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 0 1 9 64
Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity 0 0 0 53 0 1 6 158
Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium 0 0 0 47 0 2 10 41
U.S. and U.K. Inflation: Evidence on Structural Change in the Order of Integration 0 0 0 132 0 2 7 610
U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks 0 0 0 209 0 5 7 1,294
Total Working Papers 0 0 0 480 0 11 39 2,167

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 0 1 10 130
A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries 1 1 5 233 2 6 23 454
Asymmetric adjustment and smooth transitions: a combination of some unit root tests 0 0 0 52 0 2 5 154
Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity 0 0 0 95 0 2 9 248
Evidence on purchasing power parity from univariate models: the case of smooth transition trend‐stationarity 0 0 0 1 1 1 4 10
Fixed and Recursive Right-Tailed Dickey–Fuller Tests in the Presence of a Break under the Null 0 0 0 35 0 4 8 94
Improving the accuracy of asset price bubble start and end date estimators 0 0 0 17 1 3 12 79
Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing 0 0 0 111 1 4 8 269
Real‐Time Monitoring for Explosive Financial Bubbles 0 0 3 17 0 3 20 69
Real‐time detection of regimes of predictability in the US equity premium 0 0 0 5 0 2 9 26
Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble 0 0 2 22 0 1 11 80
Spurious regression: A higher-order problem 0 0 0 22 0 1 2 82
Stochastic unit roots modelling of stock price indices 0 0 0 78 0 1 8 207
Testing for Co‐explosive Behaviour in Financial Time Series 0 2 2 7 0 7 12 37
Testing for bubbles: an application of tests for change in persistence 0 0 1 67 0 6 11 170
Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests 0 0 0 29 0 3 10 88
Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure 0 0 0 0 0 5 12 86
Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates 0 0 0 0 0 2 4 438
Tests for explosive financial bubbles in the presence of non-stationary volatility 0 1 12 112 1 10 39 249
The Saturday effect: an interesting anomaly in the Saudi stock market 0 0 1 8 1 5 11 44
The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration 0 0 1 253 0 2 9 681
U.S. dollar real exchange rates: Nonlinearity revisited 0 0 1 49 0 4 10 176
Unit Roots and Asymmetric Smooth Transitions 0 0 0 2 2 3 15 20
Value at risk: a critical overview 2 2 4 141 2 5 12 349
Total Journal Articles 3 6 32 1,374 11 83 274 4,240

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 0 1 2 2
Total Chapters 0 0 0 0 0 1 2 2

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04