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 9 64
Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity 0 0 0 53 0 1 7 159
Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium 0 0 0 47 0 0 10 41
U.S. and U.K. Inflation: Evidence on Structural Change in the Order of Integration 0 0 0 132 0 0 7 610
U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks 0 0 0 209 0 0 7 1,294
Total Working Papers 0 0 0 480 0 1 40 2,168

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 2 6 234 1 4 24 456
Asymmetric adjustment and smooth transitions: a combination of some unit root tests 0 0 0 52 0 1 6 155
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 1 4 10
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 2 9 80
Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing 0 0 0 111 0 1 8 269
Real‐Time Monitoring for Explosive Financial Bubbles 0 0 3 17 1 1 19 70
Real‐time detection of regimes of predictability in the US equity premium 0 0 0 5 0 0 9 26
Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble 0 0 2 22 0 0 11 80
Spurious regression: A higher-order problem 0 0 0 22 1 2 4 84
Stochastic unit roots modelling of stock price indices 0 0 0 78 0 0 8 207
Testing for Co‐explosive Behaviour in Financial Time Series 0 0 2 7 0 2 13 39
Testing for bubbles: an application of tests for change in persistence 0 0 1 67 0 0 11 170
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 0 0 12 86
Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates 0 0 0 0 0 0 4 438
Tests for explosive financial bubbles in the presence of non-stationary volatility 1 3 11 115 2 7 40 255
The Saturday effect: an interesting anomaly in the Saudi stock market 0 0 1 8 0 1 11 44
The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration 0 0 1 253 1 1 10 682
U.S. dollar real exchange rates: Nonlinearity revisited 0 0 1 49 1 1 11 177
Unit Roots and Asymmetric Smooth Transitions 0 0 0 2 0 2 15 20
Value at risk: a critical overview 0 2 4 141 0 3 12 350
Total Journal Articles 1 7 32 1,378 8 29 276 4,258

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 2026-08-07