Stephen G. Hall

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The forward rate premium puzzle: a case of misspecification?1) Studies in Nonlinear Dynamics & Econometrics	2023-03-13	Paper
Inflation and business cycle convergence in the euro area: empirical analysis using an unobserved component model Open Economies Review	2019-05-23	Paper
Small area estimation with correctly specified linking models Recent Advances in Estimating Nonlinear Models	2018-12-13	Paper
Decision-based forecast evaluation of UK interest rate predictability Journal of Forecasting	2018-10-12	Paper
A suggestion for constructing a large time-varying conditional covariance matrix Economics Letters	2018-09-12	Paper
The macroeconomic and fiscal implications of inflation forecast errors Journal of Economic Dynamics and Control	2018-08-13	Paper
Estimation of parameters in the presence of model misspecification and measurement error Studies in Nonlinear Dynamics & Econometrics	2010-07-02	Paper
Foreign direct investment in R\&D and exchange rate uncertainty Open Economies Review	2009-06-19	Paper
A comparison between tests for changes in the adjustment coefficients in cointegrated systems Journal of Statistical Computation and Simulation	2008-04-10	Paper
Modelling Volatility and Its Implication for European Economic Integration Contributions to Economic Analysis	2007-06-19	Paper
A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates Open Economies Review	2005-12-02	Paper
A non-parametric approach to pricing and hedging derivative securities: With an application to LIFFE data Computational Economics	2003-03-12	Paper
On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices. Journal of Economic Dynamics and Control	2002-07-15	Paper
Examining the first stages of market performance: A test for evolving market efficiency Economics Letters	2000-01-12	Paper
E-equilibria and adaptive expectations: Output and inflation in the LBS model Journal of Economic Dynamics and Control	1998-07-22	Paper
scientific article; zbMATH DE number 52649 (Why is no real title available?)	1992-09-18	Paper
scientific article; zbMATH DE number 4051304 (Why is no real title available?)	1987-01-01	Paper
An improved solution technique for large economic models with consistent expectations Systems & Control Letters	1985-01-01	Paper

Research outcomes over time

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