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
Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity 0 0 0 53 0 0 1 152
U.S. and U.K. Inflation: Evidence on Structural Change in the Order of Integration 0 0 0 132 0 0 1 603
U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks 0 0 0 208 0 0 0 1,286
Total Working Papers 0 0 0 393 0 0 2 2,041


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 2 120
A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries 0 6 9 227 0 6 12 429
Asymmetric adjustment and smooth transitions: a combination of some unit root tests 0 0 0 52 0 0 1 147
Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity 0 0 0 95 0 0 1 239
Fixed and Recursive Right-Tailed Dickey–Fuller Tests in the Presence of a Break under the Null 0 0 0 35 0 0 0 86
Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing 0 0 0 111 0 0 1 261
Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble 0 0 0 20 0 0 2 69
Spurious regression: A higher-order problem 0 0 0 22 0 0 0 80
Stochastic unit roots modelling of stock price indices 0 0 0 78 0 1 1 199
Testing for bubbles: an application of tests for change in persistence 0 0 0 66 0 1 1 159
Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests 0 1 1 29 0 1 1 78
Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure 0 0 0 0 0 0 0 74
Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates 0 0 0 0 0 0 0 434
The Saturday effect: an interesting anomaly in the Saudi stock market 0 0 1 6 0 0 2 32
The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration 0 0 0 252 0 0 1 672
U.S. dollar real exchange rates: Nonlinearity revisited 0 0 0 48 0 0 1 166
Value at risk: a critical overview 1 2 7 133 1 5 17 330
Total Journal Articles 1 9 18 1,192 1 15 43 3,575


Statistics updated 2025-03-03