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 6 8 63
Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity 0 0 0 53 2 5 5 157
Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium 0 0 0 47 0 5 8 39
U.S. and U.K. Inflation: Evidence on Structural Change in the Order of Integration 0 0 0 132 1 4 5 608
U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks 0 0 1 209 0 2 3 1,289
Total Working Papers 0 0 1 480 3 22 29 2,156

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 1 6 9 129
A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries 0 1 5 232 1 9 19 448
Asymmetric adjustment and smooth transitions: a combination of some unit root tests 0 0 0 52 0 3 5 152
Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity 0 0 0 95 3 6 7 246
Evidence on purchasing power parity from univariate models: the case of smooth transition trend‐stationarity 0 0 0 1 1 2 3 9
Fixed and Recursive Right-Tailed Dickey–Fuller Tests in the Presence of a Break under the Null 0 0 0 35 0 4 4 90
Improving the accuracy of asset price bubble start and end date estimators 0 0 2 17 1 4 12 76
Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing 0 0 0 111 1 3 4 265
Real‐Time Monitoring for Explosive Financial Bubbles 2 2 4 17 5 10 19 66
Real‐time detection of regimes of predictability in the US equity premium 0 0 0 5 1 6 7 24
Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble 0 1 2 22 0 8 10 79
Spurious regression: A higher-order problem 0 0 0 22 0 1 1 81
Stochastic unit roots modelling of stock price indices 0 0 0 78 1 7 7 206
Testing for Co‐explosive Behaviour in Financial Time Series 0 0 0 5 0 4 7 30
Testing for bubbles: an application of tests for change in persistence 0 0 1 67 1 4 5 164
Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests 0 0 0 29 1 4 7 85
Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure 0 0 0 0 1 5 7 81
Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates 0 0 0 0 1 2 2 436
Tests for explosive financial bubbles in the presence of non-stationary volatility 1 3 15 111 7 14 35 239
The Saturday effect: an interesting anomaly in the Saudi stock market 0 0 2 8 1 3 7 39
The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration 0 1 1 253 0 6 7 679
U.S. dollar real exchange rates: Nonlinearity revisited 0 1 1 49 0 4 6 172
Unit Roots and Asymmetric Smooth Transitions 0 0 0 2 0 10 12 17
Value at risk: a critical overview 0 1 6 139 0 4 14 344
Total Journal Articles 3 10 39 1,368 27 129 216 4,157

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 1 1 1
Total Chapters 0 0 0 0 0 1 1 1

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Statistics updated 2026-03-04