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 3 8 8
Endogenous Expectations and Economic Policy 0 0 0 0 0 1 5 164
Total Working Papers 0 0 0 0 1 4 13 172


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 0 0 9 71
A note on CO2 emissions using two new tests 0 0 0 0 0 3 31 39
A note on fractional cointegration 0 0 0 29 0 2 11 83
A note on the efficiency of the London metal exchange 0 0 0 77 0 0 7 198
Anticipated monetary policy in Canada: Some new evidence 0 0 0 2 0 0 3 27
Book Review of The Drunkard’s Walk: How Randomness Rules Our Lives 0 1 1 48 0 1 7 220
Breaking deterministics, test size and the efficient Wald test for fractional unit roots 0 0 0 3 0 0 10 35
Causality between export growth and industrial development: Empirical evidence from the NICs -- A comment 0 0 0 40 0 0 5 133
Cointegration Tests on MARS 0 0 0 0 0 1 7 310
Commodity Prices: Policy Target or Information Variable: A Comment 0 0 0 36 1 1 7 96
Compelling Evidence of an Environmental Kuznets Curve in the United Kingdom 0 0 1 52 0 3 13 177
Critical values for the augmented efficient Wald test for fractional unit roots 0 0 0 24 0 3 5 180
Critical values of the augmented fractional Dickey–Fuller test 0 0 1 244 0 0 23 679
Easyreg: version 1.12 0 0 0 4 0 0 5 717
El Niño, La Niña, and a cup of Joe 0 1 5 22 0 15 35 106
Exchange rates and fractional integration revisited 0 0 0 13 0 1 3 33
Extended critical values for a simple test of cointegration 0 0 0 22 1 2 8 87
Financial analysis package for GAUSS 0 0 0 297 1 2 11 624
Finite Sample Critical Values of the Generalized KPSS Stationarity Test 0 0 0 13 0 3 22 70
Finite Sample Lag Adjusted Critical Values and Probability Values for the Fourier Wavelet Unit Root Test 0 0 1 2 0 0 13 14
Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test 0 0 0 3 1 1 22 33
Forecasting inflation using the term structure and MARS 0 0 1 49 0 0 7 165
Forecasting recessions: can we do better on MARS? 0 0 1 125 0 1 16 656
Fractional cointegration: Monte Carlo estimates of critical values, with an application 0 0 0 63 0 0 7 200
Fractional integration in agricultural futures price volatilities revisited 0 0 1 56 0 1 9 156
Further evidence of an Environmental Kuznets Curve in Spain 0 0 0 34 0 0 9 129
GARCH and MARKOV Hedging at the Winnipeg Commodity Exchange 0 0 0 3 1 1 7 30
Global relationships across crude oil benchmarks 0 0 2 24 2 3 18 105
Gold and crude oil prices after the great moderation 0 0 2 16 0 1 15 113
Market shares and rivalry in the U.S. cigarette industry 0 0 0 52 0 0 3 214
Mean Reversion in CO2 Emissions: the Need for Structural Change 0 0 0 20 0 1 9 89
Modelling the Link between Commodity Prices and Exchange Rates: The Tale of Daily Data 0 0 0 52 1 1 9 350
Nonlinear attractors and asymmetries between non-life insurance premiums and financial markets 0 0 1 20 0 1 10 87
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 34
On the empirical size of Nielsen's multivariate likelihood ratio test of fractional integration 0 0 0 7 0 0 10 63
On the exchange-rate elasticity of the demand for international reserves: Some evidence from industrial countries — A Comment 0 0 0 6 0 0 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 1 6 70
Optimal Hedge Ratios at the Winnipeg Commodity Exchange 0 0 0 38 0 1 6 377
Persistence in U.S. State Unemployment Rates 0 0 0 0 0 1 3 5
Persistence in U.S. State Unemployment Rates: Errata and Extensions 0 0 0 0 1 1 4 7
Predicting Recessions: A Regression (Probit) Model Approach 0 0 0 106 0 1 5 228
Predicting the equity premium with dividend ratios: a matter of balance 0 0 0 43 0 0 6 157
Prostate cancer: a New Brunswick tale 0 0 0 8 0 0 3 53
Relative Prices and Money: Some Canadian Evidence 0 0 0 0 0 0 8 15
Response surface estimates of the KPSS stationarity test 0 0 0 101 0 4 19 330
Revising Fiscal Policy and Growth in Saudi Arabia 0 0 0 11 1 1 8 56
Revisiting the inflation-hedging properties of precious metals in Africa 0 0 1 1 0 0 9 11
Spatial Arbitrage in Sarawak Pepper Prices 0 0 0 0 0 0 7 98
Spatial Market Arbitrage and Threshold Cointegration 0 0 0 127 1 3 9 316
Tests of exchange market efficiency: fragile evidence from cointegration tests 0 0 0 225 0 0 3 515
The Choice of Monetary Policy Instruments in Canada: An Extension 0 0 0 20 0 0 4 141
Threshold Cointegration: Model Selection with an Application 0 0 0 84 0 0 17 258
Threshold cointegration and asymmetries between dividends and earnings news 0 0 1 1 1 2 9 11
Unit roots and purchasing power parity: another kick at the can 0 0 0 18 1 2 7 82
Who cut the cheese? 0 0 0 23 1 1 5 93
World Non-Oil Primary Commodity Markets: Comment on Chu and Morrison 0 0 0 7 0 0 5 35
Total Journal Articles 0 2 19 2,310 15 67 541 9,269
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 6 14
Total Chapters 0 0 0 1 0 0 6 14


Statistics updated 2026-08-07