Access Statistics for Stephen George Hall

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A COMPARISON BETWEEN TESTS FOR CHANGES IN THE ADJUSTMENT COEFFICIENTS IN COINTEGRATED SYSTEMS 1 1 6 46 1 4 15 109
A New Look at Economic Convergence in Europe: A Common Factor Approach 2 3 17 105 3 8 37 197
A Portfolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment 2 2 28 51 13 25 127 192
A Portofolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment 0 4 16 53 2 9 60 141
A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data 1 4 24 58 3 10 74 145
An Indicator Measuring Underlying Economic Activity in Greece 1 2 7 36 25 41 164 261
An investigation of the effect of funding on the slope of the yield curve 0 0 0 0 0 5 21 1,223
Bargaining Models and Identifying the Wage Equation 0 0 5 85 1 3 16 197
Density Forecast Combination 0 2 9 94 0 4 19 140
Estimation of Parameters in the Presence of Model misspecification and Measurement Error 3 7 34 65 5 16 67 79
Evolving Market Efficiency with an Application to Some Bulgarian Shares 0 0 0 0 1 6 18 358
Financial Crisis, Effective Policy Rules and Bounded Rationality in a New Keynesian Framework 2 6 42 97 10 18 94 231
Foreign Direct Investment And Exchange Rate Uncertainty In Imperfectly Competitive Industries 1 3 8 53 2 11 31 139
Foreign Direct Investment and Exchange Rate Uncertainty in Imperfectly Competitive Industries 3 12 42 149 6 26 104 443
Foreign Direct Investment in Industrial R&D and Exchange Rate Uncertainty in the UK 0 1 10 124 1 9 41 392
Foreign direct investment and exchange rate uncertainty in imperfectly competitive industries 0 2 9 48 0 4 19 130
Foreign direct investment in industrial R&D and exchange rate uncertainty in the UK 0 0 8 94 0 4 31 280
How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe 0 5 34 34 0 9 41 41
Inflation Targeting: The Delegation and Co-Ordination of Monetary Policy 0 0 0 236 5 13 46 985
Learning about Monetary Union: an analysis of boundedly rational learning in European labour markets 0 0 0 1 1 2 4 56
Measuring Convergence of the New Member Countries’ Exchange Rates to the Euro 2 3 27 27 3 11 38 38
Measuring the Correlation of Shocks betweem the EU15 and the New Member Countries 0 3 13 58 2 5 29 140
Measuring the Correlation of Shocks between the UK and the Core of Europe 1 1 2 64 2 4 8 143
Modelling Economies in Transition: An Introduction 0 0 0 0 0 5 31 547
Modelling Emerging Financial Markets and their Approach to Market Efficiency 1 7 23 524 4 19 69 995
Non-Linear Properties of Currency Crises in Emerging Markets 0 1 13 61 1 6 27 148
On the Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices 0 0 0 62 3 3 19 364
Optimal combination of density forecasts 0 2 8 75 2 6 22 130
Production Constraints and the NAIRU 0 0 9 33 0 1 23 87
Rational Bubbles During Poland's Hyperinflation: Implications and Empirical Evidence 0 0 0 6 3 7 37 269
Rational bubbles during Polland’s hiperinflation: implications and empirical evidence 0 0 0 0 1 7 28 816
Rational expectations and near rational alternatives: how best to form expectations 0 0 1 195 1 4 10 505
Spatial Interdependencies of FDI Locations: A Lessening of the Tyranny of Distance? 0 4 14 35 2 10 36 51
Spatial Interdependencies of FDI Locations: A Lessening of the Tyranny of Distance? 2 3 22 49 3 7 64 103
Structural breaks and GARCH modelling 0 0 0 0 1 2 13 373
Testing for Common Cycles in Money, Nominal Income and Prices 0 0 0 0 3 4 12 451
Testing the Pooling Assumption in an Industry Panel of R&D Investment: What Do We Learn? 0 1 2 26 6 8 14 83
The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation? 5 10 38 66 10 20 98 117
Total Working Papers 27 89 471 2,710 126 356 1,607 11,099


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Forward Looking Model of the Exchange Rate 0 4 8 36 1 9 26 134
A Non-parametric Approach to Pricing and Hedging Derivative Securities: With an Application to LIFFE Data 1 1 6 81 1 2 13 294
A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence 1 7 29 164 2 16 62 422
A Proposed Framework for Monetary Policy 0 0 1 13 0 0 4 51
A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates 0 0 4 50 0 3 23 168
A Systems Approach to the Relationship between Consumption and Wealth 0 0 0 0 1 1 4 73
A dynamic econometric model of the UK with rational expectations 0 0 2 3 0 3 11 29
A new look at economic convergence in Europe: a common factor approach 1 4 16 16 4 13 41 41
Aggregate demand and aggregate supply in UK regions 0 0 0 0 1 5 5 5
An Algorithm for the Solution of Stochastic Optimal Control Problems for Large Nonlinear Econometric Models 0 0 6 53 1 1 15 194
An Application of the Granger & Engle Two-Step Estimation Procedure to United Kingdom Aggregate Wage Data 0 0 0 2 5 13 122 790
An Application of the Stochastic GARCH-in-Mean Model to Risk Premia in the London Metal Exchange 0 0 0 0 3 6 34 294
An Investigation of Time Inconsistency and Optimal Policy Formulation in the Presence of Rational Expectations Using the National Institute's Model 7 0 0 0 0 1 2 7 63
An Investigation of the Long-run Properties of Aggregate Non-durable Consumers' Expenditure in the United Kingdom 0 0 0 10 1 1 3 66
Analysing Unstable Policy Prescriptions in Linear Difference Models with Rational Expectations 0 0 0 0 0 0 3 39
Carbon abatement costs: an integrated approach for India 0 2 2 2 0 2 5 5
Cointegration and Changes in Regime: The Japanese Consumption Function 0 2 14 208 1 3 30 548
Cointegration in Recursive Systems 0 0 6 38 0 0 18 230
Combining density forecasts 2 5 14 67 3 9 28 126
Coordination and price shocks: an empirical analysis 0 1 3 11 0 1 4 38
Creating High-Frequency National Accounts with State-Space Modelling: A Monte Carlo Experiment 0 0 0 0 2 8 37 188
Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test 2 5 31 249 5 12 50 476
Disequilibrium models with rational expectations: An application to the UK labour market 0 0 0 0 0 0 2 12
Do Market Participants Learn? The Case of the Budapest Stock Exchange 0 1 6 37 2 8 20 212
E-equilibria and adaptive expectations: Output and inflation in the LBS model 0 0 5 28 0 1 17 92
Empirical Properties of the Black Market Zloty-Dollar Exchange Rate, 1955-1990 2 2 5 46 4 5 61 762
Endogenous technical progress in fossil fuel demand: The case of France 0 0 1 14 0 0 8 80
Estimating the Uncertainty of the Simulation Properties of Large Nonlinear Econometric Models 0 0 0 0 0 0 4 42
Evaluating policy feedback rules using the joint density function of a stochastic model 1 1 3 15 1 1 9 75
Evaluating the Gains to Cooperation in the G-3 0 0 2 5 0 0 4 13
Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR 'Fan' Charts of Inflation 0 2 9 32 1 5 21 103
Evolving Market Efficiency with an Application to Some Bulgarian Shares 0 0 1 65 0 1 7 160
Evolving Market Efficiency with an Application to Some Bulgarian Shares 0 0 10 39 0 3 23 126
Examining the first stages of market performance: a test for evolving market efficiency 1 1 5 23 1 2 13 76
Expectations Formation and the 1990s ERM Crisis/Formación de expectativas y crisis del S.M.E en la década de los noventa 0 0 4 40 2 5 25 269
Forecasting Economies in Transition: The Case of Romania 0 0 0 0 0 5 14 153
Forecasting employment: The role of forward-looking behaviour 0 1 3 5 0 3 10 24
Forecasting with a Rational Expectations Model of the UK: A Comment 0 0 0 0 0 0 1 41
Forecasting with an Econometric Model: Some Recent Results Using the National Institute Model 0 0 2 38 0 1 6 133
Foreign Direct Investment in R&D and Exchange Rate Uncertainty 3 8 12 12 5 12 17 17
Foreign Exchange Market Efficiency and Cointegration 3 7 39 469 6 27 116 1,238
Foreign direct investment and exchange rate uncertainty in South-East Asia 4 11 50 50 5 18 85 85
Interest rate linkages: a Kalman filter approach to detecting structural change 1 2 17 118 1 3 26 211
Interest rate linkages: identifying structural relations 0 2 10 39 1 6 23 134
Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates 0 0 6 44 1 1 13 175
Is the Bundesbank Different from Other Central Banks: A Study Based on P 0 0 0 0 2 4 9 91
Learning about monetary union: An analysis of bounded rational learning in European labor markets 0 1 1 12 0 1 3 37
Macroeconomics and a Bit More Reality 0 3 6 57 0 4 12 157
Manufacturing Stocks and Forward-Looking Expectations in the UK 0 0 0 8 0 1 6 107
Manufacturing Stocks: Expectations, Risk and Co-integration 0 0 1 15 2 2 22 181
Maximum Likelihood Estimation of Cointegration Vectors: An Example of the Johansen Procedure 0 0 0 11 10 33 184 1,129
Measuring Convergence of the EC Economies 0 0 0 0 8 32 103 559
Measuring Economic Convergence 0 3 16 221 2 8 27 430
Measuring Efficiency and Risk in the Major Bond Markets 0 2 7 46 2 4 13 136
Measuring Underlying Economic Activity 0 2 4 29 5 13 42 212
Measuring the Capital Stock in Russia: An Unobserved Component Model 1 6 15 117 1 7 25 260
Measuring the Correlation of Shocks Between the UK and the Core of Europe 2 7 32 100 5 14 59 186
Measuring the correlation of shocks between the EU15 and the new member countries 0 2 7 13 1 3 14 26
Model consistent learning and regime switching in the London Business School model 0 0 2 24 0 0 7 73
Modelling Asset Prices with Time-Varying Betas 0 0 0 0 1 10 34 362
Modelling Economic Policy Responses with an Application to the G3 0 2 5 5 0 3 6 6
Modelling Structural Change Using the Kalman Filter 0 0 0 0 1 1 23 286
Modelling and forecasting UK public finances 0 5 9 37 0 6 16 180
Modelling economies in transition: an introduction 0 0 5 76 0 1 8 156
Modelling economies subject to structural change: The case of Germany 0 0 2 18 0 0 6 51
Modelling the Sterling Effective Exchange Rate Using Expectations and Learning 0 0 0 0 2 4 17 152
Money and the Economics of Leon Walras 0 0 0 0 0 0 7 211
Money and the Walrasian Utility Function 0 0 2 22 0 0 8 62
On the Solution of High Order, Symmetric, Difference Equations 0 0 0 1 0 1 13 119
On the Solution of Large Economic Models with Consistent Expectations 0 0 0 0 0 0 1 56
On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices 2 2 16 42 3 5 23 88
Price and Quantity Responses to Cost and Demand Shocks 0 0 0 1 1 3 12 92
Production Constraints and the NAIRU 0 3 6 8 1 10 37 56
Rational bubbles during Poland's hyperinflation: Implications and empirical evidence 0 3 19 98 5 14 73 291
Rationality and Siegel's Paradox, the Importance of Coherency in Expectations 0 0 0 10 0 1 31 713
Robust optimal decisions with stochastic nonlinear economic systems 0 0 6 25 0 0 12 68
S.G.B. Henry: a memoir and a festschrift essay 0 0 0 18 0 2 8 98
Scarcity, energy and economic progress: by Ferdinand E. Banks 200 pp, [UK pound]10.50, Lexington books, Lexington, MA, 1978 0 0 3 26 1 4 16 142
Shock Hunting: The Relative Importance of Industry-Specific, Region-Specific and Aggregate Shocks in the OECD Countries 0 3 8 48 5 21 91 421
Stabilizing energy related CO2 emissions for India 0 0 4 37 0 0 12 138
Sterling's Relationship with the Dollar and the Deutschemark: 1976-89 2 4 17 85 7 10 52 255
Stylized Facts of the Business Cycle Revisited: A Structural Modelling Approach 0 0 4 36 0 0 10 143
Switching error-correction models of house prices in the United Kingdom 0 0 15 84 1 5 37 200
Testing a Discrete Switching Disequilibrium Model of the UK Labour Market 0 0 4 17 0 2 9 94
Testing for Common Cycles in Money, Nominal Income and Prices 0 2 6 48 1 4 11 110
The 1998 Russian crisis: could the exchange rate volatility have predicted it? 0 4 14 120 3 7 31 325
The Application of Stochastic Simulation Techniques to the National Institute's Model 7 0 0 0 0 0 2 8 99
The Effect of Varying Length VAR Models on the Maximum Likelihood Estimates of Cointegrating Vectors 0 0 0 0 3 6 26 162
The Relevance of P-Star Analysis to UK Monetary Policy 2 3 11 71 2 4 60 253
The UK Labour Market; Expectations and Disequilibrium 0 0 0 0 0 0 2 63
The use of prior regressions in the estimation of error correction models 2 3 4 4 2 3 5 16
Time inconsistency and optimal policy formulation in the presence of rational expectations 0 1 1 11 1 2 4 36
Transportation and energy in Santiago, Chile 0 0 5 5 3 4 26 27
Unemployment and the capital stock: a dynamic structural model of the UK supply side 0 2 6 31 0 2 7 63
Venture capitalists' decision criteria in new venture evaluation 24 58 249 598 60 150 569 1,323
Where Has All the Money Gone? Wealth and the Demand for Money in South Africa 1 1 3 3 5 12 31 31
Would adopting the Australian dollar provide superior monetary policy in New Zealand? 0 0 2 33 4 5 27 241
Total Journal Articles 58 191 849 4,393 212 647 2,965 19,280


Statistics updated 2009-11-04