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Professor David Peel

Professor Emeritus

  1. 1998
  2. 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/MagazineJournal article

  3. 1997
  4. Published

    Information disclosure to employees and rational expectations: a game theoretical perspective - a comment

    Pope, P. F. & Peel, D., 10/1997, In: Journal of Business Finance and Accounting. 24, 9, p. 1433-1435 3 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    Nonlinearities in East European Black Market Exchange Rates

    Peel, D. & Speight, A., 01/1997, In: International Journal of Finance and Economics. 2, 1, p. 39-57 19 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. 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

  7. Published

    Transactions costs and nonlinear adjustment in real exchange rates: an empirical investigation

    Nobay, A. R., Peel, D. & Michael, P., 1997, In: Journal of Political Economy. 105, 4, p. 862-879 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. 1996
  9. 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

  10. Published

    Exchange Rate Dynamics and Monetary Reforms: Theory and Evidence from Britain's Return to Gold

    Peel, D., Micheal, P. & Nobay, A. R., 1996, Modern Perspectives on The Gold Standard. Bayoumi, T., Eichengreen, B. & Taylor, M. (eds.). Cambridge: Cambridge University Press, p. 341-366 26 p.

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

  11. Published

    Purchasing power parity yet again: evidence from spatially seperated commodity markets

    Nobay, A. R., Michael, P. & Peel, D., 1996, In: Journal of International Money and Finance. 13, 6, p. 637-657 21 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  12. 1995
  13. 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

  14. Published

    Time-Varying Risk Premia and the Term Structure of Forward Exchange Rates

    Peel, D. & Pope, P., 03/1995, In: Manchester School. 63, 1, p. 69-81 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  15. 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)

  16. 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/MagazineJournal articlepeer-review

  17. 1994
  18. Published

    Hysteresis and Cyclical Variability in Real Wages, Output and Unemployment: Empirical Evidence from Non-Linear Methods for the United States

    Peel, D. & Speight, A., 1994, In: International Journal of Systems Science . 25, 5, p. 934-965 32 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  19. 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

  20. Published

    Testing for Market Efficiency in the Exchange Market

    Peel, D., 1994, Risk and Uncertainty in Economics : Essays in Honour of J.L. Ford. Dickinson, D. G., Driscoll, M. & Sen, S. (eds.). Aldershot: Edward Elgar, p. 147-163 17 p.

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

  21. Published

    Testing for non-linear dependence in interwar exchange rates

    Peel, D. & Speight, A., 1994, In: Weltwirtschaftliches Archiv. p. 391-417 27 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  22. Published

    The German hyperinflation and the demand for money revisited

    Nobay, A. R., Michael, P. & Peel, D., 1994, In: International Economic Review. 35, 1, p. 1-22 22 p.

    Research output: Contribution to Journal/MagazineJournal article

  23. 1993
  24. Published

    Deregulation and UK stock market volatility

    Pope, P. F., Yadav, P. K. & Peel, D., 1993, In: Journal of Business Finance and Accounting. 20, 3, p. 359-372 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  25. Published

    Macroeconomics and the Agricultural Sector

    Midmore, P. & Peel, D., 1993, Current Issues in Agricultural Economics. Rayner, A. J. & Colman, D. (eds.). Basingstoke: Macmillan, p. 154-177 24 p.

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

  26. 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

  27. 1992
  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

    Some analysis of the long-run time series properties of consumption and income in the UK

    Peel, D., 1992, In: Economics Letters. 39, 2, p. 173-178 6 p.

    Research output: Contribution to Journal/MagazineJournal article

  30. 1991
  31. 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

  32. 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

  33. Published

    Forward foreign exchange rates and risk premia - a reappraisal

    Pope, P. F. & Peel, D., 1991, In: Journal of International Money and Finance. 10, 3, p. 443-456 14 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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