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Stephen Gilroy Hall · Study
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Author
Stephen Gilroy Hall
38 works
· latest 2022
· 7 institutions
cluster: provisional
ORCID 0000-0001-6068-8749
Works
38 shown
Drivers and spillover effects of inflation: The United States, the euro area, and the United Kingdom☆
Journal of International Money and Finance
·
2022
·
3 authors
·
Open access
91
citations
A portfolio balance approach to Euro-area money demand in a time-varying environment
SSRN Electronic Journal
·
2022
·
4 authors
·
preprint
·
Open access
56
citations
An Indicator Measuring Underlying Economic Activity in Greece
SSRN Electronic Journal
·
2022
·
2 authors
·
preprint
·
Open access
36
citations
The spatial contract
Manchester University Press eBooks
·
2020
·
3 authors
·
book
32
citations
Does foreign aid play a role in the maintenance of economic growth? A non-linear analysis
The Quarterly Review of Economics and Finance
·
2019
·
2 authors
·
Open access
28
citations
Restructuring large housing estates in European cities:
Bristol University Press eBooks
·
2018
·
4 authors
·
chapter
16
citations
Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis
Journal of International Money and Finance
·
2017
·
3 authors
·
Open access
92
citations
ARIMA Models and the Box-Jenkins Methodology
·
2016
·
2 authors
·
chapter
145
citations
The effectiveness of the ECB's asset purchase programs of 2009 to 2012
Journal of Macroeconomics
·
2015
·
3 authors
·
Open access
68
citations
The Greek financial crisis: Growing imbalances and sovereign spreads
Journal of International Money and Finance
·
2011
·
3 authors
·
Open access
235
citations
Exchange-rate volatility and export performance: Do emerging market economies resemble industrial countries or other developing countries?
Economic Modelling
·
2010
·
5 authors
115
citations
The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?
Southern Economic Journal
·
2009
·
4 authors
·
Open access
36
citations
Combining density forecasts
International Journal of Forecasting
·
2007
·
2 authors
309
citations
Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR ‘Fan’ Charts of Inflation*
Oxford Bulletin of Economics and Statistics
·
2005
·
2 authors
208
citations
Restructuring large housing estates in European cities: an introduction
·
2005
·
4 authors
·
other
25
citations
Restructuring large housing estates in European cities: an introduction
Policy Press eBooks
·
2005
·
4 authors
·
chapter
24
citations
Interest rate linkages: a Kalman filter approach to detecting structural change
Economic Modelling
·
2004
·
3 authors
36
citations
On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices
Journal of Economic Dynamics and Control
·
2002
·
3 authors
58
citations
Testing Causality Between Team Performance and Payroll
Journal of Sports Economics
·
2002
·
3 authors
233
citations
On the Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices
·
2000
·
3 authors
36
citations
Examining the first stages of market performance: a test for evolving market efficiency
Economics Letters
·
1999
·
2 authors
95
citations
Detecting periodically collapsing bubbles: a Markov-switching unit root test
Journal of Applied Econometrics
·
1999
·
3 authors
251
citations
Evolving Market Efficiency with an Application to Some Bulgarian Shares
Economics of Planning
·
1997
·
3 authors
79
citations
Measuring Economic Convergence
International Journal of Finance & Economics
·
1997
·
3 authors
36
citations
COINTEGRATION AND CHANGES IN REGIME: THE JAPANESE CONSUMPTION FUNCTION
Journal of Applied Econometrics
·
1997
·
3 authors
72
citations
Macroeconomics and a Bit More Reality
The Economic Journal
·
1995
·
1 author
47
citations
Rational bubbles during Poland's hyperinflation: Implications and empirical evidence
European Economic Review
·
1994
·
3 authors
64
citations
The Relevance of P-Star Analysis to UK Monetary Policy
The Economic Journal
·
1994
·
2 authors
171
citations
News effects in a high‐frequency model of the sterling‐dollar exchange rate
Journal of Applied Econometrics
·
1993
·
4 authors
144
citations
THE EFFECT OF VARYING LENGTH VAR MODELS ON THE MAXIMUM LIKELIHOOD ESTIMATES OF COINTEGRATING VECTORS
Scottish Journal of Political Economy
·
1991
·
1 author
113
citations
Sterling's Relationship with the Dollar and the Deutschemark: 1976-89
The Economic Journal
·
1991
·
2 authors
150
citations
Cointegration in Recursive Systems
The Economic Journal
·
1991
·
2 authors
77
citations
The long-run determination of the UK monetary aggregates
Springer eBooks
·
1990
·
2 authors
·
chapter
51
citations
An Investigation of the Long-Run Properties of Aggregate Non-Durable Consumers' Expenditure in the United Kingdom
The Economic Journal
·
1989
·
2 authors
62
citations
PRACTITIONERS CORNER: Maximum Likelihood Estimation of Cointegration Vectors: An Example of The Johansen Procedure‡
Oxford Bulletin of Economics and Statistics
·
1989
·
1 author
117
citations
A forward looking model of the exchange rate
Journal of Applied Econometrics
·
1987
·
1 author
52
citations
AN APPLICATION OF THE GRANGER & ENGLE TWO‐STEP ESTIMATION PROCEDURE TO UNITED KINGDOM AGGREGATE WAGE DATA*
Oxford Bulletin of Economics and Statistics
·
1986
·
1 author
232
citations
Specification, Estimation and Analysis of Macroeconometric Models.
Economica
·
1985
·
2 authors
59
citations