David I. Harvey

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

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	1.35	0.50	0.00	1.85	49%
Last 10 Years	3.36	2.35	0.50	6.22	78%
All Time	14.46	14.46	3.53	32.46	96%

Publication Statistics

Raw Publications 42

Coauthorship-Adjusted Count 28.78

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