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On testing the properties of directly obtained expectations data

Peel, David - In: Economics letters 30 (1989) 2, pp. 137-139

Persistent link: https://www.econbiz.de/10001071553

Forecasting industrial production using non-linear methods

Byers, J. David - In: Journal of forecasting 14 (1995) 4, pp. 325-336

Persistent link: https://www.econbiz.de/10001185219

On testing for unbiasedness and efficiency of forecasts

Holden, Kenneth - In: The Manchester School of Economic and Social Studies 58 (1990) 2, pp. 120-127

Persistent link: https://www.econbiz.de/10001089124

On testing the relationship between exchange rate movements and monetary surprises : a comment on Smith and Goodhart

Peel, David - In: The Manchester School of Economic and Social Studies 55 (1987) 2, pp. 197-202

Persistent link: https://www.econbiz.de/10001093810

The policy anticipation hypothesis and the expected inflation hypothesis : some new evidence using index linked bonds

Peel, David - In: Economics letters 34 (1990) 2, pp. 121-125

Persistent link: https://www.econbiz.de/10001096994

Consumer expenditure, the demand for money, and the Hall hypothesis

MacDonald, Ronald - In: Empirical economics : a journal of the Institute for … 12 (1987) 1, pp. 3-17

Persistent link: https://www.econbiz.de/10001041266

The accuracy of OECD forecasts

Holden, Kenneth - In: Empirical economics : a journal of the Institute for … 12 (1987) 3, pp. 175-186

Persistent link: https://www.econbiz.de/10001042614

Properties of expectations in a UK fixed odds wagering market

Peel, David - In: The Cyprus journal of economics 4 (1991) 1, pp. 30-44

Persistent link: https://www.econbiz.de/10001120549

The impact of the ECB banking supervision announcements on the EU stock market

Baglioni, Angelo; Monticini, Andrea; Peel, David - 2021

We study the impact of ECB's supervisory announcements on the Bank Stock index, from 2013 through 2017. Our evidence shows that the news, related to supervisory actions, do have highly significant effects on the market price of banks, contributing to the volatility of the Bank Stock Index for...

Persistent link: https://www.econbiz.de/10012696090

Nonlinear causality tests and multivariate conditional heteroskedasticity : a simulation study

Pavlidis, Efthymios G.; Payá, Ivan; Peel, David - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 17 (2013) 3, pp. 297-312

Persistent link: https://www.econbiz.de/10009740330