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Professor David Peel

Professor Emeritus

  1. 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/MagazineJournal articlepeer-review

  2. Published

    Some implications of a quartic loss function

    Aretz, K. & Peel, D., 20/08/2007, In: Economics Bulletin. 7, 13, p. 1-7 7 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. 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/MagazineJournal articlepeer-review

  4. Published

    The effects of exchange rate volatility on exports: Some new estimates

    Assery, A. & Peel, D., 10/1991, In: Economics Letters. 37, 2, p. 173-177 5 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    Estimates of a traditional aggregate import demand model for five countries

    Assery, A. & Peel, D., 04/1991, In: Economics Letters. 35, 4, p. 435-439 5 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. Published

    Rationality testing under asymmetric loss

    Batchelor, R. & Peel, D., 1998, In: Economics Letters. 61, 1, p. 49-54 6 p.

    Research output: Contribution to Journal/MagazineJournal article

  7. Published

    Business Activity, Labour Organisation and Industrial Disputes in the U.K., 1892-1938

    Bean, R. & Peel, D., 1976, In: Business History. 18, 2, p. 205-211 7 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. Published

    A Cross-Sectional Analysis of Regional Strike Activity in Britain

    Bean, R. & Peel, D., 1976, In: Regional Studies. 10, 3, p. 299-305 7 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Published

    On the positive expected utility of combination wagers

    Buraimo, B., Peel, D. & Simmons, R., 09/2016, In: Decision Analysis. 13, 3, p. 209-212 4 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. 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

  11. Published

    Habit, aggregation and long memory: evidence from television audience data

    Byers, D., Peel, D. & Thomas, D. A., 2005, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  12. Published

    Linear and Non Linear Models of Economic Time Series. An introduction with applications to industrial economics

    Byers, J. D. & Peel, D., 1994, Current Issues in Industrial Economics. London: Macmillan, p. 227-259 33 p.

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

  13. Published

    Some evidence on the efficiency of the sterling-dollar and sterling-franc forward exchange rates in the inter-war period

    Byers, D. & Peel, D., 1991, In: Economics Letters. 35, 1, p. 317-322 6 p.

    Research output: Contribution to Journal/MagazineJournal article

  14. Published

    Non-linear dynamics of inflation in high inflation economies

    Byers, D. & Peel, D., 2000, In: Manchester School. 68, 3, p. 23-37 15 p.

    Research output: Contribution to Journal/MagazineJournal article

  15. Published

    The long memory model of political support: some further results

    Byers, D., Davidson, J. & Peel, D., 2005, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  16. Published

    Habit, aggregation and long memory: evidence from television audience data

    Byers, D., Peel, D. A. & Thomas, D. A., 2007, In: Applied Economics. 39, 3, p. 321-327 7 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  17. Published

    The long memory model of political support: some further results

    Byers, D., Davidson, J. & Peel, D., 2007, In: Applied Economics. 39, 20, p. 2547-2552 6 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  18. Published

    Long Memory Risk Premia in Exchange Rates’

    Byers, J. D. & Peel, D., 12/1996, In: Manchester School. 64, 4, p. 421-438 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  19. Published

    The dynamics of aggregate political popularity: evidence from eight countries

    Byers, J. D., Davidson, J. & Peel, D., 03/2000, In: Electoral Studies. 19, 1, p. 49-62 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  20. Published

    Forecasting industrial production using non-linear methods

    Byers, D. & Peel, D., 07/1995, In: Journal of Forecasting. 14, 4, p. 325-336 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  21. Published

    Forecasting Livestock Slaughter: An Empirical Assessment of M.L.C. Forecasts

    Byers, D. & Peel, D., 05/1987, In: Journal of Agricultural Economics. 38, 2, p. 235-241 7 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  22. Published

    Some Evidence on the Interdependence of National Stock Markets and the Gains from Portfolio Diversification

    Byers, J. D. & Peel, D., 1993, In: Applied Financial Economics. 3, 3, p. 239-242 4 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  23. Published

    Utility and the skewness of return in gambling

    Cain, M. & Peel, D., 2004, In: Geneva Papers on Risk and Insurance Theory. 29, 2, p. 145-163 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  24. Published

    Cumulative prospect theory and gambling

    Cain, M., Law, D. & Peel, D., 2005, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  25. Published

    The favourite-longshot bias and the Gabriel and Marsden anomaly: an explanation based on utility theory

    Cain, M., Peel, D. & Law, D., 2003, The Economics of Gambling. London and New York: Routledge, p. 2-13 12 p.

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

  26. Published

    The favourite-longshot bias, bookmaker margins and insider trading in a variety of betting markets

    Cain, M., Law, D. & Peel, D., 2003, In: Bulletin of Economic Research. 55, 3, p. 263-273 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  27. Published

    Testing for statistical and market efficiency when forecast errors are non-normal: the NFL betting market revisted

    Cain, M., Law, D. & Peel, D., 12/2000, In: Journal of Forecasting. 19, 7, p. 575-586 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  28. Published

    The maximum and minimum of primary forecasts

    Cain, M., Law, D. & Peel, D., 12/1992, In: Journal of Forecasting. 11, 8, p. 711-718 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  29. Published

    Growth and inflationary finance: variations on a Mundellian theme

    Calvo, G. & Peel, D., 10/1983, In: Journal of Political Economy. 91, 5, p. 880-887 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  30. Published

    Optimal recruitment advertising

    Chappell, D. & Peel, D., 1978, In: Management Science. p. 910-918 9 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  31. Published

    On the political theory of business cycle

    Chappell, D. & Peel, D., 1979, In: Economics Letters. 2, 4, p. 327-332 6 p.

    Research output: Contribution to Journal/MagazineJournal article

  32. Published

    A note on some properties of the ESTAR Model

    Chappell, D. & Peel, D., 1998, In: Economics Letters. 60, 3, p. 311-315 5 p.

    Research output: Contribution to Journal/MagazineJournal article

  33. Published

    On Dynamic Stability of Monetary Models when the Money Supply is Endogenous

    Chappell, D. & Peel, D., 12/1979, In: Manchester School. 47, 4, p. 349-358 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  34. Published

    Rational expectations and wage and price inflexibility: a note

    Chappell, D. & Peel, D., 1981, In: The Scandinavian Journal of Economics. 83, 1, p. 115-120 6 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  35. Published

    What can economists learn from politics and vice versa

    Chrystal, A. & Peel, D., 1986, In: The American Economic Review. p. 62-65 4 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  36. Published

    Are analysts' loss functions asymmetric?

    Clatworthy, M. A., Peel, D. & Pope, P. F., 2005, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  37. Published

    Are analysts’ loss functions asymmetric?

    Clatworthy, M. A., Peel, D. & Pope, P. F., 2006, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  38. Published

    Evaluating the properties of analysts' forecasts: a bootstrap approach

    Clatworthy, M. A., Peel, D. & Pope, P. F., 2007, In: British Accounting Review. 39, 1, p. 3-13 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  39. Published

    A non-linear error correction mechanism based on the bilinear model

    Davidson, D. & Peel, D., 1998, In: Economics Letters. 58, 2, p. 165-170 6 p.

    Research output: Contribution to Journal/MagazineJournal article

  40. Published

    Support for Governments and leaders: fractional cointegration analysis of poll evidence from the UK, 1960-2004

    Davidson, J., Peel, D. & Byers, D., 2006, In: Studies in Nonlinear Dynamics and Econometrics. 10, 1, p. Article 3

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  41. Published

    Implementing the wild bootstrap using a two-point distribution

    Davidson, J., Monticini, A. & Peel, D., 2007, In: Economics Letters. 93, 3, p. 309-315 7 p.

    Research output: Contribution to Journal/MagazineJournal article

  42. 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/MagazineJournal articlepeer-review

  43. Published

    Higher order risk attitudes: new model insights and heterogeneity of preferences

    Georgalos, K., Paya, I. & Peel, D., 31/03/2023, In: Experimental Economics. 26, 1, p. 145-192 48 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  44. Published

    Prices and money supply in Latin American Countries 1958-1975

    Holden, K. & Peel, D., 1979, In: The Review of Economics and Statistics. 61, 3, p. 446-450 5 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  45. Published

    An empirical investigation of inflationary expectations

    Holden, K. & Peel, D., 1977, In: Oxford Bulletin of Economics and Statistics. 39, 4, p. 291-300 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  46. Published

    Surprises in the consumption function, incomplete current inflation and moving average errors: a note

    Holden, K. & Peel, D., 03/1985, In: Economic Journal. 95, 377, p. 183-188 6 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  47. Published

    Forecasts and expectations: some evidence for the U.K.

    Holden, K. & Peel, D., 1983, In: Journal of Forecasting. p. 51-58 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  48. Published

    On testing for unbiasedness and efficiency of forecasts

    Holden, K. & Peel, D., 1990, In: Manchester School. p. 121-127 7 p.

    Research output: Contribution to Journal/MagazineJournal article

  49. Published

    Economic Forecasting: an introduction

    Holden, K., Peel, D. & Thompson, J. L., 1990, Cambridge: Cambridge University Press. 213 p.

    Research output: Book/Report/ProceedingsBook

  50. Published

    Unemployment and Unanticipated Inflation in Six Countries

    Holden, K. & Peel, D., 1977, In: European Economic Review. 10, 2, p. 253-271 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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