|
2024
|
Quantifying spillovers among regions
|
Journal of International Money and Finance
|
B
|
4
|
|
2023
|
Drivers and spillover effects of inflation: The United States, the euro area, and the United Kingdom☆
|
Journal of International Money and Finance
|
B
|
3
|
|
2021
|
Cross-country spillovers of national financial markets and the effectiveness of ECB policies during the euro-area crisis
|
Oxford Economic Papers
|
C
|
5
|
|
2020
|
Nonlinear forecast combinations: An example using euro-area real GDP growth
|
Journal of Economic Behavior and Organization
|
B
|
3
|
|
2020
|
On the effects of the ECB’s funding policies on bank lending
|
Journal of International Money and Finance
|
B
|
4
|
|
2020
|
The effect of emergency liquidity assistance (ELA) on bank lending during the euro area crisis
|
Journal of International Money and Finance
|
B
|
5
|
|
2018
|
The macroeconomic and fiscal implications of inflation forecast errors
|
Journal of Economic Dynamics and Control
|
B
|
4
|
|
2017
|
A suggestion for constructing a large time-varying conditional covariance matrix
|
Economics Letters
|
C
|
3
|
|
2017
|
Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis
|
Journal of International Money and Finance
|
B
|
3
|
|
2015
|
Two applications of the random coefficient procedure: Correcting for misspecifications in a small area level model and resolving Simpson's paradox
|
Economic Modeling
|
C
|
4
|
|
2014
|
Consumer credit in an era of financial liberalization: an overreaction to repressed demand?
|
Applied Economics
|
C
|
3
|
|
2013
|
Limited information minimal state variable learning in a medium-scale multi-country model
|
Economic Modeling
|
C
|
4
|
|
2013
|
THE DEBATE ABOUT THE REVIVED BRETTON-WOODS REGIME: A SURVEY AND EXTENSION OF THE LITERATURE
|
Journal of Economic Surveys
|
C
|
2
|
|
2013
|
Is the relationship between prices and exchange rates homogeneous?
|
Journal of International Money and Finance
|
B
|
5
|
|
2012
|
The Greek financial crisis: Growing imbalances and sovereign spreads
|
Journal of International Money and Finance
|
B
|
3
|
|
2012
|
Spatial panel data analysis with feasible GLS techniques: An application to the Chinese real exchange rate
|
Economic Modeling
|
C
|
2
|
|
2010
|
Arnold Zellner: January 2nd 1927-August 11th 2010
|
Economic Modeling
|
C
|
3
|
|
2010
|
Introduction: P.A.V.B. Swamy's contribution to Econometrics
|
Economic Modeling
|
C
|
4
|
|
2010
|
Exchange-rate volatility and export performance: Do emerging market economies resemble industrial countries or other developing countries?
|
Economic Modeling
|
C
|
5
|
|
2009
|
How far from the Euro Area? Measuring convergence of inflation rates in Eastern Europe
|
Economic Modeling
|
C
|
2
|
|
2009
|
Assessing the causal relationship between euro-area money and prices in a time-varying environment
|
Economic Modeling
|
C
|
4
|
|
2009
|
The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?
|
Southern Economic Journal
|
C
|
4
|
|
2007
|
Combining density forecasts
|
International Journal of Forecasting
|
B
|
2
|
|
2006
|
Evaluating policy feedback rules using the joint density function of a stochastic model
|
Economics Letters
|
C
|
3
|
|
2005
|
Interest rate linkages: a Kalman filter approach to detecting structural change
|
Economic Modeling
|
C
|
3
|
|
2005
|
Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR ‘Fan’ Charts of Inflation*
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2004
|
Would adopting the Australian dollar provide superior monetary policy in New Zealand?
|
Economic Modeling
|
C
|
4
|
|
2003
|
S.G.B. Henry: a memoir and a festschrift essay
|
Economic Modeling
|
C
|
2
|
|
2002
|
On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices
|
Journal of Economic Dynamics and Control
|
B
|
3
|
|
2001
|
Coordination and price shocks: an empirical analysis
|
Economic Modeling
|
C
|
4
|
|
2000
|
Modelling economies in transition: an introduction
|
Economic Modeling
|
C
|
3
|
|
2000
|
Unemployment and the capital stock: a dynamic structural model of the UK supply side
|
Economic Modeling
|
C
|
2
|
|
1999
|
repec:bla:obuest:v:61:y:1999:i:0:p:749-67
|
Oxford Bulletin of Economics and Statistics
|
B
|
1
|
|
1999
|
A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence
|
Oxford Bulletin of Economics and Statistics
|
B
|
3
|
|
1999
|
Examining the first stages of market performance: a test for evolving market efficiency
|
Economics Letters
|
C
|
2
|
|
1997
|
E-equilibria and adaptive expectations: Output and inflation in the LBS model
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
1997
|
Switching error-correction models of house prices in the United Kingdom
|
Economic Modeling
|
C
|
3
|
|
1997
|
Stabilizing energy related CO2 emissions for India
|
Energy Economics
|
A
|
2
|
|
1996
|
Modelling economies subject to structural change: The case of Germany
|
Economic Modeling
|
C
|
2
|
|
1995
|
Model consistent learning and regime switching in the London Business School model
|
Economic Modeling
|
C
|
2
|
|
1995
|
Price and Quantity Responses to Cost and Demand Shocks.
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
1994
|
Rational bubbles during Poland's hyperinflation: Implications and empirical evidence
|
European Economic Review
|
B
|
3
|
|
1994
|
Robust optimal decisions with stochastic nonlinear economic systems
|
Journal of Economic Dynamics and Control
|
B
|
3
|
|
1992
|
Measuring Efficiency and Risk in the Major Bond Markets.
|
Oxford Economic Papers
|
C
|
2
|
|
1989
|
Maximum Likelihood Estimation of Cointegration Vectors: An Example of the Johansen Procedure.
|
Oxford Bulletin of Economics and Statistics
|
B
|
1
|
|
1986
|
repec:bla:econom:v:53:y:1986:i:212:p:447-65
|
Economica
|
C
|
1
|
|
1986
|
An Application of the Granger & Engle Two-Step Estimation Procedure to United Kingdom Aggregate Wage Data.
|
Oxford Bulletin of Economics and Statistics
|
B
|
1
|
|
1986
|
A dynamic econometric model of the UK with rational expectations
|
Journal of Economic Dynamics and Control
|
B
|
2
|
|
1986
|
Time inconsistency and optimal policy formulation in the presence of rational expectations
|
Journal of Economic Dynamics and Control
|
B
|
1
|
|
1986
|
The use of prior regressions in the estimation of error correction models
|
Economics Letters
|
C
|
2
|
|
1986
|
Disequilibrium models with rational expectations : An application to the UK labour market
|
Economics Letters
|
C
|
4
|
|
1986
|
Forecasting employment : The role of forward-looking behaviour
|
International Journal of Forecasting
|
B
|
4
|
|
1985
|
Forecasting with a Rational Expectations Model of the UK: A Comment.
|
Oxford Bulletin of Economics and Statistics
|
B
|
3
|
|
1984
|
On the Solution of High Order, Symmetric, Difference Equations.
|
Oxford Bulletin of Economics and Statistics
|
B
|
1
|
|
1983
|
Money and the Walrasian Utility Function.
|
Oxford Economic Papers
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C
|
1
|
|
1980
|
Scarcity, energy and economic progress : by Ferdinand E. Banks 200 pp, [UK pound]10.50, Lexington books, Lexington, MA, 1978
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Energy Economics
|
A
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1
|