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 1 1 1 159
Total Working Papers 0 0 0 0 1 1 1 159


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 1 1 4 62
A note on CO2 emissions using two new tests 0 0 0 0 1 1 4 8
A note on fractional cointegration 0 0 0 29 0 0 2 72
A note on the efficiency of the London metal exchange 0 0 0 77 0 0 1 191
Anticipated monetary policy in Canada: Some new evidence 0 0 0 2 1 1 3 24
Book Review of The Drunkard’s Walk: How Randomness Rules Our Lives 0 1 1 47 0 2 3 213
Breaking deterministics, test size and the efficient Wald test for fractional unit roots 0 0 0 3 0 0 1 25
Causality between export growth and industrial development: Empirical evidence from the NICs -- A comment 0 0 0 40 0 0 1 128
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 1 2 3 51 4 7 15 164
Critical values for the augmented efficient Wald test for fractional unit roots 0 0 0 24 2 2 3 175
Critical values of the augmented fractional Dickey–Fuller test 0 0 0 243 2 7 9 656
Easyreg: version 1.12 0 0 0 4 1 1 3 712
El Niño, La Niña, and a cup of Joe 0 0 5 17 1 2 11 71
Exchange rates and fractional integration revisited 0 1 1 13 0 1 2 30
Extended critical values for a simple test of cointegration 0 0 0 22 0 0 3 79
Financial analysis package for GAUSS 1 1 1 297 2 3 3 613
Finite Sample Critical Values of the Generalized KPSS Stationarity Test 0 0 0 13 1 1 2 48
Finite Sample Lag Adjusted Critical Values and Probability Values for the Fourier Wavelet Unit Root Test 0 0 1 1 0 0 1 1
Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test 0 0 0 3 0 1 2 11
Forecasting inflation using the term structure and MARS 0 0 1 48 0 0 1 158
Forecasting recessions: can we do better on MARS? 0 0 1 124 1 1 2 640
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 1 147
Further evidence of an Environmental Kuznets Curve in Spain 0 0 0 34 0 1 3 120
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 1 22 1 3 6 87
Gold and crude oil prices after the great moderation 0 1 1 14 4 9 12 98
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 3 20 3 5 9 80
Modelling the Link between Commodity Prices and Exchange Rates: The Tale of Daily Data 0 0 0 52 2 2 3 341
Nonlinear attractors and asymmetries between non-life insurance premiums and financial markets 0 0 1 19 1 1 4 77
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 1 1 27
On the empirical size of Nielsen's multivariate likelihood ratio test of fractional integration 0 0 0 7 1 1 2 53
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 1 2 4 371
Persistence in U.S. State Unemployment Rates 0 0 0 0 1 1 1 2
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 0 1 106 0 0 3 223
Predicting the equity premium with dividend ratios: a matter of balance 0 0 0 43 0 0 1 151
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 0 0 2 7
Response surface estimates of the KPSS stationarity test 0 0 0 101 0 0 4 311
Revising Fiscal Policy and Growth in Saudi Arabia 0 0 0 11 0 0 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 0 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 1 3 512
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 1 2 84 0 1 3 241
Threshold cointegration and asymmetries between dividends and earnings news 0 0 0 0 0 0 2 2
Unit roots and purchasing power parity: another kick at the can 0 0 0 18 2 2 4 75
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 2 8 25 2,291 34 61 151 8,728
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 0 8
Total Chapters 0 0 0 1 0 0 0 8


Statistics updated 2025-08-05