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 1 1 5 5
Endogenous Expectations and Economic Policy 0 0 0 0 2 2 5 163
Total Working Papers 0 0 0 0 3 3 10 168


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 2 3 10 71
A note on CO2 emissions using two new tests 0 0 0 0 1 9 29 36
A note on fractional cointegration 0 0 0 29 2 6 9 81
A note on the efficiency of the London metal exchange 0 0 0 77 2 3 7 198
Anticipated monetary policy in Canada: Some new evidence 0 0 0 2 0 0 4 27
Book Review of The Drunkard’s Walk: How Randomness Rules Our Lives 0 0 1 47 2 5 8 219
Breaking deterministics, test size and the efficient Wald test for fractional unit roots 0 0 0 3 2 4 10 35
Causality between export growth and industrial development: Empirical evidence from the NICs -- A comment 0 0 0 40 1 1 5 133
Cointegration Tests on MARS 0 0 0 0 0 1 6 309
Commodity Prices: Policy Target or Information Variable: A Comment 0 0 0 36 1 3 6 95
Compelling Evidence of an Environmental Kuznets Curve in the United Kingdom 1 1 3 52 4 6 17 174
Critical values for the augmented efficient Wald test for fractional unit roots 0 0 0 24 0 0 4 177
Critical values of the augmented fractional Dickey–Fuller test 0 0 1 244 3 16 30 679
Easyreg: version 1.12 0 0 0 4 0 2 6 717
El Niño, La Niña, and a cup of Joe 0 0 4 21 2 2 22 91
Exchange rates and fractional integration revisited 0 0 1 13 0 0 3 32
Extended critical values for a simple test of cointegration 0 0 0 22 2 2 6 85
Financial analysis package for GAUSS 0 0 1 297 3 6 12 622
Finite Sample Critical Values of the Generalized KPSS Stationarity Test 0 0 0 13 5 6 20 67
Finite Sample Lag Adjusted Critical Values and Probability Values for the Fourier Wavelet Unit Root Test 0 0 1 2 1 3 13 14
Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test 0 0 0 3 0 9 22 32
Forecasting inflation using the term structure and MARS 0 0 1 49 2 4 7 165
Forecasting recessions: can we do better on MARS? 0 0 1 125 4 5 16 655
Fractional cointegration: Monte Carlo estimates of critical values, with an application 0 0 0 63 3 3 7 200
Fractional integration in agricultural futures price volatilities revisited 0 1 1 56 3 6 8 155
Further evidence of an Environmental Kuznets Curve in Spain 0 0 0 34 2 3 10 129
GARCH and MARKOV Hedging at the Winnipeg Commodity Exchange 0 0 0 3 0 2 6 29
Global relationships across crude oil benchmarks 0 0 2 24 0 3 18 102
Gold and crude oil prices after the great moderation 0 0 3 16 4 7 23 112
Market shares and rivalry in the U.S. cigarette industry 0 0 0 52 1 2 3 214
Mean Reversion in CO2 Emissions: the Need for Structural Change 0 0 1 20 1 1 13 88
Modelling the Link between Commodity Prices and Exchange Rates: The Tale of Daily Data 0 0 0 52 3 4 10 349
Nonlinear attractors and asymmetries between non-life insurance premiums and financial markets 0 0 1 20 3 3 10 86
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 1 7 33
On the empirical size of Nielsen's multivariate likelihood ratio test of fractional integration 0 0 0 7 1 4 11 63
On the exchange-rate elasticity of the demand for international reserves: Some evidence from industrial countries — A Comment 0 0 0 6 0 1 5 29
On the finite sample size and power of the generalized KPSS test in the presence of level breaks 0 0 0 12 1 4 5 69
Optimal Hedge Ratios at the Winnipeg Commodity Exchange 0 0 0 38 1 1 7 376
Persistence in U.S. State Unemployment Rates 0 0 0 0 0 0 3 4
Persistence in U.S. State Unemployment Rates: Errata and Extensions 0 0 0 0 0 1 3 6
Predicting Recessions: A Regression (Probit) Model Approach 0 0 0 106 0 0 4 227
Predicting the equity premium with dividend ratios: a matter of balance 0 0 0 43 2 3 6 157
Prostate cancer: a New Brunswick tale 0 0 0 8 2 3 3 53
Relative Prices and Money: Some Canadian Evidence 0 0 0 0 1 3 8 15
Response surface estimates of the KPSS stationarity test 0 0 0 101 3 5 15 326
Revising Fiscal Policy and Growth in Saudi Arabia 0 0 0 11 1 2 7 55
Revisiting the inflation-hedging properties of precious metals in Africa 0 0 1 1 1 1 9 11
Spatial Arbitrage in Sarawak Pepper Prices 0 0 0 0 0 2 7 98
Spatial Market Arbitrage and Threshold Cointegration 0 0 0 127 2 4 6 313
Tests of exchange market efficiency: fragile evidence from cointegration tests 0 0 0 225 1 1 4 515
The Choice of Monetary Policy Instruments in Canada: An Extension 0 0 0 20 0 1 4 141
Threshold Cointegration: Model Selection with an Application 0 0 1 84 3 3 18 258
Threshold cointegration and asymmetries between dividends and earnings news 0 1 1 1 3 4 7 9
Unit roots and purchasing power parity: another kick at the can 0 0 0 18 0 1 7 80
Who cut the cheese? 0 0 0 23 4 4 4 92
World Non-Oil Primary Commodity Markets: Comment on Chu and Morrison 0 0 0 7 1 1 5 35
Total Journal Articles 1 3 25 2,308 86 180 535 9,202
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 4 4 6 14
Total Chapters 0 0 0 1 4 4 6 14


Statistics updated 2026-05-06