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Professor David Peel

Professor Emeritus

  1. Published

    Short-run employment functions. Excess supply and the speed of adjustment

    Peel, D. & Walker, I., 1978, In: Economica. 45, 178, p. 195-205 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. Published

    Non-uniqueness and the role of the monetary authorities

    Peel, D., 1981, In: Economics Letters. 7, 1, p. 25-28 4 p.

    Research output: Contribution to Journal/MagazineJournal article

  3. Published

    Some implications of alternative monetary rules in an extension of Black's model

    Peel, D., 1977, In: European Economic Review. p. 260-275 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. Published

    The behaviour of a simple macro model with endogenous demand and supply of labour

    Peel, D., 1979, In: International Economic Review. 20, 2, p. 381-389 9 p.

    Research output: Contribution to Journal/MagazineJournal article

  5. Published

    Divergent expectations and the dynamic stability of some simple macro economic models

    Peel, D. & Metcalf, S. J., 12/1979, In: Economic Journal. 89, 356, p. 789-798 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. Published

    Some further empirical evidence on predicting private company failure

    Peel, M. J. & Peel, D., 1988, In: Accounting and Business Research.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Published

    A multilogit approach to predicting corporate failure: some UK evidence

    Peel, M. J. & Peel, D., 1988, In: Omega: The International Journal of Management Science. 16, 4, p. 309-318 10 p.

    Research output: Contribution to Journal/MagazineJournal article

  8. 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

  9. 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

  10. 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

  11. Published

    Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes

    Peel, D. & Ioannides, C., 2003, In: Economics Letters. 78, 2, p. 147-152 6 p.

    Research output: Contribution to Journal/MagazineJournal article

  12. Published

    PPP adjustment speeds in high frequency data when equilibrium real exchange rates is proxied by a time trend

    Peel, D. & Paya, I., 2003, In: Manchester School. 71, p. 39-53 15 p.

    Research output: Contribution to Journal/MagazineJournal article

  13. Published

    Smooth transition models and arbitrage consistency

    Peel, D. & Venetis, I. A., 2005, In: Economica. 72, 3, p. 413-430 18 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  14. Published

    A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994

    Peel, D. & Paya, I., 2006, In: Journal of Money, Credit and Banking. 38, 8, p. 1971-1990 20 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  15. Published

    The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class

    Peel, D. & Christodoulakis, G., 2006, In: Finance Research Letters. 3, 4, p. 273-276 4 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  16. Published

    Betting on odds on favorites as an optimal choice in cumulative prospect theory

    Peel, D. & Law, D., 2007, In: Economics Bulletin. 4, 26, p. 1-10 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  17. Published

    Bounded cumulative prospect theory: some implications for gambling outcomes

    Peel, D., Cain, M. & Law, D., 2008, In: Applied Economics. 40, 1, p. 5-15 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  18. Published

    The Markowitz model of utility supplemented with a small degree of probablility distortion as an explanation of outcomes of allais experiments over large and small payoffs and gambling on unlikely outcomes

    Peel, D., Zhang, J. & Law, D., 2008, In: Applied Economics. 40, 1, p. 17-26 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  19. Published

    Subjective skewness of return as an explanation of the optimal choice between gambles in cumulative prospect theory

    Peel, D. & Law, D., 2008, In: Journal of Gambling Business and Economics. 2, 2, p. 97-107 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  20. Published

    Economics of Betting Markets

    Peel, D., 2009, London and New York: Routledge.

    Research output: Book/Report/ProceedingsBook

  21. Published

    A more general non-expected utility model as an explanation of gambling outcomes for individuals and markets

    Peel, D. & Law, D., 2009, In: Economica. 76, 302, p. 251-263 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  22. Published

    The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory

    Peel, D. & Zhang, J., 2009, In: Economics Letters. 105, 3, p. 326-329 4 p.

    Research output: Contribution to Journal/MagazineJournal article

  23. Published

    The central bank inflation bias in the presence of asymmetric preferences and non-normal shocks

    Peel, D. & Christodoulakis, G., 2009, In: Economics Bulletin. 29, 3, p. 1608-1620 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  24. Published

    Testing for central bank independence and inflation using the wild bootstrap

    Peel, D. & Monticini, A., 2009, In: Economics Bulletin. 29, 3, p. 1602-1607 6 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  25. Published

    On skewness of return and buying more than one ticket in a lottery

    Peel, D. & Law, D., 2009, In: Applied Economics Letters. 16, 10, p. 1350-4851 3502 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  26. Published

    On lottery sales, jackpot sizes and irrationality: A cautionary note

    Peel, D., 12/2010, In: Economics Letters. 109, 3, p. 161-163 3 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  27. Published

    On the potential for observational equivalence in experiments on risky choice when a power utility function is assumed

    Peel, D. & Zhang, J., 07/2012, In: Economics Letters. 116, 1, p. 8-10 3 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  28. Published

    Are analysts' loss functions asymmetric?

    Peel, D., Pope, P. F. & Clatworthy, M., 12/2012, In: Journal of Forecasting. 31, 8, p. 736-756 21 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  29. Published

    Stock Returns and Expected Inflation in the U.K.: Some New Evidence

    Peel, D. & Pope, P., 12/1988, In: Journal of Business Finance and Accounting. 15, 4, p. 459-467 9 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  30. Published

    On the Implications of Monetary Rules in a Stochastic Framework

    Peel, D., 06/1980, In: Weltwirtschaftliches Archiv. 116, 2, p. 253-263 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  31. Published

    Inflationary Expectations and Self-Generating Inflations

    Peel, D., 1978, In: Weltwirtschaftliches Archiv. 114, 1, p. 12-23 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  32. Published

    On the Case for Indexation of Wages and Salaries

    Peel, D., 05/1977, In: Kyklos. 30, 2, p. 259-270 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  33. Published

    The Specification of the Short-Run Employment Function: An Empirical Investigation of the Demand for labour in UK Manufacturing

    Peel, D. & Briscoe, G., 05/1975, In: Oxford Bulletin of Economics and Statistics. 37, 2, p. 115-142 28 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  34. Published

    Combining Economic Forecasts

    Peel, D., 11/1988, In: Journal of the Operational Research Society. 39, 11, p. 1005-1010 6 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  35. Published

    On the Built-in-Flexibility of Taxation and the Deterministic and the Stochastic Stability of MacroModels with Different Expectations Schemes

    Peel, D., 1979, In: Public Finance. p. 258-266 9 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  36. Published

    On Conditions for Dynamic Stability and Discrete Specifications of a Monetary Model

    Peel, D., 1980, In: Economic and Social Review. p. 207-215 9 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  37. Published

    Corporate Accounting Data, Capital Market Information and Wage Increases of the Firm

    Peel, D. & Pope, P., 06/1984, In: Journal of Business Finance and Accounting. 11, 2, p. 177-188 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  38. Published

    Testing the Fisherian Hypothesis: Some Methodological Issues and Further Evidence for THe U.K.

    Peel, D. & Pope, P., 06/1985, In: Journal of Business Finance and Accounting. 12, 2, p. 297-312 16 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  39. 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

  40. Published

    OUTCOME UNCERTAINTY and THE DEMAND FOR FOOTBALL: AN ANALYSIS OF MATCH ATTENDANCES IN THE ENGLISH FOOTBALL LEAGUE

    Peel, D. & Thomas, D., 08/1988, In: Scottish Journal of Political Economy. 35, 3, p. 242-249 8 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  41. Published

    A Monte Carlo Study of the Phillips Curve

    Peel, D. & Holden, K., 05/1975, In: Oxford Bulletin of Economics and Statistics. 37, 2, p. 155-158 4 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  42. Published

    Unemployment and Inflation in the U.K. 1893–1938

    Peel, D. & Sheriff, T. D., 10/1976, In: Industrial Relations Journal. 15, 3, p. 324-327 4 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  43. Published

    On dynamic stability in monetary models which incorporate short- and long-run expectations of inflation in the demand for the money function

    Peel, D., 1979, In: Economics Letters. 2, 2, p. 131-136 6 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  44. Published

    The Dynamic Behaviour of a Simple Macro Economic Model with a Tax Based Incomes Policy

    Peel, D., 1979, In: Economics Letters. 3, 2, p. 139-143 5 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  45. Published

    Further empirical evidence on popularity and electoral cycle effects

    Peel, D. & Jones, D., 1987, In: Economics Letters. 23, 1, p. 31-36 6 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  46. Published

    Economic surprises and the behaviour of asset prices: Some analyses and further empirical results

    Peel, D. & Pope, P., 1988, In: Economics Letters. 27, 4, p. 375-379 5 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  47. Published

    On testing the properties of directly obtained expectations data

    Peel, D., 08/1989, In: Economics Letters. 30, 2, p. 137-139 3 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  48. Published

    Empirical evidence on the properties of exchange rate forecasts and the risk premium

    Peel, D. & Pope, P., 12/1989, In: Economics Letters. 31, 4, p. 387-391 5 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  49. Published

    The policy anticipation hypothesis and the expected inflation hypothesis: Some new evidence using index linked bonds

    Peel, D., Pope, P. & Paudyal, K., 10/1990, In: Economics Letters. 34, 2, p. 121-125 5 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  50. Published

    'A Note on 'X' Inefficiency'

    Peel, D., 11/1974, In: The Quarterly Journal of Economics. 88, 4, p. 687-688 2 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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