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Cyclical unemployment and sectoral shifts : further tests of the Lilien hypothesis for the UK
Mills, Terence C. - In: Economics letters 52 (1996) 1, pp. 55-60
Persistent link: https://www.econbiz.de/10001207400
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A new empirical weighted monetary aggregate for the UK
Drake, Leigh M.; Mills, Terence C. - In: International journal of finance & economics : IJFE 6 (2001) 3, pp. 217-234
Persistent link: https://www.econbiz.de/10001607408
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Multivariate Markov switching common factor models for the UK
Mills, Terence C.; Wang, Ping - In: Bulletin of economic research 55 (2003) 2, pp. 177-193
Persistent link: https://www.econbiz.de/10001748816
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The size effect and the random walk hypothesis : evidence from the London stock exchange using Markov chains
Mills, Terence C.; Jordanov, J. V. - In: Applied financial economics 13 (2003) 11, pp. 807-815
Persistent link: https://www.econbiz.de/10001804430
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Great ratios and common cycles : do they exist for the UK?
Mills, Terence C. - In: Bulletin of economic research 53 (2001) 1, pp. 35-51
Persistent link: https://www.econbiz.de/10001544208
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Misspecification testing and robust estimation of the market model : estimating betas for the FT-SE industry baskets
Mills, Terence C. - In: The European journal of finance 2 (1996) 4, pp. 319-331
Persistent link: https://www.econbiz.de/10001216123
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Stylized facts on the temporal and distributional properties of daily FT-SE returns
Mills, Terence C. - In: Applied financial economics 7 (1997) 6, pp. 599-604
Persistent link: https://www.econbiz.de/10001240571
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Recent developments in modelling nonstationary vector autoregressions
Mills, Terence C. - In: Journal of economic surveys 12 (1998) 3, pp. 279-312
Persistent link: https://www.econbiz.de/10001244882
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Trend growth in British industrial output : 1700 - 1913 ; a reappraisal
Mills, Terence C. - In: Explorations in economic history : EEH 33 (1996) 3, pp. 277-295
Persistent link: https://www.econbiz.de/10001203725
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Modelling weekly data on UK interest and exchange rates
Mills, Terence C. - In: Applied economics 23 (1991) 1, pp. 95-100
Persistent link: https://www.econbiz.de/10001104407