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Hall, Stephen G.
40
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1
Forecasting inflation: the use of dynamic factor analysis and nonlinear combinations
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
-
2023
Persistent link: https://www.econbiz.de/10014249603
Saved in:
2
Forecasting inflation : the use of dynamic factor analysis and nonlinear combinations
Hall, Stephen G.
;
Tavlas, George S.
;
Wang, Yongli
- In:
Journal of forecasting
42
(
2023
)
3
,
pp. 514-529
Persistent link: https://www.econbiz.de/10014292208
Saved in:
3
A suggestion for A Dynamic Multi Factor Model (DMFM)
Gibson, Heather D.
;
Hall, Stephen G.
;
Tavlas, George S.
-
2020
Persistent link: https://www.econbiz.de/10012493355
Saved in:
4
Nonlinear forecast combinations : an example using Euro-area real GDP growth
Gibson, Heather D.
;
Hall, Stephen G.
;
Tavlas, George S.
- In:
Journal of economic behavior & organization : JEBO
180
(
2020
),
pp. 579-589
Persistent link: https://www.econbiz.de/10012487451
Saved in:
5
Spurious common factors
Becker, Bettina
;
Hall, Stephen G.
-
2012
Persistent link: https://www.econbiz.de/10009663218
Saved in:
6
A suggestion for constructing a large time-varying conditional covariance matrix
Gibson, Heather D.
;
Hall, Stephen G.
;
Tavlas, George S.
- In:
Economics letters
156
(
2017
),
pp. 110-113
Persistent link: https://www.econbiz.de/10011822383
Saved in:
7
Inflation and business cycle convergence in the Euro area : empirical analysis using an unobserved component model
Hall, Stephen G.
;
Lagoa, Sérgio
- In:
Open economies review
25
(
2014
)
5
,
pp. 885-908
Persistent link: https://www.econbiz.de/10010486526
Saved in:
8
A comparison between tests for changes in the adjustment coefficients in cointegrated systems
Barassi, Marco R.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003391491
Saved in:
9
A new look at economic convergence in Europe : a common factor approach
Becker, Bettina
;
Hall, Stephen G.
- In:
International journal of finance & economics : IJFE
14
(
2009
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10003807484
Saved in:
10
Modelling economies in transition : an introduction
Hall, Stephen G.
;
Mizon, Grayham E.
;
Welfe, Aleksander
-
1999
Persistent link: https://www.econbiz.de/10001476514
Saved in:
11
A new look at economic convergence in Europe : a common factor approach
Becker, Bettina
(
contributor
);
Hall, Stephen G.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003442742
Saved in:
12
On the identification of cointegrated systems in small samples : a modelling strategy with an application to UK wages and prices
Greenslade, Jennifer V.
;
Hall, Stephen G.
;
Henry, S. G. B.
- In:
Journal of economic dynamics & control
26
(
2002
)
9/10
,
pp. 1517-1537
Persistent link: https://www.econbiz.de/10001668437
Saved in:
13
Testing for common features in the European Union
Bai, Hong
;
Hall, Stephen G.
;
Shepherd, David
- In:
Economic integration : limits and prospects
,
(pp. 45-57)
.
2002
Persistent link: https://www.econbiz.de/10001884513
Saved in:
14
On the identification of cointegrated systems in small samples : practical procedures with an application to UK wages and prices
Greenslade, Jennifer V.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726308
Saved in:
15
Modelling economies in transition : an introduction
Hall, Stephen G.
;
Mizon, Grayham E.
;
Welfe, Aleksander
- In:
Economic modelling
17
(
2000
)
3
,
pp. 339-357
Persistent link: https://www.econbiz.de/10001496602
Saved in:
16
On the identification of cointegrated systems in small samples : practical procedures with an application to Uk wages and prices
Greenslade, Jennifer V.
(
contributor
); …
-
1999
Persistent link: https://www.econbiz.de/10001373105
Saved in:
17
Detecting periodically collapsing bubbles : a Markov-switching unit root test
Hall, Stephen G.
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of applied econometrics
14
(
1999
)
2
,
pp. 143-154
Persistent link: https://www.econbiz.de/10001387376
Saved in:
18
Testing for evolving stock market efficiency : with an application to Russian stock prices
Hall, Stephen G.
;
Urga, Giovanni
;
Zalewska-Mitura, Anna
-
1998
Persistent link: https://www.econbiz.de/10000985424
Saved in:
19
Aggregate demand and aggregate supply in UK regions
Funke, Michael
- In:
Journal of economic studies
25
(
1998
)
4
,
pp. 259-276
Persistent link: https://www.econbiz.de/10001248506
Saved in:
20
Recent developments in the econometrics of panel data and the implications of non-stationarity
Hall, Stephen G.
;
Urga, Giovanni
-
1997
Persistent link: https://www.econbiz.de/10000619838
Saved in:
21
Measuring economic convergence
Hall, Stephen G.
- In:
International journal of finance & economics : IJFE
2
(
1997
)
2
,
pp. 131-143
Persistent link: https://www.econbiz.de/10001227650
Saved in:
22
Modelling the Romanian exchange rate : (1991 - 1995)
Hall, Stephen G.
;
Ciupagea, Constantin
- In:
Revue roumaine des sciences économiques
42
(
1997
)
1
,
pp. 43-69
Persistent link: https://www.econbiz.de/10001253859
Saved in:
23
Switching error-correction models of house prices in the United Kingdom
Hall, Stephen G.
- In:
Economic modelling
14
(
1997
)
4
,
pp. 517-527
Persistent link: https://www.econbiz.de/10001238063
Saved in:
24
Cointegration and changes in regime : the Japanese consumption function
Hall, Stephen G.
- In:
Journal of applied econometrics
12
(
1997
)
2
,
pp. 151-168
Persistent link: https://www.econbiz.de/10001218280
Saved in:
25
Aggregate demand and aggregate supply in UK regions
Funke, Michael
;
Hall, Stephen G.
-
1996
Persistent link: https://www.econbiz.de/10000944179
Saved in:
26
Aggregate demand and aggregate supply in UK regions
Funke, Michael
;
Hall, Stephen G.
-
1996
Persistent link: https://www.econbiz.de/10000601375
Saved in:
27
Stochastic common trends and long-run relationships in heterogeneous panels
Hall, Stephen G.
;
Urga, Giovanni
-
1995
Persistent link: https://www.econbiz.de/10000918740
Saved in:
28
Stylized facts of the business cycles revisited : a modelling approach
Boone, Laurence
;
Hall, Stephen G.
-
1995
Persistent link: https://www.econbiz.de/10000922897
Saved in:
29
Stylized facts of the business cycles revisited : a modelling approache
Boone, Laurence
;
Hall, Stephen G.
-
1995
Persistent link: https://www.econbiz.de/10000561674
Saved in:
30
Signal extraction and estimation of a trend : a Monte Carlo study
Boone, Laurence
;
Hall, Stephen G.
-
1995
Persistent link: https://www.econbiz.de/10000561684
Saved in:
31
Stochastic common trends and long-run relationships in heterogeneous panels
Hall, Stephen G.
;
Urga, Giovanni
-
1995
Persistent link: https://www.econbiz.de/10000565130
Saved in:
32
Structural breaks and GARCH modelling
Hall, Stephen G.
;
Sola, Martin
-
1993
Persistent link: https://www.econbiz.de/10000142698
Saved in:
33
Modelling structural change using the Kalman filter
Hall, Stephen G.
-
1992
Persistent link: https://www.econbiz.de/10000137101
Saved in:
34
Cointegration in recursive systems
Davidson, James E. H.
- In:
The economic journal : the journal of the Royal …
101
(
1991
)
405
,
pp. 239-251
Persistent link: https://www.econbiz.de/10001101857
Saved in:
35
An application of the stochastic GARCH-in-mean model to risk premia in the London Metal Exchange
Hall, Stephen G.
- In:
The Manchester School of Economic and Social Studies
59
(
1991
),
pp. 57-71
Persistent link: https://www.econbiz.de/10001107044
Saved in:
36
An application of the stochastic garch in mean model to risk premia in the London metal exchange
Hall, Stephen G.
-
1990
Persistent link: https://www.econbiz.de/10000130882
Saved in:
37
A note on the estimation of GARCH-M models using the Kalman filter
Hall, Stephen G.
-
1990
Persistent link: https://www.econbiz.de/10013445974
Saved in:
38
Cointegration in recursive systems : the structure of wage and price determination in the United Kingdom
Davidson, James E. H.
;
Hall, Stephen G.
-
1989
Persistent link: https://www.econbiz.de/10000766631
Saved in:
39
Signal extraction and estimation of a trend : a Monte Carlo study
Boone, Laurence
;
Hall, Stephen G.
- In:
Journal of forecasting
18
(
1999
)
2
,
pp. 129-137
Persistent link: https://www.econbiz.de/10001368236
Saved in:
40
Stylized facts of the business cycle revisited : a structural modelling approach
Boone, Laurence
;
Hall, Stephen G.
- In:
International journal of finance & economics : IJFE
4
(
1999
)
3
,
pp. 253-268
Persistent link: https://www.econbiz.de/10001434374
Saved in:
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