Personal Details
First Name: Richard
Middle Name: G.
Last Name: Pierse
Suffix:
RePEc Short-ID: ppi4
Email:
Homepage:
http://www.econ.surrey.ac.uk/people/rpierse/
Postal Address: Department of Economics University of Surrey Guildford Surrey GU2 7XH
Phone: 01483 689380
Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
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Working papers
- Paul Levine & Peter McAdam & Joseph Pearlman & Richard Pierse, 2008.
"Risk Management in Action. Robust monetary policy rules under structured uncertainty,"
Working Paper Series
870, European Central Bank.
[Downloadable!]
- Paul Levine & Joseph Pearlman & Richard Pierse, 2007.
"Monetary Policy Coordination Revisited in a Two-Bloc DSGE Model,"
Department of Economics Discussion Papers
0907, Department of Economics, University of Surrey.
[Downloadable!]
- Paul Levine & Emanuela Lotti & Joseph Pearlman & Richard Pierse, 2007.
"Growth and Welfare Effects of East-West European Migration,"
Department of Economics Discussion Papers
1507, Department of Economics, University of Surrey.
[Downloadable!]
- Paul Levine & Joseph Pearlman & Richard Pierse, 2007.
"Linear-quadratic approximation, external habit and targeting rules,"
Working Paper Series
759, European Central Bank.
[Downloadable!]
Published as:
- Levine, Paul & Pearlman, Joseph & Pierse, Richard, 2008.
"Linear-quadratic approximation, external habit and targeting rules,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 32(10), pages 3315-3349, October.
[Downloadable!] (restricted)
- Richard Pierse, 2006.
"Terminal conditions in forward-looking economic models,"
Department of Economics Discussion Papers
1006, Department of Economics, University of Surrey.
[Downloadable!]
- Paul Levine & Joseph Pearlman & Richard Pierse, 2006.
"Linear-Quadratic Approximation, Efficiency and Target-Implementability,"
Computing in Economics and Finance 2006
441, Society for Computational Economics.
[Downloadable!]
- Richard Pierse, 2006.
"Optimal control in nonlinear models: a generalised Gauss-Newton algorithm with analytic derivatives,"
Department of Economics Discussion Papers
0906, Department of Economics, University of Surrey.
[Downloadable!]
- Jaruwan Chontanawat & Lester C. Hunt & Richard Pierse, 2006.
"Causality between Energy Consumption and GDP: Evidence from 30 OECD and 78 Non-OECD Countries,"
Surrey Energy Economics Centre (SEEC), Department of Economics Discussion Papers (SEEDS)
113, Surrey Energy Economics Centre (SEEC), Department of Economics, University of Surrey.
[Downloadable!]
- Richard G. Pierse & Andrew P. Blake, 2005.
"Time Consistency and Targeting Rules in Singular Rational Expectations Models,"
Computing in Economics and Finance 2005
166, Society for Computational Economics.
- Pesaran, M. & Pierse, R.G. & Lee, K.C., 1992.
"Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods,"
Cambridge Working Papers in Economics
9219, Faculty of Economics, University of Cambridge.
Published as: - Lee, K.C. & Paearan, M.H. & Pierse, R.G., 1991.
"Persistence of Shocks and Its Sources in a Multisectorial Model of UK Output Growth,"
Papers
39, California Los Angeles - Applied Econometrics.
- Pesaran, M.H. & Pierse, R.G. & Lee, K.C., 1990.
"Persistence, Cointegration And Aggregation: A Disaggregated Analysis Of Output Fluctuations In The Us Economy,"
Cambridge Working Papers in Economics
9020, Faculty of Economics, University of Cambridge.
Other versions:
Published as:
- Pesaran, M. H. & Pierse, R. G. & Lee, K. C., 1993.
"Persistence, cointegration, and aggregation : A disaggregated analysis of output fluctuations in the U.S. economy,"
Journal of Econometrics,
Elsevier, vol. 56(1-2), pages 57-88, March.
[Downloadable!] (restricted)
- K. Lee & M. H. Pesaran & R. G. Pierse, 1988.
"Aggregation Bias and Labor Demand Equations for the U.K. Economy,"
UCLA Economics Working Papers
492, UCLA Department of Economics.
[Downloadable!]
- M. H. Pesaran & R. G. Pierse & M. S. Kumar, 1988.
"Econometric Analysis of Aggregation in the Context of Linear Prediction Models,"
UCLA Economics Working Papers
485, UCLA Department of Economics.
[Downloadable!]
Published as: - Rebecca L Driver & Jennifer V Greenslade & Richard G Pierse, .
"The role of expectations in estimates of the NAIRU in the United States and the United Kingdom,"
Bank of England working papers
180, Bank of England.
[Downloadable!]
- Jennifer V Greenslade & Richard G Pierse & Jumana Saleheen, .
"A Kalman filter approach to estimating the UK NAIRU,"
Bank of England working papers
179, Bank of England.
[Downloadable!]
Articles
- Chontanawat, Jaruwan & Hunt, Lester C. & Pierse, Richard, 2008.
"Does energy consumption cause economic growth?: Evidence from a systematic study of over 100 countries,"
Journal of Policy Modeling,
Elsevier, vol. 30(2), pages 209-220.
[Downloadable!] (restricted)
- Levine, Paul & Pearlman, Joseph & Pierse, Richard, 2008.
"Linear-quadratic approximation, external habit and targeting rules,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 32(10), pages 3315-3349, October.
[Downloadable!] (restricted)
Other versions: - Rebecca L. Driver & Jennifer V. Greenslade & Richard G. Pierse, 2006.
"Whatever Happened to Goldilocks? The Role of Expectations in Estimates of the NAIRU in the US and the UK,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 68(1), pages 45-79, 02.
[Downloadable!] (restricted)
- Pierse, Richard G, 1996.
"GAUSSX: Version 3.4,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 11(6), pages 687-93, Nov.-Dec..
[Downloadable!] (restricted)
- Pierse, R. G. & Snell, A. J., 1995.
"Temporal aggregation and the power of tests for a unit root,"
Journal of Econometrics,
Elsevier, vol. 65(2), pages 333-345, February.
[Downloadable!] (restricted)
- Pesaran, M Hashem & Pierse, Richard G & Lee, Kevin C, 1994.
"Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 12(1), pages 11-21, January.
Other versions: - Pesaran, M. H. & Pierse, R. G. & Lee, K. C., 1993.
"Persistence, cointegration, and aggregation : A disaggregated analysis of output fluctuations in the U.S. economy,"
Journal of Econometrics,
Elsevier, vol. 56(1-2), pages 57-88, March.
[Downloadable!] (restricted)
Other versions:
- Pesaran, M.H. & Pierse, R.G. & Lee, K.C., 1990.
"Persistence, Cointegration And Aggregation: A Disaggregated Analysis Of Output Fluctuations In The U.S. Economy,"
Papers
25, California Los Angeles - Applied Econometrics.
- Pesaran, M.H. & Pierse, R.G. & Lee, K.C., 1990.
"Persistence, Cointegration And Aggregation: A Disaggregated Analysis Of Output Fluctuations In The Us Economy,"
Cambridge Working Papers in Economics
9020, Faculty of Economics, University of Cambridge.
- Lee, Kevin C & Pesaran, M Hashem & Pierse, Richard G, 1992.
"Persistence of Shocks and Their,"
Economic Journal,
Royal Economic Society, vol. 102(411), pages 342-56, March.
[Downloadable!] (restricted)
- Lee, Kevin C & Pesaran, M Hashem & Pierse, Richard G, 1990.
"Testing for Aggregation Bias in Linear Models,"
Economic Journal,
Royal Economic Society, vol. 100(400), pages 137-50, Supplemen.
[Downloadable!] (restricted)
- Pesaran, M. H. & Pierse, R. G., 1989.
"A proof of the asymptotic validity of a test for perfect aggregation,"
Economics Letters,
Elsevier, vol. 30(1), pages 41-47.
[Downloadable!] (restricted)
- Pesaran, M Hashem & Pierse, Richard G & Kumar, Mohan S, 1989.
"Econometric Analysis of Aggregation in the Context of Linear Prediction Models,"
Econometrica,
Econometric Society, vol. 57(4), pages 861-88, July.
[Downloadable!] (restricted)
Other versions: - Lubrano, M & Pierse, R G & Richard, J-F, 1986.
"Stability of a U.K. Money Demand Equation: A Bayesian Approach to Testing Exogeneity,"
Review of Economic Studies,
Blackwell Publishing, vol. 53(4), pages 603-24, August.
[Downloadable!] (restricted)
NEP Fields
9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-CBA: Central Banking (5) 2006-04-01 2006-07-15 2007-07-07 2007-10-27 2008-03-15 Author is listed
- NEP-CMP: Computational Economics (3) 2003-04-21 2006-04-01 2006-04-01 Author is listed
- NEP-DGE: Dynamic General Equilibrium (5) 2006-04-01 2006-04-01 2006-07-15 2007-07-07 2007-10-27 Author is listed
- NEP-EEC: European Economics (1) 2007-11-17
- NEP-LAB: Labour Economics (1) 2007-11-17
- NEP-MAC: Macroeconomics (6) 2003-04-21 2006-04-01 2006-07-15 2007-07-07 2007-10-27 2008-03-15 Author is listed
- NEP-MIG: Economics of Human Migration (1) 2007-11-17
- NEP-MON: Monetary Economics (3) 2007-07-07 2007-10-27 2008-03-15 Author is listed
- NEP-UPT: Utility Models & Prospect Theory (2) 2006-07-15 2007-07-07
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