|
2024
|
The Kőszegi–Rabin expectations-based model and risk-apportionment tasks for elicitation of higher order risk preferences
|
Journal of Economic Behavior and Organization
|
B
|
3
|
|
2024
|
On skew preference or non-skew preference of a CPT DM revealed in lottery choices with three payoffs
|
Economics Letters
|
C
|
2
|
|
2023
|
Higher order risk attitudes: new model insights and heterogeneity of preferences
|
Experimental Economics
|
A
|
3
|
|
2021
|
On the contribution of the Markowitz model of utility to explain risky choice in experimental research
|
Journal of Economic Behavior and Organization
|
B
|
3
|
|
2018
|
Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market
|
Journal of Money, Credit, and Banking
|
B
|
3
|
|
2018
|
An explanation of each-way wagers in three models of risky choice
|
Applied Economics
|
C
|
1
|
|
2017
|
TESTING FOR SPECULATIVE BUBBLES USING SPOT AND FORWARD PRICES
|
International Economic Review
|
B
|
3
|
|
2017
|
Wagering on more than one outcome in an event in Cumulative Prospect Theory and Rank Dependent Utility
|
Economics Letters
|
C
|
1
|
|
2015
|
Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation
|
Economics Letters
|
C
|
3
|
|
2013
|
Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets
|
Economics Letters
|
C
|
1
|
|
2012
|
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty
|
Economics Letters
|
C
|
4
|
|
2012
|
On the potential for observational equivalence in experiments on risky choice when a power value function is assumed
|
Economics Letters
|
C
|
2
|
|
2011
|
The impact of ECB and FED announcements on the Euro interest rates
|
Economics Letters
|
C
|
3
|
|
2011
|
Real exchange rates and time-varying trade costs
|
Journal of International Money and Finance
|
B
|
3
|
|
2010
|
Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion
|
Journal of Money, Credit, and Banking
|
B
|
3
|
|
2010
|
The forward premium puzzle in the interwar period and deviations from covered interest parity
|
Economics Letters
|
C
|
3
|
|
2010
|
Habit and long memory in UK lottery sales
|
Economics Letters
|
C
|
2
|
|
2010
|
Systematic and varying biases in parallel state contingent gambling markets
|
Economics Letters
|
C
|
3
|
|
2010
|
On lottery sales, jackpot sizes and irrationality: A cautionary note
|
Economics Letters
|
C
|
1
|
|
2009
|
A More General Non‐expected Utility Model as an Explanation of Gambling Outcomes for Individuals and Markets
|
Economica
|
C
|
2
|
|
2009
|
The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory
|
Economics Letters
|
C
|
2
|
|
2009
|
Skewness as an explanation of gambling in cumulative prospect theory
|
Applied Economics
|
C
|
2
|
|
2008
|
Introduction: economics of betting markets
|
Applied Economics
|
C
|
1
|
|
2008
|
The Markowitz model of utility supplemented with a small degree of probability distortion as an explanation of outcomes of Allais experiments over large and small payoffs and gambling on unlikely outcomes
|
Applied Economics
|
C
|
3
|
|
2008
|
Bounded cumulative prospect theory: some implications for gambling outcomes
|
Applied Economics
|
C
|
3
|
|
2007
|
Habit, aggregation and long memory: evidence from television audience data
|
Applied Economics
|
C
|
3
|
|
2007
|
The long memory model of political support: some further results
|
Applied Economics
|
C
|
3
|
|
2007
|
Implementing the wild bootstrap using a two-point distribution
|
Economics Letters
|
C
|
3
|
|
2007
|
Simulating stock returns under switching regimes - A new test of market efficiency
|
Economics Letters
|
C
|
3
|
|
2007
|
Deterministic impulse response in a nonlinear model. An analytical expression
|
Economics Letters
|
C
|
3
|
|
2006
|
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
|
Economics Letters
|
C
|
2
|
|
2006
|
Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment
|
Journal of Applied Econometrics
|
B
|
2
|
|
2005
|
The process followed by PPP data. On the properties of linearity tests
|
Applied Economics
|
C
|
2
|
|
2005
|
Smooth Transition Models and Arbitrage Consistency
|
Economica
|
C
|
2
|
|
2005
|
Non-linearity in stock index returns: the volatility and serial correlation relationship
|
Economic Modeling
|
C
|
2
|
|
2005
|
Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap
|
Economics Letters
|
C
|
2
|
|
2004
|
Nonlinear Purchasing Power Parity under the Gold Standard
|
Southern Economic Journal
|
C
|
2
|
|
2003
|
Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS
|
Oxford Bulletin of Economics and Statistics
|
B
|
3
|
|
2003
|
Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes
|
Economics Letters
|
C
|
2
|
|
2003
|
Purchasing power parity over two centuries: trends and nonlinearity
|
Applied Economics
|
C
|
2
|
|
2001
|
The Relationship between Two Indicators of Insider Trading in British Racetrack Betting
|
Economica
|
C
|
3
|
|
2000
|
Optimal monetary policy with a nonlinear Phillips curve
|
Economics Letters
|
C
|
2
|
|
2000
|
International relocation: firm and industry determinants
|
Economics Letters
|
C
|
2
|
|
2000
|
Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals
|
Journal of International Money and Finance
|
B
|
2
|
|
2000
|
Product bundling and a rule of thumb versus the Harville formulae: can each way bets with UK bookmakers generate abnormal returns
|
Applied Economics
|
C
|
3
|
|
2000
|
Threshold nonlinearities in unemployment rates: further evidence for the UK and G3 economies
|
Applied Economics
|
C
|
2
|
|
1998
|
Rationality testing under asymmetric loss
|
Economics Letters
|
C
|
2
|
|
1998
|
A non-linear error correction mechanism based on the bilinear model1
|
Economics Letters
|
C
|
2
|
|
1998
|
Modelling Business Cycle Nonlinearity in Conditional Mean and Conditional Variance: Some International and Sectoral Evidence
|
Economica
|
C
|
2
|
|
1998
|
The slope of the yield curve and real economic activity: tracing the transmission mechanism
|
Economics Letters
|
C
|
2
|
|
1998
|
A note on some properties of the ESTAR model
|
Economics Letters
|
C
|
2
|
|
1998
|
Periodically collapsing stock price bubbles: a robust test
|
Economics Letters
|
C
|
2
|
|
1998
|
The nonlinear time series properties of unemployment rates: some further evidence
|
Applied Economics
|
C
|
2
|
|
1998
|
Threshold nonlinearities in output: some international evidence
|
Applied Economics
|
C
|
2
|
|
1997
|
Transactions Costs and Nonlinear Adjustment in Real Exchange Rates: An Empirical Investigation.
|
Journal of Political Economy
|
S
|
3
|
|
1994
|
Purchasing power parity yet again: evidence from spatially separated commodity markets
|
Journal of International Money and Finance
|
B
|
3
|
|
1992
|
Some analysis of the long-run time series properties of consumption and income in the U.K.
|
Economics Letters
|
C
|
1
|
|
1991
|
Some evidence on the efficiency of the sterling-dollar and sterling-franc forward exchange rates in the interwar period
|
Economics Letters
|
C
|
2
|
|
1991
|
Estimates of a traditional aggregate import demand model for five countries
|
Economics Letters
|
C
|
2
|
|
1991
|
The effects of exchange rate volatility on exports : Some new estimates
|
Economics Letters
|
C
|
2
|
|
1991
|
Forward foreign exchange rates and risk premia--a reappraisal
|
Journal of International Money and Finance
|
B
|
2
|
|
1989
|
On testing the properties of directly obtained expectations data
|
Economics Letters
|
C
|
1
|
|
1989
|
Empirical evidence on the properties of exchange rate forecasts and the risk premium
|
Economics Letters
|
C
|
2
|
|
1988
|
Critical bounds for MA(2) and MA(3) processes
|
Economics Letters
|
C
|
3
|
|
1988
|
Economic surprises and the behaviour of asset prices : Some analyses and further empirical results
|
Economics Letters
|
C
|
2
|
|
1987
|
Further empirical evidence on popularity and electoral cycle effects
|
Economics Letters
|
C
|
2
|
|
1986
|
On Lagged Adjustment, Permanent Income, Expectations Formation and the Demand for Money.
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
1986
|
The velocity of money and the random walk hypothesis
|
Economics Letters
|
C
|
2
|
|
1986
|
What Can Economics Learn from Political Science, and Vice Versa?
|
American Economic Review
|
S
|
2
|
|
1986
|
Public forecasts and their impact on expectation formation
|
Economic Modeling
|
C
|
3
|
|
1986
|
Expectations formation, public forecasts and the wage equation
|
Economic Modeling
|
C
|
2
|
|
1985
|
Behaviour of the Liverpool model with weight given to alternative public forecasts
|
Economic Modeling
|
C
|
2
|
|
1985
|
Some empirical evidence on the determinants of incomes policies in the UK
|
Economics Letters
|
C
|
2
|
|
1983
|
Growth and Inflationary Finance: Variations on a Mundellian Theme.
|
Journal of Political Economy
|
S
|
2
|
|
1983
|
On the effectiveness of automatic stabilizers under rational expectations when there is partial current information
|
Economics Letters
|
C
|
2
|
|
1982
|
The political theory of the business cycle
|
European Economic Review
|
B
|
2
|
|
1982
|
The Microfoundations of the Phillips Curve with Rational Expectations.
|
Oxford Economic Papers
|
C
|
2
|
|
1982
|
The government behavioural constraint in rational expectations models
|
Economics Letters
|
C
|
2
|
|
1981
|
Non-uniqueness and the role of the monetary authorities
|
Economics Letters
|
C
|
1
|
|
1981
|
Unemployment and the replacement ratio : Some reduced form estimates for the UK
|
Economics Letters
|
C
|
2
|
|
1980
|
The Natural Rate Hypothesis and Rational Expectations-A Critique of Some Recent Developments.
|
Oxford Economic Papers
|
C
|
2
|
|
1979
|
Inflation and output dynamics with a floating exchange rate
|
European Economic Review
|
B
|
2
|
|
1979
|
The classical supply hypothesis and the observational equivalence of Classical and Keynesian models
|
Economics Letters
|
C
|
2
|
|
1979
|
On dynamic stability in monetary models which incorporate short- and long-run expectations of inflation in the demand for the money function
|
Economics Letters
|
C
|
1
|
|
1979
|
On the political theory of the business cycle
|
Economics Letters
|
C
|
2
|
|
1979
|
The dynamic behaviour of a simple macroeconomic model with a tax based incomes policy
|
Economics Letters
|
C
|
1
|
|
1979
|
The Relationship between Prices and Money Supply in Latin America, 1958-1975.
|
Review of Economics and Statistics
|
A
|
2
|
|
1977
|
ON THE CASE FOR INDEXATION OF WAGES AND SALARIES
|
Kyklos
|
C
|
1
|
|
1977
|
An Empirical Investigation of Inflationary Expectations.
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
1977
|
Unemployment and unanticipanted inflation: Some empirical results for six countries
|
European Economic Review
|
B
|
2
|
|
1977
|
On the properties of alternative monetary rules in an extension of Black's model
|
European Economic Review
|
B
|
1
|
|
1977
|
The `tax on wage increses' when the firm is a monopsonist
|
Journal of Public Economics
|
A
|
2
|
|
1976
|
The 'Shake-Out' Hypothesis: A Note.
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
1975
|
The Specification of the Short-Run Employment Function: An Empirical Investigation of the Demand for Labour in the UK Manufacturing Sector, 1955-1972.
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
1975
|
A Monte Carlo Study of the Phillips Curve with Errors in Variables.
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
1975
|
User Cost and the Preference Function
|
Quarterly Journal of Economics
|
S
|
2
|
|
1974
|
A Note on X-Inefficiency
|
Quarterly Journal of Economics
|
S
|
1
|
|
1974
|
Adjustment Costs and Short-Run Returns to Labour.
|
Review of Economics and Statistics
|
A
|
2
|