Details about Richard G. Pierse

Access statistics for papers by Richard G. Pierse.

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

Short-id: ppi4

Working Papers

2008

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

2007

2. Growth and Welfare Effects of East-West European Migration
   School of Economics Discussion Papers, School of Economics, University of Surrey
3. Linear-quadratic approximation, external habit and targeting rules
   Working Paper Series, European Central Bank View citations (20)
   See also Journal Article Linear-quadratic approximation, external habit and targeting rules, Journal of Economic Dynamics and Control, Elsevier (2008) View citations (33) (2008)
4. Monetary Policy Coordination Revisited in a Two-Bloc DSGE Model
   School of Economics Discussion Papers, School of Economics, University of Surrey View citations (2)

2006

5. 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 View citations (65)
6. Linear-Quadratic Approximation, Efficiency and Target-Implementability
   Computing in Economics and Finance 2006, Society for Computational Economics View citations (18)
7. Terminal conditions in forward-looking economic models
   School of Economics Discussion Papers, School of Economics, University of Surrey

2005

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

2003

9. A Kalman filter approach to estimating the UK NAIRU
   Bank of England working papers, Bank of England View citations (22)
10. 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 View citations (9)

1992

11. 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 (10) (1994)

1991

12. 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

13. 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) View citations (47) (1993)

1988

14. Aggregation Bias and Labor Demand Equations for the U.K. Economy
    UCLA Economics Working Papers, UCLA Department of Economics View citations (3)
15. Econometric Analysis of Aggregation in the Context of Linear Prediction Models
    UCLA Economics Working Papers, UCLA Department of Economics View citations (7)
    See also Journal Article Econometric Analysis of Aggregation in the Context of Linear Prediction Models, Econometrica, Econometric Society (1989) View citations (76) (1989)

1986

16. 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) View citations (5)
    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) View citations (8) (1986)

Journal Articles

2010

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

2008

2. Does energy consumption cause economic growth?: Evidence from a systematic study of over 100 countries
   Journal of Policy Modeling, 2008, 30, (2), 209-220 View citations (248)
3. Linear-quadratic approximation, external habit and targeting rules
   Journal of Economic Dynamics and Control, 2008, 32, (10), 3315-3349 View citations (33)
   See also Working Paper Linear-quadratic approximation, external habit and targeting rules, Working Paper Series (2007) View citations (20) (2007)

2006

4. 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 View citations (1)

1996

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

1995

6. Temporal aggregation and the power of tests for a unit root
   Journal of Econometrics, 1995, 65, (2), 333-345 View citations (61)

1994

7. Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods
   Journal of Business & Economic Statistics, 1994, 12, (1), 11-21 View citations (10)
   See also Working Paper Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods, Cambridge Working Papers in Economics (1992) (1992)

1993

8. Persistence, cointegration, and aggregation: A disaggregated analysis of output fluctuations in the U.S. economy
   Journal of Econometrics, 1993, 56, (1-2), 57-88 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

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

1990

10. Testing for Aggregation Bias in Linear Models
    Economic Journal, 1990, 100, (400), 137-50 View citations (37)

1989

11. A proof of the asymptotic validity of a test for perfect aggregation
    Economics Letters, 1989, 30, (1), 41-47 View citations (2)
12. Econometric Analysis of Aggregation in the Context of Linear Prediction Models
    Econometrica, 1989, 57, (4), 861-88 View citations (76)
    See also Working Paper Econometric Analysis of Aggregation in the Context of Linear Prediction Models, UCLA Economics Working Papers (1988) View citations (7) (1988)

1986

13. Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity
    The Review of Economic Studies, 1986, 53, (4), 603-634 View citations (8)
    See also Working Paper Stability of a U.K. money demand equation: a Bayesian approach to testing exogeneity, LIDAM Reprints CORE (1986) View citations (5) (1986)