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 0 2 55
Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity 0 0 0 53 0 0 0 152
Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium 0 0 0 47 0 1 3 32
U.S. and U.K. Inflation: Evidence on Structural Change in the Order of Integration 0 0 0 132 0 0 0 603
U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks 0 0 1 209 0 0 1 1,287
Total Working Papers 0 0 1 480 0 1 6 2,129

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 1 3 121
A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries 0 1 9 229 2 4 15 435
Asymmetric adjustment and smooth transitions: a combination of some unit root tests 0 0 0 52 0 0 3 149
Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity 0 0 0 95 0 0 1 239
Evidence on purchasing power parity from univariate models: the case of smooth transition trend‐stationarity 0 0 0 1 0 1 2 7
Fixed and Recursive Right-Tailed Dickey–Fuller Tests in the Presence of a Break under the Null 0 0 0 35 0 0 0 86
Improving the accuracy of asset price bubble start and end date estimators 0 0 2 17 0 3 9 72
Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing 0 0 0 111 0 0 1 261
Real‐Time Monitoring for Explosive Financial Bubbles 1 1 2 15 2 3 7 53
Real‐time detection of regimes of predictability in the US equity premium 0 0 0 5 0 0 1 17
Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble 0 0 0 20 0 0 0 69
Spurious regression: A higher-order problem 0 0 0 22 0 0 0 80
Stochastic unit roots modelling of stock price indices 0 0 0 78 0 0 1 199
Testing for Co‐explosive Behaviour in Financial Time Series 0 0 1 5 0 0 6 26
Testing for bubbles: an application of tests for change in persistence 1 1 1 67 1 1 2 160
Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests 0 0 1 29 0 1 2 79
Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure 0 0 0 0 0 0 0 74
Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates 0 0 0 0 0 0 0 434
Tests for explosive financial bubbles in the presence of non-stationary volatility 1 2 16 105 2 5 23 219
The Saturday effect: an interesting anomaly in the Saudi stock market 0 0 1 7 1 1 3 34
The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration 0 0 0 252 0 0 1 672
U.S. dollar real exchange rates: Nonlinearity revisited 0 0 0 48 0 0 1 166
Unit Roots and Asymmetric Smooth Transitions 0 0 0 2 0 0 1 5
Value at risk: a critical overview 1 1 8 138 1 2 16 340
Total Journal Articles 4 6 41 1,351 9 22 98 3,997

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 0 0
Total Chapters 0 0 0 0 0 0 0 0

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Statistics updated 2025-10-06