Access Statistics for Peter Sephton

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
Endogenous Expectations and Economic Policy 0 0 0 0 0 2 10 36
Total Working Papers 0 0 0 0 0 2 10 36


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A NOTE ON EXCHANGE RATE TREND-STATIONARITY* 0 0 1 2 0 1 11 82
A Non-parametric View of Money/Income Causality 0 0 2 7 0 0 7 38
A Note on Fractional Cointegration 0 0 2 17 0 0 3 44
A note on the efficiency of the London metal exchange 0 0 8 52 0 1 12 105
Anticipated monetary policy in Canada: Some new evidence 0 0 0 0 0 0 0 4
Book Review of The Drunkard’s Walk: How Randomness Rules Our Lives 3 10 13 13 6 33 57 57
Causality between export growth and industrial development: Empirical evidence from the NICs -- A comment 0 2 3 10 1 5 8 29
Cointegration Tests on MARS 0 0 0 0 1 2 9 223
Commodity Prices: Policy Target or Information Variable: A Comment 0 0 1 10 0 0 1 30
Critical values of the augmented fractional Dickey–Fuller test 13 28 92 92 29 58 189 190
Does Anticipated Monetary Policy Matter? More Evidence 0 0 0 1 0 0 2 10
ELIMINATING REQUIRED RESERVES: DOES IT MATTER? 0 0 2 9 1 1 14 46
Easyreg: version 1.12 0 0 0 4 3 3 15 607
Exchange rates and fractional integration revisited 3 5 6 6 6 10 17 17
Extended Critical Values for a Simple Test of Cointegration 0 0 3 17 0 1 5 48
Financial analysis package for GAUSS 0 2 14 251 1 6 32 503
Forecasting inflation using the term structure and MARS 0 1 7 36 1 4 20 119
Forecasting recessions: can we do better on MARS? 1 5 15 76 1 9 30 404
Fractional Cointegration: Monte Carlo Estimates of Critical Values, with an Application 0 1 10 45 0 1 17 135
Fractional integration in agricultural futures price volatilities revisited 1 4 9 9 2 6 17 17
Hedging Wheat and Canola at the Winnipeg Commodity Exchange 2 3 8 41 3 4 28 149
Market shares and rivalry in the U.S. cigarette industry 5 9 23 32 14 25 83 115
Modelling the Link between Commodity Prices and Exchange Rates: The Tale of Daily Data 0 0 7 12 1 2 21 211
Money in the Production Function Revisited 0 0 0 0 0 1 4 45
On exchange intervention, sterilization, and bank reserve accounting 0 0 0 6 0 1 4 26
On interest rate innovations and anticipated monetary policy 0 0 0 2 0 0 2 9
On the exchange-rate elasticity of the demand for international reserves: Some evidence from industrial countries — A Comment 0 0 0 3 0 0 1 7
On the finite sample size and power of the generalized KPSS test in the presence of level breaks 0 1 4 6 1 2 15 20
Optimal Hedge Ratios at the Winnipeg Commodity Exchange 2 5 13 18 2 6 32 264
Predicting Recessions: A Regression (Probit) Model Approach 3 7 35 35 7 15 64 64
Predicting the equity premium with dividend ratios: a matter of balance 0 1 5 38 0 2 12 114
Prostate cancer: a New Brunswick tale 1 1 2 2 3 6 10 10
Response surface estimates of the KPSS stationarity test 1 2 12 47 4 6 36 149
Spatial Market Arbitrage and Threshold Cointegration 1 3 14 93 2 5 20 208
Tests of exchange market efficiency: fragile evidence from cointegration tests 5 12 50 152 9 30 111 345
The Choice of Monetary Policy Instruments in Canada: An Extension 0 0 2 7 1 2 7 98
The Efficiency of the London Metal Exchange: Another Look at the Evidence 0 0 0 1 1 2 14 125
Unemployment in OECD Countries: An Empirical Test of the Wage Gap Hypothesis 0 0 0 1 0 1 4 40
Total Journal Articles 41 102 363 1,153 100 251 934 4,707


Statistics updated 2009-12-07