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Details about L. Vanessa Smith

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Workplace:Department of Economics and Related Studies, University of York, (more information at EDIRC)

Access statistics for papers by L. Vanessa Smith.

Last updated 2014-02-07. Update your information in the RePEc Author Service.

Short-id: psm169


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Working Papers

2012

  1. On the epidemic of financial crises
    MPRA Paper, University Library of Munich, Germany Downloads

2010

  1. Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model
    CESifo Working Paper Series, CESifo Downloads View citations (35)
    Also in Working Paper Series, European Central Bank (2010) Downloads View citations (29)

2008

  1. Firm Level Volatility-Return Analysis using Dynamic Panels
    Discussion Papers, Department of Economics, University of York Downloads
  2. Forecasting Economic and Financial Variables with Global VARs
    CESifo Working Paper Series, CESifo Downloads View citations (5)
    Also in Staff Reports, Federal Reserve Bank of New York (2008) Downloads View citations (4)

    See also Journal Article in International Journal of Forecasting (2009)
  3. Identification of New Keynesian Phillips Curves from a Global Perspective
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (59)
    Also in CESifo Working Paper Series, CESifo (2008) Downloads View citations (66)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2008) Downloads View citations (70)

    See also Journal Article in Journal of Money, Credit and Banking (2009)
  4. Panel Unit Root Tests in the Presence of a Multifactor Error Structure
    Discussion Papers, Department of Economics, University of York Downloads View citations (2)
    Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2007) Downloads View citations (333)
    CESifo Working Paper Series, CESifo (2008) Downloads

2007

  1. EMPIRICAL EVIDENCE ON JUMPS IN THE TERM STRUCTURE OF THE US TREASURY MARKET
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
    See also Journal Article in Journal of Empirical Finance (2009)
  2. Long Run Macroeconomic Relations in the Global Economy
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads View citations (92)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2007) Downloads View citations (57)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2007) Downloads View citations (52)
    CESifo Working Paper Series, CESifo (2007) Downloads View citations (54)

    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2007)

2006

  1. Exploring the International Linkages of the Euro Area: a Global VAR Analysis
    Computing in Economics and Finance 2006, Society for Computational Economics Downloads View citations (24)
    Also in IEPR Working Papers, Institute of Economic Policy Research (IEPR) (2004) View citations (14)
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2005) Downloads View citations (32)
    CESifo Working Paper Series, CESifo (2005) Downloads View citations (33)

    See also Journal Article in Journal of Applied Econometrics (2007)

2005

  1. What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR
    CESifo Working Paper Series, CESifo Downloads View citations (7)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2005) Downloads View citations (3)
    IEPR Working Papers, Institute of Economic Policy Research (IEPR) (2005) View citations (8)

Journal Articles

2011

  1. Firm level return–volatility analysis using dynamic panels
    Journal of Empirical Finance, 2011, 18, (5), 847-867 Downloads View citations (9)

2009

  1. Empirical evidence on jumps in the term structure of the US Treasury Market
    Journal of Empirical Finance, 2009, 16, (3), 430-445 Downloads View citations (48)
    See also Working Paper (2007)
  2. Forecasting economic and financial variables with global VARs
    International Journal of Forecasting, 2009, 25, (4), 642-675 Downloads View citations (94)
    See also Working Paper (2008)
  3. Identification of New Keynesian Phillips Curves from a Global Perspective
    Journal of Money, Credit and Banking, 2009, 41, (7), 1481-1502 View citations (52)
    See also Working Paper (2008)
  4. Rejoinder to comments on forecasting economic and financial variables with global VARs
    International Journal of Forecasting, 2009, 25, (4), 703-715 Downloads View citations (78)

2007

  1. Exploring the international linkages of the euro area: a global VAR analysis
    Journal of Applied Econometrics, 2007, 22, (1), 1-38 Downloads View citations (573)
    See also Working Paper (2006)
  2. Long Run Macroeconomic Relations in the Global Economy
    Economics - The Open-Access, Open-Assessment E-Journal, 2007, 1, 1-20 Downloads View citations (54)
    See also Working Paper (2007)
  3. Testing for changing persistence in US Treasury on/off spreads under weighted-symmetric estimation
    The European Journal of Finance, 2007, 14, (2), 75-89 Downloads View citations (1)
  4. What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR
    International Journal of Finance & Economics, 2007, 12, (1), 55-87 Downloads View citations (80)

2004

  1. More powerful panel data unit root tests with an application to mean reversion in real exchange rates
    Journal of Applied Econometrics, 2004, 19, (2), 147-170 Downloads View citations (125)

2003

  1. Tests for a change in persistence against the null of difference-stationarity
    Econometrics Journal, 2003, 6, (2), 291-311 Downloads View citations (50)
 
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