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Stephen George Hall

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Personal Details

First Name: Stephen
Middle Name: George
Last Name: Hall
Suffix:

RePEc Short-ID: pha110

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Homepage:
Postal Address: Dept of Economics, University of Leicester, University Rd. Leicester,LE1 7RH, UK
Phone: +44(0)116 252 2827

Affiliation

(in no particular order)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Economic Growth and Change of African Countries

Works

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Working papers

  1. Stephen Hall & Amangeldi Kenjegaliev & P.A.V.B. Swamy & George S. Tavlas, 2013. "Measuring Currency Pressures: The Cases of the Japanese Yen, the Chinese Yuan, and the U.K. Pound," Discussion Papers in Economics 13/10, Department of Economics, University of Leicester.
  2. Hall, Stephen G & Ahmad, Mahyudin, 2013. "Can Trust Explain Social Capital Effect on Property Rights and Growth?," MPRA Paper 48440, University Library of Munich, Germany.
  3. Stephen Hall & George Hondroyiannis & Amangeldi Kenjegaliev & P.A.V.B. Swamy & George S. Tavlas, 2013. "Is the Relationship Between Prices and Exchange Rates Homogeneous?," Discussion Papers in Economics 13/13, Department of Economics, University of Leicester.
  4. Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2013. "Fundamentally Wrong: Market Pricing Of Sovereigns And The Greek Financial Crisis," Discussion Papers in Economics 13/20, Department of Economics, University of Leicester.
  5. Brissimis, Sophocles N. & Garganas, Eugenie N. & Hall, Stephen G., 2012. "Consumer credit in an era of financial liberalisation: An overreaction to repressed demand?," MPRA Paper 41819, University Library of Munich, Germany.
  6. Stephen Hall & P.A.V.B. Swamy & George S. Tavlas, 2012. "Milton Friedman, the Demand for Money and the ECB’s Monetary-Policy Strategy," Discussion Papers in Economics 12/05, Department of Economics, University of Leicester.
  7. Ahmad, Mahyudin & Hall, Stephen G., 2012. "Do institutions matter for growth? Evidence from East Asian countries," MPRA Paper 42158, University Library of Munich, Germany.
  8. Ahmad, Mahyudin & Hall, Stephen G., 2012. "Institutions-growth spatial dependence: An empirical test," MPRA Paper 42360, University Library of Munich, Germany.
  9. Bettina Becker & Stephen G Hall, 2012. "Spurious Common Factors," Discussion Paper Series 2012_12, Department of Economics, Loughborough University, revised Oct 2012.
  10. Ahmad, Mahyudin & Hall, Stephen G., 2012. "Institutions and growth: Testing the spatial effect using weight matrix based on the institutional distance concept," MPRA Paper 42294, University Library of Munich, Germany.
  11. Dieppe, Alistair & González Pandiella, Alberto & Hall, Stephen & Willman, Alpo, 2011. "The ECB's New Multi-Country Model for the euro area: NMCM - with boundedly rational learning expectations," Working Paper Series 1316, European Central Bank.
  12. Stephen Hall & George S. Tavlas, 2011. "The Debate about the Revived Bretton-Woods Regime: A Survey and Extension of the Literature," Discussion Papers in Economics 11/21, Department of Economics, University of Leicester.
  13. Stephen Hall & P. A. V. B. Swamy & George S. Tavlas & Amangeldi Kenjegaliev, 2011. "The Forward Rate Premium Puzzle: A Resolution?," Discussion Papers in Economics 11/23, Department of Economics, University of Leicester.
  14. Stephen Hall & P. A. V. B. Swamy & George S. Tavlas, 2011. "Generalized Cointegration: A New Concept with an Application to Health Expenditure and Health Outcomes," Discussion Papers in Economics 11/22, Department of Economics, University of Leicester.
  15. Stephen Hall & Kavita Sirichand, 2010. "Decision-Based Forecast Evaluation of UK Interest Rate Predictability," Discussion Papers in Economics 10/09, Department of Economics, University of Leicester.
  16. Stephen Hall & Kavita Sirichand, 2010. "Economic Value of Stock and Interest Rate Predictability in the UK," Discussion Papers in Economics 10/13, Department of Economics, University of Leicester.
  17. Stephen Hall & George Hondroyiannis & P.A.V.B Swamy & George Tavlas, 2010. "Bretton-Woods systems, old and new, and the rotation of exchange-rate regimes," Working Papers 112, Bank of Greece.
  18. Stephen Hall & P.A.V.B. Swamy & George S. Tavlas, 2009. "The Nonexistence of Instrumental Variables," Discussion Papers in Economics 09/16, Department of Economics, University of Leicester.
  19. Stephen Hall & P.A.V.B. Swamy & George S. Tavlas & George Hondroyiannis, 2009. "Time-Varying Coefficient Estimation in the Presence of Non-Stationarity," Discussion Papers in Economics 09/13, Department of Economics, University of Leicester.
  20. Bettina Becker & Stephen G. Hall, 2009. "How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe," Discussion Paper Series 2009_05, Department of Economics, Loughborough University, revised Mar 2009.
  21. Bettina Becker & Stephen G. Hall, 2009. "Measuring Convergence of the New Member Countries’ Exchange Rates to the Euro," Discussion Papers in Economics 09/2, Department of Economics, University of Leicester.
  22. Stephen Hall & Amangeldi Kenjegaliev, 2009. "Effect of oil price changes on the price of Russian and Chinese oil shares," Discussion Papers in Economics 09/14, Department of Economics, University of Leicester.
  23. Stephen Hall & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas, 2009. "Assessing the Casual Relationship between Euro-Area Money and Price in Time-Varying Environment," Discussion Papers in Economics 09/17, Department of Economics, University of Leicester.
  24. Stephen Hall & Sahar S. Qaqeesh, 2009. "The Behaviour of Dickey Fuller test in the case of noisy data: to what extent we can trust the outcome," Discussion Papers in Economics 09/18, Department of Economics, University of Leicester.
  25. Stephen G. Hall & Pavlos Petroulas, 2008. "Spatial Interdependencies of FDI Locations: A Lessening of the Tyranny of Distance?," Working Papers 67, Bank of Greece.
  26. Stephen G Hall & Qian Guo, 2008. "A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data," Discussion Papers in Economics 08/8, Department of Economics, University of Leicester.
  27. Stephen G. Hall & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas, 2008. "The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?," Discussion Papers in Economics 08/26, Department of Economics, University of Leicester.
  28. P.A.V.B. Swamy & George S. Tavlas & Stephen G. Hall & George Hondroyiannis, 2008. "Estimation of Parameters in the Presence of Model misspecification and Measurement Error," Discussion Papers in Economics 08/27, Department of Economics, University of Leicester.
  29. Bettina Becker & Stephen G. Hall, 2007. "A New Look at Economic Convergence in Europe: A Common Factor Approach," Discussion Paper Series 2007_09, Department of Economics, Loughborough University, revised Feb 2007.
  30. Driver, Ciaran F. & Hall, Stephen G., 2007. "Production Constraints and the NAIRU," Economics Discussion Papers 2007-41, Kiel Institute for the World Economy.
  31. Stephen G.Hall & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas, 2007. "A Portofolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment," Working Papers 61, Bank of Greece.
  32. Stephen G. Hall & George Hondroyiannis, 2006. "Measuring the Correlation of Shocks betweem the EU15 and the New Member Countries," Working Papers 31, Bank of Greece.
  33. Marco R. Barassi & Guglielmo Maria Caporale & Stephen G. Hall, 2006. "A Comparison Between Tests For Changes In The Adjustment Coefficients In Cointegrated Systems," Economics and Finance Discussion Papers 06-04, Economics and Finance Section, School of Social Sciences, Brunel University.
  34. Bettina Becker & Stephan G Hall, 2005. "Non-Linear Properties of Currency Crises in Emerging Markets," Money Macro and Finance (MMF) Research Group Conference 2005 13, Money Macro and Finance Research Group.
  35. Bettina Becker & Stephen Hall, 2004. "Foreign direct investment in industrial R&D and exchange rate uncertainty in the UK," Money Macro and Finance (MMF) Research Group Conference 2003 4, Money Macro and Finance Research Group.
  36. Sylvia Gottschalk & R. Barrel & S.G. Hall, 2004. "Foreign direct investment and exchange rate uncertainty in imperfectly competitive industries," Money Macro and Finance (MMF) Research Group Conference 2003 39, Money Macro and Finance Research Group.
  37. Stephen G. Hall & Nicholas G. Zonzilos, 2003. "An Indicator Measuring Underlying Economic Activity in Greece," Working Papers 04, Bank of Greece.
  38. Chamberlin, Graeme & Stephen Hall & Brian Henry, 2002. "Bargaining Models and Identifying the Wage Equation," Royal Economic Society Annual Conference 2002 43, Royal Economic Society.
  39. Beeby, Mike & Hall, Stephan George & Henry, Brian S., 2001. "Rational expectations and near rational alternatives: How best to form expectations," Working Paper Series 0086, European Central Bank.
  40. Hall, S. & Mizon, G.E. & Welfe, A., 1999. "Modelling economies in transition: an introduction," Discussion Paper Series In Economics And Econometrics 9919, Economics Division, School of Social Sciences, University of Southampton.
  41. S. G. Brian Henry & Stephen G. Hall & James Nixon, 1999. "Inflation Targeting: The Delegation and Co-Ordination of Monetary Policy," Computing in Economics and Finance 1999 842, Society for Computational Economics.
  42. Stephen G. Hall & Jennifer V. Greenslade & S. G. Brian Henry, 1999. "On the Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices," Computing in Economics and Finance 1999 643, Society for Computational Economics.
  43. Hall, S. & Sheperd, D., 1999. "Testing for Common Cycles in Money, Nominal Income and Prices," Department of Economics - Working Papers Series 697, The University of Melbourne.
  44. Mary O'Mahony, 1997. "Labour Productivity in Transport and Communications: International Comparisons," NIESR Discussion Papers 220, National Institute of Economic and Social Research.
  45. Bob Anderton, 1996. "Wage Determination and Active Labour Market Programme," NIESR Discussion Papers 241, National Institute of Economic and Social Research.
  46. D M Egginton & S G Hall, 1993. "An investigation of the effect of funding on the slope of the yield curve," Bank of England working papers 6, Bank of England.
  47. S. Hall & M. Solá, 1993. "Structural breaks and GARCH modelling," Documentos de Trabajo (working papers) 0793, Department of Economics - dECON.
  48. M. Funke & S. Hall & M. Solá, 1993. "Rational bubbles during Polland’s hiperinflation: implications and empirical evidence," Documentos de Trabajo (working papers) 1193, Department of Economics - dECON.

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  49. Rebecca Emerson & Stephen G. Hall & Anna Zalewska-Mitura, . "Evolving Market Efficiency with an Application to Some Bulgarian Shares," Ace Project Memoranda 96/18, Department of Economics, University of Leicester.
  50. Stephen Hall & Anna Zelweska-Mitura, . "Modelling Emerging Financial Markets and their Approach to Market Efficiency," Computing in Economics and Finance 1996 _066, Society for Computational Economics.

Articles

  1. Stephen G. Hall & George S. Tavlas, 2013. "The Debate About The Revived Bretton-Woods Regime: A Survey And Extension Of The Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 27(2), pages 340-363, 04.
  2. Hall Stephen G. & Kenjegaliev Amangeldi & Swamy P. A. V. B. & Tavlas George S., 2013. "The forward rate premium puzzle: a case of misspecification?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(3), pages 265-279, May.
  3. Bettina Becker & Stephen Hall, 2013. "Do R&D strategies in high-tech sectors differ from those in low-tech sectors? An alternative approach to testing the pooling assumption," Economic Change and Restructuring, Springer, vol. 46(2), pages 183-202, May.
  4. Hall, Stephen G. & Guo, Qian, 2012. "Spatial panel data analysis with feasible GLS techniques: An application to the Chinese real exchange rate," Economic Modelling, Elsevier, vol. 29(1), pages 41-47.
  5. Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2012. "The Greek financial crisis: Growing imbalances and sovereign spreads," Journal of International Money and Finance, Elsevier, vol. 31(3), pages 498-516.
  6. Stephen Hall & P. Swamy & George Tavlas, 2012. "Generalized cointegration: a new concept with an application to health expenditure and health outcomes," Empirical Economics, Springer, vol. 42(2), pages 603-618, April.
  7. Stephen Hall & Dan Ladley, 2012. "Introduction to the special issue in honour of Wojciech Charemza," Economic Change and Restructuring, Springer, vol. 45(1), pages 1-2, February.
  8. Stephen G. Hall & P.A.V.B. Swamy & George S. Tavlas, 2012. "Milton Friedman, the demand for money, and the ECB’s monetary policy strategy," Review, Federal Reserve Bank of St. Louis, issue May, pages 153-186.
  9. Ali Al-Eyd & Stephen Hall, 2012. "Financial crisis, effective policy rules and bounded rationality in a New Keynesian framework," Economic Change and Restructuring, Springer, vol. 45(1), pages 25-44, February.
  10. P. Swamy & Stephen Hall, 2012. "Measurement of causal effects," Economic Change and Restructuring, Springer, vol. 45(1), pages 3-23, February.
  11. Eugenie Garganas & Stephen G. Hall, 2011. "The small sample properties of tests of the expectations hypothesis: a Monte Carlo investigation," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(2), pages 152-171, 04.
  12. Stephen G. Hall & George Hondroyiannis & P. A. V. B. Swamy & George S. Tavlas, 2011. "Bretton‐Woods Systems, Old And New, And The Rotation Of Exchange‐Rate Regimes," Manchester School, University of Manchester, vol. 79(2), pages 293-317, 03.
  13. Guo, Qian & Hall, Stephen G., 2010. "A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 57-78, July.
  14. Hall, Stephen & Hondroyiannis, George & Swamy, P.A.V.B. & Tavlas, George & Ulan, Michael, 2010. "Exchange-rate volatility and export performance: Do emerging market economies resemble industrial countries or other developing countries?," Economic Modelling, Elsevier, vol. 27(6), pages 1514-1521, November.
  15. Hall, Stephen G. & Klein, Lawrence R. & Tavlas, George S., 2010. "Arnold Zellner: January 2nd 1927-August 11th 2010," Economic Modelling, Elsevier, vol. 27(6), pages 1337-1337, November.
  16. Stephen Hall & George Hondroyiannis & P. Swamy & George Tavlas, 2010. "The Fisher Effect Puzzle: A Case of Non-Linear Relationship?," Open Economies Review, Springer, vol. 21(1), pages 91-103, February.
  17. Hall, Stephen G. & Klein, Lawrence R. & Tavlas, George S. & Zellner, Arnold, 2010. "Introduction: P.A.V.B. Swamy's contribution to Econometrics," Economic Modelling, Elsevier, vol. 27(6), pages 1338-1344, November.
  18. Bettina Becker & Stephen G. Hall, 2009. "A new look at economic convergence in Europe: a common factor approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(1), pages 85-97.
  19. Hall, Stephen G. & Hondroyiannis, George & Swamy, P.A.V.B. & Tavlas, George S., 2009. "Assessing the causal relationship between euro-area money and prices in a time-varying environment," Economic Modelling, Elsevier, vol. 26(4), pages 760-766, July.
  20. Stephen G. Hall & George Hondroyiannis & P. A. V. B. Swamy & G. S. Tavlas, 2009. "The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?," Southern Economic Journal, Southern Economic Association, vol. 76(2), pages 467-481, October.
  21. Bettina Becker & Stephen Hall, 2009. "Foreign Direct Investment in R&D and Exchange Rate Uncertainty," Open Economies Review, Springer, vol. 20(2), pages 207-223, April.
  22. Becker, Bettina & Hall, Stephen G., 2009. "How far from the Euro Area? Measuring convergence of inflation rates in Eastern Europe," Economic Modelling, Elsevier, vol. 26(4), pages 788-798, July.
  23. Stephen G. Hall & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas, 2009. "Where Has All the Money Gone? Wealth and the Demand for Money in South Africa †," Journal of African Economies, Centre for the Study of African Economies (CSAE), vol. 18(1), pages 84-112, January.
  24. Sylvia Gottschalk & Stephen Hall, 2008. "Foreign direct investment and exchange rate uncertainty in South-East Asia," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(4), pages 349-359.
  25. Hall, S.G. & Yhap, B., 2008. "Measuring the Correlation of Shocks Between the UK and the Core of Europe," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(1), pages 17-26, March.
  26. Hall, Stephen G. & Driver, Ciaran F., 2008. "Production Constraints and the NAIRU," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2(11), pages 1-15.
  27. Hall, Stephen G. & Mitchell, James, 2007. "Combining density forecasts," International Journal of Forecasting, Elsevier, vol. 23(1), pages 1-13.
  28. Becker, Bettina & Hall, Stephen, 2007. "Measuring convergence of the new member countries’ exchange rates to the euro," Journal of Financial Transformation, Capco Institute, vol. 19, pages 20-25.
  29. Barrell, R. & Hall, S.G. & Hurst, I., 2006. "Evaluating policy feedback rules using the joint density function of a stochastic model," Economics Letters, Elsevier, vol. 93(1), pages 1-5, October.
  30. Stephen Hall & George Hondroyiannis, 2006. "Measuring the correlation of shocks between the EU15 and the new member countries," Economic Change and Restructuring, Springer, vol. 39(1), pages 19-34, June.
  31. S.G. Hall & S.G.B. Henry, 2006. "An Independent Bank of England," National Institute Economic Review, National Institute of Economic and Social Research, vol. 196(1), pages 120-127, April.
  32. Marco Barassi & Guglielmo Maria Caporale & Stephen Hall, 2005. "Interest rate linkages: identifying structural relations," Applied Financial Economics, Taylor & Francis Journals, vol. 15(14), pages 977-986.
  33. Barassi, Marco R. & Caporale, Guglielmo Maria & Hall, Stephen G., 2005. "Interest rate linkages: a Kalman filter approach to detecting structural change," Economic Modelling, Elsevier, vol. 22(2), pages 253-284, March.
  34. James Mitchell & Stephen G. Hall, 2005. "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, Department of Economics, University of Oxford, vol. 67(s1), pages 995-1033, December.
  35. Marco Barassi & Guglielmo Caporale & Stephen Hall, 2005. "A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates," Open Economies Review, Springer, vol. 16(2), pages 107-133, April.
  36. Drew, Aaron & Hall, Viv B. & McDermott, C. John & Clair, Robert St., 2004. "Would adopting the Australian dollar provide superior monetary policy in New Zealand?," Economic Modelling, Elsevier, vol. 21(6), pages 949-964, December.
  37. Beeby M, Hall S. & Henry S.G.B & Marcet, A., 2004. "Expectations Formation and the 1990s ERM Crisis/Formación de expectativas y crisis del S.M.E en la década de los noventa," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 22, pages 161-174, Agosto.
  38. Guglielmo Caporale & Michael Chui & Stephen Hall & Brian Henry, 2003. "Evaluating the Gains to Cooperation in the G-3," Empirica, Springer, vol. 30(4), pages 337-356, December.
  39. Desai, Meghnad & Hall, Stephen G., 2003. "S.G.B. Henry: a memoir and a festschrift essay," Economic Modelling, Elsevier, vol. 20(2), pages 227-236, March.
  40. Stephen Hall & David Shepherd, 2003. "Testing for Common Cycles in Money, Nominal Income and Prices," Manchester School, University of Manchester, vol. 71(Supplemen), pages 68-84, 09.
  41. Greenslade, Jennifer V. & Hall, Stephen G. & Henry, S. G. Brian, 2002. "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, Elsevier, vol. 26(9-10), pages 1517-1537, August.
  42. Guglielmo CAPORALE & Michael CHUI & Stephen G. HALL & S. G. Brian HENRY, 2002. "Modelling Economic Policy Responses with an Application to the G3," Annales d'Economie et de Statistique, ENSAE, issue 67-68, pages 415-433.
  43. Barria, J A & Hall, Stephen G, 2002. "A Non-parametric Approach to Pricing and Hedging Derivative Securities: With an Application to LIFFE Data," Computational Economics, Society for Computational Economics, vol. 19(3), pages 303-22, June.
  44. Montserrat Ferre & Stephen Hall, 2002. "Foreign exchange market efficiency and cointegration," Applied Financial Economics, Taylor & Francis Journals, vol. 12(2), pages 131-139.
  45. Basdevant, Olivier & Hall, Stephen G., 2002. "The 1998 Russian crisis: could the exchange rate volatility have predicted it?," Journal of Policy Modeling, Elsevier, vol. 24(2), pages 151-168, May.
  46. Stephen Hall & Stefan Szymanski & Andrew S. Zimbalist, 2002. "Testing the Causality between Team Performance and Payroll: The Cases of Major League Baseball and English Soccer," Journal of Sports Economics, , vol. 3(2), pages 149-168, May.
  47. Hall, Stephen G & Basdevant, Olivier, 2002. " Measuring the Capital Stock in Russia: An Unobserved Component Model," Economic Change and Restructuring, Springer, vol. 35(4), pages 365-70.
  48. Liu, H & Hall, Stephen G, 2001. "Creating High-Frequency National Accounts with State-Space Modelling: A Monte Carlo Experiment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(6), pages 441-49, September.
  49. Barassi, Marco R & Caporale, Guglielmo Maria & Hall, Stephen G, 2001. "Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(2), pages 127-38, April.
  50. Caporale, Guglielmo Maria & Chui, Michael & Hall, Stephen G. & Henry, Brian, 2001. "Coordination and price shocks: an empirical analysis," Economic Modelling, Elsevier, vol. 18(4), pages 569-584, December.
  51. Hall, Stephen & Nixon, James, 2000. "Unemployment and the capital stock: a dynamic structural model of the UK supply side," Economic Modelling, Elsevier, vol. 17(3), pages 415-437, August.
  52. Hall, Stephen & Mizon, Grayham E. & Welfe, Aleksander, 2000. "Modelling economies in transition: an introduction," Economic Modelling, Elsevier, vol. 17(3), pages 339-357, August.
  53. Zalewska-Mitura, Anna & Hall, Stephen G, 2000. " Do Market Participants Learn? The Case of the Budapest Stock Exchange," Economic Change and Restructuring, Springer, vol. 33(1-2), pages 3-18.
  54. Hall, Stephen G & Psaradakis, Zacharias & Sola, Martin, 1999. "Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(2), pages 143-54, March-Apr.
  55. Boone, Laurence & Hall, Stephen G, 1999. "Stylized Facts of the Business Cycle Revisited: A Structural Modelling Approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 4(3), pages 253-68, July.
  56. Funke, Michael & Hall, Stephen & Ruhwedel, Ralf, 1999. "Shock Hunting: The Relative Importance of Industry-Specific, Region-Specific and Aggregate Shocks in the OECD Countries," Manchester School, University of Manchester, vol. 67(0), pages 49-65, Supplemen.
  57. Zalewska-Mitura, Anna & Hall, Stephen G., 1999. "Examining the first stages of market performance: a test for evolving market efficiency," Economics Letters, Elsevier, vol. 64(1), pages 1-12, July.
  58. Hall, Stephen & Lazarova, Stepana & Urga, Giovanni, 1999. " A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(0), pages 749-67, Special I.
  59. Andrew Sentance & Stephen Hall & John O'Sullivan, 1998. "Modelling and forecasting UK public finances," Fiscal Studies, Institute for Fiscal Studies, vol. 19(1), pages 63-81, February.
  60. Michael Funke & Stephen Hall, 1998. "Aggregate demand and aggregate supply in UK regions," Journal of Economic Studies, Emerald Group Publishing, vol. 25(4), pages 260-276, September.
  61. Hall, Stephen G & Robertson D & Wickens, M R, 1997. "Measuring Economic Convergence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 2(2), pages 131-43, April.
  62. Garratt, Anthony & Hall, Stephen G., 1997. "E-equilibria and adaptive expectations: Output and inflation in the LBS model," Journal of Economic Dynamics and Control, Elsevier, vol. 21(7), pages 1149-1171, June.
  63. Hall, Stephen & Psaradakis, Zacharias & Sola, Martin, 1997. "Switching error-correction models of house prices in the United Kingdom," Economic Modelling, Elsevier, vol. 14(4), pages 517-527, October.
  64. Hall, Stephen G & Psaradakis, Zacharias & Sola, Martin, 1997. "Cointegration and Changes in Regime: The Japanese Consumption Function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(2), pages 151-68, March-Apr.
  65. Gupta, Sujata & Hall, Stephen, 1997. "Stabilizing energy related CO2 emissions for India," Energy Economics, Elsevier, vol. 19(1), pages 125-150, March.
  66. Funke, Michael & Hall, Stephen & Sola, Martin, 1997. "Empirical Properties of the Black Market Zloty-Dollar Exchange Rate, 1955-1990," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 2(1), pages 29-37, January.
  67. Barrell, Ray & Caporale, Guglielmo Maria & Hall, Stephen & Garratt, Anthony, 1997. "Learning about monetary union: An analysis of bounded rational learning in European labor markets," Journal of Policy Modeling, Elsevier, vol. 19(5), pages 469-489, October.
  68. Emerson, Rebecca & Hall, Stephen G & Zalewska-Mitura, Anna, 1997. " Evolving Market Efficiency with an Application to Some Bulgarian Shares," Economic Change and Restructuring, Springer, vol. 30(2-3), pages 75-90.
  69. Garratt, Anthony & Hall, Stephen G, 1996. "Measuring Underlying Economic Activity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(2), pages 135-51, March-Apr.
  70. Greenslade, Jennifer V. & Hall, Stephen G., 1996. "Modelling economies subject to structural change: The case of Germany," Economic Modelling, Elsevier, vol. 13(4), pages 545-559, October.
  71. Gupta, Sujata & Hall, Stephen G., 1996. "Carbon abatement costs: an integrated approach for India," Environment and Development Economics, Cambridge University Press, vol. 1(01), pages 41-63, February.
  72. Boone, Laurence & Hall, Stephen & Kemball-Cook, David, 1996. "Endogenous technical progress in fossil fuel demand: The case of France," Journal of Policy Modeling, Elsevier, vol. 18(2), pages 141-155, April.
  73. Hall, Stephen, 1995. "Macroeconomics and a Bit More Reality," Economic Journal, Royal Economic Society, vol. 105(431), pages 974-88, July.
  74. Geroski, P A & Hall, S G, 1995. "Price and Quantity Responses to Cost and Demand Shocks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 57(2), pages 185-204, May.
  75. Hall, S. G. & Garratt, A., 1995. "Model consistent learning and regime switching in the London Business School model," Economic Modelling, Elsevier, vol. 12(2), pages 87-95, April.
  76. Anthony Garratt & Stephen Hall, 1995. "A proposed framework for monetary policy," Applied Economics Letters, Taylor & Francis Journals, vol. 2(5), pages 135-138.
  77. Funke, Michael & Hall, Stephen, 1994. "Is the Bundesbank Different from Other Central Banks: A Study Based on P," Empirical Economics, Springer, vol. 19(4), pages 691-707.
  78. Hall, Stephen G & Milne, Alistair, 1994. "The Relevance of P-Star Analysis to UK Monetary Policy," Economic Journal, Royal Economic Society, vol. 104(424), pages 597-604, May.
  79. Hall, Stephen G & O'Sullivan, John, 1994. " Forecasting Economies in Transition: The Case of Romania," Economic Change and Restructuring, Springer, vol. 27(3), pages 175-84.
  80. Funke, Michael & Hall, Stephen & Sola, Martin, 1994. "Rational bubbles during Poland's hyperinflation: Implications and empirical evidence," European Economic Review, Elsevier, vol. 38(6), pages 1257-1276, June.
  81. Hall, Stephen & Zegras, Christopher & Rojas, Henry Malbrán, 1994. "Transportation and energy in Santiago, Chile," Transport Policy, Elsevier, vol. 1(4), pages 233-243, October.
  82. Becker, R. & Hall, S. & Rustem, B., 1994. "Robust optimal decisions with stochastic nonlinear economic systems," Journal of Economic Dynamics and Control, Elsevier, vol. 18(1), pages 125-147, January.
  83. Hall, Stephen G, 1993. " Modelling Structural Change Using the Kalman Filter," Economic Change and Restructuring, Springer, vol. 26(1), pages 1-13.
  84. Hall, S G, 1993. "Modelling the Sterling Effective Exchange Rate Using Expectations and Learning," The Manchester School of Economic & Social Studies, University of Manchester, vol. 61(3), pages 270-86, September.
  85. Hall, S G & Henry, S G B & Pemberton, M, 1992. "Testing a Discrete Switching Disequilibrium Model of the UK Labour Market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(1), pages 83-91, Jan.-Marc.
  86. Hall, Stephen G & Miles, David K, 1992. "Measuring Efficiency and Risk in the Major Bond Markets," Oxford Economic Papers, Oxford University Press, vol. 44(4), pages 599-625, October.
  87. Hall, S G & Robertson, D & Wickens, M R, 1992. "Measuring Convergence of the EC Economies," The Manchester School of Economic & Social Studies, University of Manchester, vol. 60(0), pages 99-111, Supplemen.
  88. Hall, S G, 1991. "The Effect of Varying Length VAR Models on the Maximum Likelihood Estimates of Cointegrating Vectors," Scottish Journal of Political Economy, Scottish Economic Society, vol. 38(4), pages 317-23, November.
  89. Hall, S G, 1991. "An Application of the Stochastic GARCH-in-Mean Model to Risk Premia in the London Metal Exchange," The Manchester School of Economic & Social Studies, University of Manchester, vol. 59(0), pages 57-71, Supplemen.
  90. Davidson, James & Hall, Stephen, 1991. "Cointegration in Recursive Systems," Economic Journal, Royal Economic Society, vol. 101(405), pages 239-51, March.
  91. Haldane, A G & Hall, S G, 1991. "Sterling's Relationship with the Dollar and the Deutschemark: 1976-89," Economic Journal, Royal Economic Society, vol. 101(406), pages 436-43, May.
  92. Callen, T S & Hall, S G & Henry, S G B, 1990. "Manufacturing Stocks: Expectations, Risk and Co-integration," Economic Journal, Royal Economic Society, vol. 100(402), pages 756-72, September.
  93. Hall, S G & Stephenson, M J, 1990. "An Algorithm for the Solution of Stochastic Optimal Control Problems for Large Nonlinear Econometric Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(4), pages 393-99, Oct.-Dec..
  94. Hall, Stephen G & Miles, David K & Taylor, Mark P, 1989. "Modelling Asset Prices with Time-Varying Betas," The Manchester School of Economic & Social Studies, University of Manchester, vol. 57(4), pages 340-56, December.
  95. Hall, S G, 1989. "Maximum Likelihood Estimation of Cointegration Vectors: An Example of the Johansen Procedure," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 51(2), pages 213-18, March.
  96. Drobny, A & Hall, S G, 1989. "An Investigation of the Long-run Properties of Aggregate Non-durable Consumers' Expenditure in the United Kingdom," Economic Journal, Royal Economic Society, vol. 99(396), pages 454-60, June.
  97. Hall, S G & Kennally, G F, 1988. "Analysing Unstable Policy Prescriptions in Linear Difference Models with Rational Expectations," Bulletin of Economic Research, Wiley Blackwell, vol. 40(3), pages 217-25, June.
  98. Hall, S G, 1987. "A Forward Looking Model of the Exchange Rate," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 2(1), pages 47-60, January.
  99. Hall, Stephen G & Henry, S G B & Wren-Lewis, Simon, 1986. "Manufacturing Stocks and Forward-Looking Expectations in the UK," Economica, London School of Economics and Political Science, vol. 53(212), pages 447-65, November.
  100. Hall, S G, 1986. "An Application of the Granger & Engle Two-Step Estimation Procedure to United Kingdom Aggregate Wage Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(3), pages 229-39, August.
  101. Hall, S. G. & Brooks, S. J., 1986. "The use of prior regressions in the estimation of error correction models," Economics Letters, Elsevier, vol. 20(1), pages 33-37.
  102. Hall, S G, 1986. "The Application of Stochastic Simulation Techniques to the National Institute's Model 7," The Manchester School of Economic & Social Studies, University of Manchester, vol. 54(2), pages 180-201, June.
  103. Hall, S. G. & Henry, S. G. B., 1986. "A dynamic econometric model of the UK with rational expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 10(1-2), pages 219-223, June.
  104. Hall, S G & Henry, S G B & Johns, C B, 1986. "Forecasting with an Econometric Model: Some Recent Results Using the National Institute Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(2), pages 163-83, April.
  105. Hall, Stephen & Henry, Brian & Payne, Judith & Wren-Lewis, Simon, 1986. "Forecasting employment : The role of forward-looking behaviour," International Journal of Forecasting, Elsevier, vol. 2(4), pages 435-445.
  106. Hall, S. G. & Henry, S. G. B. & Markandya, A. & Pemberton, M., 1986. "Disequilibrium models with rational expectations : An application to the UK labour market," Economics Letters, Elsevier, vol. 21(3), pages 215-220.
  107. Hall, S. G., 1986. "Time inconsistency and optimal policy formulation in the presence of rational expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 10(1-2), pages 323-326, June.
  108. Hall, S G & Henry, S G B & Johns, C B, 1985. "Forecasting with a Rational Expectations Model of the UK: A Comment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 47(4), pages 337-45, November.
  109. Hall, S G, 1985. "On the Solution of Large Economic Models with Consistent Expectations," Bulletin of Economic Research, Wiley Blackwell, vol. 37(2), pages 157-61, May.
  110. Hall, S G, 1984. "On the Solution of High Order, Symmetric, Difference Equations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 46(1), pages 85-88, February.
  111. Hall, S G, 1983. "Money and the Walrasian Utility Function," Oxford Economic Papers, Oxford University Press, vol. 35(2), pages 247-53, July.
  112. Hall, Stephen G, 1982. "Money and the Economics of Leon Walras," Scottish Journal of Political Economy, Scottish Economic Society, vol. 29(3), pages 246-55, November.
  113. Hall, Stephen, 1980. "Scarcity, energy and economic progress : by Ferdinand E. Banks 200 pp, [UK pound]10.50, Lexington books, Lexington, MA, 1978," Energy Economics, Elsevier, vol. 2(1), pages 60-61, January.

Editor

  1. Economic Modelling, Elsevier.

NEP Fields

46 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (14) 2006-12-09 2007-12-15 2008-03-25 2008-04-29 2008-08-31 2009-01-31 2009-01-31 2009-03-22 2010-10-02 2011-04-16 2011-04-23 2011-04-23 2012-05-22 2013-05-22. Author is listed
  2. NEP-CNA: China (1) 2008-03-25
  3. NEP-CWA: Central & Western Asia (2) 2012-11-03 2013-07-28
  4. NEP-DEV: Development (1) 2008-03-25
  5. NEP-ECM: Econometrics (7) 2005-10-29 2005-10-29 2008-08-31 2008-08-31 2010-04-17 2010-04-17 2011-04-23. Author is listed
  6. NEP-EEC: European Economics (13) 2003-05-15 2006-11-18 2007-04-09 2007-12-15 2008-04-29 2009-01-31 2009-01-31 2009-03-22 2010-04-17 2011-04-16 2011-04-23 2012-05-22 2013-09-24. Author is listed
  7. NEP-ETS: Econometric Time Series (5) 1999-07-12 2005-10-29 2005-10-29 2010-04-17 2011-04-23. Author is listed
  8. NEP-FDG: Financial Development & Growth (4) 2012-11-03 2012-11-11 2012-11-11 2013-08-05
  9. NEP-FMK: Financial Markets (2) 2006-03-05 2011-04-23
  10. NEP-FOR: Forecasting (3) 2005-10-29 2005-10-29 2010-05-02
  11. NEP-GEO: Economic Geography (5) 2008-03-25 2008-05-17 2008-08-31 2012-11-11 2012-11-11. Author is listed
  12. NEP-HEA: Health Economics (1) 2011-04-23
  13. NEP-HME: Heterodox Microeconomics (1) 2013-08-05
  14. NEP-HPE: History & Philosophy of Economics (1) 2012-05-22
  15. NEP-IFN: International Finance (8) 2003-05-15 2003-07-21 2004-09-30 2006-12-09 2009-01-31 2010-04-17 2010-10-02 2011-04-23. Author is listed
  16. NEP-INO: Innovation (2) 2003-06-16 2005-10-29
  17. NEP-MAC: Macroeconomics (12) 2005-10-29 2006-11-18 2006-12-09 2007-10-20 2007-12-15 2008-04-29 2008-08-31 2009-01-31 2009-03-22 2011-04-16 2012-05-22 2013-09-24. Author is listed
  18. NEP-MON: Monetary Economics (14) 1999-07-12 2006-12-09 2007-12-15 2008-04-29 2009-01-31 2009-03-22 2010-04-17 2010-04-17 2010-10-02 2011-04-23 2012-05-22 2013-05-22 2013-07-20 2013-07-28. Author is listed
  19. NEP-OPM: Open Economy Macroeconomics (2) 2013-05-22 2013-07-20
  20. NEP-ORE: Operations Research (1) 2013-07-28
  21. NEP-SEA: South East Asia (1) 2006-12-09
  22. NEP-SOC: Social Norms & Social Capital (2) 2011-04-23 2013-08-05
  23. NEP-TRA: Transition Economics (4) 2008-03-25 2009-01-31 2009-01-31 2009-03-22
  24. NEP-URE: Urban & Real Estate Economics (2) 2012-11-11 2012-11-11

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