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Information about:
Peter N Smith

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

Other registered authors

Personal Details

First Name: Peter
Middle Name: N
Last Name: Smith
Suffix:

RePEc Short-ID: psm22

Email:
Homepage: http://www-users.york.ac.uk/~pns2/
Postal Address: Department of Economics and Related Studies University of York Heslington York YO10 5DD United Kingdom
Phone: 01904 433765

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Smith, Peter N & Sorensen, Steffen & Wickens, Michael R, 2009. "The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks," CEPR Discussion Papers 7227, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  2. Peter N Smith & Steffen Sorensen & Mike Wickens, 2007. "The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04)," Discussion Papers 07/11, Department of Economics, University of York. [Downloadable!]

  3. Monojit Chatterji & Karen Mumford & Peter N Smith, 2007. "The Public-Private Sector Wage Differential: Gender, Workplaces and Family Friendliness," Discussion Papers 202, University of Dundee, Economic Studies. [Downloadable!]

  4. Monojit Chatterji & Karen Mumford & Peter N. Smith, 2007. "The Public-Private Sector Gender Wage Differential: Evidence from Matched Employee-Workplace Data," IZA Discussion Papers 3158, Institute for the Study of Labor (IZA). [Downloadable!]

  5. Karen Mumford & Peter N. Smith, 2007. "Assessing the Importance of Male and Female Part-Time Work for the Gender Earnings Gap in Britain," IZA Discussion Papers 2981, Institute for the Study of Labor (IZA). [Downloadable!]

  6. Peter N. Smith & Mike Wickens, 2006. " The New Consensus in Monetary Policy: Is the NKM fit for the purpose of inflation targeting?," CDMA Conference Paper Series 0610, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]

  7. Peter N Smith & S Sorensen & M R Wickens, 2005. "The asymmetric effect of the business cycle on the relation between stock market returns and their volatility," Money Macro and Finance (MMF) Research Group Conference 2005 47, Money Macro and Finance Research Group. [Downloadable!]
    Other versions:

  8. Mumford, Karen & Smith, Peter N., 2004. "Job Tenure in Britain: Employee Characteristics Versus Workplace Effects," IZA Discussion Papers 1085, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:
    Published as:

  9. Marco Rummer & Andreas Oehler & Peter N. Smith, 2004. "IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany," Money Macro and Finance (MMF) Research Group Conference 2004 62, Money Macro and Finance Research Group. [Downloadable!]

  10. Peter Smith & Steffen Sorensen & Michael R. Wickens, 2004. "Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium," Money Macro and Finance (MMF) Research Group Conference 2004 76, Money Macro and Finance Research Group. [Downloadable!]

  11. Smith, Peter N & Wickens, Michael R, 2002. "Macroeconomic Sources of FOREX Risk," CEPR Discussion Papers 3148, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:

  12. Karen Mumford & P Smith, 1997. "Job Reallocation: Theory and Workplace Evidence," CEP Discussion Papers dp0360, Centre for Economic Performance, LSE. [Downloadable!]

  13. Chapman, B.J. & Smith, P.N., 1993. "Predicting the Long-Term Unemployed: A primer for the Commonwealth Employment Service," CEPR Discussion Papers 285, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University.

  14. Smith, P.N., 1991. "Modelling Rsik Premia in International Asset Markets," Papers 221, Australian National University - Department of Economics.
    Published as:

  15. Smith, Peter N & Wickens, Michael R, 1984. "An Empirical Investigation into the Causes of the Failure of the Monetary Model of the Exchange Rate," CEPR Discussion Papers 7, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

  16. Andrew Clare & Peter N Smith & Stephen Thomas, . "Predicting UK Stock Returns and Robust Tests of Mean Variance Efficiency," Discussion Papers 96/22, Department of Economics, University of York.
    Other versions:

  17. P N Smith & S Sorensen & M R Wickens, . "Macroeconomic Sources of Equity Risk," Discussion Papers 03/13, Department of Economics, University of York. [Downloadable!]
    Other versions:

  18. G.S Morgan & Peter N. Smith & S.H. Thomas, . "Portfolio return autocorrelation and non-synchronous trading in UK equities," Discussion Papers 00/46, Department of Economics, University of York. [Downloadable!]

  19. RePEc:cep:cepdps:0360 is not listed on IDEAS

  20. Peter N Smith & Michael R Wickens, . "Asset Pricing with Observable Stochastic Discount Factors," Discussion Papers 02/03, Department of Economics, University of York. [Downloadable!]
    Published as:

  21. Karen Mumford & Peter N. Smith, . "Job Reallocation and Average Job Tenure: Theory and Workplace Evidence From Australia," Discussion Papers 00/01, Department of Economics, University of York. [Downloadable!]
    Other versions:

  22. RePEc:cep:cepdps:0359 is not listed on IDEAS

  23. Karen Mumford & Peter N Smith, . "Men, Women and the Hiring Function," Discussion Papers 99/16, Department of Economics, University of York. [Downloadable!]
    Published as:

  24. Karen Mumford & Peter N Smith, . "The Gender Earnings Gap in Britain," Discussion Papers 04/05, Department of Economics, University of York. [Downloadable!]
    Other versions:

  25. Karen Mumford & Peter N. Smith, . "The Hiring Function Reconsidered: On Closing The Circle," Discussion Papers 96/45, Department of Economics, University of York. [Downloadable!]
    Other versions:
    Published as:

  26. P N Smith & S Sorensen & M R Wickens, . "An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors," Discussion Papers 03/14, Department of Economics, University of York. [Downloadable!]

  27. Karen Mumford & Peter N. Smith, . "Job Tenure in Australia and Britain: Individual Versus Workplace effects," Discussion Papers 00/16, Department of Economics, University of York. [Downloadable!]

Articles

  1. Karen Mumford & Peter N. Smith, 2009. "What determines the part-time and gender earnings gaps in Britain: evidence from the workplace," Oxford Economic Papers, Oxford University Press, vol. 61(suppl_1), pages i56-i75, April. [Downloadable!] (restricted)

  2. Karen Mumford & Peter N. Smith, 2007. "The Gender Earnings Gap In Britain: Including The Workplace," Manchester School, University of Manchester, vol. 75(6), pages 653-672, December. [Downloadable!] (restricted)

  3. Karen Mumford & Peter N. Smith, 2004. "Job Tenure in Britain: Employee Characteristics versus Workplace Effects," Economica, London School of Economics and Political Science, vol. 71(281), pages 275-297, 05. [Downloadable!] (restricted)
    Other versions:

  4. Karen Mumford & Peter N. Smith, 2004. "Job Reallocation, Employment Change And Average Job Tenure: Theory And Workplace Evidence From Australia," Scottish Journal of Political Economy, Scottish Economic Society, vol. 51(3), pages 402-421, 08. [Downloadable!] (restricted)

  5. Smith, Peter & Wickens, Michael, 2002. " Asset Pricing with Observable Stochastic Discount Factors," Journal of Economic Surveys, Blackwell Publishing, vol. 16(3), pages 397-446, July. [Downloadable!] (restricted)
    Other versions:

  6. Smith, Peter N., 2000. "Output price determination and the business cycle," Economic Modelling, Elsevier, vol. 17(1), pages 49-69, January. [Downloadable!] (restricted)

  7. Mumford, Karen & Smith, Peter N, 2000. "Men, Women and the Hiring Function," The Economic Record, The Economic Society of Australia, vol. 76(235), pages 374-85, December.
    Other versions:

  8. Mumford, Karen & Smith, Peter N, 1999. " The Hiring Function Reconsidered: On Closing the Circle," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(3), pages 343-64, August. [Downloadable!] (restricted)
    Other versions:

  9. Mitchell, Peter R. & Sault, Joanne E. & Smith, Peter N. & Wallis, Kenneth F., 1998. "Comparing global economic models," Economic Modelling, Elsevier, vol. 15(1), pages 1-48, January. [Downloadable!] (restricted)

  10. Clare, A. D. & Smith, P. N. & Thomas, S. H., 1997. "UK stock returns and robust tests of mean variance efficiency," Journal of Banking & Finance, Elsevier, vol. 21(5), pages 641-660, May. [Downloadable!] (restricted)

  11. Church, Keith B. & Mitchell, Peter R. & Smith, Peter N. & Wallis, Kenneth F., 1996. "Targeting inflation: Comparative control exercises on models of the UK economy," Economic Modelling, Elsevier, vol. 13(2), pages 169-184, April. [Downloadable!] (restricted)

  12. Smith, Jeremy & Smith, Peter N, 1995. " GAUSS 3.2 and COUNT 2.0," Journal of Economic Surveys, Blackwell Publishing, vol. 9(1), pages 89-101, March.

  13. Smith, Peter N., 1994. "Macroeconomic modelling and policy implications: In honour of Pertti Kukkonen : S. Honkapohja and M. Ingberg, eds, (North-Holland, Amsterdam, 1993) Pp. xvi + 218, ISBN 0 444 89626 0, US $93.0/Dfl. 175," European Journal of Political Economy, Elsevier, vol. 10(4), pages 805-806, December. [Downloadable!] (restricted)

  14. Church, Keith B & Smith, Peter N & Wallis, Kenneth F, 1994. "Econometric Evaluation of Consumers' Expenditure Equations," Oxford Review of Economic Policy, Oxford University Press, vol. 10(2), pages 71-85, Summer.

  15. Smith, Peter N., 1993. "Modelling risk premia in international asset markets," European Economic Review, Elsevier, vol. 37(1), pages 159-176, January. [Downloadable!] (restricted)
    Other versions:

  16. Peter Smith, 1992. "Book reviews," Econometric Reviews, Taylor and Francis Journals, vol. 11(2), pages 261-264. [Downloadable!] (restricted)

  17. Smith, Peter N. & Thomas, Stephen H., 1991. "Wage dispersion and inflation : Evidence from U.K. manufacturing industries," Economics Letters, Elsevier, vol. 37(4), pages 357-362, December. [Downloadable!] (restricted)

  18. Dinenis, Elias & Holly, Sean & Levine, Paul & Smith, Peter, 1989. "The London Business School econometric model : Some recent developments," Economic Modelling, Elsevier, vol. 6(3), pages 243-351, July. [Downloadable!] (restricted)

  19. Holly, Sean & Smith, Peter, 1989. "Interrelated factor demands for manufacturing: A dynamic translog cost function approach," European Economic Review, Elsevier, vol. 33(1), pages 111-126, January. [Downloadable!] (restricted)

  20. Levine, Paul & Smith, Peter, 1988. "The gains from optimal control in a small econometric model of the UK," Journal of Economic Dynamics and Control, Elsevier, vol. 12(1), pages 13-18, March. [Downloadable!] (restricted)

  21. Budd, Alan & Levine, Paul & Smith, Peter, 1988. "Unemployment, Vacancies and the Long-term Unemployed," Economic Journal, Royal Economic Society, vol. 98(393), pages 1071-91, December. [Downloadable!] (restricted)

  22. Smith, Peter N, 1987. "Current Account Movements, Wealth Effects and the Determination of the Real Exchange Rate," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 55(4), pages 353-77, December.

  23. Budd, Alan & Levine, Paul & Smith, Peter, 1987. "Long-term unemployment and the shifting U-V curve : A multi-country study," European Economic Review, Elsevier, vol. 31(1-2), pages 296-305. [Downloadable!] (restricted)

  24. Holly, Sean & Smith, Peter, 1987. "A Two-Sector Analysis of the UK Labour Market," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 49(1), pages 79-102, February.

  25. Smith, P N & Wickens, M R, 1986. "An Empirical Investigation into the Causes of Failure of the Monetary Model of the Exchange Rate," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(2), pages 143-62, April. [Downloadable!] (restricted)

NEP Fields

21 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (3) 2001-10-22 2006-10-14 2009-03-28
  2. NEP-CFN: Corporate Finance (2) 2003-03-14 2003-10-28
  3. NEP-CMP: Computational Economics (1) 2004-09-30
  4. NEP-DEV: Development (2) 2004-03-22 2004-03-22
  5. NEP-FIN: Finance (2) 2003-10-28 2004-09-30
  6. NEP-FMK: Financial Markets (2) 2000-11-20 2006-03-05
  7. NEP-IFN: International Finance (2) 2001-10-22 2003-03-14
  8. NEP-LAB: Labour Economics (8) 1999-07-28 2000-01-17 2000-04-04 2004-04-04 2004-04-18 2004-07-11 2007-09-02 2007-11-24 Author is listed
  9. NEP-LTV: Unemployment, Inequality & Poverty (2) 1998-10-26 1999-09-01
  10. NEP-MAC: Macroeconomics (6) 2003-03-14 2003-10-28 2003-10-28 2006-03-05 2006-10-14 2009-03-28 Author is listed
  11. NEP-MON: Monetary Economics (1) 2006-10-14
  12. NEP-PBE: Public Economics (1) 2000-04-04
  13. NEP-RMG: Risk Management (2) 2003-03-14 2003-10-28
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This page was last updated on 2009-11-2.

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