Stephen G. Hall

Available identifiers

zbMath Open hall.stephen-g-fMaRDI QIDQ1025594

List of research outcomes

Publication	Date of Publication	Type
The forward rate premium puzzle: a case of misspecification?1)	2023-03-13	Paper
Inflation and business cycle convergence in the euro area: empirical analysis using an unobserved component model	2019-05-23	Paper
Small Area Estimation with Correctly Specified Linking Models	2018-12-13	Paper
Decision‐Based Forecast Evaluation of UK Interest Rate Predictability	2018-10-12	Paper
A suggestion for constructing a large time-varying conditional covariance matrix	2018-09-12	Paper
The macroeconomic and fiscal implications of inflation forecast errors	2018-08-13	Paper
Estimation of Parameters in the Presence of Model Misspecification and Measurement Error	2010-07-02	Paper
Foreign direct investment in R\&D and exchange rate uncertainty	2009-06-19	Paper
A comparison between tests for changes in the adjustment coefficients in cointegrated systems	2008-04-10	Paper
Modelling Volatility and Its Implication for European Economic Integration	2007-06-19	Paper
A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates	2005-12-02	Paper
A non-parametric approach to pricing and hedging derivative securities: With an application to LIFFE data	2003-03-12	Paper
On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices.	2002-07-15	Paper
Examining the first stages of market performance: A test for evolving market efficiency	2000-01-12	Paper
E-equilibria and adaptive expectations: Output and inflation in the LBS model	1998-07-22	Paper
https://portal.mardi4nfdi.de/entity/Q4002939	1992-09-18	Paper
https://portal.mardi4nfdi.de/entity/Q3787750	1987-01-01	Paper
An improved solution technique for large economic models with consistent expectations	1985-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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