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
A Comparison of Hedging Strategies and Effectiveness for Storable and Non-Storable Commodities 0 0 0 0 0 4 4 4
Endogenous Expectations and Economic Policy 0 0 0 0 0 2 3 161
Total Working Papers 0 0 0 0 0 6 7 165


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 0 15 1 5 9 69
A note on CO2 emissions using two new tests 0 0 0 0 2 19 22 29
A note on fractional cointegration 0 0 0 29 3 6 6 78
A note on the efficiency of the London metal exchange 0 0 0 77 0 2 4 195
Anticipated monetary policy in Canada: Some new evidence 0 0 0 2 0 2 4 27
Book Review of The Drunkard’s Walk: How Randomness Rules Our Lives 0 0 1 47 2 2 5 216
Breaking deterministics, test size and the efficient Wald test for fractional unit roots 0 0 0 3 0 4 6 31
Causality between export growth and industrial development: Empirical evidence from the NICs -- A comment 0 0 0 40 0 3 5 132
Cointegration Tests on MARS 0 0 0 0 1 4 6 309
Commodity Prices: Policy Target or Information Variable: A Comment 0 0 0 36 2 4 5 94
Compelling Evidence of an Environmental Kuznets Curve in the United Kingdom 0 0 2 51 0 2 11 168
Critical values for the augmented efficient Wald test for fractional unit roots 0 0 0 24 0 2 4 177
Critical values of the augmented fractional Dickey–Fuller test 0 0 1 244 10 13 24 673
Easyreg: version 1.12 0 0 0 4 2 3 6 717
El Niño, La Niña, and a cup of Joe 0 2 6 21 0 12 22 89
Exchange rates and fractional integration revisited 0 0 1 13 0 2 3 32
Extended critical values for a simple test of cointegration 0 0 0 22 0 3 4 83
Financial analysis package for GAUSS 0 0 1 297 2 2 8 618
Finite Sample Critical Values of the Generalized KPSS Stationarity Test 0 0 0 13 1 7 15 62
Finite Sample Lag Adjusted Critical Values and Probability Values for the Fourier Wavelet Unit Root Test 0 1 1 2 2 11 12 13
Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test 0 0 0 3 7 12 20 30
Forecasting inflation using the term structure and MARS 0 0 1 49 2 3 5 163
Forecasting recessions: can we do better on MARS? 0 0 1 125 1 7 12 651
Fractional cointegration: Monte Carlo estimates of critical values, with an application 0 0 0 63 0 1 4 197
Fractional integration in agricultural futures price volatilities revisited 1 1 1 56 2 4 5 151
Further evidence of an Environmental Kuznets Curve in Spain 0 0 0 34 0 4 7 126
GARCH and MARKOV Hedging at the Winnipeg Commodity Exchange 0 0 0 3 1 5 5 28
Global relationships across crude oil benchmarks 0 0 3 24 0 7 17 99
Gold and crude oil prices after the great moderation 0 0 3 16 0 4 16 105
Market shares and rivalry in the U.S. cigarette industry 0 0 0 52 0 0 1 212
Mean Reversion in CO2 Emissions: the Need for Structural Change 0 0 2 20 0 5 14 87
Modelling the Link between Commodity Prices and Exchange Rates: The Tale of Daily Data 0 0 0 52 1 3 7 346
Nonlinear attractors and asymmetries between non-life insurance premiums and financial markets 0 1 2 20 0 4 8 83
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 1 6 7 33
On the empirical size of Nielsen's multivariate likelihood ratio test of fractional integration 0 0 0 7 1 7 8 60
On the exchange-rate elasticity of the demand for international reserves: Some evidence from industrial countries — A Comment 0 0 0 6 0 4 4 28
On the finite sample size and power of the generalized KPSS test in the presence of level breaks 0 0 0 12 1 2 2 66
Optimal Hedge Ratios at the Winnipeg Commodity Exchange 0 0 0 38 0 2 7 375
Persistence in U.S. State Unemployment Rates 0 0 0 0 0 2 3 4
Persistence in U.S. State Unemployment Rates: Errata and Extensions 0 0 0 0 1 2 3 6
Predicting Recessions: A Regression (Probit) Model Approach 0 0 0 106 0 2 5 227
Predicting the equity premium with dividend ratios: a matter of balance 0 0 0 43 0 3 3 154
Prostate cancer: a New Brunswick tale 0 0 0 8 0 0 1 50
Relative Prices and Money: Some Canadian Evidence 0 0 0 0 1 5 7 13
Response surface estimates of the KPSS stationarity test 0 0 0 101 2 10 13 323
Revising Fiscal Policy and Growth in Saudi Arabia 0 0 0 11 0 2 5 53
Revisiting the inflation-hedging properties of precious metals in Africa 0 0 1 1 0 4 8 10
Spatial Arbitrage in Sarawak Pepper Prices 0 0 0 0 1 4 6 97
Spatial Market Arbitrage and Threshold Cointegration 0 0 0 127 2 3 4 311
Tests of exchange market efficiency: fragile evidence from cointegration tests 0 0 0 225 0 1 4 514
The Choice of Monetary Policy Instruments in Canada: An Extension 0 0 0 20 0 3 3 140
Threshold Cointegration: Model Selection with an Application 0 0 2 84 0 11 16 255
Threshold cointegration and asymmetries between dividends and earnings news 0 0 0 0 0 1 3 5
Unit roots and purchasing power parity: another kick at the can 0 0 0 18 0 3 6 79
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 3 4 34
Total Journal Articles 1 5 29 2,306 52 247 424 9,074
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 2 2 10
Total Chapters 0 0 0 1 0 2 2 10


Statistics updated 2026-03-04