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  1. 2015
  2. 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 Journal/Magazine › Journal article › peer-review

  3. 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 Journal/Magazine › Journal article › peer-review

  4. 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

  5. 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

  6. Published

    Essays on monetary policy

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

    Research output: Thesis › Doctoral Thesis

  7. 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

  8. 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

  9. 2014
  10. 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 Journal/Magazine › Journal article › peer-review

  11. 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 Journal/Magazine › Journal article › peer-review

  12. 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

  13. 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 Journal/Magazine › Journal article › peer-review

  14. 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 Journal/Magazine › Journal article › peer-review

  15. 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/ISSN › Chapter

  16. 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

  17. 2013
  18. 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 Journal/Magazine › Journal article › peer-review

  19. 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 Journal/Magazine › Journal article › peer-review

  20. 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

  21. 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

  22. 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

  23. 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

  24. 2012
  25. 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 Journal/Magazine › Journal article › peer-review

  26. 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

  27. 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

  28. 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

  29. 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

  30. 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

  31. 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

  32. 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

  33. 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

  34. 2011
  35. 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

  36. 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

  37. 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

  38. 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

  39. 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

  40. 2010
  41. 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

  42. 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

  43. 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

  44. 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

  45. 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

  46. 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

  47. 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

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