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Macroeconomics and Financial Markets

  1. 2020
  2. Published

    Return predictability of variance differences: A fractionally cointegrated approach

    Li, Z., Izzeldin, M. & Yao, X., 1/07/2020, In : Journal of Futures Markets. 40, 7, p. 1072-1089 18 p.

    Research output: Contribution to journalJournal article

  3. Published

    An augmented first-order approach for incentive problems

    Renner, P., 28/05/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  4. Forthcoming

    Speculative Bubbles in Segmented Markets: Evidence from Chinese Cross-Listed Stocks

    Pavlidis, E. & Vasilopoulos, K., 25/05/2020, (Accepted/In press) In : Journal of International Money and Finance.

    Research output: Contribution to journalJournal article

  5. Published

    exuber: Recursive Right-Tailed Unit Root Testing with R

    Vasilopoulos, K., Pavlidis, E. & Martínez-García, E., 13/05/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  6. E-pub ahead of print

    The Inter-temporal relationship between Risk, Capital and Efficiency: The case of Islamic and conventional banks

    Saeed, M., Izzeldin, M., Hassan, M. K. & Pappas, V., 8/04/2020, In : Pacific-Basin Finance Journal. 101328.

    Research output: Contribution to journalJournal article

  7. Published

    On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences

    Paya, I., Peel, D. & Georgalos, K., 3/04/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  8. 2019
  9. Published

    Labor Market Effects of Technology Shocks Biased toward the Traded Sector

    Bertinelli, L., Cardi, O. & Restout, R., 12/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  10. Published

    Proxy structural vector autoregressions, informational sufficiency and the role of monetary policy

    Miescu, M. & Mumtaz, H., 31/10/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  11. Published

    A novel cluster HAR-type model for forecasting realized volatility

    Yao, X., Izzeldin, M. & Li, Z., 1/10/2019, In : International Journal of Forecasting. 35, p. 1318-1331 14 p.

    Research output: Contribution to journalJournal article

  12. Published

    Uncertainty shocks in emerging economies: a global to local approach for identification

    Miescu, M., 10/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  13. Published

    Modelling systems with a mixture of I (d) and I (0) variables using the fractionally co-integrated VAR model

    Yao, X., Izzeldin, M. & Li, Z., 1/08/2019, In : Economics Letters. 181, p. 160-163 4 p.

    Research output: Contribution to journalJournal article

  14. Published

    Identification of Global and Local Shocks in International Financial Markets via General Dynamic Factor Models

    Barigozzi, M., Hallin, M. & Soccorsi, S., 1/07/2019, In : Journal of Financial Econometrics. 17 , 3, p. 462-494 33 p.

    Research output: Contribution to journalJournal article

  15. Published

    Speculative Bubbles in Segmented Markets: Evidence from Chinese Cross-Listed Stocks

    Pavlidis, E. & Vasilopoulos, K., 1/07/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  16. Published

    House Prices, (Un)Affordability and Systemic Risk

    Pavlidis, E., Paya, I. & Skouralis, A., 1/06/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  17. Published

    The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility

    Hizmeri, R., Izzeldin, M., Murphy, A. & Tsionas, M., 1/05/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  18. Published

    Flexible distribution functions, higher-order preferences and optimal portfolio allocation

    Niguez, T-M., Paya, I., Peel, D. A. & Perote, J., 1/04/2019, In : Quantitative Finance. 19, 4, p. 699-703 5 p.

    Research output: Contribution to journalJournal article

  19. Published

    Macroprudential Interventions in Liquidity Traps

    Tayler, W. J. & Zilberman, R., 02/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  20. Published

    Optimal Fiscal Policy with Consumption Taxation

    Motta, G. E. & Rossi, R., 02/2019, In : Journal of Money, Credit and Banking. 51, 1, p. 139-161 23 p.

    Research output: Contribution to journalJournal article

  21. Published

    An econometric analysis of global agricultural commodity prices

    Spavound, S., 2019, Lancaster University. 116 p.

    Research output: ThesisDoctoral Thesis

  22. Unpublished

    An Econometric Analysis of Global Commodity Prices

    George, R., 2019, (Unpublished) Lancaster University. 190 p.

    Research output: ThesisDoctoral Thesis

  23. Published

    The simplification, solution and estimation of a small open DSGE model: Evidence from the UK and Canada

    Li, J., 2019, Lancaster University. 280 p.

    Research output: ThesisDoctoral Thesis

  24. 2018
  25. Published

    Modeling Changes in U.S. Monetary Policy with a Time-Varying Nonlinear Taylor Rule

    Nguyen, A., Pavlidis, E. & Peel, D. A., 12/2018, In : Studies in Nonlinear Dynamics and Econometrics. 22, 5, 16 p., 20170092.

    Research output: Contribution to journalJournal article

  26. E-pub ahead of print

    On the Contribution of the Markowitz Model of Utility to Explain Risky Choice in Experimental Research

    Georgalos, K., Paya, I. & Peel, D. A., 23/11/2018, In : Journal of Economic Behavior and Organization.

    Research output: Contribution to journalJournal article

  27. Published

    A nonlinear analysis of the real exchange rate-consumption relationship

    Pavlidis, E., Paya, I. & Peel, D. A., 10/2018, In : Macroeconomic Dynamics. 22, 7, p. 1825-1843 19 p.

    Research output: Contribution to journalJournal article

  28. Published

    Economic Policy in a Recession. Lessons from the Past

    Steele, G. R., 09/2018, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers series).

    Research output: Working paper

  29. Published

    Imperfect mobility of labor across sectors and fiscal transmission

    Cardi, O., Restout, R. & Claeys, P., 09/2018, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  30. Published

    Relative productivity and search unemployment in an open economy

    Bertinelli, L., Cardi, O. & Restout, R., 09/2018, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  31. Published

    Dynamic factor model with infinite-dimensional factor space: forecasting

    Forni, M., Giovannelli, A., Lippi, M. & Soccorsi, S., 1/08/2018, In : Journal of Applied Econometrics. 33, 5, p. 625-642 18 p.

    Research output: Contribution to journalJournal article

  32. Published

    Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market

    Pavlidis, E., Paya, I. & Peel, D. A., 1/08/2018, In : Journal of Money, Credit and Banking. 50, 5, p. 833-856 24 p.

    Research output: Contribution to journalJournal article

  33. Published

    A Novel Model of Costly Technical Efficiency

    Tsionas, M. & Izzeldin, M., 16/07/2018, In : European Journal of Operational Research. 268, 2, p. 653-664 12 p.

    Research output: Contribution to journalJournal article

  34. Published

    On the Persistence and Dynamics of Big 4 Real Audit Fees: Evidence from the UK

    Kacer, M., Peel, D. A., Peel, M. J. & Wilson, N., 05/2018, In : Journal of Business Finance and Accounting. 45, 5-6, p. 714-727 14 p.

    Research output: Contribution to journalJournal article

  35. Published

    The Spurious Effect of ARCH Errors on Linearity Tests: A Theoretical Note and an Alternative Maximum Likelihood Approach

    Pavlidis, E. & Tsionas, E., 04/2018, In : Studies in Nonlinear Dynamics and Econometrics. 22, 2, 8 p., 20160055.

    Research output: Contribution to journalJournal article

  36. E-pub ahead of print

    Bayesian CV@R/super-quantile regression

    Tsionas, E. & Izzeldin, M., 20/03/2018, In : Journal of Applied Statistics.

    Research output: Contribution to journalJournal article

  37. Published

    Capital and Earnings Management: Evidence from Alternative Banking Business Models

    El Nahass, M., Izzeldin, M. & Steele, G. R., 03/2018, In : The International Journal of Accounting. 53, 1, p. 20-32 13 p.

    Research output: Contribution to journalJournal article

  38. Published

    Forecasting Using Alternative Measures of Model-Free Option-Implied Volatility

    Yao, X. & Izzeldin, M., 02/2018, In : Journal of Futures Markets. 38, 2, p. 199-218 20 p.

    Research output: Contribution to journalJournal article

  39. Published

    Forewarned: A Sceptic’s Guide to Prediction

    Schaer, O. & Spavound, S., 2018, In : Foresight: The International Journal of Applied Forecasting. 48, p. 17-18 2 p.

    Research output: Contribution to journalBook/Film/Article review

  40. 2017
  41. Published

    Testing for speculative bubbles using spot and forward prices

    Pavlidis, E., Paya, I. & Peel, D. A., 11/2017, In : International Economic Review. 58, 4, p. 1191-1226 36 p.

    Research output: Contribution to journalJournal article

  42. Published

    Exuberance in the U.K. Regional Housing Markets

    Pavlidis, E., Paya, I., Peel, D. A. & Yusupova, A. Y., 05/2017, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  43. Published

    Fiscal stabilization vs. passivity

    Bai, Y. & Leeper, E., 05/2017, In : Economics Letters. 154, p. 105-108 4 p.

    Research output: Contribution to journalJournal article

  44. Published

    Nominal targeting in an economy with government debt

    Bai, Y., Kirsanova, T. & Leith, C., 05/2017, In : European Economic Review. 94, p. 103-125 23 p.

    Research output: Contribution to journalJournal article

  45. Published

    Wagering on more than one outcome in an event in Cumulative Prospect Theory and Rank Dependent Utility

    Peel, D. A., 05/2017, In : Economics Letters. 154, p. 45-47 3 p.

    Research output: Contribution to journalJournal article

  46. Published

    Bayesian estimation of agent-based models

    Grazzini, J., Richiardi, M. & Tsionas, E., 04/2017, In : Journal of Economic Dynamics and Control. 77, p. 26-47 22 p.

    Research output: Contribution to journalJournal article

  47. Published

    Pre-Decision Side-Bet Sequences

    Kaivanto, K. K. & Peel, D. A., 04/2017, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  48. Published

    Loss aversion and ruinous optimal wagers in cumulative prospect theory

    Peel, D. A. & Law, D., 22/02/2017, In : Economics Bulletin. 37, 1, p. 352-360 9 p.

    Research output: Contribution to journalJournal article

  49. Published

    Essays on international capital flows

    Wang, X., 2017, Lancaster University. 164 p.

    Research output: ThesisDoctoral Thesis

  50. Published

    New empirical evidence on the Tote-SP anomaly and its implications for models of risky choice in gambling markets

    Peel, D. A., Simmons, R. & Buraimo, B., 2017, The Economics of Sports Betting. Rodriguez, P., Humphreys, B. R. & Simmons, R. (eds.). Cheltenham: Edward Elgar, p. 92-104 13 p. 6. (New Horizons in the Economics of Sport).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  51. Published
  52. Published

    Volatility and return forecasting: time series and options-based methods

    Yao, X., 2017, Lancaster University. 219 p.

    Research output: ThesisDoctoral Thesis

  53. 2016
  54. Published

    Examining the relationship between default risk and efficiency in Islamic and conventional banks

    Saeed, M. & Izzeldin, M., 12/2016, In : Journal of Economic Behavior and Organization. 132, Supplement, p. 127-154 28 p.

    Research output: Contribution to journalJournal article

  55. Published

    Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K.

    Peel, D. A. & Promponas, P., 12/2016, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  56. Published

    A cost system approach to the stochastic directional technology distance function with undesirable outputs: the case of U.S. banks in 2001-2010

    Malikov, E., Kumbhakar, S. & Tsionas, E., 11/2016, In : Journal of Applied Econometrics. 31, 7, p. 1407-1429 23 p.

    Research output: Contribution to journalJournal article

  57. Published

    Episodes of exuberance in housing markets: in search of the smoking gun

    Pavlidis, E., Yusupova, A., Paya, I., Peel, D., Martínez-García, E., Mack, A. & Grossman, V., 11/2016, In : Journal of Real Estate Finance and Economics. 53, 4, p. 419-449 31 p.

    Research output: Contribution to journalJournal article

  58. Published

    Pure higher-order effects in the portfolio choice model

    Niguez, T-M., Paya, I. & Peel, D. A., 11/2016, In : Finance Research Letters. 19, p. 255-260 6 p.

    Research output: Contribution to journalJournal article

  59. Published

    Macroprudential regulation, credit spreads and the role of monetary policy

    Tayler, W. J. & Zilberman, R., 10/2016, In : Journal of Financial Stability. 26, C, p. 144-158 15 p.

    Research output: Contribution to journalJournal article

  60. Published

    Measuring nonfundamentalness for structural VARs

    Soccorsi, S., 10/2016, In : Journal of Economic Dynamics and Control. 71, p. 86-101 16 p.

    Research output: Contribution to journalJournal article

  61. Published

    Modeling changes in U.S. monetary policy

    Nguyen, A., Pavlidis, E. & Peel, D. A., 09/2016, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  62. Published

    Wealth fluctuations and investment in risky assets: the UK micro evidence on households asset allocation

    Paya, I. & Wang, P., 09/2016, In : Journal of Empirical Finance. 38, Part A, p. 221-235 15 p.

    Research output: Contribution to journalJournal article

  63. Published

    Handbook of Economic Forecasting, Volume 2A, Graham Elliot, Allan Timmermann (Eds.) (2013)

    Pavlidis, E., 07/2016, In : International Journal of Forecasting. 32, 3, p. 895 1 p.

    Research output: Contribution to journalBook/Film/Article review

  64. Published

    Will the crisis “tear us apart”? evidence from the EU

    Pappas, V., Ingham, H., Izzeldin, M. & Steele, G., 07/2016, In : International Review of Financial Analysis. 46, p. 346-360 15 p.

    Research output: Contribution to journalJournal article

  65. Published

    Non-linearities in financial bubbles: theory and Bayesian evidence from S&P500

    Michaelides, P. G., Tsionas, E. & Konstantakis, K. N., 06/2016, In : Journal of Financial Stability. 24, p. 61-70 10 p.

    Research output: Contribution to journalJournal article

  66. Published

    Changes in the global oil market

    Bataa, E., Izzeldin, M. & Osborn, D., 05/2016, In : Energy Economics. 56, p. 161-176 16 p.

    Research output: Contribution to journalJournal article

  67. Published

    Zero-inefficiency stochastic frontier models with varying mixing proportion: a semiparametric approach

    Tran, K. C. & Tsionas, E., 16/03/2016, In : European Journal of Operational Research. 249, 3, p. 1113-1123 11 p.

    Research output: Contribution to journalJournal article

  68. E-pub ahead of print

    A survival analysis of Islamic and conventional banks

    Pappas, V., Ongena, S., Izzeldin, M. & Fuertes, A-M., 12/02/2016, In : Journal of Financial Services Research. 51, 2, p. 221-256 36 p.

    Research output: Contribution to journalJournal article

  69. Published

    Eurosystem debts do matter

    Whittaker, J., 1/02/2016, 10 p.

    Research output: Other contribution

  70. Published

    Directional distance functions: optimal endogenous directions

    Atkinson, S. & Tsionas, E., 02/2016, In : Journal of Econometrics. 190, 2, p. 301-314 14 p.

    Research output: Contribution to journalJournal article

  71. Published

    Bayesian analysis of multivariate stable distributions using one-dimensional projections

    Tsionas, E., 01/2016, In : Journal of Multivariate Analysis. 143, p. 185-193 9 p.

    Research output: Contribution to journalJournal article

  72. Published

    An econometric analysis of U.K. regional real estate markets

    Yusupova, A. Y., 2016, Lancaster University. 123 p.

    Research output: ThesisDoctoral Thesis

  73. Published

    Modelling financial volatility using Bayesian and conventional methods

    Li, X., 2016, Lancaster University. 193 p.

    Research output: ThesisDoctoral Thesis

  74. 2015
  75. Published

    Fiscal policy effects in a heterogeneous-agent OLG economy with an aging population

    Nishiyama, S., 12/2015, In : Journal of Economic Dynamics and Control. 61, p. 114-132 19 p.

    Research output: Contribution to journalJournal article

  76. Published

    Loan loss provisioning rules, procyclicality and financial volatility

    Agénor, P-R. & Zilberman, R., 12/2015, In : Journal of Banking and Finance. 61, C, p. 301-315 15 p.

    Research output: Contribution to journalJournal article

  77. Published

    Banks’ risk endogenous to strategic management choices

    Delis, M. D., Hasan, I. & Tsionas, M., 10/2015, In : British Journal of Management. 26, 4, p. 637-656 20 p.

    Research output: Contribution to journalJournal article

  78. Published

    Testing for linear and nonlinear Granger Causality in the real exchange rate-consumption relation

    Pavlidis, E., Paya, I. & Peel, D., 07/2015, In : Economics Letters. 132, p. 13-17 5 p.

    Research output: Contribution to journalJournal article

  79. Published

    A Polynomial Optimization Approach to Principal-Agent Problems

    Renner, P. & Schmedders, K., 03/2015, In : Econometrica. 83, 2, p. 729-769 41 p.

    Research output: Contribution to journalJournal article

  80. Published

    Dynamic technical and allocative efficiencies in European banking

    Tsionas, E. G., Assaf, A. G. & Matousek, R., 03/2015, In : Journal of Banking and Finance. 52, p. 130-139 10 p.

    Research output: Contribution to journalJournal article

  81. Published

    Monetary and fiscal policy under deep habits

    Leith, C., Moldovan, I. & Rossi, R., 03/2015, In : Journal of Economic Dynamics and Control. 52, p. 55-74 20 p.

    Research output: Contribution to journalJournal article

  82. Published

    Money targeting, heterogeneous agents, and dynamic instability

    Motta, G. & Tirelli, P., 03/2015, In : Macroeconomic Dynamics. 19, 2, p. 288-310 23 p.

    Research output: Contribution to journalJournal article

  83. Published

    Essays on monetary policy

    Nguyen, A. D. M., 2015, Lancaster University. 126 p.

    Research output: ThesisDoctoral Thesis

  84. Published

    Financial frictions and the volatility of monetary policy in a DSGE model

    Nguyen, A., 2015, Lancaster: Lancaster University, Department of Economics, 33 p. (Economics Working Paper Series; vol. 2015, no. 6).

    Research output: Working paper

  85. Published

    Likelihood-based inference in s-distributions

    Tsionas, E., 2015, In : Communications in Statistics - Theory and Methods. 44, 1, p. 153-158 6 p.

    Research output: Contribution to journalJournal article

  86. 2014
  87. Published

    Aggregate stability and balanced-budget rules

    Ghilardi, M. & Rossi, R., 12/2014, In : Journal of Money, Credit and Banking. 46, 8, p. 1787-1809 23 p.

    Research output: Contribution to journalJournal article

  88. Published

    A comparison of performance of Islamic and conventional banks 2004 to 2009

    Johnes, J., Izzeldin, M. & Pappas, V., 07/2014, In : Journal of Economic Behavior and Organization. 103, Supplement, p. S93-S107 15 p.

    Research output: Contribution to journalJournal article

  89. Published

    Loan loss provisions, bank valuations and discretion: a comparative study between conventional and Islamic banks

    El Nahass, M., Izzeldin, M. & AbdElsalam, O., 07/2014, In : Journal of Economic Behavior and Organization. 103, Supplement, p. S160-S173 14 p.

    Research output: Contribution to journalJournal article

  90. Published

    Designing monetary and fiscal policy rules in a new Keynesian model with rule-of-thumb consumers

    Rossi, R., 03/2014, In : Macroeconomic Dynamics. 18, 2, p. 395-417 23 p.

    Research output: Contribution to journalJournal article

  91. Published

    Discretion vs. timeless perspective under model-consistent stabilization objectives

    Petrella, I., Rossi, R. & Santoro, E., 01/2014, In : Economics Letters. 122, 1, p. 84-88 5 p.

    Research output: Contribution to journalJournal article

  92. Published

    Computing All Solutions to Polynomial Equations in Economics

    Kubler, F., Schmedders, K. & Renner, P., 2014, Handbook of Computational Economics. Elsevier, Vol. 3. p. 599-652 54 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

  93. Published

    Episodes of exuberance in housing markets: in search of the smoking gun

    Pavlidis, E., Yusupova, A., Paya, I., Peel, D., Martinez-Garcia, E., Mack, A. & Crossman, V., 2014, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series; vol. 2014, no. 9).

    Research output: Working paper

  94. 2013
  95. Published

    An example of an optimal forecast exhibiting decreasing bias with increasing forecast horizon

    Aretz, K. & Peel, D., 10/2013, In : Bulletin of Economic Research. 65, 4, p. 362-371 10 p.

    Research output: Contribution to journalJournal article

  96. Published

    Computing generalized Nash equilibria by polynomial programming

    Couzoudis, E. & Renner, P., 06/2013, In : Mathematical Methods of Operational Research. 77, 3, p. 459-472 14 p.

    Research output: Contribution to journalJournal article

  97. Published

    Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets

    Peel, D., 06/2013, In : Economics Letters. 119, 3, p. 264-267 4 p.

    Research output: Contribution to journalJournal article

  98. Published

    Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study

    Pavlidis, E., Paya, I. & Peel, D., 02/2013, In : Studies in Nonlinear Dynamics and Econometrics. 17, 3, p. 297-312 16 p.

    Research output: Contribution to journalJournal article

  99. Published

    Higher-order moments in the theory of diversification and portfolio composition

    Niguez, T-M., Paya, I., Peel, D. & Perote, J., 2013, Lancaster: Lancaster University, Department of Economics, 26 p. (Economics Working Paper Series; vol. 2013, no. 3).

    Research output: Working paper

  100. Published

    Nonlinear dynamics in economics and finance and unit root testing

    Pavlidis, E., Paya, I., Peel, D. & Siriopoulos, C., 2013, In : European Journal of Finance. 19, 6, p. 572-588 17 p.

    Research output: Contribution to journalJournal article

  101. 2012
  102. Published

    Are analysts' loss functions asymmetric?

    Peel, D., Pope, P. F. & Clatworthy, M., 12/2012, In : Journal of Forecasting. 31, 8, p. 736-756 21 p.

    Research output: Contribution to journalJournal article

  103. Published

    Optimal Simple Monetary and Fiscal Rules under Limited Asset Market Participation

    Motta, G. & Tirelli, P., 10/2012, In : Journal of Money, Credit and Banking. 44, 7, p. 1351–1374 24 p.

    Research output: Contribution to journalJournal article

  104. Published

    Finding all pure-strategy equilibria in games with continuous strategies

    Judd, K., Renner, P. & Schmedders, K., 07/2012, In : Quantitative Economics. 3, 2, p. 289-331 43 p.

    Research output: Contribution to journalJournal article

  105. Published

    On the potential for observational equivalence in experiments on risky choice when a power utility function is assumed

    Peel, D. & Zhang, J., 07/2012, In : Economics Letters. 116, 1, p. 8-10 3 p.

    Research output: Contribution to journalJournal article

  106. Published

    Optimal monetary policy in a New Keynesian model with habits in consumption

    Leith, C., Moldovan, I. & Rossi, R., 07/2012, In : Review of Economic Dynamics. 15, 3, p. 416-435 20 p.

    Research output: Contribution to journalJournal article

  107. Published

    On the stability of the constant relative risk aversion (CRRA) under high degrees of uncertainty

    Niguez, T-M., Paya, I., Peel, D. & Perote, J., 05/2012, In : Economics Letters. 115, 2, p. 244-248 5 p.

    Research output: Contribution to journalJournal article

  108. Published

    Forecasting Monetary Policy Rules in South Africa

    Naraidoo, R. & Paya, I., 04/2012, In : International Journal of Forecasting. 28, 2, p. 446-455 10 p.

    Research output: Contribution to journalJournal article

  109. Published

    Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus

    Delis, M. D., Tran, K. C. & Tsionas, M., 04/2012, In : Journal of Financial Stability. 8, 2, p. 57-68 12 p.

    Research output: Contribution to journalJournal article

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