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Professor David Peel

Professor Emeritus

  1. 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

  2. Published

    Modelling business cycle nonlinearity in conditional mean and conditional variance: some international evidence

    Peel, D. & Speight, A., 1998, In: Economica. 65, 258, p. 211-229 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    Modelling political popularity: an analysis of long-range dependence in opinion poll series

    Byers, D., Davidson, D. & Peel, D., 1997, In: Journal of the Royal Statistical Society: Series A Statistics in Society. 160, 3, p. 471-490 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    New Classical Macroeconomics

    Peel, D., 1989, Current issues in macroeconomics. Greenaway, D. (ed.). London: Macmillan, p. 45-67 23 p. (Current Issues in Economics; vol. 2).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  5. 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

  6. Published

    Nonlinear adjustment towards long-run money demand: an empirical investigation

    Nobay, A. R., Michael, P. & Peel, D., 1999, Nonlinear Time Series Analysis of Economic and Financial Data. Dordrecht: Kluwer Academic Publishers, p. 179-190 12 p.

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

  7. Published

    Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals

    Taylor, M. P. & Peel, D., 2000, In: Journal of International Money and Finance. p. 33-53 21 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. 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/MagazineJournal articlepeer-review

  9. Published

    Non-Linear Dependence in Unemployment, Output and Inflation - Empirical Evidence for the UK

    Peel, D. & Speight, A., 1995, The Natural Rate of Unemployment: Reflections of Twenty Five Years of the Hypothesis. Cross, R. (ed.). Cambridge: Cambridge University Press, p. 231-255 25 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter (peer-reviewed)

  10. 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/MagazineJournal article

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