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David I. Harvey

Global rank #2654 97%

Institution: University of Nottingham

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://www.nottingham.ac.uk/economics/people/dave.harvey

First Publication: 1997

Most Recent: 2021

RePEc ID: pha1238 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.67 0.50 0.00 1.84
Last 10 Years 0.00 1.68 2.35 0.00 6.20
All Time 0.00 7.88 14.41 0.00 34.18

Publication Statistics

Raw Publications 42
Coauthorship-Adjusted Count 30.46

Publications (42)

Year Article Journal Tier Authors
2021 Simple tests for stock return predictability with good size and power properties Journal of Econometrics A 3
2021 Real‐time detection of regimes of predictability in the US equity premium Journal of Applied Econometrics B 4
2020 SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY Econometric Theory B 3
2019 A Bootstrap Stationarity Test for Predictive Regression Invalidity Journal of Business & Economic Statistics A 4
2018 Testing for parameter instability in predictive regression models Journal of Econometrics A 4
2017 Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day World Development B 4
2017 Forecast evaluation tests and negative long-run variance estimates in small samples International Journal of Forecasting B 3
2016 Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown Economics Letters C 2
2015 Robust and Powerful Tests for Nonlinear Deterministic Components Oxford Bulletin of Economics and Statistics B 4
2015 Confidence sets for the date of a break in level and trend when the order of integration is unknown Journal of Econometrics A 2
2014 Asymptotic behaviour of tests for a unit root against an explosive alternative Economics Letters C 2
2014 Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date Oxford Bulletin of Economics and Statistics B 3
2014 Break Date Estimation for Models with Deterministic Structural Change Oxford Bulletin of Economics and Statistics B 2
2013 Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics Journal of Econometrics A 3
2012 An infimum coefficient unit root test allowing for an unknown break in trend Economics Letters C 2
2012 Unit root testing under a local break in trend Journal of Econometrics A 3
2012 Testing for unit roots in the presence of uncertainty over both the trend and initial condition Journal of Econometrics A 3
2011 Exchange rate regime verification: An alternative method of testing for regime changes Economics Letters C 3
2011 TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY Econometric Theory B 4
2011 Combining probability forecasts International Journal of Forecasting B 2
2011 Combining probability forecasts International Journal of Forecasting B 2
2010 LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS Econometric Theory B 4
2010 The Prebisch-Singer Hypothesis: Four Centuries of Evidence Review of Economics and Statistics A 4
2010 Robust methods for detecting multiple level breaks in autocorrelated time series Journal of Econometrics A 3
2009 REJOINDER Econometric Theory B 3
2009 TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND Econometric Theory B 4
2009 SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS Econometric Theory B 3
2009 UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION Econometric Theory B 3
2008 Erratum to "A simple, robust and powerful test of the trend hypothesis" [Journal of Econometrics 141(2) (2007) 1302-1330] Journal of Econometrics A 3
2007 A simple, robust and powerful test of the trend hypothesis Journal of Econometrics A 3
2006 Modified tests for a change in persistence Journal of Econometrics A 3
2005 Evidence for common features in G7 macroeconomic time series Applied Economics C 2
2005 Corrigendum to ''Common features in UK sectoral output'': [Economic Modelling 19 (2002) 91-104] Economic Modeling C 2
2005 Forecast Encompassing and Parameter Estimation* Oxford Bulletin of Economics and Statistics B 2
2004 Tests for Stationarity in Series with Endogenously Determined Structural Change Oxford Bulletin of Economics and Statistics B 2
2004 Tests for a Break in Level when the Order of Integration is Unknown Oxford Bulletin of Economics and Statistics B 3
2003 How great are the great ratios? Applied Economics C 3
2003 The non-normality of some macroeconomic forecast errors International Journal of Forecasting B 2
2002 Common features in UK sectoral output Economic Modeling C 2
2002 Seasonal unit root tests with seasonal mean shifts Economics Letters C 3
2001 Innovational Outlier Unit Root Tests With an Endogenously Determined Break in Level Oxford Bulletin of Economics and Statistics B 3
1997 Testing the equality of prediction mean squared errors International Journal of Forecasting B 3