Non-linear time series models in economics : a selective survey

von Speight, Alan E. H.
Veröffentlicht in Future of economic science (2009)

"Cambridge didactic style"?

von Speight, Alan E. H.
Veröffentlicht in Essays in honour of Bernard Corry and Maurice Peston ; Vol. 2: The history and practice of economics (1999)

UK output variability and growth : some further evidence

von Speight, Alan E. H.
Veröffentlicht in Scottish journal of political economy (1999)

Consumption, rational expectations and liquidity : theory and evidence

von Speight, Alan E. H.
Veröffentlicht 1990

A deeper look at asymmetries in UK consumers' expenditure : the nonparametric analysis of 100 disaggregates

von Cook, Steven
Veröffentlicht in Applied economics (2005)

Time deformation in UK consumers' expenditure : an empirical analysis of highly disaggregated data

von Cook, Steven
Veröffentlicht in Applied economics letters (2006)

Does the public sector obey the rational expectations-permanent income hypothesis? : a multi-country study of the time series properties of government expenditures

von Speight, Alan E. H.
Veröffentlicht in Applied economics (1989)

The intertemporal government budget constraint in the UK, 1961 - 1986

von MacDonald, Ronald
Veröffentlicht in Manchester School of Economic and Social Studies The Manchester School of Economic and Social Studies (1990)

Time irreversibility in consumers' expenditure : an analysis of disaggregated data

von Cook, Steven
Veröffentlicht in International review of applied economics (2007)

The term structure of interest rates under rational expectations : some international evidence

von MacDonald, Ronald
Veröffentlicht in Applied financial economics (1991)

Testing for non-linear dependence in inter-war exchange rates

von Peel, David
Veröffentlicht in Weltwirtschaftliches Archiv (1994)

Is the US business cycle asymmetric? : Some further evidence

von Peel, David
Veröffentlicht in Applied economics (1996)

Consumption and income : some simple exercises with panel data

von Drobny, Andrès
Veröffentlicht in Applied economics (1986)

The term structure of interest rates in the UK

von MacDonald, Ronald
Veröffentlicht in Bulletin of economic research (1988)

Savings and rational expectations : a correction and further observations

von MacDonald, Ronald
Veröffentlicht in The economic journal (1990)

The nonlinear time series properties of unemployment rates : some further evidence

von Peel, David
Veröffentlicht in Applied economics (1998)

Consumption, saving and rational expectations : some further evidence for the UK

von MacDonald, Ronald
Veröffentlicht in The economic journal (1989)

Government expenditure under rational expectations : some estimates for the UK, Canada, Germany, and the US

von MacDonald, Ronald
Veröffentlicht in Public finance (1989)

Threshold nonlinearities in output : some international evidence

von Peel, David
Veröffentlicht in Applied economics (1998)

Future directions in applied econometric methodology

von Speight, Alan E. H.
Veröffentlicht in Future of economic science (2009)