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Research

Professor David Peel

Professor Emeritus

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  1. Published

    Non-linearity in stock index returns: the volatility and serial correlation relationship

    Venetis, I. A. & Peel, D., 2005, In: Economic Modelling. 22, 1, p. 1-19 19 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  2. Published

    Deterministic impulse response in a nonlinear model: an analytical expression

    Venetis, I. A., Paya, I. & Peel, D., 2007, In: Economics Letters. 95, 3, p. 315-319 5 p.

    Research output: Contribution to Journal/Magazine › Journal article

  3. Published

    ESTAR model with multiple fixed points. Testing and Estimation

    Venetis, I. A., Paya, I. & Peel, D., 2009, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  4. Published

    Nonlinear equilibrium correction in U.S. real money balances, 1869 - 1997

    Taylor, M. P., Peel, D. & Sarno, L., 2003, In: Journal of Money, Credit and Banking. 35, 5, p. 787-799 13 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  5. Published

    The slope of the yield curve and real economic activity: tracing the transmission mechanism

    Taylor, M. P. & Peel, D., 1998, In: Economics Letters. 58, 2, p. 165-174 10 p.

    Research output: Contribution to Journal/Magazine › Journal article

  6. Published

    Periodically collapsing stock price bubbles: a robust test

    Taylor, M. P. & Peel, D., 1998, In: Economics Letters. 61, 2, p. 221-228 8 p.

    Research output: Contribution to Journal/Magazine › Journal article

  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/Magazine › Journal article › peer-review

  8. Published

    Nonlinear hyperinflationary exchange rate dynamics: the Polish Zloty 1988-1990

    Speight, A. & Peel, D., 1999, Money and Macroeconomic Policy. Cheltenham: Edward Elgar, p. 175-198 24 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  9. Published

    Nonlinear mean-reversion in real exchange rates: toward a solution to the purchasing power parity puzzles

    Sarno, L., Peel, D. & Taylor, M. P., 2001, In: International Economic Review. 42, 4, p. 1015-1042 28 p.

    Research output: Contribution to Journal/Magazine › Journal article

  10. Published

    Some empirical evidence on the time series properties of four UK Asset Prices

    Raeburn, E., Lane, J. & Peel, D., 1995, In: Economica. 63, 251, p. 405-426 22 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

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