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Macroeconomics and Financial Markets

  1. 2019
  2. 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

  3. 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/MagazineJournal articlepeer-review

  4. 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/MagazineJournal articlepeer-review

  5. Published

    An econometric analysis of global agricultural commodity prices

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

    Research output: ThesisDoctoral Thesis

  6. Unpublished

    An Econometric Analysis of Global Commodity Prices

    George, R., 2019, (Unpublished) Lancaster University. 190 p.

    Research output: ThesisDoctoral Thesis

  7. 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

  8. 2018
  9. 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/MagazineJournal articlepeer-review

  10. 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 Journal/MagazineJournal articlepeer-review

  11. 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

  12. 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

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