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 2 160
Total Working Papers 0 0 0 0 1 1 2 160


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 1 5 65
A note on CO2 emissions using two new tests 0 0 0 0 3 4 6 13
A note on fractional cointegration 0 0 0 29 2 2 4 74
A note on the efficiency of the London metal exchange 0 0 0 77 1 3 3 194
Anticipated monetary policy in Canada: Some new evidence 0 0 0 2 1 2 5 26
Book Review of The Drunkard’s Walk: How Randomness Rules Our Lives 0 0 1 47 0 1 3 214
Breaking deterministics, test size and the efficient Wald test for fractional unit roots 0 0 0 3 1 3 4 28
Causality between export growth and industrial development: Empirical evidence from the NICs -- A comment 0 0 0 40 1 2 3 130
Cointegration Tests on MARS 0 0 0 0 1 3 3 306
Commodity Prices: Policy Target or Information Variable: A Comment 0 0 0 36 0 1 1 90
Compelling Evidence of an Environmental Kuznets Curve in the United Kingdom 0 0 3 51 1 2 16 167
Critical values for the augmented efficient Wald test for fractional unit roots 0 0 0 24 0 0 2 175
Critical values of the augmented fractional Dickey–Fuller test 0 1 1 244 0 2 11 660
Easyreg: version 1.12 0 0 0 4 0 2 4 714
El Niño, La Niña, and a cup of Joe 2 4 8 21 7 11 21 84
Exchange rates and fractional integration revisited 0 0 1 13 2 2 4 32
Extended critical values for a simple test of cointegration 0 0 0 22 0 1 1 80
Financial analysis package for GAUSS 0 0 1 297 0 3 6 616
Finite Sample Critical Values of the Generalized KPSS Stationarity Test 0 0 0 13 0 5 8 55
Finite Sample Lag Adjusted Critical Values and Probability Values for the Fourier Wavelet Unit Root Test 0 0 1 1 1 2 3 3
Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test 0 0 0 3 0 7 8 18
Forecasting inflation using the term structure and MARS 0 0 1 49 1 2 3 161
Forecasting recessions: can we do better on MARS? 0 0 2 125 1 3 7 645
Fractional cointegration: Monte Carlo estimates of critical values, with an application 0 0 0 63 1 4 4 197
Fractional integration in agricultural futures price volatilities revisited 0 0 0 55 1 1 2 148
Further evidence of an Environmental Kuznets Curve in Spain 0 0 0 34 2 4 7 124
GARCH and MARKOV Hedging at the Winnipeg Commodity Exchange 0 0 0 3 0 0 0 23
Global relationships across crude oil benchmarks 0 1 3 24 3 5 13 95
Gold and crude oil prices after the great moderation 0 0 3 16 2 3 16 103
Market shares and rivalry in the U.S. cigarette industry 0 0 0 52 0 1 1 212
Mean Reversion in CO2 Emissions: the Need for Structural Change 0 0 2 20 1 3 11 83
Modelling the Link between Commodity Prices and Exchange Rates: The Tale of Daily Data 0 0 0 52 0 2 4 343
Nonlinear attractors and asymmetries between non-life insurance premiums and financial markets 0 0 1 19 2 3 6 81
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 2 28
On the empirical size of Nielsen's multivariate likelihood ratio test of fractional integration 0 0 0 7 2 2 4 55
On the exchange-rate elasticity of the demand for international reserves: Some evidence from industrial countries — A Comment 0 0 0 6 1 1 1 25
On the finite sample size and power of the generalized KPSS test in the presence of level breaks 0 0 0 12 1 1 1 65
Optimal Hedge Ratios at the Winnipeg Commodity Exchange 0 0 0 38 1 2 7 374
Persistence in U.S. State Unemployment Rates 0 0 0 0 0 0 1 2
Persistence in U.S. State Unemployment Rates: Errata and Extensions 0 0 0 0 0 1 1 4
Predicting Recessions: A Regression (Probit) Model Approach 0 0 0 106 0 1 4 225
Predicting the equity premium with dividend ratios: a matter of balance 0 0 0 43 2 2 2 153
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 2 3 9
Response surface estimates of the KPSS stationarity test 0 0 0 101 3 5 7 316
Revising Fiscal Policy and Growth in Saudi Arabia 0 0 0 11 1 1 4 52
Revisiting the inflation-hedging properties of precious metals in Africa 0 0 1 1 1 2 5 7
Spatial Arbitrage in Sarawak Pepper Prices 0 0 0 0 1 3 3 94
Spatial Market Arbitrage and Threshold Cointegration 0 0 0 127 1 2 2 309
Tests of exchange market efficiency: fragile evidence from cointegration tests 0 0 0 225 0 1 3 513
The Choice of Monetary Policy Instruments in Canada: An Extension 0 0 0 20 1 1 1 138
Threshold Cointegration: Model Selection with an Application 0 0 2 84 2 4 8 246
Threshold cointegration and asymmetries between dividends and earnings news 0 0 0 0 0 2 3 4
Unit roots and purchasing power parity: another kick at the can 0 0 0 18 1 1 4 77
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 1 1 31
Total Journal Articles 2 6 31 2,303 56 126 263 8,883
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 2 2 2 10
Total Chapters 0 0 0 1 2 2 2 10


Statistics updated 2026-01-09