
  4. Global Currency Misalignments, Crash Sensitivity, and Downside Insurance Costs
    MPRA Paper, University Library of Munich, Germany Downloads

2012

  1. Stock Market Reaction to Fed Funds Rate Surprises: State Dependence and the Financial Crisis
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
    Also in Working Papers, Business School - Economics, University of Glasgow (2012) Downloads View citations (3)

    See also Journal Article in Journal of Banking & Finance (2013)

2011

  1. A PANEL DATA INVESTIGATION OF REALEXCHANGE RATE MISALIGNMENT AND GROWTH
    Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics] Downloads View citations (1)
    Also in CESifo Working Paper Series, CESifo Group Munich (2010) Downloads View citations (9)
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (26)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010) Downloads View citations (9)
  2. Causes of corruption in European countries: history, law, and political stability
    Working Papers, Business School - Economics, University of Glasgow View citations (3)
  3. Corruption and Financial Intermediation in a Panel of Regions: Cross-Border Effects of Corruption
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (5)
    Also in Working Papers, Business School - Economics, University of Glasgow (2011) Downloads View citations (3)
  4. Individual exchange rate forecasts and expected fundamentals
    ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research Downloads View citations (3)
  5. Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
    Also in Working Papers, Business School - Economics, University of Glasgow (2011) Downloads View citations (4)

    See also Journal Article in Journal of Money, Credit and Banking (2012)

2010

  1. Corruption and the Military in Politics: Theory and Evidence from around the World
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (6)
    Also in Working Papers, Business School - Economics, University of Glasgow (2010) Downloads View citations (3)
  2. Distributional and Poverty Consequences of Globalization: A Dynamic Comparative Analysis for Developing Countries
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (10)
    Also in Working Papers, Business School - Economics, University of Glasgow (2010) Downloads View citations (11)
  3. Does the euro dominate Central and Eastern European money markets?
    Working Papers, Business School - Economics, University of Glasgow Downloads
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010) Downloads View citations (1)

    See also Journal Article in Journal of International Money and Finance (2013)
  4. Equilibrium Exchange Rate Determination and Multiple Structural Changes
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (3)
    Also in Working Papers, Business School - Economics, University of Glasgow (2010) Downloads View citations (4)

    See also Journal Article in Journal of Empirical Finance (2013)
  5. Microstructure Order Flow: Statistical and Economic Evaluation of Nonlinear Forecasts
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
    Also in Working Papers, Business School - Economics, University of Glasgow (2010) Downloads

    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2015)
  6. Nominal Interest Rates and Stationarity
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (1)
    Also in Working Papers, Business School - Economics, University of Glasgow (2010) Downloads View citations (2)

    See also Journal Article in Review of Quantitative Finance and Accounting (2013)
  7. Revisiting the Dollar-Euro Permanent Equilibrium Exchange Rate: Evidence from Multivariate Unobserved Components Models
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (2)
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010) Downloads View citations (1)
  8. The Role of Institutions in Cross-Section Income and Panel Data Growth Models: A Deeper Investigation on the Weakness and Proliferation of Instruments
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
    Also in Working Papers, Business School - Economics, University of Glasgow (2010) Downloads View citations (1)

    See also Journal Article in Journal of Comparative Economics (2012)

2009

  1. 3-Regime symmetric STAR modeling and exchange rate reversion
    Working Papers, Business School - Economics, University of Glasgow Downloads
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2009) Downloads
  2. Climbing to the top? Foreign Direct Investment and Property Rights
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
    Also in Working Papers, Business School - Economics, University of Glasgow (2009) Downloads

    See also Journal Article in Economic Inquiry (2011)
  3. Exchange Rate Forecasters' Performance: Evidence of Skill?
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (2)
    Also in Working Papers, Business School - Economics, University of Glasgow (2009) Downloads View citations (1)
  4. Exchange rate forecasters’ performance: evidence of skill?
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
  5. Real exchange rates and real interest rate differentials: a present value interpretation
    IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich Downloads View citations (14)
    See also Journal Article in European Economic Review (2009)
  6. Sterling in crisis: 1964-1967
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
    See also Journal Article in European Review of Economic History (2009)
  7. Technical Appendix-3-Regime asymmetric STAR modeling and exchange rate reversion
    Working Papers, Business School - Economics, University of Glasgow Downloads
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2009) Downloads View citations (1)
  8. The Behavioural Zloty/Euro Equilibrium Exchange Rate
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (2)

2008

  1. A Review of the Empirical Evidence on the Effects of Fiscal Decentralization on Economic Efficiency: With Comments on Tax Devolution to Scotland
    Working papers, University of Connecticut, Department of Economics Downloads
  2. Do Institutions Matter for Foreign Direct Investment?
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (3)
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2008) Downloads View citations (3)

    See also Journal Article in Open Economies Review (2010)
  3. International Money and Finance
    Working papers, University of Connecticut, Department of Economics Downloads View citations (34)
  4. Monetary Transmission Mechanism in Central and Eastern Europe: Surveying the Surveyable
    OECD Economics Department Working Papers, OECD Publishing Downloads View citations (7)
    See also Journal Article in Journal of Economic Surveys (2009)
  5. The Global Dimension to Fiscal Sustainability
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (2)
    Also in Working Papers, Business School - Economics, University of Glasgow (2008) Downloads

    See also Journal Article in Journal of Macroeconomics (2011)

2007

  1. Behavioural equilibrium exchange rate estimates and implied exchange rate adjustments for ten countries
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (22)
  2. Did Impending War in Europe Help Destroy the Gold Bloc in 1936? An Internal Inconsistency Hypothesis
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)
  3. Disaggregate Real Exchange Rate Behaviour
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (3)
    See also Journal Article in Open Economies Review (2007)
  4. IMF Support and Inter-regime Exchange rate Volatility
    Working Papers, Business School - Economics, University of Glasgow Downloads
    See also Journal Article in Open Economies Review (2012)
  5. TRADE COSTS, TRADE BALANCES AND CURRENT ACCOUNTS: AN APPLICATION OF GRAVITY TO MULTILATERAL TRADE
    Working Papers, Business School - Economics, University of Glasgow Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (3)
    CESifo Working Paper Series, CESifo Group Munich (2005) Downloads View citations (5)

    See also Journal Article in Open Economies Review (2008)
  6. The impact of Central Bank intervention on exchange rate forecasts heterogeneity
    ULB Institutional Repository, ULB -- Universite Libre de Bruxelles View citations (8)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2002) Downloads View citations (14)
    Working Papers, CEPII research center (2002) Downloads View citations (6)

    See also Journal Article in Journal of the Japanese and International Economies (2007)

2006

  1. A Re-examination of the link between Real Exchange Rates and Real Interest Rate Differentials
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (3)
    Also in CESifo Working Paper Series, CESifo Group Munich (2003) Downloads View citations (7)
  2. Catching-up, Inflation Differentials and Credit Booms in a Heterogeneous Monetary Union: Some Implications for EMU and new EU Member States
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (2)
  3. Monetary Policy Shocks and Stock Returns: Evidence from the British Market
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (12)
    See also Journal Article in Financial Markets and Portfolio Management (2009)
  4. Monetary Transmission Mechanism in Central & Eastern Europe: Gliding on a Wind of Change
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (21)
  5. Monetary Transmission Mechanism in Transition Economies: Surveying the Surveyable
    MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary) Downloads View citations (16)
    Also in CESifo Working Paper Series, CESifo Group Munich (2006) Downloads View citations (13)
  6. Monetary transmission mechanism in Central and Eastern Europe: gliding on a wind of change
    BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition Downloads View citations (25)
  7. Real exchange rates and real interest rates: a nonlinear perspective
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads View citations (2)
    Also in Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1999) View citations (12)
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1999) View citations (2)

    See also Journal Article in Recherches économiques de Louvain (2006)
  8. US Trade and Exchange Rate Volatility: A Real Sectoral Bilateral Analysis
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (5)
    See also Journal Article in Journal of Macroeconomics (2008)

2005

  1. Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues
    Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) Downloads View citations (64)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (14)
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2005) Downloads View citations (56)

    See also Journal Article in Journal of Economic Surveys (2006)
  2. Fundamental Volatility is Regime Specific
    Working Papers, Business School - Economics, University of Glasgow Downloads
  3. Non-Linear Exchange Rate Dynamics in Target Zones: A Bumpy Road Towards A Honeymoon Some Evidence from the ERM, ERM2 and Selected New EU Member States
    William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan Downloads View citations (4)
    Also in CESifo Working Paper Series, CESifo Group Munich (2005) Downloads View citations (2)

2004

  1. Markov Switching Regimes In A Monetary Exchange Rate Model
    Royal Economic Society Annual Conference 2004, Royal Economic Society Downloads View citations (1)
    See also Journal Article in Economic Modelling (2005)
  2. The Economic Case for Fiscal Federalism in Scotland
    Working papers, University of Connecticut, Department of Economics Downloads View citations (13)
  3. The monetary approach to exchange rates in the CEECs
    Macroeconomics, University Library of Munich, Germany Downloads View citations (3)
    Also in BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition (2003) Downloads View citations (10)

    See also Journal Article in The Economics of Transition (2005)

2003

  1. Catching Up: The Role of Demand, Supply and Regulated Price Effects on the Real Exchange Rates of Four Accession Countries
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (11)
    See also Journal Article in The Economics of Transition (2004)
  2. Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads View citations (3)
    See also Journal Article in Global Finance Journal (2005)
  3. Estimation of the Equilibrium Real Exchange Rate for South Africa
    IMF Working Papers, International Monetary Fund Downloads View citations (58)
    See also Journal Article in South African Journal of Economics (2004)
  4. Fatal Attraction
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
  5. Fatal Attraction; A New Measure of Contagion
    IMF Working Papers, International Monetary Fund Downloads View citations (14)
  6. International Parity Relationships Between Germany and the United States: A Joint Modelling Approach
    FRU Working Papers, University of Copenhagen. Department of Economics. Finance Research Unit Downloads View citations (4)
    Also in Discussion Papers, University of Copenhagen. Department of Economics (2000) Downloads View citations (21)
  7. Models of exchange rate expectations: how much heterogeneity ?
    Post-Print, HAL View citations (51)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2003)
  8. PPP and the Balassa Samuelson Effect: The Role of the DistributionSector
    DNB Staff Reports (discontinued), Netherlands Central Bank Downloads View citations (4)
    Also in IMF Working Papers, International Monetary Fund (2001) Downloads View citations (76)
    CESifo Working Paper Series, CESifo Group Munich (2001) Downloads View citations (59)
  9. The Monetary Approach to Exchange Rates in the CEECs Relations and Output Performance
    Vienna Economics Papers, University of Vienna, Department of Economics Downloads

2002

  1. Purchasing Power Parity and New Trade Theory
    IMF Working Papers, International Monetary Fund Downloads View citations (34)

2001

  1. Modelling the long-run real effective exchange rate of the New Zealand Dollar
    Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand Downloads
    See also Journal Article in Australian Economic Papers (2002)
  2. The Inter-War Gold Exchange Standard: Credibility and Monetary Independence
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Journal of International Money and Finance (2003)

2000

  1. A real differential view of equilibrium real exchange rates and misalignments
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (7)
  2. Concepts to Calculate Equilibrium Exchange Rates: An Overview
    Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank Downloads View citations (101)
  3. Does Consumption Deviate from the Permanent Income Path? An Empirical Study of UK Data
    Dundee Discussion Papers in Economics, Economic Studies, University of Dundee Downloads
  4. Filtering the Beer; A Permanent and Transitory Decomposition
    IMF Working Papers, International Monetary Fund Downloads View citations (54)
    See also Journal Article in Global Finance Journal (2004)
  5. Interest Rate and Price Linkages between the USA and Japan: Evidence from the Post-Bretton Woods Period
    Discussion Papers, University of Copenhagen. Department of Economics Downloads View citations (7)
  6. Monetary policy independence in the ERM: was there any?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
  7. The Role of the Exchange Rate in Economic Growth
    Working Papers, Warwick - Development Economics Research Centre View citations (5)
  8. The role of the exchange rate in economic growth: a euro-zone perspective
    Working Paper Research, National Bank of Belgium Downloads View citations (4)

1999

  1. Currency Spillovers and Tri-Polarity: A Simultaneous Model of the US Dollar, German Mark and Japanese Yen
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    Also in Working Papers, Warwick Business School, Finance Group (1999) Downloads

    See also Journal Article in Journal of International Money and Finance (2004)
  2. Models of Exchange Rate Expectations: Heterogeneous Evidence from Panel Data
    Working Papers, CEPII research center Downloads View citations (6)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (1999) View citations (4)
    Working Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. (1999) View citations (3)
  3. The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials; A Panel Study
    IMF Working Papers, International Monetary Fund Downloads View citations (10)
    See also Journal Article in IMF Staff Papers (2000)

1998

  1. Deviations of Exchange Rates from Purchasing Power Parity: A Story Featuring Two Monetary Unions
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    Also in IMF Working Papers, International Monetary Fund (1998) Downloads View citations (2)

    See also Journal Article in IMF Staff Papers (1999)
  2. Exchange Rates and Economic Fundamentals; A Methodological Comparison of BEERs and FEERs
    IMF Working Papers, International Monetary Fund Downloads View citations (190)

1997

  1. On the Japanese Yen-US Dollar Exchange Rate: A Structural Econometric Model Based on Real Interest Differentials
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (1)
    See also Journal Article in Journal of the Japanese and International Economies (1998)
  2. Violations of the `Rules of the Game' and the Credibility of the Classical Gold Standard, 1880-1914
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
  3. What Determines Real Exchange Rates? The Long and Short of it
    IMF Working Papers, International Monetary Fund Downloads View citations (101)

1995

  1. Asset Market and Balance of Payments Characteristics; An Eclectic Exchange Rate Model for the Dollar, Mark, and Yen
    IMF Working Papers, International Monetary Fund Downloads View citations (4)
    See also Journal Article in Open Economies Review (1999)
  2. Long-Run Exchange Rate Modeling; A Survey of the Recent Evidence
    IMF Working Papers, International Monetary Fund Downloads View citations (89)
    See also Journal Article in IMF Staff Papers (1995)

1994

  1. Consumption, Income, and International Capital Market Integration
    IMF Working Papers, International Monetary Fund Downloads View citations (7)
    See also Journal Article in IMF Staff Papers (1995)

1992

  1. The Monetary Approach to the Exchange Rate; Rational Expectations, Long-Run Equilibrium and Forecasting
    IMF Working Papers, International Monetary Fund Downloads View citations (14)
    See also Journal Article in IMF Staff Papers (1993)

1991

  1. Exchange Rate Economics; A Survey
    IMF Working Papers, International Monetary Fund Downloads View citations (56)
    See also Journal Article in IMF Staff Papers (1992)

1990

  1. Exchange Rates, Policy Convergence and the European Monetary System
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (3)
    Also in Dundee Discussion Papers in Economics, Economic Studies, University of Dundee

    See also Journal Article in The Review of Economics and Statistics (1991)
  2. RECENT DEVELOPMENTS IN MONETARY THEORY
    Working Papers, New South Wales - School of Economics
    Also in Dundee Discussion Papers in Economics, Economic Studies, University of Dundee
  3. Some Specification Tests of Uncovered Interest Parity
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads
  4. THE STABILITY OF MONETARY VELOCITIES IN THE UNITED KINGDOM AND THE UNITED STATES 1871-1975: A COINTEGRATION ANALYSIS
    Working Papers, Western Sydney - School of Business And Technology

1983

  1. 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) Downloads

Undated

  1. A Restatement of the Case for Fiscal Autonomy (or: The Barnett Formula - a formula for Rake's Progress)
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (2)
  2. ARE FOREIGN EXCHANGE MARKET FORECASTERS 'RATIONAL'?: SOME SURVEY BASED TESTS
    Dundee Discussion Papers in Economics, Economic Studies, University of Dundee
    See also Journal Article in The Manchester School of Economic & Social Studies (1990)
  3. EMPLOYMENT IN UK MANUFACTURING: A VECTOR AUTOGRESSION
    Dundee Discussion Papers in Economics, Economic Studies, University of Dundee
  4. LONG RUN PURCHASING POWER PARITY: IS IT FOR REAL?
    Dundee Discussion Papers in Economics, Economic Studies, University of Dundee
    See also Journal Article in The Review of Economics and Statistics (1993)
  5. PERSISTENCE IN UK MARKET RETURNS: AN AGGREGATED AND DISAGGREGATED PERSPECTIVE
    Dundee Discussion Papers in Economics, Economic Studies, University of Dundee
  6. REGIONAL VARIATIONS IN INFLATION IN CANADA:AN EXPLORATORY DATA ANALYSIS
    Dundee Discussion Papers in Economics, Economic Studies, University of Dundee
  7. SOME TESTS OF THE GOVERNMENT'S INTERTEMPORAL BUDGET CONSTRAINTS USING US DATA
    Dundee Discussion Papers in Economics, Economic Studies, University of Dundee
  8. SPOT AND FORWARD METALS PRICES: EFFICIENCY AND TIME SERIES BEHAVIOUR
    Dundee Discussion Papers in Economics, Economic Studies, University of Dundee
  9. WEALTH ALLOCATION AND CONSUMPTION AN EMPIRICAL STUDY OF U.K. DATA
    Dundee Discussion Papers in Economics, Economic Studies, University of Dundee View citations (2)

Journal Articles

2019

  1. The multilateral relationship between oil and G10 currencies
    Energy Economics, 2019, 78, (C), 444-453 Downloads

2018

  1. Decomposition of the uncovered equity parity correlation
    Journal of International Financial Markets, Institutions and Money, 2018, 57, (C), 44-58 Downloads
  2. Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index
    Journal of International Financial Markets, Institutions and Money, 2018, 52, (C), 17-36 Downloads View citations (1)

2017

  1. The real exchange rate in the long run: Balassa-Samuelson effects reconsidered
    Journal of International Money and Finance, 2017, 75, (C), 69-92 Downloads View citations (11)
    See also Working Paper (2014)

2016

  1. A hybrid approach to exchange rates: How do macro news and order flow affect exchange rate volatility?
    Studies in Economics and Finance, 2016, 33, (1), 50-68 Downloads
  2. Exchange rate volatility and exports: a panel data analysis
    Journal of Economic Studies, 2016, 43, (2), 203-221 Downloads View citations (7)
  3. Idiosyncratic variation of the US Dollar
    Economics Letters, 2016, 144, (C), 7-9 Downloads

2015

  1. An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries
    Economic Modelling, 2015, 48, (C), 52-69 Downloads View citations (4)
  2. Are People Who Participate in Cultural Activities More Satisfied with Life?
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2015, 122, (1), 135-146 Downloads View citations (1)
  3. Carry funding and safe haven currencies: A threshold regression approach
    Journal of International Money and Finance, 2015, 59, (C), 185-202 Downloads View citations (18)
    See also Working Paper (2014)
  4. Currency forecast errors and carry trades at times of low interest rates: Evidence from survey data on the yen/dollar exchange rate
    Journal of International Money and Finance, 2015, 53, (C), 1-19 Downloads View citations (1)
  5. Education and the local equity bias around the world
    Journal of International Financial Markets, Institutions and Money, 2015, 39, (C), 65-88 Downloads View citations (1)
    See also Working Paper (2015)
  6. Exchange rate forecasts and expected fundamentals
    Journal of International Money and Finance, 2015, 53, (C), 235-256 Downloads View citations (9)
    See also Working Paper (2014)
  7. Half-lives of currencies and aggregation bias
    Economics Letters, 2015, 135, (C), 58-60 Downloads View citations (3)
  8. Measuring the dollar–euro permanent equilibrium exchange rate using the unobserved components model
    Journal of International Money and Finance, 2015, 53, (C), 20-35 Downloads View citations (4)
  9. Microstructure order flow: statistical and economic evaluation of nonlinear forecasts
    Journal of International Financial Markets, Institutions and Money, 2015, 39, (C), 40-52 Downloads View citations (3)
    See also Working Paper (2010)

2014

  1. Exchange Rate Pass-Through in Developing and Emerging Markets: A Survey of Conceptual, Methodological and Policy Issues, and Selected Empirical Findings
    Journal of Development Studies, 2014, 50, (1), 101-143 Downloads View citations (23)
  2. Real Exchange Rates, the Trade Balance and Net Foreign Assets: Long-Run Relationships and Measures of Misalignment
    Open Economies Review, 2014, 25, (4), 635-653 Downloads View citations (4)

2013

  1. A new approach to tests of pricing-to-market
    Journal of International Money and Finance, 2013, 32, (C), 654-667 Downloads View citations (2)
  2. Does the euro dominate Central and Eastern European money markets?
    Journal of International Money and Finance, 2013, 32, (C), 700-718 Downloads View citations (1)
    See also Working Paper (2010)
  3. Equilibrium exchange rate determination and multiple structural changes
    Journal of Empirical Finance, 2013, 22, (C), 52-66 Downloads View citations (4)
    See also Working Paper (2010)
  4. Nominal interest rates and stationarity
    Review of Quantitative Finance and Accounting, 2013, 40, (4), 741-745 Downloads
    See also Working Paper (2010)
  5. Stock market reaction to fed funds rate surprises: State dependence and the financial crisis
    Journal of Banking & Finance, 2013, 37, (11), 4025-4037 Downloads View citations (29)
    See also Working Paper (2012)

2012

  1. Debate: Scotland's fiscal options—a response to Midwinter
    Public Money & Management, 2012, 32, (3), 161-163 Downloads
  2. IMF Support and Inter-Regime Exchange Rate Volatility
    Open Economies Review, 2012, 23, (1), 193-211 Downloads
    See also Working Paper (2007)
  3. Realized and Optimal Monetary Policy Rules in an Estimated Markov‐Switching DSGE Model of the United Kingdom
    Journal of Money, Credit and Banking, 2012, 44, (6), 1091-1116 Downloads View citations (10)
    See also Working Paper (2011)
  4. The role of institutions in cross-section income and panel data growth models: A deeper investigation on the weakness and proliferation of instruments
    Journal of Comparative Economics, 2012, 40, (1), 127-140 Downloads View citations (7)
    See also Working Paper (2010)

2011

  1. CLIMBING TO THE TOP? FOREIGN DIRECT INVESTMENT AND PROPERTY RIGHTS
    Economic Inquiry, 2011, 49, (1), 289-302 View citations (6)
    See also Working Paper (2009)
  2. Remilitarization and the End of the Gold Bloc in 1936
    De Economist, 2011, 159, (3), 305-321 Downloads
  3. The global dimension to fiscal sustainability
    Journal of Macroeconomics, 2011, 33, (2), 137-150 Downloads View citations (11)
    See also Working Paper (2008)

2010

  1. Do Institutions Matter for Foreign Direct Investment?
    Open Economies Review, 2010, 21, (2), 201-219 Downloads View citations (58)
    See also Working Paper (2008)
  2. Three-Regime Asymmetric STAR Modeling and Exchange Rate Reversion
    Journal of Money, Credit and Banking, 2010, 42, (7), 1447-1467 Downloads View citations (5)

2009

  1. Capital Flows and Growth in Developing Countries: A Dynamic Panel Data Analysis
    Oxford Development Studies, 2009, 37, (2), 101-122 Downloads View citations (8)
  2. MONETARY TRANSMISSION MECHANISM IN CENTRAL AND EASTERN EUROPE: SURVEYING THE SURVEYABLE
    Journal of Economic Surveys, 2009, 23, (2), 277-327 Downloads View citations (47)
    See also Working Paper (2008)
  3. Monetary policy shocks and stock returns: evidence from the British market
    Financial Markets and Portfolio Management, 2009, 23, (4), 401-410 Downloads View citations (15)
    See also Working Paper (2006)
  4. Real exchange rates and real interest rate differentials: A present value interpretation
    European Economic Review, 2009, 53, (8), 952-970 Downloads View citations (15)
    See also Working Paper (2009)
  5. Sterling in crisis, 1964–1967
    European Review of Economic History, 2009, 13, (03), 437-459 Downloads View citations (3)
    See also Working Paper (2009)

2008

  1. Catching-up and inflation differentials in a heterogeneous monetary union: Some implications for the euro area and new EU Member States
    Economic Systems, 2008, 32, (1), 4-16 Downloads View citations (9)
  2. Productivity, Demand, and Regulated Price Effects Revisited: An Analysis of the Real Bilateral Exchange Rates of Four New EU Member States
    Emerging Markets Finance and Trade, 2008, 44, (3), 48-65 Downloads View citations (4)
  3. Trade Costs, Trade Balances and Current Accounts: An Application of Gravity to Multilateral Trade
    Open Economies Review, 2008, 19, (5), 557-578 Downloads View citations (4)
    See also Working Paper (2007)
  4. US trade and exchange rate volatility: A real sectoral bilateral analysis
    Journal of Macroeconomics, 2008, 30, (1), 238-259 Downloads View citations (39)
    See also Working Paper (2006)

2007

  1. Disaggregate Real Exchange Rate Behaviour
    Open Economies Review, 2007, 18, (4), 389-404 Downloads View citations (3)
    See also Working Paper (2007)
  2. Fatal attraction: Using distance to measure contagion in good times as well as bad
    Review of Financial Economics, 2007, 16, (3), 259-273 Downloads View citations (20)
  3. Real exchange rates, imperfect substitutability, and imperfect competition
    Journal of Macroeconomics, 2007, 29, (4), 639-664 Downloads View citations (30)
  4. The impact of central bank intervention on exchange-rate forecast heterogeneity
    Journal of the Japanese and International Economies, 2007, 21, (1), 38-63 Downloads View citations (17)
    See also Working Paper (2007)

2006

  1. Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues *
    Journal of Economic Surveys, 2006, 20, (2), 257-324 Downloads View citations (1)
    See also Working Paper (2005)
  2. Monetary Transmission in Central and Eastern Europe: Gliding on a Wind of Change
    Focus on European Economic Integration, 2006, (1), 44-87 Downloads View citations (22)
  3. Real exchange rates and real interest rates: a nonlinear perspective
    Recherches économiques de Louvain, 2006, 72, (2), 177-194 Downloads View citations (2)
    See also Working Paper (2006)

2005

  1. Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach
    Global Finance Journal, 2005, 15, (3), 321-335 Downloads View citations (9)
    See also Working Paper (2003)
  2. EXOGENEITY IN A RECENT EXCHANGE RATE MODEL: A REPLY
    South African Journal of Economics, 2005, 73, (4), 747-753 Downloads View citations (1)
  3. Interest rate interactions in the classical gold standard, 1880-1914: was there any monetary independence?
    Journal of Monetary Economics, 2005, 52, (2), 307-327 Downloads View citations (18)
  4. Markov switching regimes in a monetary exchange rate model
    Economic Modelling, 2005, 22, (3), 485-502 Downloads View citations (53)
    See also Working Paper (2004)
  5. THE REAL EXCHANGE RATE AND THE BALASSA-SAMUELSON EFFECT: THE ROLE OF THE DISTRIBUTION SECTOR
    Pacific Economic Review, 2005, 10, (1), 29-48 Downloads View citations (18)
  6. The monetary approach to exchange rates in the CEECs
    The Economics of Transition, 2005, 13, (2), 395-416 Downloads View citations (66)
    See also Working Paper (2004)

2004

  1. Can portfolio adjustments explain deviations of consumption from permanent income?: An empirical study of UK data
    The North American Journal of Economics and Finance, 2004, 15, (3), 313-331 Downloads View citations (1)
  2. Catching up: The role of demand, supply and regulated price effects on the real exchange rates of four accession countries
    The Economics of Transition, 2004, 12, (1), 153-179 Downloads View citations (30)
    See also Working Paper (2003)
  3. Currency spillovers and tri-polarity: a simultaneous model of the US dollar, German mark and Japanese yen
    Journal of International Money and Finance, 2004, 23, (1), 99-111 Downloads View citations (8)
    See also Working Paper (1999)
  4. ESTIMATION OF THE EQUILIBRIUM REAL EXCHANGE RATE FOR SOUTH AFRICA
    South African Journal of Economics, 2004, 72, (2), 282-304 Downloads View citations (31)
    See also Working Paper (2003)
  5. Filtering the BEER: A permanent and transitory decomposition
    Global Finance Journal, 2004, 15, (1), 29-56 Downloads View citations (21)
    See also Working Paper (2000)
  6. International parity relationships between the USA and Japan
    Japan and the World Economy, 2004, 16, (1), 17-34 Downloads View citations (48)
  7. Nonlinear Exchange Rate Dynamics in Target Zones
    Focus on European Economic Integration, 2004, (1), 46-69 Downloads View citations (5)

2003

  1. Credibility and Interest Rate Discretion in the ERM
    Open Economies Review, 2003, 14, (4), 351-368 Downloads View citations (7)
  2. Models of exchange rate expectations: how much heterogeneity?
    Journal of International Financial Markets, Institutions and Money, 2003, 13, (2), 113-136 Downloads View citations (45)
    See also Working Paper (2003)
  3. The inter-war gold exchange standard: credibility and monetary independence
    Journal of International Money and Finance, 2003, 22, (1), 1-32 Downloads View citations (13)
    See also Working Paper (2001)

2002

  1. A Method for Indicating Economic Transition with an Application to Albania
    Eastern Economic Journal, 2002, 28, (4), 465-480 Downloads View citations (1)
  2. Aggregate and disaggregate measures of the foreign exchange risk premium
    International Review of Economics & Finance, 2002, 11, (1), 57-84 Downloads View citations (17)
  3. Modelling the Long-run Real Effective Exchange Rate of the New Zealand Dollar
    Australian Economic Papers, 2002, 41, (4), 519-537 Downloads View citations (10)
    See also Working Paper (2001)
  4. Towards the fundamentals of technical analysis: analysing the information content of High, Low and Close prices
    Economic Modelling, 2002, 19, (3), 353-374 Downloads View citations (16)

2001

  1. The Instability of the Money Demand Function: An I(2) Interpretation
    Oxford Bulletin of Economics and Statistics, 2001, 63, (4), 475-95 Downloads View citations (10)
  2. The law of one price for transitional Ukraine
    Economics Letters, 2001, 73, (2), 251-256 Downloads View citations (8)
  3. The spot-forward relationship revisited: an ERM perspective
    Journal of International Financial Markets, Institutions and Money, 2001, 11, (1), 29-52 Downloads View citations (4)

2000

  1. An Assessment of the Causes of the Abandonment of the Gold Standard by the U.S. in 1933
    Southern Economic Journal, 2000, 67, (2), 448-459 View citations (1)
  2. Expectations Formation and Risk in Three Financial Markets: Surveying What the Surveys Say
    Journal of Economic Surveys, 2000, 14, (1), 69-100 Downloads View citations (46)
  3. Is the foreign exchange market 'risky'? Some new survey-based results
    Journal of Multinational Financial Management, 2000, 10, (1), 1-14 Downloads View citations (8)
  4. Modeling the ECU against the U.S. Dollar: A Structural Monetary Interpretation
    Journal of Business & Economic Statistics, 2000, 18, (4), 436-50 View citations (21)
  5. Realignment expectations and the US dollar, 1890-1897: Was there a 'Peso problem'?
    Journal of Monetary Economics, 2000, 46, (3), 605-620 Downloads View citations (25)
  6. The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study
    IMF Staff Papers, 2000, 47, (1), 5 Downloads View citations (63)
    See also Working Paper (1999)

1999

  1. Asset Market and Balance of Payments Characteristics: An Eclectic Exchange Rate Model for the Dollar, Mark and Yen
    Open Economies Review, 1999, 10, (1), 5-29 Downloads View citations (2)
    See also Working Paper (1995)
  2. Deviations of Exchange Rates from Purchasing Power Parity: A Story Featuring Two Monetary Unions
    IMF Staff Papers, 1999, 46, (1), 5 Downloads View citations (21)
    See also Working Paper (1998)
  3. Exchange Rate Behaviour: Are Fundamentals Important?
    Economic Journal, 1999, 109, (459), F673-91 Downloads View citations (55)
  4. Technical Analysis in the Foreign Exchange Market: A Cointegration-Based Approach
    Multinational Finance Journal, 1999, 3, (3), 147-172 Downloads View citations (7)
  5. The Asian currency crash: were badly driven fundamentals to blame?
    Journal of Asian Economics, 1999, 10, (4), 537-550 Downloads View citations (20)
  6. The Japan Yen Foreign Exchange Volatility Redux; A Dual Relationship
    European Research Studies Journal, 1999, II, (1-4), 3-14 Downloads
  7. The width of the band and exchange rate mean-reversion: some further ERM-based results
    Journal of International Money and Finance, 1999, 18, (3), 411-428 Downloads View citations (27)

1998

  1. Monetary-based models of the exchange rate: a panel perspective
    Journal of International Financial Markets, Institutions and Money, 1998, 8, (1), 1-19 Downloads View citations (19)
  2. On the Japanese Yen-U.S. Dollar Exchange Rate: A Structural Econometric Model Based on Real Interest Differentials
    Journal of the Japanese and International Economies, 1998, 12, (1), 75-102 Downloads View citations (17)
    See also Working Paper (1997)
  3. On the mean-reverting properties of target zone exchange rates: Some evidence from the ERM
    European Economic Review, 1998, 42, (8), 1493-1523 Downloads View citations (34)
  4. What determines real exchange rates?: The long and the short of it
    Journal of International Financial Markets, Institutions and Money, 1998, 8, (2), 117-153 Downloads View citations (47)

1997

  1. Business Conditions and Speculative Assets
    The Manchester School of Economic & Social Studies, 1997, 65, (4), 379-93 View citations (6)
  2. Crash! Expectational Aspects of the Departures of the United Kingdom and the United States from the Inter-War Gold Standard
    Explorations in Economic History, 1997, 34, (2), 174-194 Downloads View citations (2)
  3. On Fundamentals And Exchange Rates: A Casselian Perspective
    The Review of Economics and Statistics, 1997, 79, (4), 655-664 Downloads View citations (85)
  4. Some tests of market microstructure hypotheses in the foreign exchange market
    Journal of Multinational Financial Management, 1997, 7, (3), 203-229 Downloads View citations (11)

1996

  1. Currency forecasters are heterogeneous: confirmation and consequences
    Journal of International Money and Finance, 1996, 15, (5), 665-685 Downloads View citations (96)
  2. Hétérogénéité des prévisionnistes: une exploration des anticipations sur le marché des changes
    Économie et Prévision, 1996, 125, (4), 109-115 Downloads
  3. Long-Run Exchange Rate Modeling: A Reply to Moosa
    IMF Staff Papers, 1996, 43, (2), 455-456 Downloads
  4. Panel unit root tests and real exchange rates
    Economics Letters, 1996, 50, (1), 7-11 Downloads View citations (125)

1995

  1. Consumption, Income, and International Capital Market Integration
    IMF Staff Papers, 1995, 42, (3), 552-576 Downloads View citations (14)
    See also Working Paper (1994)
  2. Exchange rates, financial innovation and divisia money: the sterling/dollar rate 1972-1990
    Journal of International Money and Finance, 1995, 14, (4), 493-513 Downloads View citations (12)
  3. Long-Run Exchange Rate Modeling: A Survey of the Recent Evidence
    IMF Staff Papers, 1995, 42, (3), 437-489 Downloads View citations (73)
    See also Working Paper (1995)
  4. Stock prices, dividends and retention: Long-run relationships and short-run dynamics
    Journal of Empirical Finance, 1995, 2, (2), 135-151 Downloads View citations (7)

1994

  1. Empirical evidence on the recent behavior and usefulness of simple-sum and weighted measures of the money stock
    Proceedings, 1994, (Mar), 73-109 Downloads View citations (26)
    Also in Review, 1994, (Mar), 73-109 (1994) Downloads View citations (15)
  2. On the Expectations View of the Term Structure, Term Premia and Survey-Based Expectations
    Economic Journal, 1994, 104, (426), 1070-86 Downloads View citations (10)
  3. The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk
    Journal of International Money and Finance, 1994, 13, (3), 276-290 Downloads View citations (151)

1993

  1. Long-Run Purchasing Power Parity: Is It for Real?
    The Review of Economics and Statistics, 1993, 75, (4), 690-95 Downloads View citations (62)
    See also Working Paper
  2. Regional House Prices in Britain: Long-Run Relationships and Short-Run Dynamics
    Scottish Journal of Political Economy, 1993, 40, (1), 43-55 View citations (46)
  3. Stock prices, efficiency and cointegration: The case of the UK
    International Review of Economics & Finance, 1993, 2, (3), 251-265 Downloads View citations (5)
  4. The Efficiency of CAC Stock Price Forecasts: a Survey Based Perspective
    Revue Économique, 1993, 44, (5), 991-1000 Downloads View citations (1)
  5. The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium, and Forecasting
    IMF Staff Papers, 1993, 40, (1), 89-107 Downloads View citations (75)
    See also Working Paper (1992)

1992

  1. A stable US money demand function, 1874-1975
    Economics Letters, 1992, 39, (2), 191-198 Downloads View citations (7)
  2. Exchange Rate Economics: A Survey
    IMF Staff Papers, 1992, 39, (1), 1-57 Downloads View citations (108)
    See also Working Paper (1991)
  3. Exchange Rate Survey Data: A Disaggregated G-7 Perspective
    The Manchester School of Economic & Social Studies, 1992, 60, 47-62 View citations (9)

1991

  1. Efficiency in the Forward Foreign Exchange Market: Weekly Tests of the Australian/U.S. Dollar Exchange Rate January 1984-March 1987
    The Economic Record, 1991, 67, (198), 237-42 View citations (3)
  2. Exchange Rates, Policy Convergence, and the European Monetary System
    The Review of Economics and Statistics, 1991, 73, (3), 553-58 Downloads View citations (30)
    See also Working Paper (1990)
  3. The monetary approach to the exchange rate: Long-run relationships and coefficient restrictions
    Economics Letters, 1991, 37, (2), 179-185 Downloads View citations (26)

1990

  1. Are Foreign Exchange Market Forecasters "Rational"? Some Survey-Based Tests
    The Manchester School of Economic & Social Studies, 1990, 58, (3), 229-41 View citations (9)
    See also Working Paper
  2. Consumption, Cointegration and Rational Expectations: Some Australian Evidence
    Australian Economic Papers, 1990, 29, (54), 40-52 View citations (5)
  3. Expectations Formation and Risk in Four Foreign Exchange Markets
    Oxford Economic Papers, 1990, 42, (3), 544-61 Downloads View citations (26)
  4. Rational Expectations, Bubbles and Monetary Models of the Exchange Rate: The Australian/U.S. Dollar Rate during the Recent Float
    Australian Economic Papers, 1990, 29, (54), 1-20 View citations (8)
  5. Savings and Rational Expectations: A Correction and Further Observations
    Economic Journal, 1990, 100, (403), 1277-79 Downloads
  6. The Intertemporal Government Budget Constraint in the U.K., 1961-1986
    The Manchester School of Economic & Social Studies, 1990, 58, (4), 329-47 View citations (1)
  7. The Term Structure of Forward Foreign Exchange Premia: The Inter-war Experience
    The Manchester School of Economic & Social Studies, 1990, 58, (1), 54-65 View citations (4)

1989

  1. Consumption, Saving and Rational Expectations: Some Further Evidence for the U.K
    Economic Journal, 1989, 99, (394), 83-91 Downloads View citations (1)
  2. Foreign exchange market efficiency and cointegration: Some evidence from the recent float
    Economics Letters, 1989, 29, (1), 63-68 Downloads View citations (41)
  3. Government Expenditure under Rational Expectations: Some Estimates for the U.K., Canada, Germany, and the U.S
    Public Finance = Finances publiques, 1989, 44, (3), 419-36
  4. Interest Rate Parity: Some New Evidence
    Bulletin of Economic Research, 1989, 41, (4), 255-74 View citations (16)
  5. The Efficiency of the Market for Bank Accepted Bills
    The Economic Record, 1989, 65, (190), 225-33

1988

  1. Assets Markets, the Current Account and Exchange Rate Determination: An Empirical Model of the Sterling/Dollar Rate 1973-1983
    Australian Economic Papers, 1988, 27, (51), 213-32 View citations (1)
  2. Covered interest parity and UK monetary 'news'
    Economics Letters, 1988, 26, (1), 53-56 Downloads
  3. Exchange Rates and the "News": Some Evidence Using U.K. Survey Data
    The Manchester School of Economic & Social Studies, 1988, 56, (1), 69-76 View citations (3)
  4. Metals Prices, Efficiency and Cointegration: Some Evidence from the London Metal Exchange
    Bulletin of Economic Research, 1988, 40, (3), 235-39 View citations (17)
  5. Monetary Policy and the Real Interest Rate: Some U.K. Evidence
    Scottish Journal of Political Economy, 1988, 35, (4), 361-71
  6. On Risk, Rationality and Excessive Speculation in the Deutschmark-U.S. Dollar Exchange Market: Some Evidence Using Survey Data
    Oxford Bulletin of Economics and Statistics, 1988, 50, (2), 107-23 View citations (14)
  7. Testing Rational Expectations and Efficiency in the London Metal Exchange
    Oxford Bulletin of Economics and Statistics, 1988, 50, (1), 41-52 View citations (9)
  8. The Term Structure of Interest Rates in the UK
    Bulletin of Economic Research, 1988, 40, (4), 287-99 View citations (19)

1987

  1. Consumer Expenditure, the Demand for Money, and the Hall Hypothesis
    Empirical Economics, 1987, 12, (1), 3-17
  2. LM3 Surprises and Asset Prices
    Economica, 1987, 54, (216), 505-15 Downloads
  3. On the specification of granger-causality tests using the cointegration methodology
    Economics Letters, 1987, 25, (2), 149-153 Downloads View citations (24)
  4. The demand for international reserves in a regime of floating exchange rates: Some empirical evidence
    Economics Letters, 1987, 23, (2), 189-192 Downloads
  5. The efficiency of the forward exchange market: Some evidence for the pound sterling-US dollar exchange rate using residuals from the LUS class
    Economics Letters, 1987, 25, (1), 71-74 Downloads View citations (1)

1986

  1. Intervention and sterilisation under floating exchange rates: The UK 1973-1983
    European Economic Review, 1986, 30, (2), 345-364 Downloads View citations (9)
  2. On Lagged Adjustment, Permanent Income, Expectations Formation and the Demand for Money
    Oxford Bulletin of Economics and Statistics, 1986, 48, (1), 61-72
  3. The velocity of money and the random walk hypothesis
    Economics Letters, 1986, 20, (1), 63-66 Downloads

1985

  1. 'News' and the 1920's experience with floating exchange rates
    Economics Letters, 1985, 17, (4), 379-383 Downloads View citations (1)
  2. Are deviations from purchasing power parity efficient? Some further answers
    Review of World Economics (Weltwirtschaftliches Archiv), 1985, 121, (4), 638-645 Downloads View citations (3)
  3. Buffer Stocks, Exchange Rates and Deviations from Purchasing Power Parity
    Empirical Economics, 1985, 10, (3), 163-75
  4. Public Sector Borrowing, the Money Supply and Interest Rates
    Oxford Bulletin of Economics and Statistics, 1985, 47, (3), 249-73
  5. The norman conquest of $4.86 and the asset approach to the exchange rate
    Journal of International Money and Finance, 1985, 4, (3), 373-387 Downloads

1983

  1. Some Tests of the Rational Expectations Hypothesis in the Foreign Exchange Market
    Scottish Journal of Political Economy, 1983, 30, (3), 235-50 View citations (5)
  2. Tests of Efficiency and the Impact of 'News' in Three Foreign Exchange Markets: The Experience of the 1920's
    Bulletin of Economic Research, 1983, 35, (2), 123-44 View citations (3)

Books

2009

  1. Exchange Rate Economics
    Books, Edward Elgar Publishing Downloads
  2. The Political Economy of Financing Scottish Government
    Books, Edward Elgar Publishing Downloads View citations (5)

Edited books

2014

  1. Credibility and the International Monetary Regime
    Cambridge Books, Cambridge University Press

2012

  1. Credibility and the International Monetary Regime
    Cambridge Books, Cambridge University Press View citations (6)

2010

  1. Currency Union and Exchange Rate Issues
    Books, Edward Elgar Publishing Downloads

1991

  1. EXCHANGE RATE ECONOMICS, vol Two volume set
    Books, Edward Elgar Publishing Downloads

Chapters

2010

  1. International Experiences in Operating Exchange Rate Regimes: Drawing Lessons from the United Arab Emirates
    Chapter 6 in Currency Union and Exchange Rate Issues, 2010 Downloads
  2. Introduction
    Chapter 1 in Currency Union and Exchange Rate Issues, 2010 Downloads

2008

  1. Macroeconomic Fundamentals and the Exchange Rate
    Chapter 7 in Currency and Competitiveness in Europe, 2008 Downloads
 
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