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Items where Author is "Harvey, David I"

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Number of items: 8.

Article

Harvey, David I and Leybourne, Stephen J and Sollis, Robert and Taylor, AM Robert (2020) 'Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium.' Journal of Applied Econometrics. ISSN 0883-7252

Astill, Sam and Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2017) 'Tests for an end-of-sample bubble in financial time series.' Econometric Reviews, 36 (6-9). 651 - 666. ISSN 0747-4938

Harvey, David I and Kellard, Neil M and Madsen, Jakob B and Wohar, Mark E (2017) 'Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day.' World Development, 89. 57 - 70. ISSN 0305-750X

Harvey, David I and Leybourne, Stephen J and Sollis, Robert and Taylor, AM Robert (2016) 'Tests for explosive financial bubbles in the presence of non-stationary volatility.' Journal of Empirical Finance, 38 (Pt.B). 548 - 574. ISSN 0927-5398

Astill, Sam and Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2014) 'Robust tests for a linear trend with an application to equity indices.' Journal of Empirical Finance, 29. 168 - 185. ISSN 0927-5398

Monograph

Harvey, David I and Leybourne, Stephen J and Sollis, Robert and Taylor, AM Robert (2020) Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium. Working Paper. Essex Finance Centre Working Papers, Colchester, UK.. (Unpublished)

Leybourne, Stephen J and Harvey, David I and Taylor, AM Robert (2020) Simple Tests for Stock Return Predictability with Improved Size and Power Properties. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Harvey, David I and Leybourne, Stephen J and Sollis, Robert and Taylor, AM Robert (2018) Detecting Regimes of Predictability in the U.S. Equity Premium. Working Paper. Essex Finance Centre Working Papers, Colchester.

This list was generated on Wed Oct 28 03:34:55 2020 GMT.