Access Statistics for David A. Peel

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NEW ANALYSIS OF THE DETERMINANTS OF THE REAL DOLLAR-STERLING EXCHANGE RATE: 1871-1994 0 1 15 80 5 11 73 393
A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994 0 3 15 34 2 13 76 163
ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING 0 1 7 22 1 4 25 96
Are analysts' loss functions asymmetric? 1 2 3 15 2 3 22 65
Are analysts’ loss functions asymmetric? 2 4 20 60 7 13 73 184
Calvo Contracts: A Critique 3 6 15 84 3 12 40 268
Cumulative prospect theory and gambling 3 11 28 102 7 40 111 276
Exploitability as a Specification Test of the Phillips Curve 1 2 3 32 1 3 14 189
Habit, aggregation and long memory: evidence from television audience data 0 3 12 26 3 14 46 98
Inflation Dynamics in the US -A Nonlinear Perspective 2 3 14 23 3 5 40 57
Money and activity in the U.K. 1961-1983: surprise? surprise! 0 0 1 5 1 2 24 74
NONLINEAR PPP UNDER THE GOLD STANDARD 2 3 13 48 3 5 25 125
Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997 0 0 7 119 1 1 17 323
Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles 15 35 81 624 20 51 140 1,170
On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets 0 1 1 25 0 3 8 120
On the equality of Real Interest Rates across borders in Integrated Capital Markets 1 1 9 90 2 11 39 252
On the relationship between Nominal Exchange Rates and domestic and foreign prices 2 6 18 58 6 39 121 226
Optimal Monetary Policy in a Model of Asymmetric Central Bank Preferences 2 6 22 253 3 10 36 539
Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency 1 1 6 42 2 4 21 164
Simulating Stock Returns under switching regimes - a new test of market efficiency 1 3 24 141 4 22 126 370
Smooth transition models and arbitrage consistency 0 0 0 0 4 8 19 50
Spreads, Efficiency and Outcome Uncertainty: Evidence from the Rugby League 0 0 0 0 0 0 4 238
TEMPORAL AGGREGATION OF AN ESTAR PROCESS: SOME IMPLICATIONS FOR PURCHASING POWER PARITY ADJUSTMENT 2 4 7 51 3 8 39 153
THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS 1 2 8 64 2 8 43 190
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 4 7 20 0 8 29 66
The long memory model of political support: some further results 0 1 8 23 1 2 22 63
Total Working Papers 39 103 344 2,041 86 300 1,233 5,912


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Model of the Demand for Labour Services 0 0 0 0 0 0 0 30
A Further Note on the Behaviour of Profit Shares in British Manufacturing Industry 0 0 0 0 0 0 2 17
A Monte Carlo Study of the Phillips Curve with Errors in Variables 0 0 0 2 0 0 4 34
A Note on X-Inefficiency 0 0 1 15 0 0 1 55
A Test for Rational Expectations When Some Variables Are I(2) 2 2 5 19 2 2 11 84
A cross-sectional analysis of regional strike activity in Britain 0 0 4 14 0 0 10 46
A multilogit approach to predicting corporate failure--Some evidence for the UK corporate sector 2 6 7 7 4 11 16 16
A non-linear error correction mechanism based on the bilinear model1 0 1 4 44 0 3 20 180
A note on some properties of the ESTAR model 0 1 1 48 0 1 5 120
Adjustment Costs and Short-Run Returns to Labour 0 0 0 9 0 0 3 50
An Empirical Investigation of Inflationary Expectations 0 0 0 0 1 2 7 22
Another example of a non-linear time series with misleading linear properties 0 0 2 49 1 2 13 241
Asymmetry in the Variance of Economic Activity: Evidence for Long-Run UK GDP 0 0 1 3 0 0 2 35
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting 0 1 4 17 0 4 9 110
Attendance Demand: An Investigation of Repeat Fixtures 0 1 3 16 1 2 8 53
Behaviour of the Liverpool model with weight given to alternative public forecasts 0 0 0 3 0 1 10 37
Betting on odds on Favorites as an Optimal Choice in Cumulative Prospect Theory 1 2 16 31 8 17 89 149
Bilinear Quadratic ARCH and Volatility Spillovers in Inter-war Exchange Rates 0 0 2 13 0 0 4 62
Bounded cumulative prospect theory: some implications for gambling outcomes 1 3 13 24 2 8 51 92
Consumer Expenditure, the Demand for Money, and the Hall Hypothesis 0 0 0 0 0 1 8 64
Covered Interest Rate Arbitrage in the Interwar Period and the Keynes-Einzig Conjecture 0 0 0 0 5 19 110 1,206
Critical bounds for MA(2) and MA(3) processes 0 0 2 3 1 1 10 25
Cross Country Evidence on Nonlinearity in Industrial Production between the Wars 0 0 3 8 0 0 4 35
Data Revisions and Time Series Models of GDP and Its Components 0 0 0 0 0 3 29 150
Derived Demand and Oligopoly 0 0 0 0 1 1 3 71
Deterministic impulse response in a nonlinear model. An analytical expression 0 2 4 22 1 5 13 69
Divergent Expectations and the Dynamic Stability of Some Simple Macro Economic Models 0 0 3 8 0 0 7 21
Economic surprises and the behaviour of asset prices: Some analyses and further empirical results 1 1 1 6 1 2 8 17
Empirical Evidence on the Time-Series Behaviour of Stock and Bond Prices in the Inter-war Period 0 0 1 9 0 0 8 46
Empirical evidence on the properties of exchange rate forecasts and the risk premium 0 0 1 3 0 1 2 10
Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes 0 0 2 39 1 1 5 79
Estimates of US monetary policy rules with allowance for changes in the output gap 0 1 7 35 0 4 25 113
Estimates of a traditional aggregate import demand model for five countries 1 6 21 99 3 12 46 195
Estimates of the Degree of Insider Trading in Two Disparate Betting Markets 0 0 0 7 0 0 2 28
Evidence on Volatility Spillovers in the Interwar Floating Exchange Rate Period Based on High/Low Prices 0 0 1 12 0 0 1 54
Evidence on the Stochastic Structure of Exchange Rates in the Inter-war Period 0 0 0 3 0 0 3 38
Expectations and the Price Equation: Some Estimates for the UK 0 0 0 0 0 0 0 28
Expectations formation, public forecasts and the wage equation 0 0 0 4 1 2 2 16
Expected stock returns, aggregate consumption and wealth: Some further empirical evidence 1 3 15 31 2 5 23 65
Forward foreign exchange rates and risk premia--a reappraisal 0 0 1 9 1 1 6 32
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS 3 5 10 61 5 7 29 230
Further empirical analysis of the time series properties of financial ratios based on a panel data approach 1 4 12 61 5 13 40 251
Further empirical evidence on popularity and electoral cycle effects 0 0 0 1 0 0 2 7
Gambling and nonexpected utility: the perils of the power function 0 0 6 11 0 2 10 31
Global capital markets and the impact of changes in the money stock on real activity 0 0 3 4 0 0 5 11
Growth and Inflationary Finance: Variations on a Mundellian Theme 0 1 1 11 0 1 7 64
Habit, aggregation and long memory: evidence from television audience data 0 2 2 8 0 3 9 33
Handicaps, Outcome Uncertainty and Attendance Demand 1 1 4 37 1 4 11 87
Implementing the wild bootstrap using a two-point distribution 1 5 20 36 7 18 73 131
Inflation and output dynamics with a floating exchange rate 0 0 0 6 0 1 5 21
Inflationary expectations and “Self-Generating” inflations 0 0 0 2 0 0 0 2
Information, Prices and Efficiency in a Fixed-Odds Betting Market 6 10 53 202 11 21 105 419
Insider Trading, Herding Behaviour and Market Plungers in the British Horse-Race Betting Market 1 3 8 83 1 6 21 278
Introduction: economics of betting markets 1 2 36 53 3 8 66 99
Involuntary Saving through Unanticipated Inflation: Some Further Empirical Evidence 0 0 0 0 1 3 5 57
Is One Price Enough to Value a State-Contingent Asset Correctly? Evidence from a Gambling Market 1 2 2 38 1 5 10 200
Is the US Business Cycle Asymmetric? Some Further Evidence 0 0 2 9 0 1 6 43
Long-Memory Risk Premia in Exchange Rates 0 0 0 0 1 2 6 64
Market Movers and Tote and Bookmakers Returns: Further Empirical Evidence on a Market Anomaly 0 0 2 12 0 1 21 108
Modelling Business Cycle Nonlinearity in Conditional Mean and Conditional Variance: Some International and Sectoral Evidence 0 0 2 20 0 0 4 115
Modelling Political Popularity: an Analysis of Long-range Dependence in Opinion Poll Series 0 1 4 6 2 5 19 28
Modelling political popularity: a correction 1 1 1 5 3 5 6 17
Non-linear Adjustment of Real Wages, Employment and Output in the UK 0 0 0 0 1 2 3 53
Non-linear Dynamics of Inflation in High Inflation Economies 1 1 5 38 1 1 9 120
Non-linear Risk Premia 0 1 1 13 0 1 3 50
Non-linearities in East European Black-Market Exchange Rates 0 0 1 18 0 1 8 169
Non-linearity in stock index returns: the volatility and serial correlation relationship 1 4 14 90 1 7 24 226
Non-uniqueness and the role of the monetary authorities 0 0 0 1 0 0 0 4
Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997 0 0 0 1 0 2 12 198
Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles 0 0 0 2 5 27 87 253
Nonlinear Purchasing Power Parity under the Gold Standard 0 0 0 0 1 2 28 28
Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals 2 21 45 214 7 29 75 371
On Lagged Adjustment, Permanent Income, Expectations Formation and the Demand for Money 0 0 0 0 1 2 7 62
On Testing for Unbiasedness and Efficiency of Forecasts 0 0 0 0 6 11 64 292
On Testing the Relationship between Exchange Rate Movements and Monetary Surprises: A Comment 0 0 0 0 0 1 4 35
On dynamic stability in monetary models which incorporate short- and long-run expectations of inflation in the demand for the money function 0 0 0 3 0 0 2 12
On testing the properties of directly obtained expectations data 0 0 0 0 0 0 0 1
On the Case of Indexation of Wages and Salaries 0 0 0 0 0 0 3 39
On the Dynamic Stability of Monetary Models When the Money Supply is Endogenous 0 0 0 0 0 0 1 27
On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets 1 2 2 4 1 5 14 27
On the effectiveness of automatic stabilizers under rational expectations when there is partial current information 0 1 4 7 0 1 13 31
On the implications of monetary rules in a stochastic framework 0 1 1 1 0 1 1 1
On the political theory of the business cycle 0 3 5 11 0 3 9 22
On the properties of alternative monetary rules in an extension of Black's model 1 1 1 1 1 1 3 8
On the relationship between nominal exchange rates and domestic and foreign prices 0 0 5 51 0 2 30 181
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation 0 2 6 27 1 4 19 82
Optimal Discretionary Monetary Policy in a Model of Asymmetric Central Bank Preferences 1 5 23 110 4 12 61 242
Optimal monetary policy with a nonlinear Phillips curve 1 3 10 75 5 10 32 139
Optimal monetary policy: is price-level targeting the next step? 1 2 4 23 2 4 16 93
Outcome Uncertainty and the Demand for Football: An Analysis of Match Attendances in the English Football League 0 0 0 0 7 28 114 938
Periodically collapsing stock price bubbles: a robust test 1 7 15 78 3 10 32 148
Place Returns between the Tote and Bookmakers: Empirical Evidence of a Market Anomaly 0 1 1 15 0 1 9 69
Predicting corporate failure-- Some results for the UK corporate sector 4 12 27 27 6 38 87 87
Price Expectations: Workers versus Capitalists 0 0 0 0 0 1 10 50
Product Bundling and a Rule of Thumb versus the Harville Formulae: Can Each Way Bets with UK Bookmakers Generate Abnormal Returns 0 0 6 59 1 3 22 269
Profit Maximizing Firms and Inelastic Demands 0 0 0 1 1 3 46 284
Public forecasts and their impact on expectation formation 0 0 0 3 0 0 1 6
Purchasing Power Parity Adjustment Speeds in High Frequency Data when the Equilibrium Real Exchange Rate is Proxied by a Deterministic Trend 0 0 0 25 0 1 7 124
Purchasing power parity over two centuries: trends and nonlinearity 0 3 15 53 1 6 41 179
Purchasing power parity yet again: evidence from spatially separated commodity markets 1 2 9 29 1 4 18 72
Rational Expectations and Wage and Price Inflexibility: A Note 0 0 0 0 1 3 13 36
Rationality testing under asymmetric loss 0 0 2 20 1 1 11 57
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach 0 3 12 50 2 8 22 136
Short-Run Employment Functions, Excess Supply and the Speed of Adjustment: A Note 0 0 1 8 1 5 21 65
Simulating stock returns under switching regimes - A new test of market efficiency 2 2 11 23 2 4 22 68
Skewness as an Explanation of Gambling by Locally Risk Averse Agents 0 0 7 37 1 4 27 180
Smooth Transition Models and Arbitrage Consistency 1 4 14 67 5 9 40 182
Some Empirical Evidence on the Influence of Political Parties on the Behaviour of the Unemployment Rate 0 0 0 0 0 2 7 84
Some Empirical Evidence on the Time-Series Properties of Four UK Asset Prices 0 0 2 10 1 1 3 43
Some Empirical Results on "the Rationality" of Expectations Derived from Survey Data 0 0 0 0 0 0 1 46
Some Evidence on the Interdependence of National Stock Markets and the Gains from International Portfolio Diversification 2 6 13 78 3 9 22 161
Some Further Empirical Evidence on the Impact of Oil Price Changes on Petrol Prices 0 3 18 99 3 8 58 287
Some Further Evidence on the Predictability of UK Asset Prices [Efficient Capital Markets: A Review of Theory and Empirical Work] 0 0 0 0 0 3 9 107
Some Implications of Partial Current Information Sets in Macroeconomic Models Embodying Rational Expectations 0 0 0 0 0 1 6 33
Some Implications of Utility Maximizing Firms: A Note 0 0 0 0 0 1 6 25
Some analysis of the long-run time series properties of consumption and income in the U.K 1 2 2 6 1 3 7 29
Some analysis of the properties of the Harville place formulae when allowance is made for the favourite-long shot bias employing Shin Win probabilities 0 0 4 73 1 4 14 210
Some empirical evidence on the determinants of incomes policies in the UK 0 0 0 1 0 0 0 2
Some evidence on the efficiency of the sterling-dollar and sterling-franc forward exchange rates in the interwar period 0 0 3 12 0 0 9 53
Some implications of a quartic loss function 4 4 7 15 5 6 36 78
Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004 0 1 5 16 3 5 14 60
Surprises in the Consumption Function, Incomplete Current Information, and Moving Average Errors: A Note [Stochastic Implications of the Life Cycle Permanent Income Hypothesis: Theory and Evidence] 0 0 2 19 1 1 7 61
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 2 7 30 0 8 45 142
Testing for Causality between Prices and Money 0 0 0 0 0 0 0 28
Testing for Unbiasedness and Efficiency under Incomplete Current Information 0 0 0 0 0 0 2 26
Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap 1 2 5 40 1 2 6 82
Testing for non-linear dependence in inter-war exchange rates 1 2 6 9 2 4 14 29
The 'Shake-Out' Hypothesis: A Note 0 0 0 0 1 1 2 19
The Accuracy of OECD Forecasts 0 0 0 0 0 0 8 61
The Cost Function 0 0 0 0 0 1 3 19
The Demand for Football: Some Evidence on Outcome Uncertainty 0 0 0 0 0 7 26 333
The Determinants of Unemployment and the 'UV' Relationship 0 0 0 0 0 2 5 48
The Determinants of the Natural Rate of Unemployment in the Neoclassical Model 0 0 0 0 0 2 26 229
The Dynamic Behavior of a Simple Macro-Model with Endogenous Labor Supply and Demand 0 1 3 7 0 1 3 26
The Favourite-Longshot Bias and Market Efficiency in UK Football Betting 4 9 42 204 4 9 59 484
The Favourite-Longshot Bias, Bookmaker Margins and Insider Trading in a Variety of Betting Markets 0 3 9 150 1 8 33 444
The German Hyperinflation and the Demand for Money Revisited 2 6 29 143 5 19 158 750
The Incidence of Insider Trading in Betting Markets and the Gabriel and Marsden Anomaly 0 1 5 22 0 3 22 118
The Influence of Money on Prices in 14 OECD Countries, 1958-1975 0 0 0 0 0 0 3 31
The Internal/External Labour Market and the Rate of Wage Inflation in UK Manufacturing Industry 0 0 0 0 0 3 30 822
The Markowitz model of utility supplemented with a small degree of probability distortion as an explanation of outcomes of Allais experiments over large and small payoffs and gambling on unlikely outcomes 0 1 9 18 1 9 82 138
The Microfoundations of the Phillips Curve with Rational Expectations 1 1 4 31 2 3 15 108
The Natural Rate Hypothesis and Rational Expectations-A Critique of Some Recent Developments 0 0 1 15 0 1 5 64
The Non-uniqueness of the Dorfman-Steiner Condition: A Note 0 5 26 206 1 9 42 540
The Nonlinear Time Series Properties of Unemployment Rates: Some Further Evidence 0 1 7 32 0 3 17 100
The Relationship between Prices and Money Supply in Latin America, 1958-1975 0 1 4 19 0 1 20 90
The Relationship between Two Indicators of Insider Trading in British Racetrack Betting 0 1 4 22 1 4 22 179
The Relationship between Unemployment and Vacancies: Reply 0 0 0 0 1 2 5 19
The Role of Monetary Stabilization Policy under Rational Expectations 0 0 0 0 0 2 11 94
The Specification of the Short-Run Employment Function: An Empirical Investigation of the Demand for Labour in the UK Manufacturing Sector, 1955-1972 0 0 0 0 0 1 15 85
The Time Series Behaviour of Spot Exchange Rates in the German Hyper-inflation Period: (Was the Process Chaotic?) 0 0 0 0 1 4 13 399
The Time Series Properties of Financial Ratios: Lev Revisited 0 1 11 23 1 4 32 56
The Variance of Economic Activity over the Business Cycle: Some Further Evidence 0 0 2 9 0 0 5 46
The Wage Variable and the Phillips Curve 0 0 0 0 0 0 5 26
The Wage Variable and the Phillips Curve: A Rejoinder 0 0 0 0 1 1 4 21
The `tax on wage increses' when the firm is a monopsonist 0 0 0 3 0 0 2 25
The classical supply hypothesis and the observational equivalence of Classical and Keynesian models 0 1 2 8 0 2 8 24
The dynamic behaviour of a simple macroeconomic model with a tax based incomes policy 0 0 0 2 0 0 0 13
The effects of exchange rate volatility on exports: Some new estimates 19 51 145 384 27 101 322 722
The government behavioural constraint in rational expectations models 0 0 1 3 0 0 3 13
The impact of benefits on unemployment in Britain in the interwar period: Some further empirical evidence 0 0 4 23 0 2 29 135
The long memory model of political support: some further results 0 0 5 13 0 4 23 52
The optimal output target and degree of banker conservativeness in a model with a non-linear Phillips curve 0 0 2 11 1 1 7 58
The political theory of the business cycle 0 1 5 24 0 7 34 75
The process followed by PPP data. On the properties of linearity tests 0 0 1 11 1 4 18 79
The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class 0 1 5 17 0 3 19 58
The slope of the yield curve and real economic activity: tracing the transmission mechanism 1 3 15 85 2 6 31 245
The term spread and real economic activity in the US inter-war period 0 2 5 21 0 3 12 85
The utility of gambling and the favourite-longshot bias 1 2 7 45 1 6 22 182
The velocity of money and the random walk hypothesis 0 1 2 7 0 2 6 23
Threshold Nonlinearities in Output: Some International Evidence 0 0 2 21 0 4 8 67
Threshold Nonlinearities in Unemployment Rates: Further Evidence for the UK and G3 Economies 0 1 5 28 1 5 28 187
Time-Varying Risk Premia and the Term Structure of Forward Exchange Rates 0 0 0 0 0 1 5 52
Transactions Costs and Nonlinear Adjustment in Real Exchange Rates: An Empirical Investigation 0 0 0 0 10 26 78 499
Uncertain Central Bankers Preferences: Some Implications of Multiplicative versus Additive Uncertainty 0 0 5 25 0 1 7 76
Uncertain Central Bankers' Preferences: Some Implications of Multiplicative versus Additive Uncertainty 1 1 1 12 1 1 3 50
Uncertainty in the Central Bank's Weight on Output: Some New Results 0 0 0 8 1 1 4 28
Unemployment and the replacement ratio: Some reduced form estimates for the UK 2 3 14 34 6 24 94 175
Unemployment and unanticipanted inflation: Some empirical results for six countries 0 0 0 2 0 0 2 9
User Cost and the Preference Function 0 1 3 14 0 1 9 68
Utility and the Skewness of Return in Gambling 0 2 15 85 3 6 40 273
Utility and the Skewness of Return in Gambling 0 0 6 6 2 2 19 20
Volatility Persistence in Asset Markets: Long Memory in High/Low Prices 0 0 4 60 1 6 14 208
What Can Economics Learn from Political Science, and Vice Versa? 0 0 5 22 0 1 13 77
Total Journal Articles 83 271 1,029 4,746 245 853 3,908 22,320


Statistics updated 2009-07-03