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Details about Richard G. Pierse

Homepage:http://rpierse.esy.es/rpierse/
Workplace:National Institute of Economic and Social Research (NIESR), (more information at EDIRC)

Access statistics for papers by Richard G. Pierse.

Last updated 2024-03-29. Update your information in the RePEc Author Service.

Short-id: ppi4


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Working Papers

2008

  1. Risk Management in Action. Robust monetary policy rules under structured uncertainty
    Working Paper Series, European Central Bank Downloads View citations (9)

2007

  1. Growth and Welfare Effects of East-West European Migration
    School of Economics Discussion Papers, School of Economics, University of Surrey Downloads
  2. Linear-quadratic approximation, external habit and targeting rules
    Working Paper Series, European Central Bank Downloads View citations (20)
    See also Journal Article Linear-quadratic approximation, external habit and targeting rules, Journal of Economic Dynamics and Control, Elsevier (2008) Downloads View citations (30) (2008)
  3. Monetary Policy Coordination Revisited in a Two-Bloc DSGE Model
    School of Economics Discussion Papers, School of Economics, University of Surrey Downloads View citations (2)

2006

  1. Causality between Energy Consumption and GDP: Evidence from 30 OECD and 78 Non-OECD Countries
    Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS), Surrey Energy Economics Centre (SEEC), School of Economics, University of Surrey Downloads View citations (65)
  2. Linear-Quadratic Approximation, Efficiency and Target-Implementability
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads View citations (18)
  3. Terminal conditions in forward-looking economic models
    School of Economics Discussion Papers, School of Economics, University of Surrey Downloads

2005

  1. Time Consistency and Targeting Rules in Singular Rational Expectations Models
    Computing in Economics and Finance 2005, Society for Computational Economics

2003

  1. A Kalman filter approach to estimating the UK NAIRU
    Bank of England working papers, Bank of England Downloads View citations (22)
  2. The role of expectations in estimates of the NAIRU in the United States and the United Kingdom
    Bank of England working papers, Bank of England Downloads View citations (9)

1992

  1. Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
    See also Journal Article Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods, Journal of Business & Economic Statistics, American Statistical Association (1994) View citations (11) (1994)

1991

  1. Persistence of Shocks and Its Sources in a Multisectorial Model of UK Output Growth
    Working Papers, California Los Angeles - Applied Econometrics View citations (2)

1990

  1. PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE U.S. ECONOMY
    Working Papers, California Los Angeles - Applied Econometrics View citations (5)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (1990) View citations (1)

    See also Journal Article Persistence, cointegration, and aggregation: A disaggregated analysis of output fluctuations in the U.S. economy, Journal of Econometrics, Elsevier (1993) Downloads View citations (47) (1993)

1988

  1. Aggregation Bias and Labor Demand Equations for the U.K. Economy
    UCLA Economics Working Papers, UCLA Department of Economics Downloads View citations (3)
  2. Econometric Analysis of Aggregation in the Context of Linear Prediction Models
    UCLA Economics Working Papers, UCLA Department of Economics Downloads View citations (7)
    See also Journal Article Econometric Analysis of Aggregation in the Context of Linear Prediction Models, Econometrica, Econometric Society (1989) Downloads View citations (77) (1989)

1986

  1. Stability of a U.K. money demand equation: a Bayesian approach to testing exogeneity
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (4)
    See also Journal Article Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity, The Review of Economic Studies, Review of Economic Studies Ltd (1986) Downloads View citations (7) (1986)

Journal Articles

2010

  1. GROWTH AND WELFARE EFFECTS OF WORLD MIGRATION
    Scottish Journal of Political Economy, 2010, 57, (5), 615-643 Downloads View citations (7)

2008

  1. Does energy consumption cause economic growth?: Evidence from a systematic study of over 100 countries
    Journal of Policy Modeling, 2008, 30, (2), 209-220 Downloads View citations (238)
  2. Linear-quadratic approximation, external habit and targeting rules
    Journal of Economic Dynamics and Control, 2008, 32, (10), 3315-3349 Downloads View citations (30)
    See also Working Paper Linear-quadratic approximation, external habit and targeting rules, Working Paper Series (2007) Downloads View citations (20) (2007)

2006

  1. Whatever Happened to Goldilocks? The Role of Expectations in Estimates of the NAIRU in the US and the UK*
    Oxford Bulletin of Economics and Statistics, 2006, 68, (1), 45-79 Downloads View citations (1)

1996

  1. GAUSSX: Version 3.4
    Journal of Applied Econometrics, 1996, 11, (6), 687-93 Downloads

1995

  1. Temporal aggregation and the power of tests for a unit root
    Journal of Econometrics, 1995, 65, (2), 333-345 Downloads View citations (60)

1994

  1. Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods
    Journal of Business & Economic Statistics, 1994, 12, (1), 11-21 View citations (11)
    See also Working Paper Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods, Cambridge Working Papers in Economics (1992) (1992)

1993

  1. Persistence, cointegration, and aggregation: A disaggregated analysis of output fluctuations in the U.S. economy
    Journal of Econometrics, 1993, 56, (1-2), 57-88 Downloads View citations (47)
    See also Working Paper PERSISTENCE, COINTEGRATION AND AGGREGATION: A DISAGGREGATED ANALYSIS OF OUTPUT FLUCTUATIONS IN THE U.S. ECONOMY, Working Papers (1990) View citations (5) (1990)

1992

  1. Persistence of Shocks and Their
    Economic Journal, 1992, 102, (411), 342-56 Downloads View citations (32)

1990

  1. Testing for Aggregation Bias in Linear Models
    Economic Journal, 1990, 100, (400), 137-50 Downloads View citations (36)

1989

  1. A proof of the asymptotic validity of a test for perfect aggregation
    Economics Letters, 1989, 30, (1), 41-47 Downloads View citations (2)
  2. Econometric Analysis of Aggregation in the Context of Linear Prediction Models
    Econometrica, 1989, 57, (4), 861-88 Downloads View citations (77)
    See also Working Paper Econometric Analysis of Aggregation in the Context of Linear Prediction Models, UCLA Economics Working Papers (1988) Downloads View citations (7) (1988)

1986

  1. Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity
    The Review of Economic Studies, 1986, 53, (4), 603-634 Downloads View citations (7)
    See also Working Paper Stability of a U.K. money demand equation: a Bayesian approach to testing exogeneity, LIDAM Reprints CORE (1986) Downloads View citations (4) (1986)
 
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