Access Statistics for David A. Peel

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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 NEW ANALYSIS OF THE DETERMINANTS OF THE REAL DOLLAR-STERLING EXCHANGE RATE: 1871-1994 0 0 0 98 1 3 3 480
A New Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation 1 1 4 58 3 3 26 183
A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994 0 0 0 4 0 1 1 38
ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING 0 0 1 33 1 1 2 171
Are analysts' loss functions asymmetric? 0 0 0 8 0 0 1 37
Are analysts’ loss functions asymmetric? 0 0 0 3 0 0 1 25
Bubbles in House Prices and their Impact on Consumption: Evidence for the US 0 0 4 56 0 1 10 120
Calvo Contracts: A Critique 0 0 2 125 0 0 16 455
Cumulative prospect theory and gambling 2 4 13 36 8 14 75 193
ESTAR model with multiple fixed points. Testing and Estimation 0 0 0 21 0 0 2 99
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 0 0 6 68 3 5 24 190
Episodes of exuberance in housing markets 0 0 1 41 0 2 9 109
Exploitability as a Specification Test of the Phillips Curve 0 0 0 38 0 1 1 273
Exuberance in the U.K. Regional Housing Markets 0 0 3 35 0 2 17 37
Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear 0 0 0 13 0 5 7 54
Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K 0 0 5 59 1 1 15 73
Further empirical evidence on the consumption-real exchange rate anomaly 0 0 0 9 0 1 5 30
Habit, aggregation and long memory: evidence from television audience data 0 0 1 6 2 2 5 26
Higher-order moments in the theory of diversification and portfolio composition 0 0 2 47 0 2 6 161
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 0 0 2 18 3 3 10 63
Inflation Dynamics in the US -A Nonlinear Perspective 0 0 0 59 0 0 2 156
Inflation dynamics in the US - a nonlinear perspective 0 0 0 2 0 0 0 20
Linkages between Shanghai and Hong Kong stock indices 0 0 0 17 0 2 3 60
Money and activity in the U.K. 1961-1983: surprise? surprise! 0 0 0 12 0 1 2 136
NONLINEAR PPP UNDER THE GOLD STANDARD 0 0 0 66 0 1 1 215
Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997 0 0 1 133 2 6 7 392
Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles 0 0 3 933 1 6 29 1,956
On Optimal Returns to a Factor 0 0 0 0 0 0 2 9
On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets 0 0 1 39 2 2 5 216
On the equality of Real Interest Rates across borders in Integrated Capital Markets 0 0 0 105 2 3 3 331
On the relationship between Nominal Exchange Rates and domestic and foreign prices 0 1 4 15 3 5 10 87
On the stability of the CRRA utility under high degrees of uncertainty 0 1 1 9 1 2 3 50
Optimal Monetary Policy in a Model of Asymmetric Central Bank Preferences 0 1 3 373 0 5 9 739
Pre-Decision Side-Bet Sequences 0 0 0 6 1 1 7 21
Real Exchange Rates and Time-Varying Trade Costs 0 0 0 11 2 2 5 41
Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency 0 0 1 72 1 2 12 355
Simulating Stock Returns under switching regimes - a new test of market efficiency 0 0 2 204 0 2 34 782
Smooth transition models and arbitrage consistency 0 0 0 0 0 1 2 23
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 1 23 0 1 4 66
Spreads, Efficiency and Outcome Uncertainty: Evidence from the Rugby League 0 0 0 0 0 0 0 279
TEMPORAL AGGREGATION OF AN ESTAR PROCESS: SOME IMPLICATIONS FOR PURCHASING POWER PARITY ADJUSTMENT 0 0 0 63 1 3 3 277
THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS 0 0 0 80 0 0 1 275
Temporal aggregation of an ESTAR process 0 0 2 6 0 0 4 32
The Impact of ECB and FED announcements on the Euro Interest Rates 0 0 1 80 0 1 7 143
The Life Cycle Hypothesis and Rational Expectations: Some Further Empirical Results 0 0 0 0 0 3 5 26
The long memory model of political support: some further results 0 0 0 4 1 3 7 23
Total Working Papers 3 8 64 3,088 39 99 403 9,527


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Model of the Demand for Labour Services 0 0 0 0 0 1 1 44
A Further Note on the Behaviour of Profit Shares in British Manufacturing Industry 0 0 0 0 0 1 1 31
A Monte Carlo Study of the Phillips Curve with Errors in Variables 0 0 0 2 0 1 2 50
A More General Non‐expected Utility Model as an Explanation of Gambling Outcomes for Individuals and Markets 0 0 0 27 0 0 2 126
A NONLINEAR ANALYSIS OF THE REAL EXCHANGE RATE–CONSUMPTION RELATIONSHIP 0 0 1 2 0 3 8 12
A Note on X-Inefficiency 0 0 0 20 0 0 2 87
A multilogit approach to predicting corporate failure--Some evidence for the UK corporate sector 1 1 1 51 1 2 2 160
A non-linear error correction mechanism based on the bilinear model1 0 0 0 49 0 0 0 201
A note on some properties of the ESTAR model 0 0 0 56 0 0 1 142
A test for rational expectations when some variables are I(2) 0 0 0 22 0 0 2 106
AN EXAMPLE OF AN OPTIMAL FORECAST EXHIBITING DECREASING BIAS WITH INCREASING FORECAST HORIZON 0 0 1 4 0 0 2 30
Adjustment Costs and Short-Run Returns to Labour 0 0 0 11 0 0 1 65
Ajustement non linéaire vers le taux de change d'équilibre à long terme. Le modèle monétaire revisité 0 0 0 10 0 2 4 90
An Empirical Investigation of Inflationary Expectations 0 0 0 0 0 1 1 47
An Explanation of Optimal Each-Way Bets based on Non-Expected Utility Theory 0 0 0 9 0 0 1 103
An explanation of each-way wagers in three models of risky choice 0 0 1 1 0 1 7 9
Another example of a non-linear time series with misleading linear properties 0 0 0 53 0 0 0 285
Are Analysts' Loss Functions Asymmetric? 0 0 0 0 0 2 3 21
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting 0 0 0 24 3 4 4 170
Asymmetry in the variance of economic activity: evidence for long-run UK GDP 0 0 0 8 0 0 0 64
Attendance demand: an investigation of repeat fixtures 0 0 1 34 0 0 1 98
Behaviour of the Liverpool model with weight given to alternative public forecasts 0 0 0 6 1 1 1 56
Betting on odds on Favorites as an Optimal Choice in Cumulative Prospect Theory 0 1 2 28 0 2 7 98
Bilinear quadratic ARCH and volatility spillovers in inter-war exchange rates 0 0 0 17 0 0 0 97
Bounded cumulative prospect theory: some implications for gambling outcomes 0 0 0 38 0 0 3 164
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 1 1 0 1 4 4
Consumer Expenditure, the Demand for Money, and the Hall Hypothesis 0 0 0 0 0 2 2 87
Covered Interest Rate Arbitrage in the Interwar Period and the Keynes-Einzig Conjecture 0 0 0 0 2 7 11 1,384
Critical bounds for MA(2) and MA(3) processes 0 0 0 5 0 0 0 63
Cross country evidence on nonlinearity in industrial production between the wars 0 0 0 9 0 0 0 47
Derived Demand and Oligopoly 0 0 0 0 0 1 1 89
Deterministic impulse response in a nonlinear model. An analytical expression 0 0 0 54 0 0 2 157
Divergent Expectations and the Dynamic Stability of Some Simple Macro Economic Models 0 0 1 16 0 0 2 56
Economic surprises and the behaviour of asset prices: Some analyses and further empirical results 0 0 0 26 0 0 2 54
Empirical evidence on the properties of exchange rate forecasts and the risk premium 0 0 0 5 0 0 0 32
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 0 1 105
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 0 1 15 30 5 9 110 183
Estimates of US monetary policy rules with allowance for changes in the output gap 0 0 0 56 0 2 4 180
Estimates of a traditional aggregate import demand model for five countries 0 0 1 151 0 2 4 332
Estimates of the degree of insider trading in two disparate betting markets 0 0 0 10 0 0 0 56
Evidence on volatility spillovers in the interwar floating exchange rate period based on high/low prices 0 0 0 14 0 0 0 75
Expectations and the Price Equation: Some Estimates for the UK 0 0 0 0 0 0 0 40
Expectations formation, public forecasts and the wage equation 0 0 0 7 0 0 1 34
Expected stock returns, aggregate consumption and wealth: Some further empirical evidence 0 0 2 54 0 1 6 144
Flexible distribution functions, higher-order preferences and optimal portfolio allocation 0 1 1 1 0 4 6 6
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates 0 0 0 0 0 0 1 43
Forward foreign exchange rates and risk premia--a reappraisal 0 0 0 15 0 0 0 53
Further Analysis of the Markowitz Model of Utility with a Small Degree of Probability Distortion 0 0 1 29 0 1 2 133
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS 0 0 0 91 0 0 1 351
Further empirical analysis of the time series properties of financial ratios based on a panel data approach 0 0 0 151 1 1 2 477
Further empirical evidence of nonlinearity in the us monetary policy rule 0 0 0 24 3 3 5 84
Further empirical evidence on popularity and electoral cycle effects 0 0 0 3 0 2 2 19
Further examples of the impact of skewness on the expected utility of a risk-averse agent 0 0 0 9 0 1 2 53
Gambling and nonexpected utility: the perils of the power function 0 0 0 23 0 0 0 73
Global capital markets and the impact of changes in the money stock on real activity 0 0 1 6 0 2 3 24
Growth and Inflationary Finance: Variations on a Mundellian Theme 0 0 0 20 0 0 0 110
Habit and long memory in UK lottery sales 0 0 0 22 0 0 1 71
Habit, aggregation and long memory: evidence from television audience data 0 0 0 12 1 1 3 58
Handicaps, outcome uncertainty and attendance demand 0 0 0 59 1 1 3 145
Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets 0 0 0 20 0 0 0 87
Implementing the wild bootstrap using a two-point distribution 0 0 0 88 0 0 1 304
Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion 0 0 0 50 1 1 2 140
Inflation and output dynamics with a floating exchange rate 0 1 1 10 0 1 1 42
Inflationary expectations and “Self-Generating” inflations 0 0 0 3 0 1 2 23
Information Disclosure to Employees and Rational Expectations: a Game‐Theoretical Perspective: a Comment 0 0 0 0 0 0 0 0
International relocation: firm and industry determinants 1 1 5 255 1 1 18 524
Introduction: economics of betting markets 0 0 1 109 0 0 4 243
Involuntary Saving through Unanticipated Inflation: Some Further Empirical Evidence 0 0 0 0 0 0 0 81
Is one price enough to value a state-contingent asset correctly? Evidence from a gambling market 0 0 0 48 0 1 1 252
LOSS AVERSION AND RUINOUS OPTIMAL WAGERS IN CUMULATIVE PROSPECT THEORY 1 1 2 6 1 2 8 23
Linkages between Shanghai and Hong Kong stock indices 0 0 0 29 0 2 3 114
Long-Memory Risk Premia in Exchange Rates 0 0 0 0 1 1 2 114
Loss Aversion and Ruinous Optimal Wagering in the Markowitz Model of Non-Expected Utility 0 0 0 10 0 2 5 39
Market movers and tote and bookmakers returns: further empirical evidence on a market anomaly 0 0 0 15 0 2 3 156
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule 0 2 6 6 0 2 23 23
Modelling Political Popularity: an Analysis of Long‐range Dependence in Opinion Poll Series 0 0 1 14 2 3 7 75
Modelling political popularity: a correction 0 0 0 10 0 5 6 57
Non-linear Dynamics of Inflation in High Inflation Economies 0 0 0 57 1 1 2 180
Non-linearities in East European Black-Market Exchange Rates 0 0 0 23 1 2 2 232
Non-linearity in stock index returns: the volatility and serial correlation relationship 1 1 1 118 2 4 5 293
Non-uniqueness and the role of the monetary authorities 0 0 0 4 0 0 1 23
Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997 0 0 0 1 0 0 0 279
Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles 0 0 0 2 1 3 23 628
Nonlinear Purchasing Power Parity under the Gold Standard 0 0 0 0 0 1 2 91
Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals 1 5 15 424 4 15 41 847
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study 0 0 2 15 0 0 5 66
Nonlinear dynamics in economics and finance and unit root testing 0 0 0 11 2 4 4 43
Note--Optimal Recruitment Advertising 0 0 0 2 0 1 5 28
On Fiscal and Monetary Stabilization Policy under Rational Expectations 0 0 0 0 0 0 0 14
On Lagged Adjustment, Permanent Income, Expectations Formation and the Demand for Money 0 0 0 0 0 0 1 80
On Testing for Unbiasedness and Efficiency of Forecasts 0 0 0 0 4 9 38 746
On Testing the Relationship between Exchange Rate Movements and Monetary Surprises: A Comment 0 0 0 0 0 3 3 49
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 0 0 0 26
On lottery sales, jackpot sizes and irrationality: A cautionary note 0 0 2 25 0 0 4 103
On skewness of return and buying more than one ticket in a lottery 0 0 0 11 0 0 0 51
On testing the properties of directly obtained expectations data 0 0 0 1 1 1 1 18
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 11
On the Dynamic Stability of Monetary Models When the Money Supply is Endogenous 0 0 0 0 0 0 0 43
On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets 0 0 0 7 1 2 2 73
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 1 31 0 1 2 156
On the Positive Expected Utility of Combination Wagers 0 0 0 7 0 1 2 17
On the effectiveness of automatic stabilizers under rational expectations when there is partial current information 0 0 0 10 0 0 1 58
On the implications of monetary rules in a stochastic framework 0 0 0 2 0 1 1 20
On the persistence and dynamics of Big 4 real audit fees: Evidence from the UK 0 0 0 0 3 5 11 12
On the political theory of the business cycle 0 0 0 18 0 2 5 56
On the potential for observational equivalence in experiments on risky choice when a power value function is assumed 0 0 0 10 0 0 0 49
On the properties of alternative monetary rules in an extension of Black's model 0 0 0 3 0 0 0 18
On the relationship between nominal exchange rates and domestic and foreign prices 0 0 0 58 0 0 0 231
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation 0 0 0 37 0 0 1 120
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty 0 0 0 12 0 0 2 82
Optimal Discretionary Monetary Policy in a Model of Asymmetric Central Bank Preferences 0 0 2 228 1 4 12 544
Optimal monetary policy with a nonlinear Phillips curve 0 0 1 110 0 0 1 239
Optimal monetary policy: is price-level targeting the next step? 0 0 1 39 0 0 2 148
Outcome Uncertainty and the Demand for Football: An Analysis of Match Attendances in the English Football League 0 0 0 0 1 5 32 2,072
Periodically collapsing stock price bubbles: a robust test 1 1 7 134 1 2 11 365
Place returns between the tote and bookmakers: empirical evidence of a market anomaly 0 0 0 17 0 0 0 82
Pre-Decision Side-Bet Sequences 0 0 4 4 2 5 15 15
Predicting corporate failure-- Some results for the UK corporate sector 0 0 3 128 2 3 8 346
Product bundling and a rule of thumb versus the Harville formulae: can each way bets with UK bookmakers generate abnormal returns 0 0 0 73 0 0 0 319
Public forecasts and their impact on expectation formation 0 0 0 6 0 0 0 25
Purchasing Power Parity Adjustment Speeds in High Frequency Data when the Equilibrium Real Exchange Rate is Proxied by a Deterministic Trend 0 0 0 32 0 1 1 169
Purchasing power parity over two centuries: trends and nonlinearity 0 0 0 80 0 1 1 285
Purchasing power parity yet again: evidence from spatially separated commodity markets 0 0 0 48 1 1 2 147
Pure higher-order effects in the portfolio choice model 0 0 0 4 0 0 2 14
Rationality testing under asymmetric loss 0 0 3 47 0 1 6 125
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach 0 0 2 106 0 0 3 281
Real exchange rates and time-varying trade costs 0 0 2 40 2 2 6 158
Simulating stock returns under switching regimes - A new test of market efficiency 0 0 1 44 1 1 5 139
Skewness as an explanation of gambling by locally risk averse agents 0 0 1 58 1 1 2 263
Skewness as an explanation of gambling in cumulative prospect theory 0 0 0 26 0 0 0 132
Smooth Transition Models and Arbitrage Consistency 0 0 0 0 1 1 1 1
Some Empirical Evidence on the Influence of Political Parties on the Behaviour of the Unemployment Rate 0 0 0 0 0 1 2 97
Some Empirical Results on "the Rationality" of Expectations Derived from Survey Data 0 0 0 0 0 0 0 59
Some Further Empirical Evidence on the Impact of Oil Price Changes on Petrol Prices 0 0 0 121 1 1 3 372
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 0 1 123
Some Implications of Partial Current Information Sets in Macroeconomic Models Embodying Rational Expectations 0 0 0 0 0 1 2 62
Some Implications of Utility Maximizing Firms: A Note 0 0 0 0 0 0 1 43
Some analysis of the long-run time series properties of consumption and income in the U.K 0 0 0 11 1 1 1 52
Some analysis of the properties of the Harville place formulae when allowance is made for the favourite-long shot bias employing Shin Win probabilities 1 1 2 84 1 3 5 263
Some empirical evidence on the determinants of incomes policies in the UK 0 0 0 1 0 0 0 15
Some evidence on the efficiency of the sterling-dollar and sterling-franc forward exchange rates in the interwar period 0 2 4 38 0 4 6 103
Some implications of a quartic loss function 0 3 6 12 1 11 24 57
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 1 43 0 1 3 128
Spreads versus professional forecasters as predictors of future output change 0 0 0 17 1 2 3 73
Subjective Skewness of Return as an Explanation of the Optimal Choice between Gambles in Cumulative Prospect Theory 0 0 2 33 0 1 3 102
Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004 0 0 0 32 1 3 3 126
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 2 83
Systematic Positive Expected Returns in the UK Fixed Odds Betting Market: An Analysis of the Fink Tank Predictions 0 0 0 22 10 14 20 129
Systematic and varying biases in parallel state contingent gambling markets 0 0 0 8 0 0 0 51
Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets 0 0 0 0 1 1 2 10
TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES 0 0 0 1 1 2 7 9
THE DECISIONS OF THE SHADOW MONETARY POLICY COMMITTEE AND MONETARY POLICY COMMITTEE SINCE 2002 0 0 1 9 0 1 4 35
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 0 0 57 0 1 2 254
Testing for Causality between Prices and Money 0 0 0 0 0 0 0 36
Testing for Unbiasedness and Efficiency under Incomplete Current Information 0 0 0 0 0 1 1 48
Testing for central bank independence and inflation using the wild bootstrap 0 0 0 60 1 2 4 158
Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation 0 0 0 15 0 2 4 68
Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap 0 0 0 55 0 1 1 124
Testing for non-linear dependence in inter-war exchange rates 0 0 0 18 0 0 2 81
The 'Shake-Out' Hypothesis: A Note 0 0 0 0 0 0 1 33
The Accuracy of OECD Forecasts 0 0 0 0 0 2 3 79
The Bank of Korea's nonlinear monetary policy rule 0 0 0 33 0 2 4 109
The Central Bank Inflation Bias in the Presence of Asymmetric Preferences and Non-Normal Shocks 0 0 1 60 0 0 4 165
The Cost Function 0 0 0 0 0 1 2 41
The Demand for Football: Some Evidence on Outcome Uncertainty 0 0 0 0 1 4 13 576
The Determinants of Arms Expenditures of NATO and the Warsaw Pact: Some Further Evidence 1 1 1 1 1 1 1 9
The Determinants of the Natural Rate of Unemployment in the Neoclassical Model 0 0 0 0 0 3 6 270
The Dynamic Behavior of a Simple Macro-Model with Endogenous Labor Supply and Demand 0 0 0 7 0 0 0 41
The Favourite-Longshot Bias and Market Efficiency in UK Football Betting 0 0 0 264 0 3 6 641
The Favourite-Longshot Bias, Bookmaker Margins and Insider Trading in a Variety of Betting Markets 0 1 3 191 0 1 6 556
The German Hyperinflation and the Demand for Money Revisited 0 1 3 215 0 3 7 979
The Incidence of Insider Trading in Betting Markets and the Gabriel and Marsden Anomaly 0 0 0 33 1 3 3 177
The Influence of Money on Prices in 14 OECD Countries, 1958-1975 0 0 0 0 0 0 1 45
The Internal/External Labour Market and the Rate of Wage Inflation in UK Manufacturing Industry 0 0 0 0 0 0 0 859
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 0 1 2 203
The Microfoundations of the Phillips Curve with Rational Expectations 0 0 2 44 0 0 2 156
The Natural Rate Hypothesis and Rational Expectations-A Critique of Some Recent Developments 0 0 0 33 0 1 1 120
The Relationship between Prices and Money Supply in Latin America, 1958-1975 0 0 0 34 0 0 0 137
The Relationship between Two Indicators of Insider Trading in British Racetrack Betting 0 0 0 36 0 1 3 234
The Role of Monetary Stabilization Policy under Rational Expectations 0 0 0 0 0 0 0 144
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 0 0 108
The Time Series Behaviour of Spot Exchange Rates in the German Hyper-inflation Period: (Was the Process Chaotic?) 0 0 0 0 0 0 3 443
The Time Series Properties of Financial Ratios: Lev Revisited 0 0 0 6 0 0 0 19
The Time Series Properties of Financial Ratios: Lev Revisited 0 0 1 91 0 0 4 261
The Wage Variable and the Phillips Curve 0 0 0 0 0 0 0 38
The Wage Variable and the Phillips Curve: A Rejoinder 0 0 0 0 0 0 0 30
The `tax on wage increses' when the firm is a monopsonist 0 0 0 6 0 1 3 56
The classical supply hypothesis and the observational equivalence of Classical and Keynesian models 0 0 0 14 0 1 1 58
The dynamic behaviour of a simple macroeconomic model with a tax based incomes policy 0 0 0 2 0 0 0 21
The effects of exchange rate volatility on exports: Some new estimates 1 4 27 900 4 17 58 1,789
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 0 5 127
The forward premium puzzle in the interwar period and deviations from covered interest parity 0 0 0 48 0 1 3 119
The government behavioural constraint in rational expectations models 0 0 0 7 0 0 0 31
The impact of ECB and FED announcements on the Euro interest rates 0 0 3 25 0 0 5 76
The impact of benefits on unemployment in Britain in the interwar period: Some further empirical evidence 0 0 0 24 0 1 1 160
The long memory model of political support: some further results 0 0 0 21 0 2 5 93
The nonlinear time series properties of unemployment rates: some further evidence 0 0 0 51 2 5 6 158
The optimal output target and degree of banker conservativeness in a model with a non-linear Phillips curve 0 0 0 15 0 0 0 99
The political theory of the business cycle 0 1 6 64 1 2 12 187
The process followed by PPP data. On the properties of linearity tests 0 0 0 15 0 1 3 135
The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class 0 0 0 34 0 0 0 111
The slope of the yield curve and real economic activity: tracing the transmission mechanism 0 1 2 143 0 2 4 367
The term spread and real economic activity in the US inter-war period 0 0 0 46 0 0 0 157
The utility of gambling and the favourite-longshot bias 0 0 1 62 0 0 2 245
The variance of economic activity over the business cycle: some further evidence 0 0 0 10 0 0 0 82
The velocity of money and the random walk hypothesis 0 0 0 14 0 0 0 41
Threshold nonlinearities in output: some international evidence 0 0 1 42 1 1 2 119
Threshold nonlinearities in unemployment rates: further evidence for the UK and G3 economies 0 1 1 60 0 1 4 282
Time-Varying Risk Premia and the Term Structure of Forward Exchange Rates 0 0 0 0 0 0 1 80
Transactions Costs and Nonlinear Adjustment in Real Exchange Rates: An Empirical Investigation 1 2 7 109 1 7 28 950
Uncertain central bankers preferences: some implications of multiplicative versus additive uncertainty 0 0 0 36 1 1 1 105
Uncertain central bankers' preferences: some implications of multiplicative versus additive uncertainty 0 0 0 20 0 0 0 75
Uncertainty in the Central Bank's weight on output: some new results 0 0 0 11 0 2 2 44
Unemployment and the replacement ratio: Some reduced form estimates for the UK 0 0 0 78 0 1 2 453
Unemployment and unanticipanted inflation: Some empirical results for six countries 0 0 0 6 0 0 2 27
User Cost and the Preference Function 0 0 0 16 0 0 0 90
Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market 1 1 3 5 1 2 7 14
Utility and the Skewness of Return in Gambling 0 0 0 112 0 0 1 389
Utility and the Skewness of Return in Gambling 0 0 0 19 0 0 2 67
Volatility persistence in asset markets: long memory in high/low prices 0 0 0 74 0 0 1 256
Wagering on more than one outcome in an event in Cumulative Prospect Theory and Rank Dependent Utility 0 0 6 10 0 0 13 30
What Can Economics Learn from Political Science, and Vice Versa? 0 0 0 33 0 2 4 153
Total Journal Articles 11 35 178 8,114 90 300 953 36,567
9 registered items for which data could not be found


Book File Downloads Abstract Views
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Advanced Macroeconomics 0 0 25 102 0 3 81 375
Economic Forecasting 0 0 0 0 0 0 5 51
Total Books 0 0 25 102 0 3 86 426


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
New empirical evidence on the Tote–SP anomaly and its implications for models of risky choice in gambling markets 0 0 1 3 0 0 4 9
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 1 0 0 0 1
Total Chapters 0 0 1 4 0 0 4 10


Statistics updated 2019-10-05