| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Further Examination of the Expectations Hypothesis for the Term Structure |
0 |
0 |
3 |
7 |
1 |
3 |
13 |
38 |
| A Further Examination of the Expectations Hypothesis for the Term Structure |
0 |
1 |
3 |
35 |
0 |
1 |
12 |
83 |
| A Random Walk through Seasonal Adjustment: Noninvertible Moving Averages and Unit Root Tests |
0 |
2 |
7 |
28 |
7 |
15 |
42 |
115 |
| Asymmetric Interest Rate Effects for the UK Real Economy |
1 |
7 |
35 |
153 |
9 |
26 |
149 |
514 |
| Asymmetric Interest Rates for the UK Real Economy |
0 |
1 |
3 |
27 |
1 |
3 |
12 |
172 |
| Business Cycle Affiliations in the Context of European Integration |
1 |
3 |
12 |
81 |
2 |
7 |
29 |
255 |
| Business Cycle Linkages for the G7 Countries: Does the US Lead the World? |
1 |
4 |
10 |
38 |
2 |
7 |
24 |
118 |
| Business Cycle Linkages for the G7 Countries:Does the US Lead the World? |
1 |
3 |
12 |
136 |
6 |
17 |
74 |
595 |
| Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries |
0 |
1 |
4 |
7 |
0 |
1 |
8 |
16 |
| Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries |
4 |
4 |
23 |
44 |
7 |
12 |
51 |
105 |
| CONSTRUCTING HISTORICAL EURO AREA DATA |
1 |
6 |
20 |
80 |
5 |
20 |
101 |
248 |
| Changes in Variability of the Business Cycle in the G7 Countries |
1 |
3 |
12 |
79 |
6 |
10 |
32 |
168 |
| Changes in the order of integration of US and UK inflation |
1 |
5 |
26 |
47 |
2 |
6 |
45 |
76 |
| Changes in variability of the business cycle in the G7 countries |
0 |
0 |
7 |
142 |
2 |
6 |
20 |
681 |
| Changes in variability of the business cycle in the G7 countries |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Changes in variability of the business cycle in the G7 countries |
0 |
0 |
2 |
50 |
1 |
2 |
12 |
171 |
| Classical Business Cycles for G7 and European Countries |
1 |
2 |
26 |
201 |
4 |
10 |
52 |
634 |
| Co-movements between US and UK stock prices: the roles of macroeconomic information and time-varying conditional correlations |
6 |
11 |
27 |
52 |
8 |
21 |
67 |
111 |
| Cointegration for Periodically Integrated Processes |
0 |
0 |
4 |
17 |
0 |
2 |
14 |
57 |
| Comovements between US and UK stock prices: the roles of macroeconomic information and timevarying conditional correlations |
4 |
12 |
39 |
76 |
6 |
25 |
103 |
167 |
| Comparing Seasonal Forecasts of Industrial Production |
2 |
7 |
21 |
39 |
2 |
11 |
55 |
76 |
| Constructing Historical Euro Area Data |
3 |
8 |
20 |
96 |
4 |
13 |
64 |
308 |
| Does Seasonality Change Over the Business Cycle? An Investigation Using Monthly Industrial Production Series |
0 |
0 |
2 |
25 |
1 |
2 |
10 |
130 |
| Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series |
1 |
1 |
13 |
73 |
20 |
27 |
72 |
250 |
| Does Seasonality Change over the Business Cycle? An Investigation using Monthly Industrial Production Series |
0 |
1 |
4 |
121 |
1 |
3 |
17 |
315 |
| Does Spread Really Predict the Short Rate? Explaining Empirical Anomalies in the Expectations Theory |
2 |
3 |
6 |
35 |
5 |
10 |
23 |
64 |
| Does Spread Really Predict the Short Rate? Explaining Empirical Anomalies in the Expectations Theory |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
14 |
| Domestic and International Influences on Business Cycle Regimes in Europe |
1 |
1 |
17 |
135 |
8 |
17 |
103 |
638 |
| Domestic and International Influences on Business Cycle Regimes in Europe |
2 |
2 |
4 |
76 |
5 |
6 |
26 |
355 |
| Expectations Hypothesis Tests in the Presence of Model Uncertainty |
5 |
9 |
17 |
62 |
6 |
12 |
35 |
95 |
| Explaining Movements in UK Stock Prices: How Important is the US Market? |
0 |
0 |
5 |
73 |
0 |
1 |
20 |
290 |
| Explaining movements in UK stock prices |
1 |
2 |
11 |
49 |
1 |
2 |
29 |
164 |
| Explaining movements in UK stock prices: How important is the US market? |
2 |
9 |
25 |
166 |
6 |
21 |
87 |
546 |
| Forecasting UK Industrial Production Over the Business Cycle |
4 |
7 |
21 |
284 |
9 |
17 |
51 |
577 |
| Identifying Changes in Mean, Seasonality, Persistence and Volatility for G7 and Euro Area Inflation |
5 |
8 |
11 |
11 |
10 |
19 |
30 |
30 |
| Modelling Real Exchange Rate Effects On Growth In Latin America |
0 |
1 |
2 |
38 |
0 |
1 |
6 |
104 |
| Modelling Real Exchange Rate Effects on Output Performance in Latin America |
3 |
10 |
39 |
316 |
7 |
21 |
97 |
696 |
| Modelling UK Inflation: Persistence, Seasonality and Monetary Policy |
1 |
8 |
40 |
320 |
5 |
18 |
92 |
759 |
| New Evidence on the Expectations Theory for UK Term Structure |
1 |
1 |
2 |
12 |
1 |
1 |
3 |
32 |
| New Evidence on the Expectations Theory for UK Term Structure |
3 |
3 |
5 |
38 |
4 |
5 |
13 |
64 |
| Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany |
3 |
8 |
26 |
150 |
9 |
16 |
62 |
419 |
| Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany |
0 |
0 |
5 |
42 |
0 |
1 |
11 |
121 |
| Nonlinearity in the Fed's Monetary Policy Rule |
0 |
2 |
9 |
126 |
1 |
4 |
26 |
350 |
| Nonlinearity in the Fed's Monetary Policy Rule |
0 |
0 |
1 |
54 |
2 |
2 |
10 |
148 |
| Nonlinearity in the Fed's Monetary Policy Rule |
2 |
2 |
8 |
57 |
3 |
6 |
27 |
161 |
| Observed Inflation Forecasts and the New Keynesian Phillips Curve |
1 |
2 |
10 |
23 |
3 |
5 |
28 |
68 |
| Observed Inflation Forecasts and the New Keynesian Phillips Curve |
1 |
7 |
26 |
94 |
3 |
12 |
53 |
158 |
| Observed Inflation Forecasts and the New Keynesian Phillips Curve |
2 |
5 |
22 |
46 |
3 |
8 |
63 |
117 |
| On the Expectations Hypothesis in US Term Structure |
3 |
3 |
13 |
87 |
9 |
14 |
46 |
235 |
| PREDICTING UK BUSINESS CYCLE REGIMES |
0 |
1 |
22 |
295 |
4 |
10 |
58 |
683 |
| Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US |
1 |
5 |
32 |
104 |
7 |
15 |
87 |
232 |
| Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US |
2 |
4 |
17 |
32 |
4 |
6 |
33 |
98 |
| Predicting Growth Cycle Regimes for European Countries |
5 |
8 |
13 |
93 |
7 |
15 |
33 |
253 |
| Predicting UK Business Cycle Regimes |
2 |
4 |
14 |
90 |
6 |
11 |
52 |
427 |
| Public Expenditure and Growth in Developing Countries: Education is the Key |
9 |
31 |
126 |
741 |
33 |
90 |
393 |
1,761 |
| Public expenditure and growth in developing countries: education is the key |
0 |
6 |
44 |
324 |
4 |
13 |
86 |
740 |
| Seasonal Adjustment and the Detection of Business Cycle Phases |
2 |
2 |
15 |
67 |
5 |
8 |
54 |
241 |
| Seasonal Adjustment and the Detection of Business Cycle Phases |
0 |
2 |
5 |
91 |
0 |
3 |
20 |
256 |
| Seasonal Nonstationarity and Near-Nonstationarity |
1 |
1 |
14 |
277 |
2 |
6 |
40 |
1,088 |
| Seasonal adjustment and the detection of business cycle phases |
0 |
2 |
6 |
70 |
2 |
10 |
39 |
333 |
| Smooth Transition Regression Models in UK Stock Returns |
6 |
12 |
64 |
496 |
8 |
21 |
119 |
830 |
| Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro |
0 |
0 |
1 |
10 |
1 |
1 |
9 |
55 |
| Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro |
0 |
0 |
8 |
19 |
1 |
2 |
16 |
72 |
| Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro |
0 |
9 |
23 |
101 |
1 |
15 |
53 |
263 |
| Structural Breaks in the International Transmission of Inflation |
4 |
13 |
38 |
38 |
9 |
32 |
48 |
48 |
| Testing for causality in variance in the presence of breaks |
4 |
7 |
22 |
110 |
5 |
12 |
38 |
202 |
| Testing for causality in variance in the presence of breaks |
2 |
2 |
2 |
2 |
2 |
3 |
3 |
3 |
| The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes |
0 |
2 |
14 |
60 |
4 |
8 |
34 |
151 |
| The Extent of Seasonal/Business Cycle Interactions in European Industrial Production |
0 |
0 |
11 |
46 |
3 |
10 |
67 |
319 |
| The International Business Cycle In A Changing World: Volatility And The Propagation Of Shocks |
1 |
2 |
13 |
146 |
2 |
7 |
33 |
293 |
| The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks |
1 |
4 |
12 |
96 |
3 |
8 |
44 |
340 |
| The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7 |
0 |
1 |
8 |
64 |
4 |
9 |
33 |
237 |
| The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices |
3 |
5 |
32 |
94 |
5 |
17 |
90 |
203 |
| The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices |
0 |
5 |
15 |
41 |
0 |
6 |
27 |
115 |
| The New Keynesian Phillips Curve: from Sticky Inflation to Sticky Prices |
9 |
20 |
45 |
132 |
16 |
37 |
96 |
253 |
| The Prediction of Business Cycle Phases: Financial Variables and International Linkages |
3 |
13 |
49 |
222 |
25 |
65 |
297 |
968 |
| UK inflation: persistance, seasonality and monetary policy |
3 |
8 |
14 |
47 |
7 |
12 |
41 |
89 |
| Volatility, spillover Effects and Correlations in US and Major European Markets |
1 |
5 |
22 |
88 |
4 |
12 |
45 |
188 |
| Weighted smooth transition regressions |
1 |
3 |
9 |
43 |
2 |
6 |
27 |
51 |
| Total Working Papers |
130 |
352 |
1,370 |
7,990 |
373 |
940 |
4,036 |
22,400 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparison of the Statistical Properties of Financial Variables in the USA, UK and Germany over the Business Cycle |
1 |
1 |
8 |
87 |
4 |
4 |
22 |
269 |
| A Note on Error Correction Mechanisms and Steady-State Error |
0 |
0 |
0 |
22 |
2 |
3 |
11 |
304 |
| A survey of seasonality in UK macroeconomic variables |
2 |
6 |
31 |
123 |
8 |
20 |
95 |
366 |
| ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH |
0 |
0 |
9 |
48 |
1 |
4 |
30 |
185 |
| Asymmetric Interest Rate Effects for the UK Real Economy |
2 |
4 |
15 |
145 |
2 |
5 |
36 |
846 |
| Business Cycles for G7 and European Countries |
0 |
5 |
18 |
188 |
2 |
10 |
43 |
674 |
| Business cycle affiliations in the context of European integration |
0 |
0 |
3 |
23 |
1 |
2 |
11 |
115 |
| Business cycle non-linearities in UK consumption and production |
1 |
4 |
16 |
159 |
5 |
10 |
43 |
510 |
| COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES |
0 |
0 |
2 |
2 |
0 |
6 |
15 |
15 |
| Causality Testing and Its Implications for Dynamic Econometric Models |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
92 |
| Changes in the order of integration of US and UK inflation |
0 |
3 |
7 |
7 |
7 |
16 |
41 |
41 |
| Choosing between Macroeconometric Models: An Illustration of the Problems |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
62 |
| Does seasonality change over the business cycle? An investigation using monthly industrial production series |
0 |
0 |
1 |
27 |
1 |
2 |
7 |
111 |
| Domestic and international influences on business cycle regimes in Europe |
0 |
1 |
1 |
59 |
1 |
4 |
20 |
383 |
| Forecasting UK Industrial Production over the Business Cycle |
0 |
0 |
0 |
1 |
3 |
4 |
20 |
483 |
| Linear versus neural network forecasts for European industrial production series |
0 |
1 |
4 |
31 |
0 |
2 |
11 |
123 |
| Macro-economic modelling: S.G. Hall and S.G.B. Henry, [1988] 1989, Contributions to economic analysis, vol. 172 (North-Holland, Amsterdam, reprint), 416 pp., ISBN 0-444-7042 |
1 |
2 |
3 |
26 |
1 |
3 |
11 |
99 |
| Modelling Business Cycle Movements in the UK Economy |
1 |
2 |
12 |
176 |
1 |
3 |
43 |
707 |
| Moving Average Detrending and the Analysis of Business Cycles |
0 |
0 |
0 |
3 |
6 |
23 |
119 |
655 |
| Nonlinearity in the Fed's monetary policy rule |
2 |
4 |
15 |
113 |
3 |
6 |
37 |
310 |
| Observed Inflation Forecasts and the New Keynesian Phillips Curve |
2 |
7 |
12 |
12 |
2 |
13 |
25 |
25 |
| PUBLIC EXPENDITURE AND ECONOMIC GROWTH: A DISAGGREGATED ANALYSIS FOR DEVELOPING COUNTRIES |
2 |
5 |
38 |
79 |
7 |
18 |
93 |
190 |
| Performance of seasonal unit root tests for monthly data |
6 |
10 |
55 |
250 |
8 |
21 |
105 |
518 |
| Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US |
3 |
4 |
7 |
7 |
4 |
11 |
19 |
19 |
| Predicting UK Business Cycle Regimes |
1 |
1 |
4 |
126 |
4 |
5 |
28 |
842 |
| Seasonal cointegration |
5 |
10 |
39 |
180 |
7 |
16 |
67 |
315 |
| Seasonal unit roots and forecasts of two-digit European industrial production |
2 |
3 |
6 |
19 |
3 |
6 |
15 |
75 |
| Seasonality and Habit Persistence in a Life Cycle Model of Consumptio n |
1 |
2 |
8 |
45 |
2 |
4 |
16 |
167 |
| Seasonality and the Order of Integration for Consumption |
0 |
0 |
0 |
0 |
1 |
4 |
26 |
318 |
| TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES |
0 |
1 |
5 |
5 |
2 |
5 |
16 |
16 |
| Testing for causality in variance in the presence of breaks |
0 |
1 |
5 |
40 |
1 |
3 |
13 |
108 |
| The International Business Cycle in a Changing World: Volatility and the Propagation of Shocks in the G-7 |
2 |
6 |
15 |
54 |
3 |
12 |
50 |
241 |
| The New Keynesian Phillips Curve: From Sticky Inflation to Sticky Prices |
6 |
10 |
38 |
48 |
9 |
23 |
119 |
158 |
| The Performance of Periodic Autoregressive Models in Forecasting Seasonal U. K. Consumption |
0 |
0 |
0 |
0 |
2 |
3 |
30 |
196 |
| The consequences of seasonal adjustment for periodic autoregressive processes |
1 |
3 |
6 |
59 |
1 |
3 |
14 |
231 |
| The effect of seasonal adjustment on the properties of business cycle regimes |
0 |
7 |
26 |
44 |
6 |
20 |
95 |
152 |
| The implications of periodically varying coefficients for seasonal time-series processes |
2 |
5 |
16 |
50 |
4 |
8 |
29 |
96 |
| UK INFLATION: PERSISTENCE, SEASONALITY AND MONETARY POLICY |
3 |
6 |
13 |
13 |
5 |
9 |
21 |
21 |
| Total Journal Articles |
46 |
114 |
438 |
2,296 |
120 |
312 |
1,398 |
10,038 |