Access Statistics for Robert Sollis

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
Detecting Regimes of Predictability in the U.S. Equity Premium 0 0 0 39 0 1 10 65
Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity 0 0 0 53 1 1 8 160
Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium 0 0 0 47 0 1 10 42
U.S. and U.K. Inflation: Evidence on Structural Change in the Order of Integration 0 0 0 132 0 1 8 611
U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks 0 1 1 210 1 3 10 1,297
Total Working Papers 0 1 1 481 2 7 46 2,175

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Cautionary Note on the Order of Integration of Post‐war Aggregate Wage, Price and Productivity Measures 0 0 0 18 0 0 9 130
A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries 0 0 5 234 1 3 23 458
Asymmetric adjustment and smooth transitions: a combination of some unit root tests 0 0 0 52 0 1 7 156
Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity 0 0 0 95 0 0 9 248
Evidence on purchasing power parity from univariate models: the case of smooth transition trend‐stationarity 0 0 0 1 0 2 5 12
Fixed and Recursive Right-Tailed Dickey–Fuller Tests in the Presence of a Break under the Null 0 0 0 35 0 0 8 94
Improving the accuracy of asset price bubble start and end date estimators 0 0 0 17 1 3 10 82
Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing 0 0 0 111 0 0 8 269
Real‐Time Monitoring for Explosive Financial Bubbles 1 1 3 18 3 6 22 75
Real‐time detection of regimes of predictability in the US equity premium 0 0 0 5 1 2 11 28
Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble 0 0 2 22 1 1 12 81
Spurious regression: A higher-order problem 0 0 0 22 0 1 4 84
Stochastic unit roots modelling of stock price indices 0 0 0 78 0 1 9 208
Testing for Co‐explosive Behaviour in Financial Time Series 0 0 2 7 0 1 14 40
Testing for bubbles: an application of tests for change in persistence 0 0 0 67 0 2 12 172
Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests 0 0 0 29 0 0 9 88
Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure 0 0 0 0 1 1 13 87
Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates 0 0 0 0 1 1 5 439
Tests for explosive financial bubbles in the presence of non-stationary volatility 1 2 11 116 3 8 42 261
The Saturday effect: an interesting anomaly in the Saudi stock market 0 0 1 8 0 1 11 45
The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration 0 0 1 253 0 3 12 684
U.S. dollar real exchange rates: Nonlinearity revisited 0 0 1 49 0 1 11 177
Unit Roots and Asymmetric Smooth Transitions 0 0 0 2 0 1 16 21
Value at risk: a critical overview 0 0 3 141 0 0 10 350
Total Journal Articles 2 3 29 1,380 12 39 292 4,289

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Chapter 14 Forecasting Interest Rates: An Application of the Stochastic Unit Root and Stochastic Cointegration Frameworks 0 0 0 0 0 0 2 2
Total Chapters 0 0 0 0 0 0 2 2

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Statistics updated 2026-10-11