Details about L. Vanessa Smith

Access statistics for papers by L. Vanessa Smith.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: psm169

Working Papers

2012

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

2010

2. Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model
   CESifo Working Paper Series, CESifo View citations (51)
   Also in Working Paper Series, European Central Bank (2010) View citations (50)

2008

3. Firm Level Volatility-Return Analysis using Dynamic Panels
   Discussion Papers, Department of Economics, University of York
4. Forecasting Economic and Financial Variables with Global VARs
   CESifo Working Paper Series, CESifo View citations (6)
   Also in Staff Reports, Federal Reserve Bank of New York (2008) View citations (4)
   See also Journal Article Forecasting economic and financial variables with global VARs, International Journal of Forecasting, Elsevier (2009) View citations (124) (2009)
5. Identification of New Keynesian Phillips Curves from a Global Perspective
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (79)
   Also in CESifo Working Paper Series, CESifo (2008) View citations (82)
   IZA Discussion Papers, Institute of Labor Economics (IZA) (2008) View citations (87)
   See also Journal Article Identification of New Keynesian Phillips Curves from a Global Perspective, Journal of Money, Credit and Banking, Blackwell Publishing (2009) View citations (63) (2009)
6. Panel Unit Root Tests in the Presence of a Multifactor Error Structure
   Discussion Papers, Department of Economics, University of York View citations (4)
   Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2007) View citations (860)
   CESifo Working Paper Series, CESifo (2008) View citations (3)

2007

7. 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 View citations (4)
   See also Journal Article Empirical evidence on jumps in the term structure of the US Treasury Market, Journal of Empirical Finance, Elsevier (2009) View citations (60) (2009)
8. Long Run Macroeconomic Relations in the Global Economy
   CESifo Working Paper Series, CESifo View citations (105)
   Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2007) View citations (105)
   Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2007) View citations (101)
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) (2007) View citations (119)
   See also Journal Article Long Run Macroeconomic Relations in the Global Economy, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2007) View citations (105) (2007)

2006

9. Exploring the International Linkages of the Euro Area: a Global VAR Analysis
   Computing in Economics and Finance 2006, Society for Computational Economics View citations (27)
   Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2005) View citations (47)
   IEPR Working Papers, Institute of Economic Policy Research (IEPR) (2004) View citations (14)
   CESifo Working Paper Series, CESifo (2005) View citations (47)
   See also Journal Article Exploring the international linkages of the euro area: a global VAR analysis, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2007) View citations (748) (2007)

2005

10. What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR
    CESifo Working Paper Series, CESifo View citations (15)
    Also in Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge (2005) View citations (6)
    IEPR Working Papers, Institute of Economic Policy Research (IEPR) (2005) View citations (16)

Journal Articles

2011

1. Firm level return–volatility analysis using dynamic panels
   Journal of Empirical Finance, 2011, 18, (5), 847-867 View citations (13)

2009

2. Empirical evidence on jumps in the term structure of the US Treasury Market
   Journal of Empirical Finance, 2009, 16, (3), 430-445 View citations (60)
   See also Working Paper EMPIRICAL EVIDENCE ON JUMPS IN THE TERM STRUCTURE OF THE US TREASURY MARKET, CAMA Working Papers (2007) View citations (4) (2007)
3. Forecasting economic and financial variables with global VARs
   International Journal of Forecasting, 2009, 25, (4), 642-675 View citations (124)
   See also Working Paper Forecasting Economic and Financial Variables with Global VARs, CESifo Working Paper Series (2008) View citations (6) (2008)
4. Identification of New Keynesian Phillips Curves from a Global Perspective
   Journal of Money, Credit and Banking, 2009, 41, (7), 1481-1502 View citations (63)
   See also Working Paper Identification of New Keynesian Phillips Curves from a Global Perspective, Cambridge Working Papers in Economics (2008) View citations (79) (2008)
5. Rejoinder to comments on forecasting economic and financial variables with global VARs
   International Journal of Forecasting, 2009, 25, (4), 703-715 View citations (104)

2007

6. Exploring the international linkages of the euro area: a global VAR analysis
   Journal of Applied Econometrics, 2007, 22, (1), 1-38 View citations (748)
   See also Working Paper Exploring the International Linkages of the Euro Area: a Global VAR Analysis, Computing in Economics and Finance 2006 (2006) View citations (27) (2006)
7. Long Run Macroeconomic Relations in the Global Economy
   Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2007, 1, 1-20 View citations (105)
   See also Working Paper Long Run Macroeconomic Relations in the Global Economy, CESifo Working Paper Series (2007) View citations (105) (2007)
8. Testing for changing persistence in US Treasury on/off spreads under weighted-symmetric estimation
   The European Journal of Finance, 2007, 14, (2), 75-89 View citations (1)
9. 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 View citations (109)

2004

10. 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 View citations (173)

2003

11. Tests for a change in persistence against the null of difference-stationarity
    Econometrics Journal, 2003, 6, (2), 291-311 View citations (57)