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Long-run drift, co-movement and persistence in real wheat and maize prices
Newbold, Paul; Rayner, Anthony J.; Kellard, Neil - In: Journal of agricultural economics 51 (2000) 1, pp. 106-121
Persistent link: https://www.econbiz.de/10001449573
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Commodity futures returns : more memory than you might think!
Coakley, Jerry; Kellard, Neil; Wang, Jian - In: The European journal of finance 22 (2016) 13/15, pp. 1457-1483
Persistent link: https://www.econbiz.de/10011715477
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Multistage optimization filter for trend-based short-term forecasting
Zafar, Usman; Kellard, Neil; Vinogradov, Dmitri V. - In: Journal of forecasting 41 (2022) 2, pp. 345-360
Persistent link: https://www.econbiz.de/10012817774
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Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam; Taylor, Robert; Kellard, Neil; Korkos, Ioannis - In: Journal of empirical finance 70 (2023), pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
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Unobserved components in an error-correction model of consumption for Southern European countries
Sarantis, Nicholas; Stewart, Chris - In: Empirical economics : a journal of the Institute for … 26 (2001) 2, pp. 391-405
Persistent link: https://www.econbiz.de/10001579906
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Structural breaks, rural transformation and total factor productivity growth in China
You, Kefei; Sarantis, Nicholas - In: Journal of productivity analysis 39 (2013) 3, pp. 231-242
Persistent link: https://www.econbiz.de/10009749979