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 2 14 512
A New Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation 0 0 1 70 0 0 10 241
A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994 0 0 0 6 0 1 7 58
ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING 0 0 0 35 1 2 12 193
Are analysts' loss functions asymmetric? 0 0 0 12 0 0 8 60
Are analysts’ loss functions asymmetric? 0 0 0 4 0 0 9 54
Bubbles in House Prices and their Impact on Consumption: Evidence for the US 0 0 0 65 1 1 13 169
Calvo Contracts: A Critique 0 0 0 127 1 1 6 500
Cumulative prospect theory and gambling 0 0 0 66 0 8 45 502
ESTAR model with multiple fixed points. Testing and Estimation 0 0 0 32 0 1 21 239
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 0 0 0 95 1 5 32 313
Episodes of exuberance in housing markets 0 1 2 46 0 2 19 172
Exploitability as a Specification Test of the Phillips Curve 0 0 1 41 0 0 10 298
Exuberance in the U.K. Regional Housing Markets 0 0 0 44 0 1 15 86
Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear 0 0 0 16 0 1 11 83
Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K 0 0 0 66 1 1 13 120
Further empirical evidence on the consumption-real exchange rate anomaly 0 0 0 10 1 1 13 66
Habit, aggregation and long memory: evidence from television audience data 0 0 0 6 3 3 17 57
Higher-order moments in the theory of diversification and portfolio composition 0 0 1 55 1 2 30 233
Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation 0 0 1 22 1 2 16 103
Inflation Dynamics in the US -A Nonlinear Perspective 0 0 0 59 1 1 20 189
Inflation dynamics in the US - a nonlinear perspective 0 0 0 4 1 1 11 38
Linkages between Shanghai and Hong Kong stock indices 0 0 0 19 0 1 16 93
Money and activity in the U.K. 1961-1983: surprise? surprise! 0 0 0 12 0 0 5 147
NONLINEAR PPP UNDER THE GOLD STANDARD 0 0 1 68 0 0 9 236
Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997 0 0 0 133 1 1 7 417
Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles 0 0 3 957 2 2 34 2,065
On Optimal Returns to a Factor 0 0 0 0 0 0 8 24
On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets 0 0 0 39 1 2 13 243
On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences 0 0 0 18 1 1 8 48
On the equality of Real Interest Rates across borders in Integrated Capital Markets 0 0 0 108 0 0 11 359
On the relationship between Nominal Exchange Rates and domestic and foreign prices 0 0 0 16 1 1 4 104
On the stability of the CRRA utility under high degrees of uncertainty 0 0 1 11 1 1 17 85
Optimal Monetary Policy in a Model of Asymmetric Central Bank Preferences 0 0 1 379 1 1 12 780
Optimal monetary policy in a model of asymmetric central bank preferences 0 0 0 1 0 0 16 17
Pre-Decision Side-Bet Sequences 0 0 0 9 0 0 9 49
Real Exchange Rates and Time-Varying Trade Costs 0 0 0 16 1 1 13 77
Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency 0 0 0 72 0 1 16 397
Simulating Stock Returns under switching regimes - a new test of market efficiency 1 1 1 207 2 2 17 833
Smooth transition models and arbitrage consistency 0 0 0 0 0 0 9 43
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 24 1 1 13 96
Spreads, Efficiency and Outcome Uncertainty: Evidence from the Rugby League 0 0 0 0 0 0 3 287
TEMPORAL AGGREGATION OF AN ESTAR PROCESS: SOME IMPLICATIONS FOR PURCHASING POWER PARITY ADJUSTMENT 0 0 0 63 0 1 8 303
THE PROCESS FOLLOWED BY PPP DATA. ON THE PROPERTIES OF LINEARITY TESTS 0 0 0 80 0 0 8 293
Temporal aggregation of an ESTAR process 0 0 0 7 0 0 11 53
The Impact of ECB and FED announcements on the Euro Interest Rates 0 0 0 85 0 1 8 168
The Impact of the ECB Banking Supervision Announcements on the EU Stock Market 0 0 0 21 0 0 16 41
The Life Cycle Hypothesis and Rational Expectations: Some Further Empirical Results 0 0 0 3 0 0 8 56
The long memory model of political support: some further results 0 0 0 5 1 1 24 60
Total Working Papers 1 2 13 3,334 26 54 675 11,660


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 5 5
A Dynamic Model of the Demand for Labour Services 0 0 0 0 0 1 8 53
A Further Note on the Behaviour of Profit Shares in British Manufacturing Industry 0 0 0 0 0 0 4 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 0 29 0 0 9 146
A NONLINEAR ANALYSIS OF THE REAL EXCHANGE RATE–CONSUMPTION RELATIONSHIP 0 0 1 15 0 1 6 42
A Note on X-Inefficiency 0 0 0 21 0 3 6 102
A QUANTITATIVE ANALYSIS OF WAGE STRIKES IN FOUR U.K. INDUSTRIES, 1962–1970 0 0 0 2 0 0 6 8
A REJOINDER ON ALTERNATIVE MEASURES OF EXCESS DEMAND 0 0 0 0 0 0 2 3
A multilogit approach to predicting corporate failure--Some evidence for the UK corporate sector 0 0 0 55 0 0 6 178
A non-linear error correction mechanism based on the bilinear model1 0 0 0 50 1 1 8 224
A note on some properties of the ESTAR model 0 0 0 56 0 0 12 160
A test for rational expectations when some variables are I(2) 0 0 0 22 0 0 1 113
ALTERNATIVE MEASURES OF EXCESS DEMAND FOR EXPLAINING MONEY WAGE INFLATION 0 0 0 0 0 1 3 5
AN EXAMPLE OF AN OPTIMAL FORECAST EXHIBITING DECREASING BIAS WITH INCREASING FORECAST HORIZON 0 0 0 4 0 1 8 39
Adjustment Costs and Short-Run Returns to Labour 0 0 0 11 0 0 2 74
Ajustement non linéaire vers le taux de change d'équilibre à long terme. Le modèle monétaire revisité 0 0 0 11 0 1 4 100
An Empirical Investigation of Inflationary Expectations 0 0 0 0 0 0 3 52
An Explanation of Optimal Each-Way Bets based on Non-Expected Utility Theory 0 0 0 10 0 0 22 136
An explanation of each-way wagers in three models of risky choice 0 0 0 5 1 2 7 41
Another example of a non-linear time series with misleading linear properties 0 0 0 53 0 0 8 299
Are Analysts' Loss Functions Asymmetric? 0 0 0 0 0 0 13 39
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting 0 0 0 29 0 3 8 195
Asymmetry in the variance of economic activity: evidence for long-run UK GDP 0 0 0 8 0 0 4 72
Attendance demand: an investigation of repeat fixtures 0 0 0 40 1 1 7 126
Behaviour of the Liverpool model with weight given to alternative public forecasts 0 0 0 6 0 0 6 64
Betting on odds on Favorites as an Optimal Choice in Cumulative Prospect Theory 0 0 0 30 1 2 12 134
Bilinear quadratic ARCH and volatility spillovers in inter-war exchange rates 0 0 0 18 1 1 7 108
Bounded cumulative prospect theory: some implications for gambling outcomes 0 0 0 41 1 3 9 191
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 1 6 23
Consumer Expenditure, the Demand for Money, and the Hall Hypothesis 0 0 0 0 0 0 6 96
Covered Interest Rate Arbitrage in the Interwar Period and the Keynes-Einzig Conjecture 0 0 0 0 0 0 8 1,436
Critical bounds for MA(2) and MA(3) processes 0 0 0 5 0 0 4 71
Cross country evidence on nonlinearity in industrial production between the wars 0 0 0 9 1 1 4 56
DEREGULATION AND THE VOLATILITY OF UK STOCK PRICES 0 0 0 0 1 1 5 5
Derived Demand and Oligopoly 0 0 0 0 0 0 3 93
Deterministic impulse response in a nonlinear model. An analytical expression 0 0 0 55 0 1 10 177
Divergent Expectations and the Dynamic Stability of Some Simple Macro Economic Models 0 0 0 16 0 1 7 66
Economic surprises and the behaviour of asset prices: Some analyses and further empirical results 0 0 0 27 0 0 1 57
Empirical evidence on the properties of exchange rate forecasts and the risk premium 0 0 0 6 0 0 2 41
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 2 10 123
Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun 0 4 15 94 3 13 62 446
Estimates of US monetary policy rules with allowance for changes in the output gap 0 0 0 61 1 1 13 203
Estimates of a traditional aggregate import demand model for five countries 0 0 0 155 0 1 7 349
Estimates of the degree of insider trading in two disparate betting markets 0 0 0 10 1 1 3 64
Evaluating the properties of analysts’ forecasts: A bootstrap approach 0 0 0 1 0 0 8 13
Evidence on volatility spillovers in the interwar floating exchange rate period based on high/low prices 0 0 0 14 0 1 5 83
Expectations and the Price Equation: Some Estimates for the UK 0 0 0 0 0 0 7 50
Expectations formation, public forecasts and the wage equation 0 0 0 8 0 0 6 51
Expected stock returns, aggregate consumption and wealth: Some further empirical evidence 0 0 0 55 0 0 4 156
Federal Reserve Money‐Supply Announcements and the Behaviour of UK Interest Rates 0 0 0 1 0 1 2 3
Flexible distribution functions, higher-order preferences and optimal portfolio allocation 0 0 0 2 0 0 3 21
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates 0 0 0 0 0 0 15 59
Forward foreign exchange rates and risk premia--a reappraisal 0 0 0 15 0 0 9 64
Further Analysis of the Markowitz Model of Utility with a Small Degree of Probability Distortion 0 0 0 31 0 0 12 154
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS 0 0 0 94 0 0 9 371
Further empirical analysis of the time series properties of financial ratios based on a panel data approach 0 0 0 152 0 1 10 492
Further empirical evidence of nonlinearity in the us monetary policy rule 0 0 0 24 1 1 12 109
Further empirical evidence on popularity and electoral cycle effects 0 0 0 3 0 0 7 28
Further examples of the impact of skewness on the expected utility of a risk-averse agent 0 0 0 12 1 1 15 82
Gambling and nonexpected utility: the perils of the power function 0 0 0 25 0 0 13 96
Global capital markets and the impact of changes in the money stock on real activity 0 0 0 6 0 0 5 35
Growth and Inflationary Finance: Variations on a Mundellian Theme 0 0 0 23 0 0 4 130
Habit and long memory in UK lottery sales 0 0 0 23 0 0 6 87
Habit, aggregation and long memory: evidence from television audience data 0 0 0 12 0 0 5 69
Handicaps, outcome uncertainty and attendance demand 0 0 0 63 0 0 5 168
Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets 0 0 0 23 0 0 14 126
Higher order risk attitudes: new model insights and heterogeneity of preferences 1 1 1 3 1 1 21 30
Implementing the wild bootstrap using a two-point distribution 0 0 0 90 1 2 9 329
Industrial Structure and Labour Turnover 0 0 0 0 0 2 3 3
Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion 0 0 0 2 1 1 6 18
Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion 0 0 0 50 1 1 9 163
Inflation and output dynamics with a floating exchange rate 0 0 0 12 0 0 3 53
Inflationary expectations and “Self-Generating” inflations 0 0 0 3 0 0 4 32
Information Disclosure to Employees and Rational Expectations: a Game‐Theoretical Perspective: a Comment 0 0 0 0 0 0 10 18
International relocation: firm and industry determinants 0 0 0 282 0 2 15 607
Introduction: economics of betting markets 0 0 0 109 1 1 12 269
Involuntary Saving through Unanticipated Inflation: Some Further Empirical Evidence 0 0 0 0 0 1 5 87
Is one price enough to value a state-contingent asset correctly? Evidence from a gambling market 0 0 0 51 1 1 6 269
LOSS AVERSION AND RUINOUS OPTIMAL WAGERS IN CUMULATIVE PROSPECT THEORY 0 0 2 10 0 0 11 60
Linkages between Shanghai and Hong Kong stock indices 0 0 0 31 2 2 9 128
Long-Memory Risk Premia in Exchange Rates 0 0 0 0 0 1 13 137
Loss Aversion and Ruinous Optimal Wagering in the Markowitz Model of Non-Expected Utility 0 0 1 11 1 3 15 66
Market movers and tote and bookmakers returns: further empirical evidence on a market anomaly 0 0 0 15 1 1 4 174
Measuring Unemployment and Vacancies 0 0 1 1 0 0 8 9
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule 0 0 0 15 0 0 8 57
Modelling Business Cycle Nonlinearity in Conditional Mean and Conditional Variance: Some International and Sectoral Evidence 0 0 0 0 0 2 5 6
Modelling Political Popularity: an Analysis of Long‐range Dependence in Opinion Poll Series 0 0 1 17 1 1 13 106
Modelling political popularity: a correction 0 0 0 10 0 0 6 92
Non-linearities in East European Black-Market Exchange Rates 0 0 0 25 0 0 6 244
Non-linearity in stock index returns: the volatility and serial correlation relationship 0 0 1 121 0 1 9 315
Non-uniqueness and the role of the monetary authorities 0 0 0 4 0 0 2 28
Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997 0 0 0 1 0 2 13 301
Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles 0 0 0 2 1 2 27 835
Nonlinear Purchasing Power Parity under the Gold Standard 0 0 0 0 0 1 8 13
Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals 0 0 0 457 0 0 33 981
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study 0 0 0 20 1 1 7 87
Nonlinear dynamics in economics and finance and unit root testing 0 0 1 12 0 1 13 62
Non‐Linear Dynamics of Inflation in High Inflation Economies 0 0 0 0 0 0 10 18
Note--Optimal Recruitment Advertising 0 0 0 2 0 0 2 36
ON THE CASE FOR INDEXATION OF WAGES AND SALARIES 0 0 0 0 0 1 9 12
On Fiscal and Monetary Stabilization Policy under Rational Expectations 0 0 0 0 0 1 3 19
On Incomplete Current Information and Empirical Tests of the Rational Expectations Hypothesis 0 0 0 0 0 0 4 4
On Lagged Adjustment, Permanent Income, Expectations Formation and the Demand for Money 0 0 0 0 0 1 4 92
On Testing for Unbiasedness and Efficiency of Forecasts 0 0 0 0 4 5 48 1,085
On Testing the Relationship between Exchange Rate Movements and Monetary Surprises: A Comment 0 0 0 0 0 0 2 53
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 3 32
On lottery sales, jackpot sizes and irrationality: A cautionary note 0 0 0 27 0 1 11 138
On skew preference or non-skew preference of a CPT DM revealed in lottery choices with three payoffs 0 0 1 1 0 0 10 11
On skewness of return and buying more than one ticket in a lottery 0 0 0 11 0 0 6 63
On testing the properties of directly obtained expectations data 0 0 0 1 0 0 1 21
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 0 3 51
On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets 0 0 0 7 1 2 10 96
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 1 1 17 215
On the Positive Expected Utility of Combination Wagers 0 0 1 10 0 0 7 39
On the contribution of the Markowitz model of utility to explain risky choice in experimental research 0 0 1 8 0 1 21 44
On the effectiveness of automatic stabilizers under rational expectations when there is partial current information 0 0 0 10 0 0 4 71
On the implications of monetary rules in a stochastic framework 0 0 0 2 0 0 9 32
On the persistence and dynamics of Big 4 real audit fees: Evidence from the UK 0 0 1 4 0 2 15 47
On the political theory of the business cycle 0 0 0 19 0 1 12 81
On the potential for observational equivalence in experiments on risky choice when a power value function is assumed 0 0 0 10 0 1 9 63
On the predictions of cumulative prospect theory for third and fourth order risk preferences 0 0 1 3 1 3 11 23
On the properties of alternative monetary rules in an extension of Black's model 0 0 0 3 0 0 7 28
On the relationship between nominal exchange rates and domestic and foreign prices 0 0 0 59 1 3 13 254
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation 0 0 0 38 0 0 8 134
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty 0 0 0 12 0 0 10 116
Optimal Discretionary Monetary Policy in a Model of Asymmetric Central Bank Preferences 0 0 0 233 1 1 20 594
Optimal monetary policy with a nonlinear Phillips curve 0 0 1 122 0 2 10 275
Optimal monetary policy: is price‐level targeting the next step? 0 0 0 40 0 0 4 163
Outcome Uncertainty and the Demand for Football: An Analysis of Match Attendances in the English Football League 0 0 0 0 4 7 54 2,660
Periodically collapsing stock price bubbles: a robust test 0 1 1 148 1 4 7 411
Place returns between the tote and bookmakers: empirical evidence of a market anomaly 0 0 0 18 1 1 6 96
Pre-Decision Side-Bet Sequences 0 0 0 8 0 1 16 77
Predicting corporate failure-- Some results for the UK corporate sector 0 0 1 134 0 0 13 379
Product bundling and a rule of thumb versus the Harville formulae: can each way bets with UK bookmakers generate abnormal returns 0 0 1 75 2 2 29 372
Public forecasts and their impact on expectation formation 0 0 0 7 0 0 5 35
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 0 5 12
Purchasing power parity over two centuries: trends and nonlinearity 0 0 0 82 0 1 8 306
Purchasing power parity yet again: evidence from spatially separated commodity markets 0 0 0 51 0 0 3 160
Pure higher-order effects in the portfolio choice model 0 0 0 6 0 1 13 39
Rationality testing under asymmetric loss 0 0 1 53 0 0 10 161
Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach 0 0 1 117 0 2 14 336
Real exchange rates and time-varying trade costs 0 0 0 42 0 1 10 182
Simulating stock returns under switching regimes - A new test of market efficiency 0 0 0 47 0 1 16 167
Skewness as an explanation of gambling by locally risk averse agents 0 0 1 60 1 1 14 286
Skewness as an explanation of gambling in cumulative prospect theory 0 0 0 28 1 4 10 149
Smooth Transition Models and Arbitrage Consistency 0 0 0 1 1 1 11 19
Some Empirical Evidence on the Influence of Political Parties on the Behaviour of the Unemployment Rate 0 0 0 0 0 0 5 105
Some Empirical Results on "the Rationality" of Expectations Derived from Survey Data 0 0 0 0 0 0 5 68
Some Further Empirical Evidence on the Impact of Oil Price Changes on Petrol Prices 0 0 0 122 0 2 12 394
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 3 129
Some Implications of Partial Current Information Sets in Macroeconomic Models Embodying Rational Expectations 0 0 0 0 0 1 5 74
Some Implications of Utility Maximizing Firms: A Note 0 0 0 0 0 0 3 47
Some analysis of the long-run time series properties of consumption and income in the U.K 0 0 0 11 0 1 9 63
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 1 15 301
Some empirical evidence on the determinants of incomes policies in the UK 0 0 0 1 0 1 3 20
Some evidence on the efficiency of the sterling-dollar and sterling-franc forward exchange rates in the interwar period 0 0 0 48 0 0 2 130
Some implications of a quartic loss function 0 0 0 20 0 1 13 151
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form 0 0 0 44 2 5 20 161
Spreads versus professional forecasters as predictors of future output change 0 0 0 19 0 1 11 92
Subjective Skewness of Return as an Explanation of the Optimal Choice between Gambles in Cumulative Prospect Theory 0 0 0 35 0 0 5 114
Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004 0 0 0 32 0 1 7 140
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 88
Systematic Positive Expected Returns in the UK Fixed Odds Betting Market: An Analysis of the Fink Tank Predictions 0 0 0 29 0 1 18 278
Systematic and varying biases in parallel state contingent gambling markets 0 0 0 9 0 0 9 67
Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets 0 0 0 0 0 0 5 49
TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES 0 1 1 21 0 1 8 69
THE DECISIONS OF THE SHADOW MONETARY POLICY COMMITTEE AND MONETARY POLICY COMMITTEE SINCE 2002 0 0 0 9 0 0 3 45
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 0 0 0 2 2 14 19
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment 0 0 0 57 2 2 10 269
Testing for Causality between Prices and Money 0 0 0 0 0 0 6 43
Testing for Unbiasedness and Efficiency under Incomplete Current Information 0 0 0 0 0 0 1 56
Testing for central bank independence and inflation using the wild bootstrap 0 0 0 63 0 0 3 182
Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation 0 0 0 18 1 2 11 96
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 0 1 10 150
Testing for non-linear dependence in inter-war exchange rates 0 0 0 18 0 0 4 92
The 'Shake-Out' Hypothesis: A Note 0 0 0 0 0 0 3 42
The Accuracy of OECD Forecasts 0 0 0 0 0 0 11 96
The Bank of Korea's nonlinear monetary policy rule 0 0 0 35 1 1 8 135
The Central Bank Inflation Bias in the Presence of Asymmetric Preferences and Non-Normal Shocks 0 0 0 62 2 3 22 202
The Cost Function 0 0 0 0 0 2 13 62
The Demand for Football: Some Evidence on Outcome Uncertainty 0 0 0 0 2 2 23 714
The Determinants of Arms Expenditures of NATO and the Warsaw Pact: Some Further Evidence 0 0 1 3 0 0 4 23
The Determinants of the Natural Rate of Unemployment in the Neoclassical Model 0 0 0 0 1 2 5 7
The Dynamic Behavior of a Simple Macro-Model with Endogenous Labor Supply and Demand 0 0 0 7 0 0 5 48
The Favourite‐Longshot Bias and Market Efficiency in UK Football betting 0 2 19 308 1 26 85 800
The Favourite‐Longshot Bias, Bookmaker Margins and Insider Trading in a Variety of Betting Markets 0 1 3 219 8 16 50 686
The German Hyperinflation and the Demand for Money Revisited 0 0 3 231 1 2 16 1,046
The Incidence of Insider Trading in Betting Markets and the Gabriel and Marsden Anomaly 0 0 0 36 0 2 29 217
The Influence of Money on Prices in 14 OECD Countries, 1958-1975 0 0 0 0 0 0 6 53
The Internal/External Labour Market and the Rate of Wage Inflation in UK Manufacturing Industry 0 0 0 0 0 0 2 862
The Kőszegi–Rabin expectations-based model and risk-apportionment tasks for elicitation of higher order risk preferences 0 0 0 0 1 3 28 34
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 16 233
The Microfoundations of the Phillips Curve with Rational Expectations 0 0 0 45 0 1 8 173
The Natural Rate Hypothesis and Rational Expectations-A Critique of Some Recent Developments 0 0 0 33 0 1 5 132
The Relationship between Prices and Money Supply in Latin America, 1958-1975 0 0 0 35 0 0 4 152
The Relationship between Two Indicators of Insider Trading in British Racetrack Betting 0 1 3 39 0 2 16 257
The Role of Monetary Stabilization Policy under Rational Expectations 0 0 0 0 0 0 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 0 5 115
The Time Series Behaviour of Spot Exchange Rates in the German Hyper-inflation Period: (Was the Process Chaotic?) 0 0 0 0 0 1 7 458
The Time Series Properties of Financial Ratios: Lev Revisited 0 0 1 14 0 1 19 58
The Wage Variable and the Phillips Curve 0 0 0 0 0 0 3 45
The Wage Variable and the Phillips Curve: A Rejoinder 0 0 0 0 0 0 5 37
The `tax on wage increses' when the firm is a monopsonist 0 0 0 8 1 1 5 65
The classical supply hypothesis and the observational equivalence of Classical and Keynesian models 0 0 0 16 0 1 11 77
The dynamic behaviour of a simple macroeconomic model with a tax based incomes policy 0 0 0 3 0 1 4 30
The effects of exchange rate volatility on exports: Some new estimates 0 1 4 1,011 0 2 23 2,031
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 10 157
The forward premium puzzle in the interwar period and deviations from covered interest parity 0 0 0 49 0 0 12 153
The government behavioural constraint in rational expectations models 0 0 0 8 0 0 5 44
The impact of ECB and FED announcements on the Euro interest rates 0 0 0 32 1 1 13 117
The impact of benefits on unemployment in Britain in the interwar period: Some further empirical evidence 0 0 0 24 0 1 3 165
The long memory model of political support: some further results 0 0 0 23 0 0 10 115
The nonlinear time series properties of unemployment rates: some further evidence 0 0 0 53 1 2 7 174
The optimal output target and degree of banker conservativeness in a model with a non-linear Phillips curve 0 0 0 15 1 1 8 110
The political theory of the business cycle 0 0 0 70 0 0 11 229
The process followed by PPP data. On the properties of linearity tests 0 0 0 15 2 3 10 152
The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class 0 0 0 35 0 0 8 127
The slope of the yield curve and real economic activity: tracing the transmission mechanism 0 0 0 146 0 1 5 398
The term spread and real economic activity in the US inter-war period 0 0 0 47 1 1 17 187
The utility of gambling and the favourite-longshot bias 0 0 0 66 1 2 12 269
The variance of economic activity over the business cycle: some further evidence 0 0 0 11 1 1 9 96
The velocity of money and the random walk hypothesis 0 0 0 14 0 0 4 48
Threshold nonlinearities in output: some international evidence 0 0 0 43 0 0 10 137
Threshold nonlinearities in unemployment rates: further evidence for the UK and G3 economies 0 0 1 64 1 2 11 320
Time-Varying Risk Premia and the Term Structure of Forward Exchange Rates 0 0 0 0 0 0 5 96
Transactions Costs and Nonlinear Adjustment in Real Exchange Rates: An Empirical Investigation 0 0 4 142 1 4 26 1,074
Uncertain central bankers preferences: some implications of multiplicative versus additive uncertainty 0 0 0 36 0 0 3 112
Uncertain central bankers' preferences: some implications of multiplicative versus additive uncertainty 0 0 0 20 1 1 4 84
Uncertainty in the Central Bank's weight on output: some new results 0 0 0 11 1 1 10 60
Unemployment and the replacement ratio: Some reduced form estimates for the UK 0 0 0 80 0 0 2 459
Unemployment and unanticipanted inflation: Some empirical results for six countries 0 0 0 6 0 2 8 38
User Cost and the Preference Function 0 0 0 17 0 0 4 102
Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market 0 0 2 17 0 1 15 74
Utility and the Skewness of Return in Gambling 0 0 0 112 0 0 12 404
Utility and the Skewness of Return in Gambling 0 0 0 21 0 0 17 90
Volatility persistence in asset markets: long memory in high/low prices 0 0 0 75 0 0 10 272
Wagering on more than one outcome in an event in Cumulative Prospect Theory and Rank Dependent Utility 0 0 0 16 0 0 8 62
What Can Economics Learn from Political Science, and Vice Versa? 0 0 0 36 1 1 9 175
Total Journal Articles 1 12 78 8,685 88 253 2,347 42,545
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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 1 2 7 169 1 3 22 532
Economic Forecasting 0 0 0 0 0 1 7 85
The Economics of Wage Controls 0 0 0 0 1 1 3 6
Total Books 1 2 7 169 2 5 32 623


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 0 3 5
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 0 5 6
Indexation 0 0 0 0 0 0 4 7
New empirical evidence on the Tote–SP anomaly and its implications for models of risky choice in gambling markets 0 0 0 4 0 0 5 24
Recent Experience with Wage and Price Controls 0 0 0 0 1 1 5 8
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 3 22
Tax-Based Incomes Policies 0 0 0 0 0 0 8 18
The Econometrics of Exchange Rates 0 0 0 0 1 1 15 26
The Future of Wage and Price Controls 0 0 0 0 0 1 3 7
Total Chapters 0 0 0 12 2 3 52 134


Statistics updated 2026-09-10