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Citations of
David Byers

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The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. David Byers & James Davidson & David Peel, 2002. "Modelling political popularity: a correction," Journal Of The Royal Statistical Society Series A, Royal Statistical Society, vol. 165(1), pages 187-189. [Downloadable!] (restricted)

    Cited by:

    1. David Peel & David Byers & Dennis Thomas, 2005. "Habit, aggregation and long memory: evidence from television audience data," Working Papers 002500, Lancaster University Management School, Economics Department. [Downloadable!]
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  2. Byers, J D & Peel, D A, 2001. "Volatility Persistence in Asset Markets: Long Memory in High/Low Prices," Applied Financial Economics, Taylor and Francis Journals, vol. 11(3), pages 253-60, June. [Downloadable!] (restricted)

    Cited by:

    1. Peter G. Szilagyi & Jonathan A. Batten, 2006. "Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen," The Institute for International Integration Studies Discussion Paper Series iiisdp128, IIIS. [Downloadable!]

  3. Byers, J D & Peel, D A, 2000. "Non-linear Dynamics of Inflation in High Inflation Economies," Manchester School, University of Manchester, vol. 68(0), pages 23-37, Supplemen. [Downloadable!] (restricted)

    Cited by:

    1. Juan Carlos Cuestas & Estefanía Mourelle, 2009. "Inflation persistence and asymmetries: evidence for African countries," Working Papers 2009/2, Nottingham Trent University, Nottingham Business School, Economics Division. [Downloadable!]
    2. Ivan Paya & David A. Peel, 2004. "Temporal Aggregation Of An Estar Process: Some Implications For Purchasing Power Parity Adjustment," Working Papers. Serie AD 2004-25, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
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    3. Ivan Paya & David A. Peel, 2005. "The Process Followed By Ppp Data. On The Properties Of Linearity Tests," Working Papers. Serie AD 2005-23, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
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  4. David Byers & James Davidson & David Peel, 1997. "Modelling Political Popularity: an Analysis of Long-range Dependence in Opinion Poll Series," Journal Of The Royal Statistical Society Series A, Royal Statistical Society, vol. 160(3), pages 471-490. [Downloadable!] (restricted)

    Cited by:

    1. J Davidson & David Peel & David Byers, 2005. "The long memory model of political support: some further results," Working Papers 003057, Lancaster University Management School, Economics Department. [Downloadable!]
      Other versions:
    2. Laura Mayoral, 2005. "The Persistence of Inflation in OECDCountries: a Fractionally Integrated Approach," Economics Working Papers 958, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2005. [Downloadable!]
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    3. David Peel & David Byers & Dennis Thomas, 2005. "Habit, aggregation and long memory: evidence from television audience data," Working Papers 002500, Lancaster University Management School, Economics Department. [Downloadable!]
      Other versions:
    4. Haldrup, Niels & Nielsen, Morten Oe., . "Estimation of Fractional Integration in the Presence of Data Noise," Economics Working Papers 2003-10, School of Economics and Management, University of Aarhus. [Downloadable!]
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    5. J. M. Steeley, 2003. "Making political capital: the behaviour of the UK capital markets during Election'97," Applied Financial Economics, Taylor and Francis Journals, vol. 13(2), pages 85-95, January. [Downloadable!] (restricted)
    6. Laura Mayoral & Juan J. Dolado & Jesús Gonzalo, 2003. "Long-range dependence in Spanish political opinion poll series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(2), pages 137-155. [Downloadable!]

  5. Byers, J D & Peel, D A, 1996. "Long-Memory Risk Premia in Exchange Rates," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 64(4), pages 421-38, December.

    Cited by:

    1. Sofiane Sekioua, 2004. "The forward unbiasedness hypothesis and the forward premium: a nonlinear analysis," Money Macro and Finance (MMF) Research Group Conference 2003 85, Money Macro and Finance Research Group. [Downloadable!]

  6. Byers, J D & Peel, D A, 1995. "Bilinear Quadratic ARCH and Volatility Spillovers in Inter-war Exchange Rates," Applied Economics Letters, Taylor and Francis Journals, vol. 2(7), pages 215-19, July. [Downloadable!] (restricted)

    Cited by:

    1. Daniela Hristova, 2004. "Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices," Computing in Economics and Finance 2004 47, Society for Computational Economics. [Downloadable!]

  7. Byers, J D & Peel, D A, 1994. "Cross Country Evidence on Nonlinearity in Industrial Production between the Wars," Applied Economics Letters, Taylor and Francis Journals, vol. 1(5), pages 77-80, May. [Downloadable!] (restricted)

    Cited by:

    1. Hui Feng & Jia Liu, 2002. "A SETAR Model for Canadian GDP: Non-Linearities and Forecast Comparisons," Econometrics Working Papers 0206, Department of Economics, University of Victoria. [Downloadable!]
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  8. Byers, J D & Peel, D A, 1993. "Some Evidence on the Interdependence of National Stock Markets and the Gains from International Portfolio Diversification," Applied Financial Economics, Taylor and Francis Journals, vol. 3(3), pages 239-42, September. [Downloadable!] (restricted)

    Cited by:

    1. Eleni Constantinou & Avo Kazandjian & George Kouretas & Vera Tahmazian, 2005. "Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange," Working Papers 0522, University of Crete, Department of Economics. [Downloadable!]
    2. Hakan Berument & Onur Ince, 2005. "Effect of S&P500’s Return on Emerging Markets : Turkish Experience," Departmental Working Papers 0508, Bilkent University, Department of Economics. [Downloadable!]
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    3. Bank for International Settlements, 2008. "Integration of India's stock market with global and major regional markets," BIS Papers chapters, in: Bank for International Settlements (ed.), Regional financial integration in Asia: present and future, volume 42, pages 202-236 Bank for International Settlements. [Downloadable!]
    4. Bank for International Settlements and Bank Negara Malaysia, 2008. "Regional financial integration in Asia: present and future," BIS Papers, Bank for International Settlements, number 42, Janvier-M. [Downloadable!]
    5. Nicolaas Groenewold & Mohamed Ariff, 1998. "The Effects Of De-Regulation On Share-Market Efficiency In The Asia-Pacific," International Economic Journal, Korean International Economic Association, vol. 12(4), pages 23-47, December. [Downloadable!] (restricted)

  9. Byers, J D & Peel, D A, 1992. "Evidence on the Stochastic Structure of Exchange Rates in the Inter-war Period," Applied Financial Economics, Taylor and Francis Journals, vol. 2(2), pages 99-103, June. [Downloadable!] (restricted)

    Cited by:

    1. Heejoon Kang, 1999. "The Applied Cointegration Analysis for the Open Economy: A Critical Review," Open Economies Review, Springer, vol. 10(3), pages 325-346, July. [Downloadable!] (restricted)

  10. Byers, J D, 1991. "Testing for Common Trends in Regional Unemployment," Applied Economics, Taylor and Francis Journals, vol. 23(6), pages 1087-92, June.

    Cited by:

    1. Hannu Tervo, 1998. "The development of regional unemployment differentials in Finland in the 1990s," Finnish Economic Papers, Finnish Economic Association, vol. 11(1), pages 37-49, Spring. [Downloadable!]
    2. Alan Carruth & Andrew Henley, 1993. "Housing Assets and Consumer Spending: A Regional Analysis," Regional Studies, Taylor and Francis Journals, vol. 27(7), pages 611-621, January. [Downloadable!] (restricted)
    3. Elhorst, J. Paul, 2000. "The Mystery Of Regional Unemployment Differentialsa Survey Of Theoretical And Empirical Explanations," ERSA conference papers ersa00p60, European Regional Science Association. [Downloadable!]
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    4. Jaakko Pehkonen, Hannu Tervo, 1998. "Persistence and Turnover in Regional Unemployment Disparities," Regional Studies, Taylor and Francis Journals, vol. 32(5), pages 445-458, July. [Downloadable!] (restricted)

  11. J. D. Byers, 1990. "The Cyclical Sensitivity of Regional Unemployment: An Assessment," Regional Studies, Taylor and Francis Journals, vol. 24(5), pages 447-453, October. [Downloadable!] (restricted)

    Cited by:

    1. Alan Carruth & Andrew Henley, 1993. "Housing Assets and Consumer Spending: A Regional Analysis," Regional Studies, Taylor and Francis Journals, vol. 27(7), pages 611-621, January. [Downloadable!] (restricted)
    2. Nicolaas Groenewold & Alfred Hagger, 2007. "Regional Unemployment Disparities: An Evaluation of Policy Measures," Economics Discussion / Working Papers 07-05, The University of Western Australia, Department of Economics. [Downloadable!]
    3. J.Paul Elhorst, 2005. "Models for Dynamic Panels in Space and Time - an Application to Regional Unemployment in the EU," ERSA conference papers ersa05p81, European Regional Science Association. [Downloadable!]
    4. David Gray, 2004. "Persistent Regional Unemployment Differentials Revisited," Regional Studies, Taylor and Francis Journals, vol. 38(2), pages 167-176, April. [Downloadable!] (restricted)
    5. Elhorst, J. Paul, 2000. "The Mystery Of Regional Unemployment Differentialsa Survey Of Theoretical And Empirical Explanations," ERSA conference papers ersa00p60, European Regional Science Association. [Downloadable!]
      Other versions:

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This page was last updated on 2009-12-28.

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