Access Statistics for Mark P. Taylor

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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 Cross-Country Financial Accelerator: Evidence from North America and Europe 2 4 13 118 8 18 53 309
Abolishing Exchange Control: The UK Experience 4 11 32 182 13 27 112 909
Are There Thresholds of Current Account Adjustment in the G7? 2 2 16 123 5 12 49 257
Charts, Noise and Fundamentals: A Study of the London Foreign Exchange Market 4 6 23 218 5 10 61 813
Common Currency Areas and Currency Unions: An Analysis of the Issues 0 15 46 350 3 26 91 923
Common Vulnerabilities 0 1 8 106 1 5 26 312
Covered Interest Arbitrage and Market Turbulence: An Empirical Analysis 1 5 20 204 1 8 35 1,133
DEER Hunting - Misalignment, Debt Accumulation, and Desired Equilibrium Exchange Rates 0 0 0 0 2 7 36 348
End-user order flow and exchange rate dynamics 1 10 38 101 6 24 109 257
European Capital Flows and Regional Risk 0 0 0 0 0 1 11 317
Exchange Rate Economics: A Survey 0 0 0 0 5 22 95 1,134
Exchange Rates and the EMS: Assessing the Track Record 0 0 1 35 1 4 38 338
Exchange Rates, Country Preferences, and Gold 0 0 0 0 0 1 8 140
Exchange Rates, Country Preferences, and Gold 1 5 12 54 4 18 68 550
Exchange Rates, Policy Convergence and the European Monetary System 0 0 6 98 2 10 37 544
From the Dark End of the Street to the Bright Side of the Road? Investigating the Wage Returns to Residential Mobility in Britain 0 0 4 62 0 2 14 510
Hot Money, Accounting Labels and the Persistence of Capital Flows to Developing Countries: An Empirical Investigation 0 0 0 0 2 7 35 473
International Capital Crunches: The Time-Varying Role Of Informational Asymmetries 0 3 16 78 0 5 31 162
International Capital Crunches: The Time-Varying Role of Informational Asymmetries 0 0 0 44 1 4 21 180
International Capital Crunches: The Time-Varying Role of Informational Asymmetries 0 3 10 89 1 10 41 289
International Liquidity Swaps: Is the Chiang Mai Initiative Pooling Reserves Efficiently ? 6 19 55 177 13 49 187 565
Intervention, Interest Rates, and Charts: Three Essays in International Finance 0 0 0 0 0 2 11 381
Is Official Exchange Rate Intervention Effective? 5 13 33 347 9 24 70 762
Long-Run Purchasing Power Parity and the Dollar-Sterling Exchange Rate in the 1920s 0 0 0 0 3 9 34 102
Macroeconomic Shocks, the ERM, and Tri-Polarity 0 0 7 44 1 5 25 249
Modelling the Yield Curve 0 0 0 0 2 13 24 458
Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study 0 6 23 213 0 10 40 568
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
Nonlinear Permanent -Temporary Decompositions in Macroeconomics and Finance 1 2 7 170 1 3 24 408
Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work? 2 12 41 627 7 30 95 1,305
Policy Issues in the Evolving International Monetary System 0 0 0 0 1 3 22 343
Purchasing Power Parity and the Real Exchange Rate 14 37 138 735 36 117 417 1,943
Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect? 7 22 100 319 30 88 483 1,010
Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion 0 0 0 0 3 3 19 691
Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK 0 0 0 0 1 12 46 485
Regional Vulnerability: The Case of East Asia 5 15 35 136 7 20 75 259
Robustness of Equilibrium Exchange Rate Calculations to Alternative Assumptions and Methodologies 0 0 0 0 3 5 37 297
Saving-Investment Correlations: Transitory versus Permanent 0 0 0 0 1 5 17 395
Testing for Credibility Effects 0 0 0 0 2 2 13 199
The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period 5 18 53 275 8 35 104 861
The Coordination Channel of Foreign Exchange Intervention 0 3 13 87 0 8 34 182
The Demand for Money During High Inflation Episodes - Some Latin American Evidence on the Cagan Model 0 0 0 0 1 6 14 309
The Empirics of Economic Growth in Previously Centrally Planned Economies 0 1 3 87 2 4 13 725
The Hyperinflation Model of Money Demand Revisited 4 12 66 192 10 35 180 765
The Law of One Price: Nonlinearities in Sectoral Real Exchange Rate Dynamics 1 12 28 103 2 20 72 218
The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium and Forecasting 0 0 0 0 7 28 79 1,004
The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis 8 21 76 331 13 41 155 599
The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis 5 16 48 148 17 45 146 439
The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond 0 3 15 262 2 13 49 628
The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond 1 6 25 445 5 18 78 975
The Persistence of Capital Inflows and the Behaviour of Stock Prices in East Asia Emerging Markets: Some Empirical Evidence 0 5 21 163 0 6 28 459
The Purchasing Power Parity Debate 4 14 20 20 6 22 30 30
The Purchasing Power Parity Debate 0 5 24 281 2 12 83 653
The Purchasing Power Parity Debate 2 11 65 732 8 27 148 1,359
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates 1 4 12 179 3 11 43 334
The Stabilizing Effect of the ERM on Exchange Rates and Interest Rates - An Empirical Investigation 0 0 0 0 0 0 12 171
The Term Structure Of Euromarket Interest Rates: Some New Evidence 0 2 4 162 0 4 10 223
The Term Structure of Forward Exchange Premia and the Forecastability of Spot Exchange Rates: Correcting the Errors 2 4 12 218 4 9 39 957
The Term Structure of Forward Exchange Premia and the Forecastibility of Spot Exchange Rates: Correcting the Errors 1 1 6 232 3 4 16 652
The Term Structure of Forward Exchange Rates and the Forecastability of Spot Exchange Rates: Correcting the Errors 0 0 0 0 0 2 10 13
The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis 1 5 37 146 2 11 86 331
The volatility of prices in the English and Welsh electricity pool 0 0 0 0 0 0 12 39
Threshold adjustment in deviations from the law of one price 2 15 72 72 4 35 107 107
Unemployment Persistence 2 15 43 371 11 41 116 1,246
Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates? 4 11 43 70 9 26 115 194
Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates? 3 12 45 524 13 37 122 1,220
Why is it so difficult to beat the Random Walk Forecast of Exchange Rates? 0 3 18 533 3 13 47 991
Why is it so difficult to beat the random walk forecast of exchange rates 4 11 52 558 7 22 101 982
Total Working Papers 120 436 1,573 11,564 343 1,208 4,816 38,477

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"The case of the missing money" and the Lucas critique 2 5 25 56 6 20 97 195
A Comparison of the Rational Expectations and the General-to-Specific Approaches to Modelling the Demand for M1 0 0 0 0 0 0 8 85
A DYMIMIC Model of Forward Foreign Exchange Risk, with Estimates for Three Major Exchange Rates 0 0 0 0 9 16 57 266
A Varying-Parameter Empirical Model of Balance of Payments Determination under Fixed Exchange Rates: Results for the UK and West Germany 0 0 0 12 0 1 3 92
A cross-country financial accelerator: Evidence from North America and Europe 0 1 10 42 4 8 33 101
A stable US money demand function, 1874-1975 0 2 6 44 0 2 16 122
An Empirical Examination of Long-Run Purchasing Power Parity as Theory of International Commodity Arbitrage 0 0 0 24 0 6 17 206
An Empirical Examination of Long-run Purchasing Power Parity Using Cointegration Techniques 0 0 0 40 6 32 95 635
An empirical investigation of asset price bubbles in Latin American emerging financial markets 2 10 26 94 2 17 61 269
Analysing Credibility in High-Inflation Countries: A New Approach 0 1 6 112 2 3 23 650
Anticipated and Unanticipated Variables in the Demand for M1 in the U.K 0 0 0 0 1 3 12 66
Aspects of foreign exchange market microstructure: editors' introduction 2 6 10 80 2 10 36 192
Asymmetric Arbitrage and Default Premiums Between the U.S. and Russian Financial Markets 0 2 7 48 0 3 14 164
Capital Flows to Developing Countries: Long- and Short-Term Determinants 0 0 0 4 11 33 150 975
Charts, Noise and Fundamentals in the London Foreign Exchange Market 2 10 46 385 3 14 91 1,379
Commercially Available Order Flow Data and Exchange Rate Movements: "Caveat Emptor" 4 14 49 51 10 30 110 116
Covered Interest Arbitrage and Market Turbulence 2 20 101 433 8 37 201 1,803
Covered Interest Parity: A High-Frequency, High-Quality Data Study 7 28 114 406 11 52 264 845
Covered Interest Rate Arbitrage in the Interwar Period and the Keynes-Einzig Conjecture 0 0 0 0 5 19 110 1,206
Dollar-Sterling Exchange Rate in the 1920s: Purchasing Power Parity and the Norman Conquest of $4.86 0 0 0 14 0 7 44 1,031
Editorial: Long-run purchasing power parity and real exchange rates: introduction and overview 3 11 16 16 5 22 33 33
Estimating growth equations for previously centrally planned economies: Dealing with dubious data and disparate information 0 0 1 14 0 0 5 100
Estimating structural macroeconomic shocks through long-run recursive restrictions on vector autoregressive models: the problem of identification 3 4 25 117 3 9 47 249
Estimating the Mean-Reverting Component in Stock Prices: A Cross-Country Comparison 0 3 20 134 1 7 46 332
European Capital Flows and Regional Risk 0 1 6 65 0 4 19 229
Ex Ante Purchasing Power Parity: Some Evidence Based on Vector Autoregressions in the Time Domain 0 0 0 0 11 14 28 250
Exchange Rates, Country-Specific Shocks, and Gold 1 4 10 58 3 8 23 174
Exchange Rates, Policy Convergence, and the European Monetary System 0 0 1 84 0 1 11 309
Exchange controls, international capital flows and saving-investment correlations in the UK: An empirical investigation 0 2 13 18 1 6 40 57
Exchange rate intervention 1 4 19 56 1 7 34 97
Expectations, Risk and Uncertainty in the Foreign Exchange Market: Some Results Based on Survey Data 0 0 0 0 1 6 21 112
Financial Innovation, Inflation and the Stability of the Demand for Broad Money in the United Kingdom 0 0 0 0 1 3 10 90
Financial predictors of real activity and the financial accelerator 0 1 9 42 0 4 19 97
Fiscal Policy within Common Currency Areas 0 1 5 5 0 2 12 12
Forecasting Capital Flows to Emerging Markets: A Kalman Filtering Approach 1 3 12 132 1 6 26 334
Foreign exchange market efficiency and cointegration: Some evidence from the recent float 3 11 28 81 5 15 49 152
From the General to the Specific: The Demand for M2 in Three 0 0 0 0 0 0 6 123
Hot money, accounting labels and the permanence of capital flows to developing countries: an empirical investigation 8 21 94 202 13 52 262 547
Interest Rate Parity: Some New Evidence 0 0 0 0 2 4 24 242
Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom 4 11 60 133 6 26 111 264
International liquidity swaps: is the Chiang Mai Initiative pooling reserves efficiently? 3 6 21 21 4 16 55 55
International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates: the resolution of a conundrum 4 8 39 187 7 23 128 768
Is Official Exchange Rate Intervention Effective? 4 8 20 179 9 15 45 462
Long-run purchasing power parity in the 1920s 1 4 16 56 1 4 24 120
Macro-economic Shocks, the ERM, and Tri-polarity 0 1 8 56 0 6 33 276
Measuring the temporary component of stock prices: robust multivariate analysis 1 1 2 19 2 2 7 66
Metals Prices, Efficiency and Cointegration: Some Evidence from the London Metal Exchange 0 0 0 0 1 6 29 301
Modeling the Demand for U.K. Broad Money, 1871-1913 0 0 4 46 2 2 17 170
Modelling Asset Prices with Time-Varying Betas 0 0 0 0 2 5 38 350
Modelling Fundamentals for Forecasting Capital Flows to Emerging Markets 2 7 23 198 2 8 52 583
Modelling Risk in the Interwar Foreign Exchange Market 0 0 0 0 1 2 4 57
Modelling the Yield Curve 1 6 13 211 2 11 29 506
Monetary Anticipation and the Demand for Money in the U.K.: Testing Rationality in the Shock-Absorber Hypothesis 0 0 1 46 0 0 6 191
Money Demand, the Cagan Model and the Inflation Tax: Some Latin American Evidence 1 4 28 333 3 12 90 1,024
Money demand and inflation in Yugoslavia 1980-1989 2 6 22 70 5 23 86 281
Money demand, expectations, and the forward-looking model 0 0 0 0 0 3 10 279
Money demand, expectations, and the forward-looking model 0 0 2 20 0 0 8 61
Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests 6 19 68 261 8 28 136 535
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 Permanent - Temporary Decompositions in Macroeconomics and Finance 1 1 6 87 1 3 22 251
Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals 2 21 45 214 7 29 75 371
Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study 1 5 21 129 2 7 40 292
OFFICIAL FOREIGN EXCHANGE INTERVENTION AS A COORDINATING SIGNAL IN THE DOLLAR-YEN MARKET 2 3 7 39 3 5 18 103
Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? 11 23 72 866 15 38 158 1,945
On Long-run Solutions to Dynamic Econometric Equations under Rational Expectations [A Cautionary Note on the Interpretation of Long-run Equilibrium Solutions in Conventional Macro Models] 0 0 4 27 0 1 13 143
On Unit Roots and Real Exchange Rates: Empirical Evidence and Monte Carlo Analysis 0 0 0 11 0 2 5 171
On granger causality and the monetary approach to the balance of payments 1 2 5 12 1 2 8 29
On the Reinterpretation of Money Demand Regressions 0 3 8 75 0 4 14 217
On the mean-reverting properties of target zone exchange rates: a cautionary note 0 0 0 22 0 2 10 67
Periodically collapsing stock price bubbles: a robust test 1 7 15 78 3 10 32 148
Permanent and Temporary Components of Stock Prices: Evidence from Assessing Macroeconomic Shocks 0 0 0 0 0 10 20 20
Private consumption behaviour, liquidity constraints and financial deregulation in France: a nonlinear analysis 1 3 11 151 2 7 34 693
Purchasing Power Parity 0 0 4 195 0 1 14 452
Purchasing Power Parity and the Real Exchange Rate 2 11 35 1,754 3 15 68 4,059
Purchasing power parity and the theory of general relativity: the first tests 2 3 23 133 3 8 45 299
Purchasing power parity over two centuries: strengthening the case for real exchange rate stability: A reply to Cuddington and Liang 0 3 5 46 0 3 11 118
Random Walk Components in Output and Exchange Rates: Some Robust Tests on UK Data 0 0 0 0 0 1 11 87
Rational Expectations, Risk and Efficiency in the London Metal Exchange: An Empirical Analysis 0 0 0 13 1 4 12 218
Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries 4 12 71 716 9 29 134 2,229
Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis 3 10 15 235 4 12 45 596
Real Interest Rates and Macroeconomic Activity 0 0 0 2 1 7 35 430
Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behavior in the U.K 0 3 12 62 0 4 21 138
Real exchange rate behavior 0 1 5 39 1 4 14 114
Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought 1 11 28 130 3 24 54 239
Real exchange rates under the recent float: unequivocal evidence of mean reversion 0 0 13 65 2 2 22 174
Reexamining the Monetary Approach to the Exchange Rate: The Dollar-Franc, 1976-90 0 1 3 95 0 2 15 411
Regional House Prices in Britain: Long-Run Relationships and Short-Run Dynamics 0 0 0 0 2 7 34 415
Regional vulnerability: The case of East Asia 0 3 6 8 2 9 20 34
Regulatory Uncertainty and the Volatility of Regional Electricity Company Share Prices: The Economic Consequences of Professor Littlechild 0 0 0 0 1 3 15 237
Reply to Goodfriend's comments on "Money demand, expectations and the forward looking model" 0 0 2 7 0 1 23 77
Risk premia and foreign exchange: A multiple time series approach to testing uncovered interest-rate parity 1 1 14 17 3 3 21 28
Risky Arbitrage, Limits of Arbitrage, and Nonlinear Adjustment in the Dividend-Price Ratio 0 0 0 0 7 16 41 359
Sand in the Wheels of Foreign Exchange Markets: A Sceptical Note 0 7 22 119 1 12 42 353
Savings-Investment Correlations: Transitory versus Permanent 0 0 0 0 3 8 26 310
Some Efficient Tests of International Real Interest Rate Parity 0 0 0 24 2 9 31 225
Special Issue on Technical Analysis and Financial Markets: Editor's Introduction 0 0 2 105 0 2 17 342
Taking Stock of EMU: Editorial 0 0 2 3 0 0 9 15
Testing Rational Expectations and Efficiency in the London Metal Exchange 0 0 0 0 1 6 21 124
Testing the Exogeneity Specification Underlying the Monetary Approach to the Balance of Payments: Some UK Evidence 0 0 0 7 0 2 5 91
The Causality between Official and Parallel Exchange Rates in Developing Countries 2 4 5 96 4 8 13 211
The Demand for Money: A Dynamic Rational Expectations Model 0 0 0 0 1 1 22 207
The Economics of Exchange Rates 11 38 211 2,010 26 101 523 4,844
The High-Yield Spread as a Predictor of Real Economic Activity: Evidence of a Financial Accelerator for the United States 4 8 28 411 8 24 124 1,641
The Hyperinflation Model of Money Demand Revisited 2 7 30 160 2 10 48 489
The Internationalisation of Stock Markets and the Abolition of U.K. Exchange Control 3 8 54 202 5 13 165 543
The Monetary Approach to the Balance of Payments: A Critical Appraisal of Some Empirical Evidence 0 0 0 0 1 4 14 248
The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis 0 0 0 0 15 50 125 203
The Purchasing Power Parity Debate 5 11 47 340 6 24 115 757
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates 0 5 22 53 0 10 53 127
The Role of Speculation in the Forward Exchange Market: Some Consistent Estimates Assuming Rational Expectations 0 0 0 0 0 0 12 123
The Simple Analytics of Implicit Labour Contracts 0 0 0 0 1 4 12 101
The Target Zone Model, Non-linearity and Mean Reversion: Is the Honeymoon Really Over? 0 0 4 70 4 7 40 384
The Term Structure Of Forward Exchange Premiums And The Forecastability Of Spot Exchange Rates: Correcting The Errors 2 11 43 283 4 18 91 744
The Term Structure of Forward Foreign Exchange Premia: The Inter-war Experience 0 0 0 0 1 3 15 103
The applied economics of agriculture: introduction and overview 1 3 7 7 2 6 13 13
The applied economics of fiscal policy: introduction and overview 5 19 22 22 5 37 47 47
The applied economics of health: introduction and overview 1 3 4 4 1 11 13 13
The behavior of real exchange rates during the post-Bretton Woods period 5 14 39 182 6 23 68 349
The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis 2 3 21 32 2 10 55 83
The impact of European Central Bank Governing Council announcements on the foreign exchange market: a microstructural analysis 1 1 7 63 1 2 22 139
The monetary approach to the exchange rate: Long-run relationships and coefficient restrictions 0 4 16 112 0 9 33 223
The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk 5 27 92 549 8 43 149 924
The out-of-sample success of term structure models as exchange rate predictors: a step beyond 1 6 19 171 4 13 45 434
The slope of the yield curve and real economic activity: tracing the transmission mechanism 1 3 15 85 2 6 31 245
The stock return-inflation puzzle revisited 0 5 15 108 1 9 33 190
The use of technical analysis in the foreign exchange market 62 190 682 2,587 117 383 1,542 5,351
Threshold Adjustment of Deviations from the Law of One Price 1 5 6 6 2 11 12 12
Under the microscope: the structure of the foreign exchange market 3 11 43 175 12 40 157 535
Vector Autoregressive Tests of Uncovered Interest Rate Parity with Allowance for Conditional Heteroscedasticity 0 0 0 0 0 0 12 98
What Do Investment Managers Know? An Empirical Study of Practitioners' Predictions 0 0 1 27 0 2 15 110
Why Don't Individuals Speculate in the Forward Foreign Exchange Market? 0 0 0 0 1 3 32 157
Why is it so difficult to beat the random walk forecast of exchange rates? 3 11 34 297 10 24 88 635
Total Journal Articles 223 777 2,909 18,246 523 1,927 8,158 57,644

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Statistics updated 2009-07-03