Details about Bob Nobay

This author is deceased.

Access statistics for papers by Bob Nobay.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pno20

Working Papers

2011

1. The Political Economy of European Monetary Union
   FMG Special Papers, Financial Markets Group

2007

2. Inflation Dynamics in the US -A Nonlinear Perspective
   FMG Discussion Papers, Financial Markets Group View citations (5)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2007) View citations (5)

1998

3. Optimal Monetary Policy in a Model of Asymmetric Central Bank Preferences
   FMG Discussion Papers, Financial Markets Group View citations (39)
   Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (1998) View citations (1)

1988

4. ON THE BIVARIATE ANALYSIS OF SPECULATIVE EFFICIENCY IN FORWARD MARKETS
   Working Papers, Chicago - Graduate School of Business
5. On Evaluating Speculative Efficiency in Forward Markets
   University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA

Journal Articles

2010

1. Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion
   Journal of Money, Credit and Banking, 2010, 42, (1), 135-150 View citations (18)
   Also in Journal of Money, Credit and Banking, 2010, 42, (1), 135-150 (2010) View citations (1)

2003

2. Optimal Discretionary Monetary Policy in a Model of Asymmetric Central Bank Preferences
   Economic Journal, 2003, 113, (489), 657-665 View citations (167)

2000

3. Optimal monetary policy with a nonlinear Phillips curve
   Economics Letters, 2000, 67, (2), 159-164 View citations (52)

1997

4. Transactions Costs and Nonlinear Adjustment in Real Exchange Rates: An Empirical Investigation
   Journal of Political Economy, 1997, 105, (4), 862-79 View citations (581)

1995

5. A test for rational expectations when some variables are I(2)
   Applied Economics Letters, 1995, 2, (2), 42-44

1994

6. Purchasing power parity yet again: evidence from spatially separated commodity markets
   Journal of International Money and Finance, 1994, 13, (6), 637-657 View citations (26)
7. The German Hyperinflation and the Demand for Money Revisited
   International Economic Review, 1994, 35, (1), 1-22 View citations (26)

1993

8. Interest Arbitrage and Debt Management in the UK under Fixed Exchange Rates
   Oxford Economic Papers, 1993, 45, (4), 605-17

1988

9. Using bivariate autoregressive representations in testing exact expectations relations
   Economics Letters, 1988, 28, (4), 343-349

1986

10. The Speculative Efficiency Hypothesis: A Bivariate Analysis
    Economic Journal, 1986, 96, (380a), 109-21 View citations (5)

1982

11. The government behavioural constraint in rational expectations models
    Economics Letters, 1982, 9, (3), 221-227

1977

12. Comment on D. A. Currie, "Some Criticisms of the Monetary Analysis of Balance of Payments Correction."
    Economic Journal, 1977, 87, (348), 769-70
13. Monetarism: A Historic-Theoretic Perspective
    Journal of Economic Literature, 1977, 15, (2), 470-85 View citations (3)

1975

14. James Edward Meade: A Partial Tribute
    The Manchester School of Economic & Social Studies, 1975, 43, (3), 213-19

1973

15. The Bank of England, Monetary Policy and Monetary Theory in the United Kingdom, 1951-1971
    The Manchester School of Economic & Social Studies, 1973, 41, (1), 43-58 View citations (1)

1970

16. Forecasting Manufacturing Investment Some Preliminary Results
    National Institute Economic Review, 1970, 52, (1), 58-66
    Also in National Institute Economic Review, 1970, 52, 58-66 (1970)

1969

17. Two Aspects of the Monetary Debate
    National Institute Economic Review, 1969, 49, 33-51
    Also in National Institute Economic Review, 1969, 49, (1), 33-51 (1969)

1967

18. Short-Term Forecasting of Housing Investment: A Note
    National Institute Economic Review, 1967, 41, 41-47
    Also in National Institute Economic Review, 1967, 41, (1), 41-47 (1967)