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 0 0 0 477
A New Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation 0 2 4 57 4 16 27 180
A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994 0 0 0 4 0 0 0 37
ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING 1 1 1 33 1 1 2 170
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 2 4 56 0 3 11 119
Calvo Contracts: A Critique 0 0 3 125 2 6 18 455
Cumulative prospect theory and gambling 2 4 10 32 12 21 63 179
ESTAR model with multiple fixed points. Testing and Estimation 0 0 1 21 2 2 3 99
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 0 1 6 68 0 4 23 185
Episodes of exuberance in housing markets 0 0 1 41 1 1 14 107
Exploitability as a Specification Test of the Phillips Curve 0 0 1 38 0 0 1 272
Exuberance in the U.K. Regional Housing Markets 0 1 3 35 0 5 20 35
Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear 0 0 0 13 0 1 2 49
Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K 0 2 7 59 0 4 18 72
Further empirical evidence on the consumption-real exchange rate anomaly 0 0 0 9 1 1 4 29
Habit, aggregation and long memory: evidence from television audience data 0 0 1 6 0 0 3 24
Higher-order moments in the theory of diversification and portfolio composition 0 2 2 47 0 2 4 159
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 0 2 2 18 0 2 11 60
Inflation Dynamics in the US -A Nonlinear Perspective 0 0 0 59 0 1 3 156
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 0 1 58
Money and activity in the U.K. 1961-1983: surprise? surprise! 0 0 0 12 0 1 1 135
NONLINEAR PPP UNDER THE GOLD STANDARD 0 0 0 66 0 0 1 214
Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997 0 0 1 133 0 0 1 386
Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles 0 1 3 933 1 4 26 1,950
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 0 0 4 214
On the equality of Real Interest Rates across borders in Integrated Capital Markets 0 0 0 105 0 0 0 328
On the relationship between Nominal Exchange Rates and domestic and foreign prices 0 1 3 14 0 1 5 82
On the stability of the CRRA utility under high degrees of uncertainty 0 0 0 8 0 0 1 48
Optimal Monetary Policy in a Model of Asymmetric Central Bank Preferences 0 2 2 372 0 2 4 734
Pre-Decision Side-Bet Sequences 0 0 0 6 0 3 6 20
Real Exchange Rates and Time-Varying Trade Costs 0 0 0 11 0 1 3 39
Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency 0 0 1 72 1 4 11 353
Simulating Stock Returns under switching regimes - a new test of market efficiency 0 0 2 204 2 2 33 780
Smooth transition models and arbitrage consistency 0 0 0 0 0 0 1 22
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 1 1 2 23 1 2 5 65
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 0 0 0 274
THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS 0 0 0 80 0 0 2 275
Temporal aggregation of an ESTAR process 0 1 2 6 0 1 4 32
The Impact of ECB and FED announcements on the Euro Interest Rates 0 0 1 80 1 2 6 142
The Life Cycle Hypothesis and Rational Expectations: Some Further Empirical Results 0 0 0 0 1 1 2 23
The long memory model of political support: some further results 0 0 0 4 0 0 4 20
Total Working Papers 4 23 64 3,080 30 94 352 9,428


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 0 0 43
A Further Note on the Behaviour of Profit Shares in British Manufacturing Industry 0 0 0 0 0 0 0 30
A Monte Carlo Study of the Phillips Curve with Errors in Variables 0 0 0 2 0 0 2 49
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 2 2 0 1 9 9
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 0 0 1 50 0 0 3 158
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 1 1 1 142
A test for rational expectations when some variables are I(2) 0 0 0 22 0 0 3 106
AN EXAMPLE OF AN OPTIMAL FORECAST EXHIBITING DECREASING BIAS WITH INCREASING FORECAST HORIZON 0 1 1 4 0 2 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 1 1 3 88
An Empirical Investigation of Inflationary Expectations 0 0 0 0 0 0 1 46
An Explanation of Optimal Each-Way Bets based on Non-Expected Utility Theory 0 0 0 9 1 1 1 103
An explanation of each-way wagers in three models of risky choice 0 0 1 1 1 1 8 8
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 0 1 19
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting 0 0 0 24 0 0 1 166
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 0 0 0 55
Betting on odds on Favorites as an Optimal Choice in Cumulative Prospect Theory 0 0 1 27 1 1 8 96
Bilinear quadratic ARCH and volatility spillovers in inter-war exchange rates 0 0 1 17 0 0 2 97
Bounded cumulative prospect theory: some implications for gambling outcomes 0 0 1 38 0 0 4 164
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 3 3
Consumer Expenditure, the Demand for Money, and the Hall Hypothesis 0 0 0 0 0 0 0 85
Covered Interest Rate Arbitrage in the Interwar Period and the Keynes-Einzig Conjecture 0 0 0 0 0 1 6 1,377
Critical bounds for MA(2) and MA(3) processes 0 0 0 5 0 0 1 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 0 1 88
Deterministic impulse response in a nonlinear model. An analytical expression 0 0 0 54 0 1 2 157
Divergent Expectations and the Dynamic Stability of Some Simple Macro Economic Models 0 1 2 16 0 1 3 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 1 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 1 1 105
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 2 5 15 29 3 16 111 174
Estimates of US monetary policy rules with allowance for changes in the output gap 0 0 0 56 1 1 2 178
Estimates of a traditional aggregate import demand model for five countries 0 0 1 151 0 1 3 330
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 1 2 54 1 2 5 143
Flexible distribution functions, higher-order preferences and optimal portfolio allocation 0 0 0 0 0 2 2 2
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates 0 0 0 0 0 0 2 43
Forward foreign exchange rates and risk premia--a reappraisal 0 0 0 15 0 0 1 53
Further Analysis of the Markowitz Model of Utility with a Small Degree of Probability Distortion 0 0 1 29 0 0 1 132
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS 0 0 0 91 0 0 2 351
Further empirical analysis of the time series properties of financial ratios based on a panel data approach 0 0 1 151 0 0 4 476
Further empirical evidence of nonlinearity in the us monetary policy rule 0 0 0 24 0 0 2 81
Further empirical evidence on popularity and electoral cycle effects 0 0 0 3 0 0 0 17
Further examples of the impact of skewness on the expected utility of a risk-averse agent 0 0 0 9 0 0 1 52
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 0 2 22
Growth and Inflationary Finance: Variations on a Mundellian Theme 0 0 1 20 0 0 1 110
Habit and long memory in UK lottery sales 0 0 0 22 0 0 2 71
Habit, aggregation and long memory: evidence from television audience data 0 0 0 12 1 1 2 57
Handicaps, outcome uncertainty and attendance demand 0 0 1 59 0 1 3 144
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 0 0 2 139
Inflation and output dynamics with a floating exchange rate 0 0 0 9 0 0 0 41
Inflationary expectations and “Self-Generating” inflations 0 0 0 3 0 0 1 22
Information, Prices and Efficiency in a Fixed-Odds Betting Market 1 8 38 605 3 18 91 1,393
Insider Trading, Herding Behaviour and Market Plungers in the British Horse-Race Betting Market 0 0 2 118 0 0 6 384
International relocation: firm and industry determinants 0 0 4 254 2 6 19 523
Introduction: economics of betting markets 0 1 1 109 0 2 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 0 0 251
LOSS AVERSION AND RUINOUS OPTIMAL WAGERS IN CUMULATIVE PROSPECT THEORY 0 0 1 5 0 0 8 21
Linkages between Shanghai and Hong Kong stock indices 0 0 0 29 0 0 2 112
Long-Memory Risk Premia in Exchange Rates 0 0 0 0 0 0 1 113
Loss Aversion and Ruinous Optimal Wagering in the Markowitz Model of Non-Expected Utility 0 0 0 10 1 2 6 37
Market movers and tote and bookmakers returns: further empirical evidence on a market anomaly 0 0 0 15 0 0 1 154
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule 0 2 4 4 0 8 21 21
Modelling Business Cycle Nonlinearity in Conditional Mean and Conditional Variance: Some International and Sectoral Evidence 0 0 0 25 0 0 2 155
Modelling Political Popularity: an Analysis of Long-range Dependence in Opinion Poll Series 0 1 1 14 0 1 5 72
Modelling political popularity: a correction 0 0 0 10 0 0 1 52
Non-linear Dynamics of Inflation in High Inflation Economies 0 0 0 57 0 1 1 179
Non-linearities in East European Black-Market Exchange Rates 0 0 0 23 0 0 1 230
Non-linearity in stock index returns: the volatility and serial correlation relationship 0 0 0 117 0 0 1 289
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 0 7 22 625
Nonlinear Purchasing Power Parity under the Gold Standard 0 0 0 0 0 1 1 90
Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals 1 2 12 419 2 6 31 832
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study 0 1 2 15 0 2 6 66
Nonlinear dynamics in economics and finance and unit root testing 0 0 0 11 0 0 1 39
Note--Optimal Recruitment Advertising 0 0 0 2 0 0 4 27
On Fiscal and Monetary Stabilization Policy under Rational Expectations 0 0 0 0 0 0 1 14
On Lagged Adjustment, Permanent Income, Expectations Formation and the Demand for Money 0 0 0 0 0 1 1 80
On Testing for Unbiasedness and Efficiency of Forecasts 0 0 0 0 5 13 36 737
On Testing the Relationship between Exchange Rate Movements and Monetary Surprises: A Comment 0 0 0 0 0 0 0 46
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 1 2 25 0 2 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 0 0 2 17
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 Case of Indexation of Wages and Salaries 0 0 0 0 0 0 1 51
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 0 0 2 71
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 1 1 31 0 1 2 155
On the Positive Expected Utility of Combination Wagers 0 0 0 7 0 1 1 16
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 0 0 19
On the persistence and dynamics of Big 4 real audit fees: Evidence from the UK 0 0 0 0 0 2 7 7
On the political theory of the business cycle 0 0 0 18 0 0 3 54
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 1 231
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 1 1 2 82
Optimal Discretionary Monetary Policy in a Model of Asymmetric Central Bank Preferences 0 1 3 228 1 3 14 540
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 3 148
Outcome Uncertainty and the Demand for Football: An Analysis of Match Attendances in the English Football League 0 0 0 0 0 2 34 2,067
Periodically collapsing stock price bubbles: a robust test 0 4 7 133 0 4 12 363
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 1 1 4 4 1 6 10 10
Predicting corporate failure-- Some results for the UK corporate sector 0 2 4 128 1 3 6 343
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 1 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 0 0 168
Purchasing power parity over two centuries: trends and nonlinearity 0 0 0 80 0 0 1 284
Purchasing power parity yet again: evidence from spatially separated commodity markets 0 0 0 48 0 0 1 146
Pure higher-order effects in the portfolio choice model 0 0 0 4 0 1 2 14
Rational Expectations and Wage and Price Inflexibility: A Note 0 0 0 0 0 0 0 81
Rationality testing under asymmetric loss 0 1 3 47 1 2 5 124
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach 0 2 3 106 0 3 7 281
Real exchange rates and time-varying trade costs 1 1 2 40 1 1 5 156
Short-Run Employment Functions, Excess Supply and the Speed of Adjustment: A Note 0 0 0 15 0 0 0 102
Simulating stock returns under switching regimes - A new test of market efficiency 0 0 1 44 0 0 4 138
Skewness as an explanation of gambling by locally risk averse agents 0 0 1 58 0 0 1 262
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 79 0 0 3 238
Some Empirical Evidence on the Influence of Political Parties on the Behaviour of the Unemployment Rate 0 0 0 0 0 0 1 96
Some Empirical Evidence on the Time-Series Properties of Four UK Asset Prices 0 0 0 13 0 0 1 64
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 0 1 2 371
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 1 61
Some Implications of Utility Maximizing Firms: A Note 0 0 0 0 0 1 1 43
Some analysis of the long-run time series properties of consumption and income in the U.K 0 0 0 11 0 0 0 51
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 1 1 83 0 2 2 260
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 0 5 36 0 0 7 99
Some implications of a quartic loss function 0 0 3 9 1 5 14 46
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 1 43 0 0 2 127
Spreads versus professional forecasters as predictors of future output change 0 0 1 17 0 1 2 71
Subjective Skewness of Return as an Explanation of the Optimal Choice between Gambles in Cumulative Prospect Theory 0 0 2 33 0 0 2 101
Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004 0 0 0 32 0 0 1 123
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 1 22 2 3 9 115
Systematic and varying biases in parallel state contingent gambling markets 0 0 0 8 0 0 1 51
Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets 0 0 0 0 0 0 2 9
TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES 0 0 1 1 0 1 7 7
THE DECISIONS OF THE SHADOW MONETARY POLICY COMMITTEE AND MONETARY POLICY COMMITTEE SINCE 2002 0 0 1 9 1 1 3 34
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 0 0 57 0 0 1 253
Testing for Causality between Prices and Money 0 0 0 0 0 0 1 36
Testing for Unbiasedness and Efficiency under Incomplete Current Information 0 0 0 0 0 0 0 47
Testing for central bank independence and inflation using the wild bootstrap 0 0 0 60 1 1 2 156
Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation 0 0 1 15 0 0 3 66
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 0 0 123
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 1 1 33
The Accuracy of OECD Forecasts 0 0 0 0 0 0 1 77
The Bank of Korea's nonlinear monetary policy rule 0 0 0 33 0 1 3 107
The Central Bank Inflation Bias in the Presence of Asymmetric Preferences and Non-Normal Shocks 0 0 1 60 0 1 4 165
The Cost Function 0 0 0 0 1 1 1 40
The Demand for Football: Some Evidence on Outcome Uncertainty 0 0 0 0 2 3 12 572
The Determinants of Arms Expenditures of NATO and the Warsaw Pact: Some Further Evidence 0 0 0 0 0 0 0 8
The Determinants of the Natural Rate of Unemployment in the Neoclassical Model 0 0 0 0 0 1 3 267
The Dynamic Behavior of a Simple Macro-Model with Endogenous Labor Supply and Demand 0 0 0 7 0 0 1 41
The Favourite-Longshot Bias and Market Efficiency in UK Football Betting 0 0 2 264 0 0 6 638
The Favourite-Longshot Bias, Bookmaker Margins and Insider Trading in a Variety of Betting Markets 0 0 3 190 0 1 7 555
The German Hyperinflation and the Demand for Money Revisited 0 0 2 214 0 0 5 976
The Incidence of Insider Trading in Betting Markets and the Gabriel and Marsden Anomaly 0 0 0 33 0 0 0 174
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 1 1 1 202
The Microfoundations of the Phillips Curve with Rational Expectations 0 1 2 44 0 1 2 156
The Natural Rate Hypothesis and Rational Expectations-A Critique of Some Recent Developments 0 0 0 33 0 0 0 119
The Non-uniqueness of the Dorfman-Steiner Condition: A Note 0 1 1 242 0 2 4 670
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 0 3 233
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 6 443
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 1 30
The `tax on wage increses' when the firm is a monopsonist 0 0 0 6 2 2 3 55
The classical supply hypothesis and the observational equivalence of Classical and Keynesian models 0 0 0 14 0 0 0 57
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 5 27 896 1 8 50 1,772
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 1 5 127
The forward premium puzzle in the interwar period and deviations from covered interest parity 0 0 0 48 0 0 3 118
The government behavioural constraint in rational expectations models 0 0 0 7 0 0 1 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 0 0 159
The long memory model of political support: some further results 0 0 0 21 0 1 3 91
The nonlinear time series properties of unemployment rates: some further evidence 0 0 1 51 0 0 2 153
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 2 6 63 1 3 12 185
The process followed by PPP data. On the properties of linearity tests 0 0 0 15 0 0 3 134
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 0 1 142 0 0 4 365
The term spread and real economic activity in the US inter-war period 0 0 1 46 0 0 1 157
The utility of gambling and the favourite-longshot bias 0 1 1 62 0 1 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 0 0 1 118
Threshold nonlinearities in unemployment rates: further evidence for the UK and G3 economies 0 0 0 59 0 0 3 281
Time-Varying Risk Premia and the Term Structure of Forward Exchange Rates 0 0 0 0 1 1 1 80
Transactions Costs and Nonlinear Adjustment in Real Exchange Rates: An Empirical Investigation 1 2 6 107 2 9 26 943
Uncertain central bankers preferences: some implications of multiplicative versus additive uncertainty 0 0 0 36 0 0 0 104
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 0 0 42
Unemployment and the replacement ratio: Some reduced form estimates for the UK 0 0 0 78 0 0 1 452
Unemployment and unanticipanted inflation: Some empirical results for six countries 0 0 0 6 1 1 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 0 0 4 4 0 0 12 12
Utility and the Skewness of Return in Gambling 0 0 0 19 0 0 2 67
Utility and the Skewness of Return in Gambling 0 0 0 112 1 1 2 389
Volatility persistence in asset markets: long memory in high/low prices 0 0 0 74 0 0 2 256
Wagering on more than one outcome in an event in Cumulative Prospect Theory and Rank Dependent Utility 2 3 6 10 2 6 14 30
What Can Economics Learn from Political Science, and Vice Versa? 0 0 0 33 0 0 2 151
Total Journal Articles 10 53 219 9,170 50 201 935 39,386
1 registered items for which data could not be found


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Advanced Macroeconomics 0 3 29 102 2 11 105 372
Economic Forecasting 0 0 0 0 0 0 5 51
Total Books 0 3 29 102 2 11 110 423


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 1 1 5 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 1 1 0 0 1 1
Total Chapters 0 0 2 4 1 1 6 10


Statistics updated 2019-07-03