Similar Search Results

Local asymptotic power of the Im-Peasaran-Shin panel unit root test and the impact of initial observations

Harris, David; Harvey, David I.; Leybourne, Stephen James; … - In: Econometric theory 26 (2010) 1, pp. 311-324

Persistent link: https://www.econbiz.de/10003968586

Date-stamping multiple bubble regimes

Harvey, David I.; Leybourne, Stephen James; Whitehouse, … - In: Journal of empirical finance 58 (2020), pp. 226-246

Persistent link: https://www.econbiz.de/10012430678

The impact of the initial condition on covariate augmented unit root tests

Aristidou, Chrystalleni; Harvey, David I.; Leybourne, … - In: Journal of time series econometrics 9 (2017) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10011671094

Simple tests for stock return predictability with good size and power properties

Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 224 (2021) 1, pp. 198-214

Persistent link: https://www.econbiz.de/10013275372

Real-time monitoring of bubbles and crashes

Whitehouse, Emily J.; Harvey, David I.; Leybourne, … - In: Oxford bulletin of economics and statistics 85 (2023) 3, pp. 482-513

Persistent link: https://www.econbiz.de/10014304411

CUSUM-based monitoring for explosive episodes in financial data in the presence of time-varying volatility

Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Journal of financial econometrics 21 (2023) 1, pp. 187-227

Persistent link: https://www.econbiz.de/10013542862

Testing for co-explosive behaviour in financial time series

Evripidou, Andria C.; Harvey, David I.; Leybourne, … - In: Oxford bulletin of economics and statistics 84 (2022) 3, pp. 624-650

Persistent link: https://www.econbiz.de/10013348446

Systemic risk in banking, fire sales, and macroeconomic disasters

Bougheas, Spiros P.; Harvey, David I.; Kirman, Alan P.; … - 2024

We develop a dynamic computational network model of the banking system where fire sales provide the amplification mechanism of financial shocks. Each period a finite number of banks offers a large, but finite, number of loans to households. Banks with excess liquidity also offer loans to other...

Persistent link: https://www.econbiz.de/10014490902

The impact of exchange rate volatility on world broiler trade

Davis, Christopher G.; Muhammad, Andrew; Karemera, David; … - In: Agribusiness : an internat. journal 30 (2014) 1, pp. 46-55

Persistent link: https://www.econbiz.de/10010339260

Do consumers respond to country-of-origin labelling?

Kuchler, Frederick R.; Krissoff, Barry; Harvey, David - In: Journal of consumer policy : consumer issues in law, … 33 (2010) 4, pp. 323-337

Persistent link: https://www.econbiz.de/10009242452