Loading...

← Back to Leaderboard

David Papell

Global rank #780 99%

Institution: University of Houston

Primary Field: International (weighted toward more recent publications)

Homepage: http://www.uh.edu/~dpapell/

First Publication: 1984

Most Recent: 2020

RePEc ID: ppa73 ↗

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 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 1.68 0.00 1.68
All Time 3.02 19.10 19.10 0.00 72.56

Publication Statistics

Raw Publications 40
Coauthorship-Adjusted Count 47.79

Publications (40)

Year Article Journal Tier Authors
2020 Long-run purchasing power parity redux Journal of International Money and Finance B 2
2016 Taylor rule deviations and out-of-sample exchange rate predictability Journal of International Money and Finance B 3
2014 Median-unbiased estimation of structural change models: an application to real exchange rate persistence Applied Economics C 3
2014 Deviations from rules-based policy and their effects Journal of Economic Dynamics and Control B 3
2014 Long run time series tests of constant steady-state growth Economic Modeling C 2
2013 The (un)reliability of real-time output gap estimates with revised data Economic Modeling C 2
2013 Median-unbiased estimation in DF-GLS regressions and the PPP puzzle Applied Economics C 3
2012 Convergence of Euro area inflation rates Journal of International Money and Finance B 2
2011 Taylor Rules and the Euro Journal of Money, Credit, and Banking B 3
2009 Out-of-sample exchange rate predictability with Taylor rule fundamentals Journal of International Economics A 2
2008 Taylor rules with real-time data: A tale of two countries and one exchange rate Journal of Monetary Economics A 3
2007 Purchasing power parity and country characteristics: Evidence from panel data tests Journal of Development Economics A 2
2007 Convergence to Purchasing Power Parity at the Commencement of the Euro* Review of International Economics B 2
2007 RESTRICTED STRUCTURAL CHANGE AND THE UNIT ROOT HYPOTHESIS Economic Inquiry C 2
2007 Are Real GDP Levels Trend, Difference, or Regime‐Wise Trend Stationary? Evidence from Panel Data Tests Incorporating Structural Change Southern Economic Journal C 2
2002 The purchasing power parity persistence paradigm Journal of International Economics A 2
2002 The great appreciation, the great depreciation, and the purchasing power parity hypothesis Journal of International Economics A 1
2002 Purchasing Power Parity under the Gold Standard Southern Economic Journal C 2
2000 The Structure of Unemployment Review of Economics and Statistics A 3
1999 Long-run purchasing power parity with short-run data: evidence with a null hypothesis of stationarity Journal of International Money and Finance B 2
1998 Exchange rate determination and inflation in Southeast Asian countries Journal of Development Economics A 2
1998 Slowdowns And Meltdowns: Postwar Growth Evidence From 74 Countries Review of Economics and Statistics A 2
1998 Increasing evidence of purchasing power parity over the current float Journal of International Money and Finance B 2
1997 International trade and structural change Journal of International Economics A 2
1997 Searching for stationarity: Purchasing power parity under the current float Journal of International Economics A 1
1997 Cointegration and exchange rate dynamics Journal of International Money and Finance B 1
1997 Multiple Trend Breaks And The Unit-Root Hypothesis Review of Economics and Statistics A 2
1996 Are U.S. regional incomes converging? Some further evidence Journal of Monetary Economics A 2
1995 Trend Breaks and the Unit-Root Hypothesis for Newly Industrializing and Newly Exporting Countries. Review of International Economics B 2
1995 The great wars, the great crash, and steady state growth: Some new evidence about an old stylized fact Journal of Monetary Economics A 2
1995 Real exchange rates under the gold standard: can they be explained by the trend break model? Journal of International Money and Finance B 2
1992 Can equilibrium models explain nominal exchange regime non-neutrality? Evidence from the European monetary system Journal of International Money and Finance B 1
1992 Exchange rate and price dynamics under adaptive and rational expectations: An empirical analysis Journal of International Money and Finance B 1
1991 Chaos Theory and Microeconomics: An Application to Model Specification and Hedonic Estimation. Review of Economics and Statistics A 3
1989 Monetary Policy in the United States under Flexible Exchange Rates. American Economic Review S 1
1988 About Two Marks: Refugees and the Exchange Rate before the Berlin Wall. American Economic Review S 2
1988 Expectations and exchange rate dynamics after a decade of floating Journal of International Economics A 1
1985 Activist monetary policy, imperfect capital mobility, and the overshooting hypothesis Journal of International Economics A 1
1984 Anticipated and unanticipated disturbances: The dynamics of the exchange rate and the current account Journal of International Money and Finance B 1
1984 Activist monetary policy and exchange-rate overshooting: The Deutsche mark/dollar rate Journal of International Money and Finance B 1