Access Statistics for Richard T. Baillie

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
A Generalized Method of Moments Estimator for Long-Memory Processes 0 0 0 0 0 1 5 294
A Generalized Method of Moments Estimator for Long-Memory Processes 0 0 0 1 0 2 21 299
A Lond Memory and Variability of Inflation: A Reappraisal of The Friedman Hypothesis 0 0 0 0 0 0 8 187
A New Test for Market Efficiency and Uncovered Interest Parity 1 1 1 25 1 2 11 62
Bear Sequeese, Volatility Spillovers and Speculative Attacks inthe Hyperinflation 1920s Foreign Exchange 0 0 0 0 0 0 6 547
Bear Squeezes in the Hyperinflation 1920s Foreign Exchange 0 0 0 0 0 1 16 292
COMMODITY PRICES AND AGGREGATE INFLATION: WOULD A COMMODITY PRICE RULE BE WORTHWHILE? 0 0 0 0 0 1 8 461
Central Bank Intervention and Risk in the Forward Premium 0 0 0 0 2 4 8 245
Central bank intervention and overnight uncovered interest rate parity 0 0 0 292 0 2 14 966
Cointegration, Fractional Cointegration, and Exchange RAte Dynamics 0 0 0 1 0 1 13 921
ECONOMETRIC TESTS OF RATIONALITY AND MARKET EFFICIENCY 0 0 0 5 0 2 14 836
FURTHER RESULTS ON UNIT ROOTS AND THE COINTEGRABILITY OF DAILY SPOT AND FORWARD EXCHANGE RATES 0 0 0 0 0 0 2 391
INTRA DAY AND INTER MARKET VOLATILITY IN FOREIGN EXCHANGE RATES 0 0 0 4 0 0 13 1,014
Intervention as information: a survey 0 0 0 152 0 0 4 535
MODELING COMMODITY PRICE DISTRIBUTION AND ESTIMATING THE OPTIMAL FUTURES HEDGE 0 0 0 0 0 0 4 682
MODELING COMMODITY PRICE DISTRIBUTIONS AND ESTIMATING THE OPTIMAL FUTURES HEDGE 0 0 0 0 0 2 6 920
On Robust Inference in Time Series Regression 0 1 1 5 4 6 15 53
PREDICTION IN DYNAMIC MODELS WITH TIME DEPENDENT CONDITIONAL VARIANCES 0 0 0 2 0 3 13 896
Post-Louvre intervention: did target zones stabilize the dollar? 0 0 0 41 0 0 12 342
Prediction from the Regression Model with one-way Error Components 0 0 0 1 0 2 29 843
STOCK RETURNS AND VOLATILITY 0 0 0 0 1 2 9 596
THE IMPACT OF DELIVERY TERMS ON STOCK RETURN VOLATILITY 0 0 0 0 0 2 8 258
The Long Memory and Variability of Inflation: A Reappraisal of the Friedman Hypothesis 0 0 0 0 1 2 10 182
The Long Memory of the Foreward Premium 0 0 0 0 1 2 27 424
The Search for Equilibrium Relationships in International Finance: The Case of the Monetary Model 0 0 0 0 0 3 8 314
The risk premium in forward foreign exchange markets and G-3 central bank intervention: evidence of daily effects, 1985-1990 0 0 0 30 0 6 11 426
Total Working Papers 1 2 2 559 10 46 295 12,986
5 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A minimum distance estimator for long-memory processes 0 1 1 60 0 2 12 183
A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets 0 0 0 378 0 4 14 779
Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model 0 1 3 748 0 5 25 1,683
Asymptotic tests on moving average representation coefficients with an application to innovations on spot and forward exchange rates 0 0 0 7 0 0 3 71
Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange 0 0 1 27 0 0 3 160
Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge 1 4 9 1,578 3 11 51 3,701
Central bank intervention 0 0 0 25 1 2 5 96
Central bank intervention and risk in the forward market 0 0 1 135 1 5 18 418
Cointegration and models of exchange rate determination 1 1 2 374 1 4 15 763
Cointegration, Fractional Cointegration, and Exchange Rate Dynamics 0 0 1 368 2 4 33 927
Deviations from daily uncovered interest rate parity and the role of intervention 0 0 0 129 0 1 6 344
Do asymmetric and nonlinear adjustments explain the forward premium anomaly? 0 0 0 95 0 3 12 254
Editors' introduction: Fractional differencing and long memory processes 0 0 0 87 1 6 14 219
Estimation and testing of the term structure of the forward premium under rational expectations 0 0 0 10 0 1 6 49
Forecast Master: A Review 0 0 0 54 0 0 1 350
Fractionally integrated generalized autoregressive conditional heteroskedasticity 1 1 6 1,478 4 21 85 3,463
Handbook of econometrics: Zvi Griliches and Michael D. Intriligator, eds., vol. 1 (North Holland, Amsterdam, 1983) pp. 771 0 0 0 53 0 0 3 205
Inference in dynamic models containing 'surprise' variables 0 0 0 26 0 0 7 93
Interest Rates and Investment in West Germany 0 0 0 0 0 3 6 161
Interpreting Econometric Evidence on Efficiency in the Foreign Exchange Market 0 0 0 41 0 2 13 166
Intervention from an information perspective 0 2 2 97 0 4 8 285
Introduction 0 0 0 4 1 2 7 57
Introduction 0 0 0 0 0 0 2 23
Long memory processes and fractional integration in econometrics 1 2 7 1,815 3 11 59 3,585
Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates 0 0 0 58 0 1 8 187
Modeling and forecasting from trend-stationary long memory models with applications to climatology 0 0 0 51 0 0 11 176
Papers in honor of Patrick C. McMahon 0 0 0 12 0 1 2 112
Prediction from the Dynamic Simultaneous Equation Model with Vector Autoregressive Errors 0 0 0 44 0 0 5 169
Prediction in dynamic models with time-dependent conditional variances 0 0 4 605 1 3 31 1,032
Predictions from ARMAX models 0 0 1 146 0 0 5 369
Price discovery and common factor models 0 2 4 537 6 13 36 1,121
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 0 1 7 78
Small Sample Bias in Conditional Sum-of-Squares Estimators of Fractionally Integrated ARMA Models 0 0 0 0 0 6 12 383
Statement by the editors 0 0 0 7 0 2 7 71
Testing Rational Expectations and Efficiency in the Foreign Exchange Market 0 0 1 196 0 2 10 495
Testing Target-Zone Models Using Efficient Method of Moments: Comment 0 0 0 0 0 1 6 294
Testing the permanent income hypothesis using a general rational lag formulation 0 0 0 3 0 1 1 43
The Message in Daily Exchange Rates: A Conditional-Variance Tale 0 0 0 0 0 2 22 1,051
The Message in Daily Exchange Rates: A Conditional-Variance Tale 0 0 0 0 0 2 20 1,086
The forward premium anomaly is not as bad as you think 0 0 0 538 0 3 12 1,141
The long memory of the forward premium 0 0 0 279 0 1 6 596
The search for equilibrium relationships in international finance: the case of the monetary model 0 0 0 56 0 0 4 195
Why do central banks intervene? 0 0 0 370 0 5 12 861
Total Journal Articles 4 14 43 10,491 24 135 625 27,495

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Statistics updated 2026-07-10