Access Statistics for David A. Peel

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Last month 3 months 12 months Total Last month 3 months 12 months Total
A NEW ANALYSIS OF THE DETERMINANTS OF THE REAL DOLLAR-STERLING EXCHANGE RATE: 1871-1994 0 0 0 100 0 7 11 509
A New Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation 0 1 1 70 0 3 11 239
A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994 0 0 0 6 0 3 5 56
ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING 0 0 0 35 0 6 8 188
Are analysts' loss functions asymmetric? 0 0 1 12 1 4 8 58
Are analysts’ loss functions asymmetric? 0 0 0 4 1 6 11 53
Bubbles in House Prices and their Impact on Consumption: Evidence for the US 0 0 0 65 0 3 10 163
Calvo Contracts: A Critique 0 0 0 127 0 4 5 499
Cumulative prospect theory and gambling 0 0 0 66 2 9 32 484
ESTAR model with multiple fixed points. Testing and Estimation 0 0 1 32 2 10 20 234
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 0 0 1 95 5 19 29 305
Episodes of exuberance in housing markets 0 1 2 45 2 7 15 167
Exploitability as a Specification Test of the Phillips Curve 0 0 1 41 0 4 9 296
Exuberance in the U.K. Regional Housing Markets 0 0 0 44 1 5 16 83
Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear 0 0 0 16 0 5 10 82
Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K 0 0 0 66 0 4 13 116
Further empirical evidence on the consumption-real exchange rate anomaly 0 0 0 10 0 6 9 62
Habit, aggregation and long memory: evidence from television audience data 0 0 0 6 0 7 9 49
Higher-order moments in the theory of diversification and portfolio composition 0 0 1 54 1 11 28 228
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 0 0 1 22 2 6 11 97
Inflation Dynamics in the US -A Nonlinear Perspective 0 0 0 59 1 12 15 184
Inflation dynamics in the US - a nonlinear perspective 0 0 0 4 0 7 10 37
Linkages between Shanghai and Hong Kong stock indices 0 0 0 19 0 8 11 88
Money and activity in the U.K. 1961-1983: surprise? surprise! 0 0 0 12 0 1 3 145
NONLINEAR PPP UNDER THE GOLD STANDARD 0 1 1 68 0 3 7 233
Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997 0 0 0 133 0 4 5 415
Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles 0 1 3 956 1 11 19 2,048
On Optimal Returns to a Factor 0 0 0 0 0 3 6 22
On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets 0 0 0 39 1 6 10 239
On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences 0 0 0 18 2 4 7 45
On the equality of Real Interest Rates across borders in Integrated Capital Markets 0 0 0 108 1 4 8 355
On the relationship between Nominal Exchange Rates and domestic and foreign prices 0 0 0 16 0 3 3 103
On the stability of the CRRA utility under high degrees of uncertainty 0 0 1 11 0 4 8 76
Optimal Monetary Policy in a Model of Asymmetric Central Bank Preferences 0 0 0 378 1 6 12 778
Optimal monetary policy in a model of asymmetric central bank preferences 0 0 1 1 0 6 13 13
Pre-Decision Side-Bet Sequences 0 0 0 9 1 4 8 48
Real Exchange Rates and Time-Varying Trade Costs 0 0 0 16 1 6 10 72
Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency 0 0 0 72 1 3 13 392
Simulating Stock Returns under switching regimes - a new test of market efficiency 0 0 0 206 0 13 16 831
Smooth transition models and arbitrage consistency 0 0 0 0 0 4 9 42
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 24 0 8 9 92
Spreads, Efficiency and Outcome Uncertainty: Evidence from the Rugby League 0 0 0 0 0 0 3 286
TEMPORAL AGGREGATION OF AN ESTAR PROCESS: SOME IMPLICATIONS FOR PURCHASING POWER PARITY ADJUSTMENT 0 0 0 63 1 5 9 302
THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS 0 0 0 80 1 6 7 292
Temporal aggregation of an ESTAR process 0 0 0 7 1 4 9 51
The Impact of ECB and FED announcements on the Euro Interest Rates 0 0 0 85 0 4 7 165
The Impact of the ECB Banking Supervision Announcements on the EU Stock Market 0 0 1 21 1 11 17 38
The Life Cycle Hypothesis and Rational Expectations: Some Further Empirical Results 0 0 0 3 0 5 8 56
The long memory model of political support: some further results 0 0 0 5 3 13 17 53
Total Working Papers 0 4 16 3,329 34 297 549 11,469


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Some Inflation, Growth and Unemployment Forecasts 0 0 0 0 0 0 1 1
A Dynamic Model of the Demand for Labour Services 0 0 0 0 0 1 2 47
A Further Note on the Behaviour of Profit Shares in British Manufacturing Industry 0 0 0 0 0 2 6 38
A Monte Carlo Study of the Phillips Curve with Errors in Variables 0 0 0 2 0 0 0 57
A More General Non‐expected Utility Model as an Explanation of Gambling Outcomes for Individuals and Markets 0 0 1 29 0 5 12 145
A NONLINEAR ANALYSIS OF THE REAL EXCHANGE RATE–CONSUMPTION RELATIONSHIP 0 1 1 15 0 3 3 39
A Note on X-Inefficiency 0 0 0 21 0 2 5 98
A QUANTITATIVE ANALYSIS OF WAGE STRIKES IN FOUR U.K. INDUSTRIES, 1962–1970 0 0 0 2 0 3 4 6
A REJOINDER ON ALTERNATIVE MEASURES OF EXCESS DEMAND 0 0 0 0 0 2 3 3
A multilogit approach to predicting corporate failure--Some evidence for the UK corporate sector 0 0 0 55 0 2 7 178
A non-linear error correction mechanism based on the bilinear model1 0 0 0 50 1 4 6 222
A note on some properties of the ESTAR model 0 0 0 56 2 6 10 155
A test for rational expectations when some variables are I(2) 0 0 0 22 0 1 1 113
ALTERNATIVE MEASURES OF EXCESS DEMAND FOR EXPLAINING MONEY WAGE INFLATION 0 0 0 0 0 0 1 3
AN EXAMPLE OF AN OPTIMAL FORECAST EXHIBITING DECREASING BIAS WITH INCREASING FORECAST HORIZON 0 0 0 4 0 4 5 36
Adjustment Costs and Short-Run Returns to Labour 0 0 0 11 0 1 2 74
Ajustement non linéaire vers le taux de change d'équilibre à long terme. Le modèle monétaire revisité 0 0 0 11 1 3 3 99
An Empirical Investigation of Inflationary Expectations 0 0 0 0 0 1 2 51
An Explanation of Optimal Each-Way Bets based on Non-Expected Utility Theory 0 0 0 10 4 13 18 131
An explanation of each-way wagers in three models of risky choice 0 0 1 5 0 2 4 37
Another example of a non-linear time series with misleading linear properties 0 0 0 53 1 4 6 295
Are Analysts' Loss Functions Asymmetric? 0 0 0 0 1 7 10 35
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting 0 0 0 29 0 1 6 191
Asymmetry in the variance of economic activity: evidence for long-run UK GDP 0 0 0 8 1 1 4 71
Attendance demand: an investigation of repeat fixtures 0 0 0 40 1 2 3 122
Behaviour of the Liverpool model with weight given to alternative public forecasts 0 0 0 6 0 1 2 59
Betting on odds on Favorites as an Optimal Choice in Cumulative Prospect Theory 0 0 0 30 2 3 5 127
Bilinear quadratic ARCH and volatility spillovers in inter-war exchange rates 0 0 0 18 0 2 4 105
Bounded cumulative prospect theory: some implications for gambling outcomes 0 0 0 41 0 2 7 187
Consistency of two major data sources for exchange rates in the interwar period and further evidence on the behaviour of exchange rates during hyperinflations 0 0 0 2 0 4 4 21
Consumer Expenditure, the Demand for Money, and the Hall Hypothesis 0 0 0 0 1 4 5 94
Covered Interest Rate Arbitrage in the Interwar Period and the Keynes-Einzig Conjecture 0 0 0 0 1 7 11 1,436
Critical bounds for MA(2) and MA(3) processes 0 0 0 5 1 1 2 69
Cross country evidence on nonlinearity in industrial production between the wars 0 0 0 9 0 2 3 55
Derived Demand and Oligopoly 0 0 0 0 0 0 2 91
Deterministic impulse response in a nonlinear model. An analytical expression 0 0 0 55 0 6 8 174
Divergent Expectations and the Dynamic Stability of Some Simple Macro Economic Models 0 0 0 16 0 4 5 64
Economic surprises and the behaviour of asset prices: Some analyses and further empirical results 0 0 0 27 0 1 1 57
Empirical evidence on the properties of exchange rate forecasts and the risk premium 0 0 0 6 0 0 2 39
Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes 0 0 0 45 0 4 6 119
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 2 5 14 89 8 24 60 424
Estimates of US monetary policy rules with allowance for changes in the output gap 0 0 0 61 1 7 7 197
Estimates of a traditional aggregate import demand model for five countries 0 0 0 155 0 1 5 346
Estimates of the degree of insider trading in two disparate betting markets 0 0 0 10 0 1 2 63
Evaluating the properties of analysts’ forecasts: A bootstrap approach 0 0 0 1 1 3 5 10
Evidence on volatility spillovers in the interwar floating exchange rate period based on high/low prices 0 0 0 14 0 2 5 82
Expectations and the Price Equation: Some Estimates for the UK 0 0 0 0 0 3 4 47
Expectations formation, public forecasts and the wage equation 0 0 1 8 0 1 9 49
Expected stock returns, aggregate consumption and wealth: Some further empirical evidence 0 0 0 55 0 2 3 155
Federal Reserve Money‐Supply Announcements and the Behaviour of UK Interest Rates 0 0 0 1 0 0 0 1
Flexible distribution functions, higher-order preferences and optimal portfolio allocation 0 0 0 2 0 0 5 21
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates 0 0 0 0 0 8 10 54
Forward foreign exchange rates and risk premia--a reappraisal 0 0 0 15 0 6 8 63
Further Analysis of the Markowitz Model of Utility with a Small Degree of Probability Distortion 0 0 0 31 1 6 8 150
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS 0 0 0 94 1 4 7 368
Further empirical analysis of the time series properties of financial ratios based on a panel data approach 0 0 1 152 0 5 10 489
Further empirical evidence of nonlinearity in the us monetary policy rule 0 0 0 24 0 3 10 105
Further empirical evidence on popularity and electoral cycle effects 0 0 0 3 0 1 5 26
Further examples of the impact of skewness on the expected utility of a risk-averse agent 0 0 0 12 0 5 9 76
Gambling and nonexpected utility: the perils of the power function 0 0 0 25 1 6 10 93
Global capital markets and the impact of changes in the money stock on real activity 0 0 0 6 0 1 4 33
Growth and Inflationary Finance: Variations on a Mundellian Theme 0 0 0 23 0 2 5 129
Habit and long memory in UK lottery sales 0 0 0 23 1 3 7 86
Habit, aggregation and long memory: evidence from television audience data 0 0 0 12 1 2 4 68
Handicaps, outcome uncertainty and attendance demand 0 0 0 63 1 3 5 167
Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets 0 0 1 23 1 7 12 121
Higher order risk attitudes: new model insights and heterogeneity of preferences 0 0 0 2 5 8 19 25
Implementing the wild bootstrap using a two-point distribution 0 0 0 90 0 1 5 325
Industrial Structure and Labour Turnover 0 0 0 0 0 0 0 0
Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion 0 0 0 50 0 4 12 161
Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion 0 0 0 2 0 3 6 17
Inflation and output dynamics with a floating exchange rate 0 0 0 12 0 1 2 51
Inflationary expectations and “Self-Generating” inflations 0 0 0 3 0 2 2 30
Information Disclosure to Employees and Rational Expectations: a Game‐Theoretical Perspective: a Comment 0 0 0 0 0 3 4 11
International relocation: firm and industry determinants 0 0 0 282 0 7 11 602
Introduction: economics of betting markets 0 0 0 109 0 5 9 266
Involuntary Saving through Unanticipated Inflation: Some Further Empirical Evidence 0 0 0 0 0 2 2 84
Is one price enough to value a state-contingent asset correctly? Evidence from a gambling market 0 0 0 51 0 3 5 268
LOSS AVERSION AND RUINOUS OPTIMAL WAGERS IN CUMULATIVE PROSPECT THEORY 1 2 2 10 2 9 10 59
Linkages between Shanghai and Hong Kong stock indices 0 0 0 31 0 4 7 126
Long-Memory Risk Premia in Exchange Rates 0 0 0 0 2 5 8 131
Loss Aversion and Ruinous Optimal Wagering in the Markowitz Model of Non-Expected Utility 1 1 1 11 1 7 8 59
Market movers and tote and bookmakers returns: further empirical evidence on a market anomaly 0 0 0 15 0 2 6 172
Measuring Unemployment and Vacancies 0 0 1 1 1 4 7 8
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule 0 0 0 15 0 3 5 53
Modelling Business Cycle Nonlinearity in Conditional Mean and Conditional Variance: Some International and Sectoral Evidence 0 0 0 0 0 1 2 2
Modelling Political Popularity: an Analysis of Long‐range Dependence in Opinion Poll Series 0 0 1 17 0 3 6 99
Modelling political popularity: a correction 0 0 0 10 0 2 4 90
Non-linearities in East European Black-Market Exchange Rates 0 0 0 25 1 4 5 243
Non-linearity in stock index returns: the volatility and serial correlation relationship 0 0 0 120 0 2 6 312
Non-uniqueness and the role of the monetary authorities 0 0 0 4 0 1 2 28
Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997 0 0 0 1 1 8 11 299
Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles 0 0 0 2 1 6 16 820
Nonlinear Purchasing Power Parity under the Gold Standard 0 0 0 0 1 3 7 11
Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals 0 0 1 457 0 7 38 980
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study 0 0 2 20 0 3 6 84
Nonlinear dynamics in economics and finance and unit root testing 0 0 1 12 1 6 10 57
Non‐Linear Dynamics of Inflation in High Inflation Economies 0 0 0 0 0 3 8 15
Note--Optimal Recruitment Advertising 0 0 0 2 1 1 2 36
ON THE CASE FOR INDEXATION OF WAGES AND SALARIES 0 0 0 0 0 3 4 7
On Fiscal and Monetary Stabilization Policy under Rational Expectations 0 0 0 0 0 0 0 16
On Incomplete Current Information and Empirical Tests of the Rational Expectations Hypothesis 0 0 0 0 0 0 0 0
On Lagged Adjustment, Permanent Income, Expectations Formation and the Demand for Money 0 0 0 0 0 0 6 91
On Testing for Unbiasedness and Efficiency of Forecasts 0 0 0 0 4 9 47 1,072
On Testing the Relationship between Exchange Rate Movements and Monetary Surprises: A Comment 0 0 0 0 0 0 2 52
On dynamic stability in monetary models which incorporate short- and long-run expectations of inflation in the demand for the money function 0 0 0 3 1 1 3 32
On lottery sales, jackpot sizes and irrationality: A cautionary note 0 0 0 27 0 3 9 133
On skew preference or non-skew preference of a CPT DM revealed in lottery choices with three payoffs 0 1 1 1 1 5 7 8
On skewness of return and buying more than one ticket in a lottery 0 0 0 11 0 1 3 60
On testing the properties of directly obtained expectations data 0 0 0 1 0 0 1 20
On the Built-in Flexibility of Taxation and the Deterministic and the Stochastic Stability of Macro-Models under Alternative Expectations Schemes 0 0 0 0 0 0 0 16
On the Dynamic Stability of Monetary Models When the Money Supply is Endogenous 0 0 0 0 0 2 2 50
On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets 0 0 0 7 0 5 8 94
On the Implications of the Markowitz Model of Utility embodying Gain Seeking Preferences for Odds on Betting and Bookmakers choice of Spread or Odds Betting 0 0 0 36 0 5 12 207
On the Positive Expected Utility of Combination Wagers 1 1 1 10 1 2 3 35
On the contribution of the Markowitz model of utility to explain risky choice in experimental research 0 0 1 8 3 9 17 40
On the effectiveness of automatic stabilizers under rational expectations when there is partial current information 0 0 0 10 0 1 3 69
On the implications of monetary rules in a stochastic framework 0 0 0 2 0 3 11 32
On the persistence and dynamics of Big 4 real audit fees: Evidence from the UK 0 0 0 3 1 5 11 42
On the political theory of the business cycle 0 0 0 19 1 5 10 77
On the potential for observational equivalence in experiments on risky choice when a power value function is assumed 0 0 0 10 0 3 7 61
On the predictions of cumulative prospect theory for third and fourth order risk preferences 0 0 0 2 0 3 9 18
On the properties of alternative monetary rules in an extension of Black's model 0 0 0 3 0 3 4 25
On the relationship between nominal exchange rates and domestic and foreign prices 0 0 0 59 1 3 9 249
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation 0 0 0 38 0 2 6 132
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty 0 0 0 12 2 5 7 112
Optimal Discretionary Monetary Policy in a Model of Asymmetric Central Bank Preferences 0 0 0 233 0 3 12 583
Optimal monetary policy with a nonlinear Phillips curve 0 0 2 122 0 5 10 272
Optimal monetary policy: is price‐level targeting the next step? 0 0 0 40 0 2 4 162
Outcome Uncertainty and the Demand for Football: An Analysis of Match Attendances in the English Football League 0 0 0 0 3 19 58 2,646
Periodically collapsing stock price bubbles: a robust test 0 0 0 147 0 1 2 406
Place returns between the tote and bookmakers: empirical evidence of a market anomaly 0 0 0 18 0 2 3 93
Pre-Decision Side-Bet Sequences 0 0 0 8 0 6 13 71
Predicting corporate failure-- Some results for the UK corporate sector 0 0 1 134 0 5 11 376
Product bundling and a rule of thumb versus the Harville formulae: can each way bets with UK bookmakers generate abnormal returns 0 1 1 75 5 16 29 365
Public forecasts and their impact on expectation formation 0 0 0 7 0 1 3 32
Purchasing Power Parity Adjustment Speeds in High Frequency Data when the Equilibrium Real Exchange Rate is Proxied by a Deterministic Trend 0 0 0 1 0 4 4 11
Purchasing power parity over two centuries: trends and nonlinearity 0 0 0 82 0 2 7 303
Purchasing power parity yet again: evidence from spatially separated commodity markets 0 0 0 51 0 0 1 158
Pure higher-order effects in the portfolio choice model 0 0 1 6 2 6 8 33
Rationality testing under asymmetric loss 0 0 1 53 0 2 9 159
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach 0 1 1 117 0 5 12 333
Real exchange rates and time-varying trade costs 0 0 0 42 0 5 8 180
Simulating stock returns under switching regimes - A new test of market efficiency 0 0 0 47 0 4 14 163
Skewness as an explanation of gambling by locally risk averse agents 0 0 0 59 1 6 8 280
Skewness as an explanation of gambling in cumulative prospect theory 0 0 0 28 0 2 3 141
Smooth Transition Models and Arbitrage Consistency 0 0 0 1 0 5 9 17
Some Empirical Evidence on the Influence of Political Parties on the Behaviour of the Unemployment Rate 0 0 0 0 0 3 4 104
Some Empirical Results on "the Rationality" of Expectations Derived from Survey Data 0 0 0 0 0 1 5 66
Some Further Empirical Evidence on the Impact of Oil Price Changes on Petrol Prices 0 0 0 122 0 4 7 388
Some Further Evidence on the Predictability of UK Asset Prices [Efficient Capital Markets: A Review of Theory and Empirical Work] 0 0 0 0 0 1 2 128
Some Implications of Partial Current Information Sets in Macroeconomic Models Embodying Rational Expectations 0 0 0 0 0 3 4 73
Some Implications of Utility Maximizing Firms: A Note 0 0 0 0 0 1 1 45
Some analysis of the long-run time series properties of consumption and income in the U.K 0 0 0 11 0 2 2 56
Some analysis of the properties of the Harville place formulae when allowance is made for the favourite-long shot bias employing Shin Win probabilities 0 0 0 91 1 9 12 297
Some empirical evidence on the determinants of incomes policies in the UK 0 0 0 1 0 2 3 19
Some evidence on the efficiency of the sterling-dollar and sterling-franc forward exchange rates in the interwar period 0 0 0 48 0 1 2 130
Some implications of a quartic loss function 0 0 0 20 2 6 10 146
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 44 1 5 12 152
Spreads versus professional forecasters as predictors of future output change 0 0 0 19 0 4 6 87
Subjective Skewness of Return as an Explanation of the Optimal Choice between Gambles in Cumulative Prospect Theory 0 0 0 35 0 2 3 112
Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004 0 0 0 32 0 4 8 139
Surprises in the Consumption Function, Incomplete Current Information, and Moving Average Errors: A Note [Stochastic Implications of the Life Cycle Permanent Income Hypothesis: Theory and Evidence] 0 0 0 23 0 0 1 87
Systematic Positive Expected Returns in the UK Fixed Odds Betting Market: An Analysis of the Fink Tank Predictions 0 0 0 29 2 3 15 270
Systematic and varying biases in parallel state contingent gambling markets 0 0 0 9 0 4 7 64
Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets 0 0 0 0 1 2 2 46
TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES 0 0 1 20 1 2 8 66
THE DECISIONS OF THE SHADOW MONETARY POLICY COMMITTEE AND MONETARY POLICY COMMITTEE SINCE 2002 0 0 0 9 0 1 2 43
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 0 0 0 2 9 11 16
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 0 0 57 1 3 6 265
Testing for Causality between Prices and Money 0 0 0 0 0 1 2 39
Testing for Unbiasedness and Efficiency under Incomplete Current Information 0 0 0 0 0 0 2 55
Testing for central bank independence and inflation using the wild bootstrap 0 0 0 63 0 2 3 182
Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation 0 0 0 18 1 4 10 93
Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap 0 0 0 58 1 3 8 147
Testing for non-linear dependence in inter-war exchange rates 0 0 0 18 0 2 3 91
The 'Shake-Out' Hypothesis: A Note 0 0 0 0 0 0 2 41
The Accuracy of OECD Forecasts 0 0 0 0 3 7 10 94
The Bank of Korea's nonlinear monetary policy rule 0 0 0 35 0 3 4 130
The Central Bank Inflation Bias in the Presence of Asymmetric Preferences and Non-Normal Shocks 0 0 1 62 5 7 18 196
The Cost Function 0 0 0 0 0 8 11 58
The Demand for Football: Some Evidence on Outcome Uncertainty 0 0 0 0 1 7 21 707
The Determinants of Arms Expenditures of NATO and the Warsaw Pact: Some Further Evidence 0 0 0 2 0 3 4 22
The Determinants of the Natural Rate of Unemployment in the Neoclassical Model 0 0 0 0 0 2 3 5
The Dynamic Behavior of a Simple Macro-Model with Endogenous Labor Supply and Demand 0 0 0 7 0 5 5 48
The Favourite‐Longshot Bias and Market Efficiency in UK Football betting 1 8 20 306 9 29 57 761
The Favourite‐Longshot Bias, Bookmaker Margins and Insider Trading in a Variety of Betting Markets 1 1 4 218 5 14 29 658
The German Hyperinflation and the Demand for Money Revisited 0 0 0 228 2 6 10 1,038
The Incidence of Insider Trading in Betting Markets and the Gabriel and Marsden Anomaly 0 0 0 36 11 20 23 210
The Influence of Money on Prices in 14 OECD Countries, 1958-1975 0 0 0 0 0 1 2 49
The Internal/External Labour Market and the Rate of Wage Inflation in UK Manufacturing Industry 0 0 0 0 0 2 2 862
The Kőszegi–Rabin expectations-based model and risk-apportionment tasks for elicitation of higher order risk preferences 0 0 0 0 2 7 21 24
The Markowitz model of utility supplemented with a small degree of probability distortion as an explanation of outcomes of Allais experiments over large and small payoffs and gambling on unlikely outcomes 0 0 0 27 1 4 8 225
The Microfoundations of the Phillips Curve with Rational Expectations 0 0 0 45 0 2 4 169
The Natural Rate Hypothesis and Rational Expectations-A Critique of Some Recent Developments 0 0 0 33 0 3 4 131
The Relationship between Prices and Money Supply in Latin America, 1958-1975 0 0 0 35 1 2 3 151
The Relationship between Two Indicators of Insider Trading in British Racetrack Betting 0 1 1 37 1 6 9 248
The Role of Monetary Stabilization Policy under Rational Expectations 0 0 0 0 0 2 4 154
The Specification of the Short-Run Employment Function: An Empirical Investigation of the Demand for Labour in the UK Manufacturing Sector, 1955-1972 0 0 0 0 0 2 4 114
The Time Series Behaviour of Spot Exchange Rates in the German Hyper-inflation Period: (Was the Process Chaotic?) 0 0 0 0 0 0 5 455
The Time Series Properties of Financial Ratios: Lev Revisited 0 0 1 14 3 6 10 49
The Wage Variable and the Phillips Curve 0 0 0 0 0 2 3 44
The Wage Variable and the Phillips Curve: A Rejoinder 0 0 0 0 0 2 4 36
The `tax on wage increses' when the firm is a monopsonist 0 0 0 8 0 2 3 63
The classical supply hypothesis and the observational equivalence of Classical and Keynesian models 0 0 0 16 0 6 8 74
The dynamic behaviour of a simple macroeconomic model with a tax based incomes policy 0 0 0 3 0 1 2 28
The effects of exchange rate volatility on exports: Some new estimates 0 2 3 1,009 1 10 19 2,023
The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory 0 0 0 38 0 2 8 153
The forward premium puzzle in the interwar period and deviations from covered interest parity 0 0 0 49 2 4 10 148
The government behavioural constraint in rational expectations models 0 0 0 8 0 3 4 43
The impact of ECB and FED announcements on the Euro interest rates 0 0 0 32 1 6 10 114
The impact of benefits on unemployment in Britain in the interwar period: Some further empirical evidence 0 0 0 24 0 1 1 163
The long memory model of political support: some further results 0 0 0 23 0 3 8 113
The nonlinear time series properties of unemployment rates: some further evidence 0 0 0 53 0 2 5 171
The optimal output target and degree of banker conservativeness in a model with a non-linear Phillips curve 0 0 0 15 0 3 5 107
The political theory of the business cycle 0 0 1 70 0 2 10 227
The process followed by PPP data. On the properties of linearity tests 0 0 0 15 0 3 6 148
The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class 0 0 0 35 0 3 7 125
The slope of the yield curve and real economic activity: tracing the transmission mechanism 0 0 0 146 0 3 3 396
The term spread and real economic activity in the US inter-war period 0 0 0 47 0 7 14 183
The utility of gambling and the favourite-longshot bias 0 0 0 66 0 3 5 261
The variance of economic activity over the business cycle: some further evidence 0 0 0 11 0 3 5 92
The velocity of money and the random walk hypothesis 0 0 0 14 0 3 5 48
Threshold nonlinearities in output: some international evidence 0 0 0 43 0 2 4 131
Threshold nonlinearities in unemployment rates: further evidence for the UK and G3 economies 0 1 1 64 0 2 8 314
Time-Varying Risk Premia and the Term Structure of Forward Exchange Rates 0 0 0 0 0 3 6 96
Transactions Costs and Nonlinear Adjustment in Real Exchange Rates: An Empirical Investigation 1 3 5 142 4 11 22 1,065
Uncertain central bankers preferences: some implications of multiplicative versus additive uncertainty 0 0 0 36 0 1 3 112
Uncertain central bankers' preferences: some implications of multiplicative versus additive uncertainty 0 0 0 20 0 2 2 82
Uncertainty in the Central Bank's weight on output: some new results 0 0 0 11 1 4 7 57
Unemployment and the replacement ratio: Some reduced form estimates for the UK 0 0 0 80 0 2 2 459
Unemployment and unanticipanted inflation: Some empirical results for six countries 0 0 0 6 0 2 3 33
User Cost and the Preference Function 0 0 0 17 0 3 5 101
Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market 0 0 3 17 1 6 13 70
Utility and the Skewness of Return in Gambling 0 0 0 21 1 11 14 87
Utility and the Skewness of Return in Gambling 0 0 0 112 0 3 5 397
Volatility persistence in asset markets: long memory in high/low prices 0 0 0 75 1 6 10 271
Wagering on more than one outcome in an event in Cumulative Prospect Theory and Rank Dependent Utility 0 0 0 16 0 3 7 59
What Can Economics Learn from Political Science, and Vice Versa? 0 0 0 36 1 2 6 171
Total Journal Articles 8 29 80 8,662 147 888 1,786 41,695
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Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advanced Macroeconomics 0 2 5 166 0 6 18 524
Economic Forecasting 0 0 0 0 0 4 6 83
The Economics of Wage Controls 0 0 0 0 0 0 2 3
Total Books 0 2 5 166 0 10 26 610


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Conventional Incomes Policies 0 0 0 0 0 1 2 4
Ex ante Real Returns in Forward Market Speculation in the Inter-War Period: Evidence and Prediction 0 0 0 1 0 0 1 11
Final Offer Arbitration 0 0 0 0 0 3 4 4
Indexation 0 0 0 0 1 1 2 5
New empirical evidence on the Tote–SP anomaly and its implications for models of risky choice in gambling markets 0 0 0 4 1 2 2 21
Recent Experience with Wage and Price Controls 0 0 0 0 0 1 2 5
TESTING SIGNIFICANCE OF VARIABLES IN REGRESSION ANALYSIS WHEN THERE IS NON-NORMALITY OR HETEROSKEDASTICITY.: THE WILD BOOTSTRAP AND THE GENERALISED LAMBDA DISTRIBUTION 0 0 0 7 0 0 1 20
Tax-Based Incomes Policies 0 0 0 0 2 5 8 17
The Econometrics of Exchange Rates 0 0 0 0 0 7 10 21
The Future of Wage and Price Controls 0 0 0 0 0 0 1 5
Total Chapters 0 0 0 12 4 20 33 113


Statistics updated 2026-04-09