David A. Peel

Available identifiers

zbMath Open peel.david-aMaRDI QIDQ1128934

List of research outcomes

Publication	Date of Publication	Type
On skew preference or non-skew preference of a CPT DM revealed in lottery choices with three payoffs	2024-03-19	Paper
On the predictions of cumulative prospect theory for third and fourth order risk preferences	2023-08-22	Paper
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule	2023-03-30	Paper
Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study	2023-03-13	Paper
Flexible distribution functions, higher-order preferences and optimal portfolio allocation	2019-09-26	Paper
On the Positive Expected Utility of Combination Wagers	2018-10-24	Paper
Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates	2018-10-11	Paper
https://portal.mardi4nfdi.de/entity/Q4634714	2018-04-11	Paper
Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation	2017-06-09	Paper
Critical bounds for MA(2) and MA(3) processes	2016-01-01	Paper
On testing the properties of directly obtained expectations data	2016-01-01	Paper
A model-based approach to designing a fishery-independent survey	2015-01-07	Paper
https://portal.mardi4nfdi.de/entity/Q5403729	2014-03-19	Paper
Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets	2014-03-17	Paper
AN EXAMPLE OF AN OPTIMAL FORECAST EXHIBITING DECREASING BIAS WITH INCREASING FORECAST HORIZON	2014-01-17	Paper
Deterministic impulse response in a nonlinear model. An analytical expression	2013-01-28	Paper
Implementing the wild bootstrap using a two-point distribution	2013-01-28	Paper
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation	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	2013-01-02	Paper
On the potential for observational equivalence in experiments on risky choice when a power value function is assumed	2012-12-18	Paper
On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty	2012-07-13	Paper
On lottery sales, jackpot sizes and irrationality: a cautionary note	2011-01-21	Paper
Spreads versus professional forecasters as predictors of future output change	2011-01-06	Paper
Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form	2010-07-02	Paper
The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory	2009-12-21	Paper
Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004	2008-04-04	Paper
On the equality of real interest rates across borders in integrated capital markets	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.	2003-01-22	Paper
https://portal.mardi4nfdi.de/entity/Q4523870	2001-01-15	Paper
Optimal monetary policy with a nonlinear Phillips curve	2000-06-04	Paper
Standard errors of fitted component means of normal mixture	1999-09-15	Paper
Periodically collapsing stock price bubbles: A robust test	1999-01-12	Paper
Rationality testing under asymmetric loss	1999-01-12	Paper
The slope of the yield curve and real economic activity: tracing the transmission mechanism	1998-08-13	Paper
A non-linear error correction mechanism based on the bilinear model	1998-08-13	Paper
Hysteresis and cyclical variability in real wages, output and unemployment: empirical evidence from nonlinear methods for the United States	1994-10-10	Paper
Some analysis of the long-run time series properties of consumption and income in the U.K	1993-04-01	Paper
https://portal.mardi4nfdi.de/entity/Q3762174	1987-01-01	Paper
The Dynamic Behavior of a Simple Macro-Model with Endogenous Labor Supply and Demand	1979-01-01	Paper

Research outcomes over time

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