Research output per year
Research output per year
- 20 results
Search results
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2023
Short T Dynamic Panel Data Models with Individual, Time and Interactive Effects
Smith, L. V., Hayakawa, K. & Pesaran, M. H., 2023, In: Journal of Applied Econometrics.Research output: Contribution to journal › Article › peer-review
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2021
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions
Smith, L. V., Tarui, N. & Yamagata, T., 1 May 2021, In: Energy economics. 97, 19 p., 105170.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
2019
A multiple testing approach to the regularisation of large sample correlation matrices
Bailey, N., Pesaran, M. H. & Smith, L. V., 1 Feb 2019, In: Journal of Econometrics. 208, 2, p. 507-534 28 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
2018
Short T Dynamic Panel Data Models with Individual and Interactive Time Effects
Hayakawa, K., Pesaran, M. H. & Smith, L. V., 2018, (Submitted).Research output: Working paper
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2014
Constructing Multi-Country Rational Expectations Models
Dees, S., Pesaran, M. H., Smith, L. V. & Smith, R., Dec 2014, In: Oxford Bulletin of Economics and Statistics. 76, 6, p. 812-840 29 p.Research output: Contribution to journal › Article › peer-review
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On the epidemic of financial crises
Demiris, N., Kypraios, T. & Smith, L. V., Jun 2014, In: Journal of the Royal Statistical Society: Series A (Statistics in Society). 177, 3, p. 697-723Research output: Contribution to journal › Article › peer-review
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2013
Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. H., Smith, L. V. & Yamagata, T., Aug 2013, In: Journal of Econometrics. 175, 2, p. 94–115 22 p.Research output: Contribution to journal › Article › peer-review
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Short- and medium-term forecasting using 'pooling' techniques
Smith, L. V., 2013, The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis. Pesaran, M. H. & di Mauro, F. (eds.). Oxford: Oxford University Press, p. 114-130Research output: Chapter in Book/Report/Conference proceeding › Chapter
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The basic GVAR DdPS model
di Mauro, F. & Smith, V., 2013, The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis. Pesaran, M. H. & di Mauro, F. (eds.). Oxford: Oxford University Press, p. 12-34Research output: Chapter in Book/Report/Conference proceeding › Chapter
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2011
Firm level return–volatility analysis using dynamic panels
Smith, L. V. & Yamagata, T., Dec 2011, In: Journal of empirical finance. 18, 5, p. 847–867 21 p.Research output: Contribution to journal › Article › peer-review
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2009
Empirical evidence on jumps in the term structure of the US Treasury Market
Dungey, M., McKenzie, M. & Smith, L. V., Jun 2009, In: Journal of empirical finance. 16, 3, p. 430–445Research output: Contribution to journal › Article › peer-review
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Forecasting economic and financial variables with global VARs
Pesaran, M. H., Schuermann, T. & Smith, L. V., Dec 2009, In: International journal of forecasting. 25, 4, p. 642–675Research output: Contribution to journal › Article › peer-review
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Identification of New Keynesian Phillips Curves from a global perspective
Dees, S., Pesaran, M. H., Smith, L. V. & Smith, R. P., Oct 2009, In: Journal of Money Credit and Banking. 41, 7, p. 1481–1502 22 p.Research output: Contribution to journal › Article › peer-review
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Rejoinder to comments on forecasting economic and financial variables with global VARs
Pesaran, M. H., Schuermann, T. & Smith, L. V., Oct 2009, In: International journal of forecasting. 25, 4, p. 703-715Research output: Contribution to journal › Article › peer-review
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2008
Testing for changing persistence in US Treasury on/off spreads under weighted-symmetric estimation
Smith, L. V. & Tambakis, D. N., Feb 2008, In: European Journal of Finance. 14, 2, p. 75-89Research output: Contribution to journal › Article › peer-review
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2007
Exploring the international linkages of the euro area: a global VAR analysis
Dees, S., di Mauro, F., Pesaran, M. H. & Smith, L. V., Jan 2007, In: Journal of Applied Econometrics. 22, 1, p. 1-38 38 p.Research output: Contribution to journal › Article › peer-review
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Long run macroeconomic relations in the global economy
Dees, S., Holly, S., Pesaran, M. H. & Smith, L. V., 2007, In: Economics - The Open-Access, Open-Assessment E-Journal. 2007-3.Research output: Contribution to journal › Article › peer-review
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What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR
Hashem Pesaran, M., Smith, L. V. & Smith, R. P., 2007, In: International Journal of Finance and Economics. 12, 1, p. 55-87Research output: Contribution to journal › Article › peer-review
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2004
More powerful panel data unit root tests with an application to mean reversion in real exchange rates
Smith, V., Leybourne, S., Kim, T-H. & Newbold, P., 2004, In: Journal of Applied Econometrics. 19, 2, p. 147-170Research output: Contribution to journal › Article › peer-review
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2003
Tests for a change in persistence against the null of difference-stationarity
Leybourne, S., Kim, T-H., Smith, L. V. & Newbold, P., 2003, In: Econometrics Journal. 6, p. 290-310Research output: Contribution to journal › Article › peer-review