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L. Vanessa Smith

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This is information that was supplied by L. Vanessa Smith in registering through RePEc. If you are L. Vanessa Smith , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: L. Vanessa
Middle Name:
Last Name: Smith
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RePEc Short-ID: psm169

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Affiliation

Department of Economics and Related Studies
University of York
Location: York, United Kingdom
Homepage: http://www.york.ac.uk/economics/
Email:
Phone: (0)1904 323776
Fax: (0)1904 323759
Postal: York YO10 5DD
Handle: RePEc:edi:deyoruk (more details at EDIRC)

Works

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Working papers

  1. Demiris, Nikolaos & Kypraios, Theodore & Smith, L. Vanessa, 2012. "On the epidemic of financial crises," MPRA Paper 46693, University Library of Munich, Germany.
  2. Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2010. "Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model," CESifo Working Paper Series 3081, CESifo Group Munich.
  3. Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2008. "Identification of New Keynesian Phillips Curves from a Global Perspective," CESifo Working Paper Series 2219, CESifo Group Munich.
  4. L. Vanessa Smith & Takashi Yamagata, 2008. "Firm Level Volatility-Return Analysis using Dynamic Panels," Discussion Papers 08/09, Department of Economics, University of York.
  5. M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith, 2008. "Forecasting economic and financial variables with global VARs," Staff Reports 317, Federal Reserve Bank of New York.
  6. Pesaran, M. Hashem & Smith, L. Vanessa & Yamagata, Takashi, 2007. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," IZA Discussion Papers 3254, Institute for the Study of Labor (IZA).
  7. Mardi Dungey & Michael McKenzie & Vanessa Smith, 2007. "Empirical Evidence On Jumps In The Term Structure Of The Us Treasury Market," CAMA Working Papers 2007-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  8. Dées, Stéphane & Holly, Sean & Pesaran, Hashem & Smith, Vanessa, 2007. "Long run macroeconomic relations in the global economy," Working Paper Series 0750, European Central Bank.
  9. M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2005. "What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR," IEPR Working Papers 05.24, Institute of Economic Policy Research (IEPR).
  10. Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith, 2004. "Exploring the International Linkages of the Euro Area: A Global VAR Analysis," IEPR Working Papers 04.6, Institute of Economic Policy Research (IEPR).

Articles

  1. Smith, L. Vanessa & Yamagata, Takashi, 2011. "Firm level return–volatility analysis using dynamic panels," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 847-867.
  2. Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2009. "Identification of New Keynesian Phillips Curves from a Global Perspective," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(7), pages 1481-1502, October.
  3. Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa, 2009. "Forecasting economic and financial variables with global VARs," International Journal of Forecasting, Elsevier, vol. 25(4), pages 642-675, October.
  4. Dungey, Mardi & McKenzie, Michael & Smith, L. Vanessa, 2009. "Empirical evidence on jumps in the term structure of the US Treasury Market," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 430-445, June.
  5. Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa, 2009. "Rejoinder to comments on forecasting economic and financial variables with global VARs," International Journal of Forecasting, Elsevier, vol. 25(4), pages 703-715, October.
  6. Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran, 2007. "Exploring the international linkages of the euro area: a global VAR analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 1-38.
  7. M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith, 2007. "What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(1), pages 55-87.
  8. L. Vanessa Smith & Demosthenes Tambakis, 2007. "Testing for changing persistence in US Treasury on/off spreads under weighted-symmetric estimation," The European Journal of Finance, Taylor & Francis Journals, vol. 14(2), pages 75-89.
  9. Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa, 2007. "Long Run Macroeconomic Relations in the Global Economy," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 1(3), pages 1-20.
  10. L. Vanessa Smith & Stephen Leybourne & Tae-Hwan Kim & Paul Newbold, 2004. "More powerful panel data unit root tests with an application to mean reversion in real exchange rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(2), pages 147-170.
  11. Stephen Leybourne & Tae-Hwan Kim & Vanessa Smith & Paul Newbold, 2003. "Tests for a change in persistence against the null of difference-stationarity," Econometrics Journal, Royal Economic Society, vol. 6(2), pages 291-311, December.

NEP Fields

20 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2008-05-31
  2. NEP-CBA: Central Banking (9) 2006-07-15 2007-03-10 2007-05-19 2007-06-02 2008-02-09 2008-04-12 2008-05-31 2008-06-13 2010-09-25. Author is listed
  3. NEP-ECM: Econometrics (3) 2008-01-12 2008-04-12 2013-05-11
  4. NEP-EEC: European Economics (6) 2005-04-03 2005-04-30 2005-06-05 2005-08-13 2006-01-24 2006-07-15. Author is listed
  5. NEP-ETS: Econometric Time Series (6) 2005-04-30 2006-07-15 2008-01-12 2008-03-25 2008-04-12 2008-06-13. Author is listed
  6. NEP-FMK: Financial Markets (4) 2005-04-03 2005-06-14 2005-08-13 2006-07-15
  7. NEP-FOR: Forecasting (1) 2008-04-12
  8. NEP-IFN: International Finance (3) 2007-03-10 2007-05-19 2007-06-02
  9. NEP-MAC: Macroeconomics (16) 2005-04-03 2005-04-30 2005-05-07 2005-06-05 2005-06-14 2005-08-13 2006-01-24 2006-07-15 2007-03-10 2007-05-19 2007-06-02 2008-02-09 2008-04-12 2008-05-31 2008-06-13 2010-09-25. Author is listed
  10. NEP-MON: Monetary Economics (3) 2005-06-05 2005-08-13 2010-09-25
  11. NEP-OPM: Open Economy Macroeconomics (4) 2008-02-09 2008-05-31 2008-06-13 2010-09-25
  12. NEP-RMG: Risk Management (1) 2013-05-11

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