David A. Peel

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Person:1128934

Available identifiers

zbMath Open peel.david-aMaRDI QIDQ1128934

List of research outcomes

PublicationDate of PublicationType
On skew preference or non-skew preference of a CPT DM revealed in lottery choices with three payoffs2024-03-19Paper
On the predictions of cumulative prospect theory for third and fourth order risk preferences2023-08-22Paper
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule2023-03-30Paper
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study2023-03-13Paper
Flexible distribution functions, higher-order preferences and optimal portfolio allocation2019-09-26Paper
On the Positive Expected Utility of Combination Wagers2018-10-24Paper
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates2018-10-11Paper
https://portal.mardi4nfdi.de/entity/Q46347142018-04-11Paper
Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation2017-06-09Paper
Critical bounds for MA(2) and MA(3) processes2016-01-01Paper
On testing the properties of directly obtained expectations data2016-01-01Paper
A model-based approach to designing a fishery-independent survey2015-01-07Paper
https://portal.mardi4nfdi.de/entity/Q54037292014-03-19Paper
Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets2014-03-17Paper
AN EXAMPLE OF AN OPTIMAL FORECAST EXHIBITING DECREASING BIAS WITH INCREASING FORECAST HORIZON2014-01-17Paper
Deterministic impulse response in a nonlinear model. An analytical expression2013-01-28Paper
Implementing the wild bootstrap using a two-point distribution2013-01-28Paper
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation2013-01-07Paper
Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap2013-01-02Paper
On the potential for observational equivalence in experiments on risky choice when a power value function is assumed2012-12-18Paper
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty2012-07-13Paper
On lottery sales, jackpot sizes and irrationality: a cautionary note2011-01-21Paper
Spreads versus professional forecasters as predictors of future output change2011-01-06Paper
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form2010-07-02Paper
The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory2009-12-21Paper
Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-20042008-04-04Paper
On the equality of real interest rates across borders in integrated capital markets2007-09-10Paper
Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes.2003-01-22Paper
Finite mixture models2001-01-15Paper
Optimal monetary policy with a nonlinear Phillips curve2000-06-04Paper
Standard errors of fitted component means of normal mixture1999-09-15Paper
Periodically collapsing stock price bubbles: A robust test1999-01-12Paper
Rationality testing under asymmetric loss1999-01-12Paper
The slope of the yield curve and real economic activity: tracing the transmission mechanism1998-08-13Paper
A non-linear error correction mechanism based on the bilinear model1998-08-13Paper
Hysteresis and cyclical variability in real wages, output and unemployment: empirical evidence from nonlinear methods for the United States1994-10-10Paper
Some analysis of the long-run time series properties of consumption and income in the U.K1993-04-01Paper
https://portal.mardi4nfdi.de/entity/Q37621741987-01-01Paper
The Dynamic Behavior of a Simple Macro-Model with Endogenous Labor Supply and Demand1979-01-01Paper

Research outcomes over time


Doctoral students

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