| Publication | Date of Publication | Type |
|---|
On skew preference or non-skew preference of a CPT DM revealed in lottery choices with three payoffs
Economics Letters | 2024-03-19 | Paper |
On the predictions of cumulative prospect theory for third and fourth order risk preferences
Theory and Decision | 2023-08-22 | Paper |
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study
Studies in Nonlinear Dynamics & Econometrics | 2023-03-13 | Paper |
Flexible distribution functions, higher-order preferences and optimal portfolio allocation
Quantitative Finance | 2019-09-26 | Paper |
On the positive expected utility of combination wagers
Decision Analysis | 2018-10-24 | Paper |
Forecast evaluation of nonlinear models: the case of long-span real exchange rates
Journal of Forecasting | 2018-10-11 | Paper |
| scientific article; zbMATH DE number 6858228 (Why is no real title available?) | 2018-04-11 | Paper |
Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation
Economics Letters | 2017-06-09 | Paper |
Critical bounds for MA(2) and MA(3) processes
Economics Letters | 2016-01-01 | Paper |
On testing the properties of directly obtained expectations data
Economics Letters | 2016-01-01 | Paper |
A model-based approach to designing a fishery-independent survey
Journal of Agricultural, Biological and Environmental Statistics | 2015-01-07 | Paper |
| Advanced macroeconomics. A primer | 2014-03-19 | Paper |
Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets
Economics Letters | 2014-03-17 | Paper |
An example of an optimal forecast exhibiting decreasing bias with increasing forecast horizon
Bulletin of Economic Research | 2014-01-17 | Paper |
Implementing the wild bootstrap using a two-point distribution
Economics Letters | 2013-01-28 | Paper |
Deterministic impulse response in a nonlinear model. An analytical expression
Economics Letters | 2013-01-28 | Paper |
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
Economics Letters | 2013-01-07 | Paper |
Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap
Economics Letters | 2013-01-02 | Paper |
On the potential for observational equivalence in experiments on risky choice when a power value function is assumed
Economics Letters | 2012-12-18 | Paper |
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty
Economics Letters | 2012-07-13 | Paper |
On lottery sales, jackpot sizes and irrationality: a cautionary note
Economics Letters | 2011-01-21 | Paper |
Spreads versus professional forecasters as predictors of future output change
Journal of Forecasting | 2011-01-06 | Paper |
Specifying smooth transition regression models in the presence of conditional heteroskedasticity of unknown form
Studies in Nonlinear Dynamics & Econometrics | 2010-07-02 | Paper |
The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory
Economics Letters | 2009-12-21 | Paper |
Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004
Studies in Nonlinear Dynamics & Econometrics | 2008-04-04 | Paper |
On the equality of real interest rates across borders in integrated capital markets
Open Economies Review | 2007-09-10 | Paper |
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 | 2003-01-22 | Paper |
Hybrid modelling for echo location and surface characterization
International Journal of Numerical Modelling | 2002-06-27 | Paper |
| Finite mixture models | 2001-01-15 | Paper |
Optimal monetary policy with a nonlinear Phillips curve
Economics Letters | 2000-06-04 | Paper |
Standard errors of fitted component means of normal mixture
Computational Statistics | 1999-09-15 | Paper |
Rationality testing under asymmetric loss
Economics Letters | 1999-01-12 | Paper |
Periodically collapsing stock price bubbles: A robust test
Economics Letters | 1999-01-12 | Paper |
A non-linear error correction mechanism based on the bilinear model
Economics Letters | 1998-08-13 | Paper |
The slope of the yield curve and real economic activity: tracing the transmission mechanism
Economics Letters | 1998-08-13 | Paper |
Hysteresis and cyclical variability in real wages, output and unemployment: empirical evidence from nonlinear methods for the United States
International Journal of Systems Science. Principles and Applications of Systems and Integration | 1994-10-10 | Paper |
Some analysis of the long-run time series properties of consumption and income in the U.K
Economics Letters | 1993-04-01 | Paper |
| scientific article; zbMATH DE number 4012444 (Why is no real title available?) | 1987-01-01 | Paper |
The Dynamic Behavior of a Simple Macro-Model with Endogenous Labor Supply and Demand
International Economic Review | 1979-01-01 | Paper |
