T. C. Mills

· 27 obras en el catálogo

Obras

MModelling Trends and Cycles in Economic Time Series

Modelling Trends and Cycles in Economic Time Series

Predicting the Unpredictable?

AAre there asymmetries or nonlinearities in U.K. output?

Are there asymmetries or nonlinearities in U.K. output?

AAssessing the predictability of U.K. stock market returns us

Assessing the predictability of U.K. stock market returns using statistics based on multiperiod returns

BBusiness cycle asymmetries and nonlinearities in U.K. macroe

Business cycle asymmetries and nonlinearities in U.K. macroeconomic time series

CCapital flows and the excess burden of the exchange rate reg

Capital flows and the excess burden of the exchange rate regime

Composite monetary indicators for the United Kingdom

Econometric modelling of financial time series

EEstimating betas for the FT-SE industry baskets

Estimating betas for the FT-SE industry baskets

EEstimating the permanent component of U.K. stock prices usin

Estimating the permanent component of U.K. stock prices using multivariate evidence on both prices and dividends

HHow predictable really are financial markets?

How predictable really are financial markets?

TThe information content of sterling M3 revisited

The information content of sterling M3 revisited

IInfrequent permanent shocks and the unit root in quarterly U

Infrequent permanent shocks and the unit root in quarterly U.K. output

IInterest rates, unemployment and conduct of monetary policy

Interest rates, unemployment and conduct of monetary policy

IIs there long-term memory in U.K. stock returns?

Is there long-term memory in U.K. stock returns?

MMisspecification testing and robust estimation of the market

Misspecification testing and robust estimation of the market model and their implications for event studies

MModelling changing trend rates of output growth

Modelling changing trend rates of output growth

MModelling real returns on U.K. Government stocks

Modelling real returns on U.K. Government stocks

MModelling skewness and kurtosis in the London Stock Exchange

Modelling skewness and kurtosis in the London Stock Exchange FT-SE return distributions

MMoney substitutes and monetary policy in the United Kingdom

Money substitutes and monetary policy in the United Kingdom 1923 to 1974

SSegmented trends and the power of unit root tests

Segmented trends and the power of unit root tests

SSensitivity and stability of the U. K. demand for money func

Sensitivity and stability of the U. K. demand for money function

SShort-term real interest rates in the U.K

Short-term real interest rates in the U.K

SSome new evidence of a risk premium in the determination of

Some new evidence of a risk premium in the determination of the U.S. dollar vis-a-vis the currencies of the other G-5 members