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Peter N Smith

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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

(50%) 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)
(50%) Centre for Applied Macroeconomic Analysis (CAMA)
Crawford School of Public Policy
Australian National University
Location: Canberra, Australia
Homepage: http://cama.anu.edu.au/
Email:
Phone: +61 2 6125 4442
Fax: +61 2 6125 5124
Postal: H. W. Arndt Building #25A, The Australian National University, Canberra ACT 0200
Handle: RePEc:edi:cmanuau (more details at EDIRC)

Works

as in new window

Working papers

  1. Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2014. "European Equity Investing through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk?," Discussion Papers 14/02, Department of Economics, University of York.
  2. Na Guo & Peter N. Smith, 2012. "Durable Consumption, Long-Run Risk and The Equity Premium," Discussion Papers 12/37, Department of Economics, University of York.
  3. Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2012. "The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation," Discussion Papers 12/25, Department of Economics, University of York.
  4. Mumford, Karen A. & Smith, Peter N., 2012. "Peer Salaries and Employee Satisfaction in the Workplace," IZA Discussion Papers 6673, Institute for the Study of Labor (IZA).
  5. Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2012. "Trend Following, Risk Parity and Momentum in Commodity Futures," Discussion Papers 12/28, Department of Economics, University of York.
  6. Alfonso Mendoza-Velazquez & Peter N. Smith, 2012. "Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks," Discussion Papers 12/36, Department of Economics, University of York.
  7. Andrew Clare & James Seaton & Peter N Smith & Stephen Thomas, 2012. "BREAKING INTO THE BLACKBOX: Trend Following, Stop Losses, and the Frequency of Trading: the case of the S&P500," Discussion Papers 12/11, Department of Economics, University of York.
  8. 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.
  9. Monojit Chatterji & Karen Mumford & Peter N Smith, 2007. "The Public-Private Sector Wage Differential: Gender, Workplaces and Family Friendliness," Dundee Discussion Papers in Economics 202, Economic Studies, University of Dundee.
  10. Chatterji, Monojit & Mumford, Karen A. & Smith, Peter N., 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).
  11. 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.
  12. Mumford, Karen A. & Smith, Peter N., 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).
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. Mumford, Karen A. & Smith, Peter N., 2004. "Job Tenure in Britain: Employee Characteristics Versus Workplace Effects," IZA Discussion Papers 1085, Institute for the Study of Labor (IZA).
  18. Oehler, Andreas & Rummer, Marco & Smith, Peter N., 2004. "The Existence and Effectiveness of Price Support Activities in Germany: A Note," Discussion Papers 30, University of Bamberg, Chair of Finance.
  19. Smith, Peter N & Wickens, Michael R, 2002. "Macroeconomic Sources of FOREX Risk," CEPR Discussion Papers 3148, C.E.P.R. Discussion Papers.
  20. Karen Mumford & P Smith, 1997. "Job Reallocation: Theory and Workplace Evidence," CEP Discussion Papers dp0360, Centre for Economic Performance, LSE.
  21. 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 Economics, Australian National University.
  22. Smith, P.N., 1991. "Modelling Rsik Premia in International Asset Markets," Papers 221, Australian National University - Department of Economics.
  23. 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.
  24. 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.
  25. Peter N Smith & Michael R Wickens, . "Asset Pricing with Observable Stochastic Discount Factors," Discussion Papers 02/03, Department of Economics, University of York.
  26. 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.
  27. Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, . "Consumption, Size and Book-to-Market Ratio in Equity Returns," Discussion Papers 11/24, Department of Economics, University of York.
  28. Karen Mumford & Peter N Smith, . "The Gender Earnings Gap in Britain," Discussion Papers 04/05, Department of Economics, University of York.
  29. P N Smith & S Sorensen & M R Wickens, . "Macroeconomic Sources of Equity Risk," Discussion Papers 03/13, Department of Economics, University of York.
  30. 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.
  31. Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, . "A Cross Section of Equity Returns: The No-Arbitrage Test," Discussion Papers 11/23, Department of Economics, University of York.
  32. Karen Mumford & Peter N. Smith, . "The Hiring Function Reconsidered: On Closing The Circle," Discussion Papers 96/45, Department of Economics, University of York.
  33. 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.
  34. 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.
  35. Karen Mumford & Peter N Smith, . "Men, Women and the Hiring Function," Discussion Papers 99/16, Department of Economics, University of York.

Articles

  1. Clare, Andrew & Seaton, James & Smith, Peter N. & Thomas, Stephen, 2014. "Trend following, risk parity and momentum in commodity futures," International Review of Financial Analysis, Elsevier, vol. 31(C), pages 1-12.
  2. Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2013. "What do the Fama–French factors add to C-CAPM?," Journal of Empirical Finance, Elsevier, vol. 22(C), pages 113-127.
  3. Alfonso Mendoza Velázquez & Peter N. Smith, 2013. "Equity Returns and the Business Cycle: the Role of Supply and Demand Shocks," Manchester School, University of Manchester, vol. 81, pages 100-124, 09.
  4. Monojit Chatterji & Karen Mumford & Peter Smith, 2011. "The public-private sector gender wage differential in Britain: evidence from matched employee-workplace data," Applied Economics, Taylor & Francis Journals, vol. 43(26), pages 3819-3833.
  5. Peter Smith, 2010. "Discussion of the Fisher Effect Puzzle: A Case of Non-Linear Relationship," Open Economies Review, Springer, vol. 21(1), pages 105-108, February.
  6. Peter N. Smith & Steffen Sorensen & Michael Wickens, 2010. "The equity premium and the business cycle: the role of demand and supply shocks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(2), pages 134-152.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Karen Mumford & Peter N. Smith, 2003. "Determinants of current job tenure: a cross country comparison," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 6(3), pages 435-451, September.
  12. Smith, Peter & Wickens, Michael, 2002. " Asset Pricing with Observable Stochastic Discount Factors," Journal of Economic Surveys, Wiley Blackwell, vol. 16(3), pages 397-446, July.
  13. Smith, Peter N., 2000. "Output price determination and the business cycle," Economic Modelling, Elsevier, vol. 17(1), pages 49-69, January.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. Andrew Clare & Raymond O'Brien & Peter Smith & Stephen Thomas, 1996. "Global macroeconomic shocks, time-varying covariances and tests of the international CAPM," Applied Economics Letters, Taylor & Francis Journals, vol. 3(2), pages 109-113.
  20. Smith, Jeremy & Smith, Peter N, 1995. " GAUSS 3.2 and COUNT 2.0," Journal of Economic Surveys, Wiley Blackwell, vol. 9(1), pages 89-101, March.
  21. 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.
  22. 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.
  23. Smith, Peter N., 1993. "Modelling risk premia in international asset markets," European Economic Review, Elsevier, vol. 37(1), pages 159-176, January.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. Smith, Peter N, 1987. "Current Account Movements, Wealth Effects and the Determination of the Real Exchange Rate," The Manchester School of Economic & Social Studies, University of Manchester, vol. 55(4), pages 353-77, December.
  31. 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.
  32. 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.

Chapters

  1. Alfonso Mendoza Velázquez & Peter N. Smith, 2013. "Choques transitorios y de largo plazo en el PIB mexicano: un modelo de vectores autorregresivos estructurales con Stata," Stata Press book chapters, StataCorp LP.

NEP Fields

30 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-EEC: European Economics (1) 2013-05-24
  6. NEP-EUR: Microeconomic European Issues (1) 2014-02-15
  7. NEP-FIN: Finance (2) 2003-10-28 2004-09-30
  8. NEP-FMK: Financial Markets (3) 2000-11-20 2006-03-05 2013-05-24
  9. NEP-FOR: Forecasting (1) 2013-05-24
  10. NEP-HAP: Economics of Happiness (1) 2012-07-14
  11. NEP-HME: Heterodox Microeconomics (1) 2012-07-14
  12. NEP-HRM: Human Capital & Human Resource Management (1) 2012-07-14
  13. NEP-IFN: International Finance (2) 2001-10-22 2003-03-14
  14. NEP-LAB: Labour Economics (9) 1999-07-28 2000-01-17 2000-04-04 2004-04-04 2004-04-18 2004-07-11 2007-09-02 2007-11-24 2012-07-14. Author is listed
  15. NEP-LMA: Labor Markets - Supply, Demand, & Wages (1) 2012-07-14
  16. NEP-LTV: Unemployment, Inequality & Poverty (3) 1998-10-26 1999-09-01 2012-07-14
  17. 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
  18. NEP-MON: Monetary Economics (1) 2006-10-14
  19. NEP-MST: Market Microstructure (1) 2012-04-10
  20. NEP-PBE: Public Economics (1) 2000-04-04
  21. NEP-RMG: Risk Management (5) 2003-03-14 2003-10-28 2012-11-11 2014-01-17 2014-02-15. Author is listed
  22. NEP-SOG: Sociology of Economics (1) 2014-02-15

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