Access Statistics for Robert Sollis

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
Detecting Regimes of Predictability in the U.S. Equity Premium 0 0 0 39 2 7 8 63
Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity 0 0 0 53 3 3 3 155
Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium 0 0 0 47 4 7 8 39
U.S. and U.K. Inflation: Evidence on Structural Change in the Order of Integration 0 0 0 132 2 3 4 607
U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks 0 0 1 209 1 2 3 1,289
Total Working Papers 0 0 1 480 12 22 26 2,153

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Cautionary Note on the Order of Integration of Post‐war Aggregate Wage, Price and Productivity Measures 0 0 0 18 2 6 8 128
A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries 1 1 5 232 6 9 18 447
Asymmetric adjustment and smooth transitions: a combination of some unit root tests 0 0 0 52 3 3 5 152
Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity 0 0 0 95 2 4 4 243
Evidence on purchasing power parity from univariate models: the case of smooth transition trend‐stationarity 0 0 0 1 0 1 2 8
Fixed and Recursive Right-Tailed Dickey–Fuller Tests in the Presence of a Break under the Null 0 0 0 35 4 4 4 90
Improving the accuracy of asset price bubble start and end date estimators 0 0 2 17 3 3 11 75
Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing 0 0 0 111 2 2 3 264
Real‐Time Monitoring for Explosive Financial Bubbles 0 0 2 15 3 7 14 61
Real‐time detection of regimes of predictability in the US equity premium 0 0 0 5 5 6 7 23
Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble 1 1 2 22 5 8 10 79
Spurious regression: A higher-order problem 0 0 0 22 1 1 1 81
Stochastic unit roots modelling of stock price indices 0 0 0 78 5 6 6 205
Testing for Co‐explosive Behaviour in Financial Time Series 0 0 0 5 3 4 7 30
Testing for bubbles: an application of tests for change in persistence 0 0 1 67 1 3 4 163
Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests 0 0 0 29 1 4 6 84
Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure 0 0 0 0 3 4 6 80
Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates 0 0 0 0 1 1 1 435
Tests for explosive financial bubbles in the presence of non-stationary volatility 0 5 16 110 5 11 31 232
The Saturday effect: an interesting anomaly in the Saudi stock market 0 1 2 8 1 4 6 38
The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration 0 1 1 253 2 7 7 679
U.S. dollar real exchange rates: Nonlinearity revisited 1 1 1 49 3 6 6 172
Unit Roots and Asymmetric Smooth Transitions 0 0 0 2 6 11 13 17
Value at risk: a critical overview 1 1 7 139 2 4 15 344
Total Journal Articles 4 11 39 1,365 69 119 195 4,130

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chapter 14 Forecasting Interest Rates: An Application of the Stochastic Unit Root and Stochastic Cointegration Frameworks 0 0 0 0 1 1 1 1
Total Chapters 0 0 0 0 1 1 1 1

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Statistics updated 2026-02-12