Macroeconomics and Financial Markets

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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 Journal/Magazine › Journal article › peer-review
Published
Yield Spread Determinants of Sukuk and Conventional Bonds
Saeed, M., Elnahass, M., Izzeldin, M. & Tsionas, M., 31/12/2021, In: Economic Modelling. 105, 17 p., 105664.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Journal article › peer-review
Published
Why Hours Worked Decline Less after Technology Shocks?
Cardi, O. & Restout, R., 6/09/2023, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).
Research output: Working paper
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 Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Journal article › peer-review
Published
Volatility and return forecasting: time series and options-based methods
Yao, X., 2017, Lancaster University. 219 p.
Research output: Thesis › Doctoral Thesis
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 Journal/Magazine › Journal article › peer-review
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
Published
Three essays on the predictive content and predictability of the nominal exchange rates in a changing world
Promponas, P., 2017, Lancaster University. 135 p.
Research output: Thesis › Doctoral Thesis
Published
The use of social networks to improve student engagement and implement a research-led curriculum
Izquierdo Sanchez, S. & Tayler, W., 24/03/2025, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).
Research output: Working paper
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 Journal/Magazine › Journal article › peer-review
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: Thesis › Doctoral Thesis
Published
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., 1/09/2020, In: Pacific-Basin Finance Journal. 62, 22 p., 101328.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
The Impact of ECB and FED announcements on the Euro interest rates
Monticini, A., Peel, D. & Vaciago, G., 11/2011, In: Economics Letters. 113, 2, p. 139-142 4 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
The forward premium puzzle in the interwar period and deviations from covered interest parity
Paya, I., Peel, D. & Spiru, A. M., 2010, In: Economics Letters. 108, 1, p. 55-57 3 p.
Research output: Contribution to Journal/Magazine › Journal article
Published
THE EXPANSIONARY EFFECTS OF HOUSING CREDIT SUPPLY SHOCKS
Miescu, M. S., Motta, G., Pontiggia, D. & Rossi, R., 17/10/2023, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).
Research output: Working paper
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
Published
The business cycle in Eurozone economies (1960 to 2009)
Konstantakopoulou, I. & Tsionas, M., 10/2011, In: Applied Financial Economics. 21, 20, p. 1495-1513 19 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Journal article › peer-review
Published
Technical and allocative efficiency in European banking
Brissimis, S. N., Delis, M. D. & Tsionas, M., 1/07/2010, In: European Journal of Operational Research. 204, 1, p. 153-163 11 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Systematic sampling of nonlinear models: evidence on speed of adjustment in index futures markets
Paya, I. & Peel, D., 02/2011, In: Journal of Futures Markets. 31, 2, p. 192-203 12 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Stylized facts of money and credit over the business cycles
Kollintzas, T., Konstantakopoulou, I. & Tsionas, M., 12/2011, In: Applied Financial Economics. 21, 23, p. 1735-1755 21 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Spreads vs professional forecasters as predictors of future output change
Aretz, K. & Peel, D., 2010, In: Journal of Forecasting. 29, 6, p. 517-522 6 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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
Published
Speculative Bubbles in Segmented Markets: Evidence from Chinese Cross-Listed Stocks
Pavlidis, E. & Vasilopoulos, K., 1/12/2020, In: Journal of International Money and Finance. 109, 21 p., 102222.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
Pavlidis, E., Paya, I. & Peel, D., 2010, In: Studies in Nonlinear Dynamics and Econometrics. 14, 3, p. 1-38 38 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Sectoral Fiscal Multipliers and Technology in Open Economy
Cardi, O. & Restout, R., 28/05/2021, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series; vol. 2021/005).
Research output: Working paper
Published
Return Predictability of Variance Differences: a fractionally co-integrated approach
Li, Z., Izzeldin, M. & Yao, X., 1/07/2020, In: The Journal of Futures Markets . 40, 7, p. 1072-1089 18 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Journal article › peer-review
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
Published
Real Exchange Rates and Time-Varying Trade Costs
Pavlidis, E., Paya, I. & Peel, D., 2011, In: Journal of International Money and Finance. 30, 6, p. 1157-1179 23 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Real Estate and Construction Sector Dynamics Over the Business Cycle
Vasilopoulos, K. & Tayler, W., 31/05/2021, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).
Research output: Working paper
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 Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Journal article › peer-review
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
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
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 Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Journal article › peer-review
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
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 Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Journal article › peer-review
Published
On the Contribution of the Markowitz Model of Utility to Explain Risky Choice in Experimental Research
Georgalos, K., Paya, I. & Peel, D. A., 1/02/2021, In: Journal of Economic Behavior and Organization. 182, p. 527-543 17 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
On lottery sales, jackpot sizes and irrationality: A cautionary note
Peel, D., 12/2010, In: Economics Letters. 109, 3, p. 161-163 3 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Journal article
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 Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Journal article › peer-review
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/ISSN › Chapter
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 Journal/Magazine › Journal article › peer-review
Published
Monetary policy uncertainty and firm dynamics
Fasani, S., Mumtaz, H. & Rossi, L., 31/01/2023, In: Review of Economic Dynamics. 47, p. 278-296 19 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Journal article › peer-review
Published
Modelling financial volatility using Bayesian and conventional methods
Li, X., 2016, Lancaster University. 193 p.
Research output: Thesis › Doctoral Thesis
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 Journal/Magazine › Journal article › peer-review
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
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 Journal/Magazine › Journal article › peer-review
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
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Macroprudential Policy in the Euro Area
Fernandez-Gallardo, A. & Paya, I., 7/10/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).
Research output: Working paper
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 Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Journal article › peer-review
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
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Journal article › peer-review
Published
Labor Share Decline and Productivity Slowdown: A Micro-Macro Analysis
Crucitti, F. & Rossi, L., 28/02/2022, Lancaster: The Department of Economics, (Economics Working Papers Series).
Research output: Working paper
Published
Labor Market Effects of Technology Shocks Biased toward the Traded Sector
Bertinelli, L., Cardi, O. & Restout, R., 30/11/2021, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).
Research output: Working paper
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
Published
Investment Shocks: the Labour Wedge and the Comovement Problem
Caswell, B., 31/08/2021, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).
Research output: Working paper
Published
Inflation dynamics in the US: global but not local mean reversion
Paya, I., Nobay, A. & Peel, D., 2010, In: Journal of Money, Credit and Banking. 42, 1, p. 135-150 16 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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
Published
Identifying the Underlying Components of High-Frequency Data: Pure vs Jump Diffusion Processes
Hizmeri, R., Izzeldin, M. & Urga, G., 31/03/2025, In: Journal of Empirical Finance. 81, 3, 101594.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Journal article › peer-review
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
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
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 Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Book/Film/Article review
Published
Habit and long memory in UK lottery sale
McHale, I. & Peel, D., 10/2010, In: Economics Letters. 109, 1, p. 7-10 4 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Forward guidance shocks
Miescu, M., 23/03/2022, Lancaster: Lancaster University, Department of Economics, 42 p. (Economics Working Papers Series; vol. 2022/003).
Research output: Working paper
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 Journal/Magazine › Book/Film/Article review
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 Journal/Magazine › Journal article › peer-review
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
Published
Forecasting Stock Returns with Large Dimensional Factor Models
Giovannelli, A., Massacci, D. & Soccorsi, S., 1/09/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).
Research output: Working paper
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 Journal/Magazine › Journal article › peer-review
Published
Forecast evaluation of nonlinear models: the case of long-span real exchange rates
Pavlidis, E., Paya, I. & Peel, D., 2012, In: Journal of Forecasting. 31, 7, p. 580-595 16 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Journal article › peer-review
Published
Fiscal stabilization vs. passivity
Bai, Y. & Leeper, E., 05/2017, In: Economics Letters. 154, p. 105-108 4 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Journal article › peer-review
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 Journal/Magazine › Journal article › peer-review
Published
Financial shocks and economic activity: A high frequency approach
Miescu, M. & Mumtaz, H., 1/07/2020, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).
Research output: Working paper
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
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
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
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 Journal/Magazine › Journal article › peer-review
Published
Eurosystem debts do matter
Whittaker, J., 1/02/2016, 10 p.
Research output: Other contribution
Published
Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D
De Silva, D., Hubbard, T., Schiller, A. & Tsionas, M., 30/04/2023, In: Quarterly Review of Economics and Finance. 88, p. 278-294 17 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Estimating Monotone Concave Stochastic Production Frontiers
Tsionas, M., 30/06/2022, In: Journal of Business and Economic Statistics. 40, 3, p. 1403-1414 12 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Essays on monetary policy
Nguyen, A. D. M., 2015, Lancaster University. 126 p.
Research output: Thesis › Doctoral Thesis
Published
Essays on international capital flows
Wang, X., 2017, Lancaster University. 164 p.
Research output: Thesis › Doctoral Thesis

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