Access Statistics for Peter Sephton

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Endogenous Expectations and Economic Policy 0 0 0 0 0 0 1 158
Total Working Papers 0 0 0 0 0 0 1 158


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A (negative) replication of ‘The relationship between energy consumption, energy prices, and economic growth: Time series evidence from Asian developing countries’ (Energy Economics, 2000) 0 0 1 15 0 0 3 60
A note on CO2 emissions using two new tests 0 0 0 0 0 0 4 7
A note on fractional cointegration 0 0 0 29 1 2 2 72
A note on the efficiency of the London metal exchange 0 0 2 77 0 1 3 191
Anticipated monetary policy in Canada: Some new evidence 0 0 0 2 2 2 2 23
Book Review of The Drunkard’s Walk: How Randomness Rules Our Lives 0 0 0 46 0 0 2 211
Breaking deterministics, test size and the efficient Wald test for fractional unit roots 0 0 0 3 1 1 1 25
Causality between export growth and industrial development: Empirical evidence from the NICs -- A comment 0 0 0 40 0 0 1 127
Cointegration Tests on MARS 0 0 0 0 0 0 0 303
Commodity Prices: Policy Target or Information Variable: A Comment 0 0 0 36 0 0 1 89
Compelling Evidence of an Environmental Kuznets Curve in the United Kingdom 0 1 2 49 3 7 10 157
Critical values for the augmented efficient Wald test for fractional unit roots 0 0 0 24 0 0 1 173
Critical values of the augmented fractional Dickey–Fuller test 0 0 0 243 0 0 2 649
Easyreg: version 1.12 0 0 0 4 1 1 4 711
El Niño, La Niña, and a cup of Joe 1 2 5 15 3 4 12 67
Exchange rates and fractional integration revisited 0 0 2 12 1 1 5 29
Extended critical values for a simple test of cointegration 0 0 0 22 0 1 3 79
Financial analysis package for GAUSS 0 0 0 296 0 0 1 610
Finite Sample Critical Values of the Generalized KPSS Stationarity Test 0 0 0 13 0 1 1 47
Finite Sample Lag Adjusted Critical Values and Probability Values for the Fourier Wavelet Unit Root Test 1 1 1 1 1 1 1 1
Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test 0 0 1 3 0 0 3 10
Forecasting inflation using the term structure and MARS 0 0 1 48 0 0 1 158
Forecasting recessions: can we do better on MARS? 1 1 1 124 1 1 1 639
Fractional cointegration: Monte Carlo estimates of critical values, with an application 0 0 0 63 0 0 0 193
Fractional integration in agricultural futures price volatilities revisited 0 0 0 55 0 0 0 146
Further evidence of an Environmental Kuznets Curve in Spain 0 0 0 34 1 2 2 119
GARCH and MARKOV Hedging at the Winnipeg Commodity Exchange 0 0 0 3 0 0 0 23
Global relationships across crude oil benchmarks 0 0 0 21 0 0 3 82
Gold and crude oil prices after the great moderation 0 0 2 13 1 2 8 89
Market shares and rivalry in the U.S. cigarette industry 0 0 0 52 0 0 0 211
Mean Reversion in CO2 Emissions: the Need for Structural Change 0 1 1 18 0 2 3 73
Modelling the Link between Commodity Prices and Exchange Rates: The Tale of Daily Data 0 0 0 52 0 0 1 339
Nonlinear attractors and asymmetries between non-life insurance premiums and financial markets 0 0 0 18 0 1 2 75
On exchange intervention, sterilization, and bank reserve accounting 0 0 0 8 0 0 0 59
On interest rate innovations and anticipated monetary policy 0 0 0 4 0 0 0 26
On the empirical size of Nielsen's multivariate likelihood ratio test of fractional integration 0 0 0 7 1 1 1 52
On the exchange-rate elasticity of the demand for international reserves: Some evidence from industrial countries — A Comment 0 0 0 6 0 0 0 24
On the finite sample size and power of the generalized KPSS test in the presence of level breaks 0 0 1 12 0 0 1 64
Optimal Hedge Ratios at the Winnipeg Commodity Exchange 0 0 0 38 0 1 1 368
Persistence in U.S. State Unemployment Rates 0 0 0 0 0 0 0 1
Persistence in U.S. State Unemployment Rates: Errata and Extensions 0 0 0 0 0 0 0 3
Predicting Recessions: A Regression (Probit) Model Approach 0 1 1 106 0 2 2 222
Predicting the equity premium with dividend ratios: a matter of balance 0 0 0 43 0 0 2 151
Prostate cancer: a New Brunswick tale 0 0 0 8 0 0 0 49
Relative Prices and Money: Some Canadian Evidence 0 0 0 0 0 0 1 6
Response surface estimates of the KPSS stationarity test 0 0 0 101 0 1 3 310
Revising Fiscal Policy and Growth in Saudi Arabia 0 0 0 11 0 1 3 48
Revisiting the inflation-hedging properties of precious metals in Africa 0 0 0 0 0 0 0 2
Spatial Arbitrage in Sarawak Pepper Prices 0 0 0 0 0 0 1 91
Spatial Market Arbitrage and Threshold Cointegration 0 0 0 127 0 0 0 307
Tests of exchange market efficiency: fragile evidence from cointegration tests 0 0 0 225 0 0 1 510
The Choice of Monetary Policy Instruments in Canada: An Extension 0 0 0 20 0 0 0 137
Threshold Cointegration: Model Selection with an Application 0 0 0 82 1 1 1 239
Threshold cointegration and asymmetries between dividends and earnings news 0 0 0 0 0 1 2 2
Unit roots and purchasing power parity: another kick at the can 0 0 0 18 0 0 2 73
Who cut the cheese? 0 0 0 23 0 0 0 88
World Non-Oil Primary Commodity Markets: Comment on Chu and Morrison 0 0 0 7 0 0 1 30
Total Journal Articles 3 7 21 2,277 18 38 105 8,650
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Acceptable and Unacceptable Dirty Pedagogy: The Case of ADAS 0 0 0 1 0 0 1 8
Total Chapters 0 0 0 1 0 0 1 8


Statistics updated 2025-03-03