David Gray

Personal Details

First Name:	David
Middle Name:
Last Name:	Gray
Suffix:
RePEc Short-ID:	pgr607

Affiliation

Lincoln Economics and Finance (LEAF)
Lincoln Business School
University of Lincoln

Lincoln, United Kingdom
http://www.lincoln.ac.uk/home/lbs/research/lincolneconomicsandfinance/
RePEc:edi:leulhuk (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

Sorry, no citations of working papers recorded.

Articles

1. David Paul Gray, 2022. "How Have District-Based House Price Earnings Ratios Evolved in England and Wales?," JRFM, MDPI, vol. 15(8), pages 1-14, August.

   Cited by:

   1. David Gray, 2023. "What Can District Migration Rates Tell Us about London’s Functional Urban Area?," JRFM, MDPI, vol. 16(2), pages 1-18, February.

2. David Gray, 2019. "Medium-term cycles and housing: Is regional integration different?," Urban Studies, Urban Studies Journal Limited, vol. 56(9), pages 1786-1800, July.

   Cited by:

   1. Lo Cascio, Iolanda, 2021. "A wavelet analysis of the ripple effect in UK regional housing markets," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1093-1105.
   2. William Miles, 2023. "Regional house price co-movement in the USA: the medium cycle is not the business cycle," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 71(2), pages 437-462, October.
   3. David Gray, 2021. "A simple measure of beta-convergence revisited," Urban Studies, Urban Studies Journal Limited, vol. 58(12), pages 2569-2583, September.

3. David Gray, 2018. "Convergence and divergence in British housing space," Regional Studies, Taylor & Francis Journals, vol. 52(7), pages 901-910, July.

   Cited by:

   1. David Gray, 2020. "An international housing market in the British Isles: Evidence from business and medium-term cycles using a Friedman test," Urban Studies, Urban Studies Journal Limited, vol. 57(2), pages 307-322, February.
   2. Dominik Blatt & Kausik Chaudhuri & Hans Manner, 2021. "Spillover in the UK Housing Market," Graz Economics Papers 2021-13, University of Graz, Department of Economics.
   3. David Gray, 2019. "Medium-term cycles and housing: Is regional integration different?," Urban Studies, Urban Studies Journal Limited, vol. 56(9), pages 1786-1800, July.
   4. James E. Payne & Xiaojin Sun, 2023. "Time‐varying connectedness of metropolitan housing markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(2), pages 470-502, March.
   5. Yuanyuan Cai & Yingming Zhu & Marco Helbich, 2022. "Club convergence of regional housing prices in China: evidence from 70 major Cities," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 69(1), pages 33-55, August.
   6. Christian Reiner & Robert Musil, 2023. "The regional variation of a housing boom. Disparities of land prices in Austria, 2000–2018 [Die regionale Differenzierung eines Immobilien-Booms. Disparitäten der Baulandpreise in Österreich, 2000–," Review of Regional Research: Jahrbuch für Regionalwissenschaft, Springer;Gesellschaft für Regionalforschung (GfR), vol. 43(1), pages 125-146, April.
   7. David Gray, 2021. "A simple measure of beta-convergence revisited," Urban Studies, Urban Studies Journal Limited, vol. 58(12), pages 2569-2583, September.

4. David Gray, 2018. "An application of two non-parametric techniques to the prices of British dwellings: An examination of cyclicality," Urban Studies, Urban Studies Journal Limited, vol. 55(10), pages 2286-2299, August.

   Cited by:

   1. Lo Cascio, Iolanda, 2021. "A wavelet analysis of the ripple effect in UK regional housing markets," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1093-1105.
   2. David Gray, 2020. "An international housing market in the British Isles: Evidence from business and medium-term cycles using a Friedman test," Urban Studies, Urban Studies Journal Limited, vol. 57(2), pages 307-322, February.

5. David Gray & Caroline Elliott, 2015. "Are prices of New dwellings different? A spectral analysis of UK property vintages," Cogent Economics & Finance, Taylor & Francis Journals, vol. 3(1), pages 993860-9938, December.

   Cited by:

   1. Chris Hudson & John Hudson & Bruce Morley, 2018. "Differing house price linkages across UK regions: A multi-dimensional recursive ripple model," Urban Studies, Urban Studies Journal Limited, vol. 55(8), pages 1636-1654, June.
   2. David Gray, 2018. "An application of two non-parametric techniques to the prices of British dwellings: An examination of cyclicality," Urban Studies, Urban Studies Journal Limited, vol. 55(10), pages 2286-2299, August.
   3. David Gray, 2019. "Medium-term cycles and housing: Is regional integration different?," Urban Studies, Urban Studies Journal Limited, vol. 56(9), pages 1786-1800, July.

6. David Gray, 2014. "Central European foreign exchange markets: a cross-spectral analysis of the 2007 financial crisis," The European Journal of Finance, Taylor & Francis Journals, vol. 20(6), pages 550-567, June.

   Cited by:

   1. Asif, Raheel & Frömmel, Michael, 2022. "Exchange rate exposure for exporting and domestic firms in central and Eastern Europe," Emerging Markets Review, Elsevier, vol. 51(PA).
   2. Handika, Rangga & Soepriyanto, Gatot & Havidz, Shinta Amalina Hazrati, 2019. "Are cryptocurrencies contagious to Asian financial markets?," Research in International Business and Finance, Elsevier, vol. 50(C), pages 416-429.
   3. Evzen Kocenda & Michala Moravcova, 2017. "Exchange Rate Co-movements, Hedging and Volatility Spillovers in New EU Forex Markets," Working Papers IES 2017/27, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2017.
      • Kočenda, Evžen & Moravcová, Michala, 2019. "Exchange rate comovements, hedging and volatility spillovers on new EU forex markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 42-64.
   4. Narcisa Kadlcakova & Lubos Komarek & Zlatuse Komarkova & Michal Hlavacek, 2013. "Identification of Asset Price Misalignments on Financial Markets With Extreme Value Theory," Working Papers 2013/14, Czech National Bank.
      • Narcisa Kadlcakova & Lubos Komarek & Zlatuse Komarkova & Michal Hlavacek, 2016. "Identification of Asset Price Misalignments on Financial Markets With Extreme Value Theory," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(11), pages 2595-2609, November.
   5. Pami Dua & Divya Tuteja, 2016. "Contagion in International Stock and Currency Markets During Recent Crisis Episodes," Working papers 258, Centre for Development Economics, Delhi School of Economics.
   6. Dua, Pami & Tuteja, Divya, 2016. "Financial crises and dynamic linkages across international stock and currency markets," Economic Modelling, Elsevier, vol. 59(C), pages 249-261.
   7. Kim Hiang Liow & Shao Yue Angela, 2017. "Return and co-movement of major public real estate markets during global financial crisis," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 35(5), pages 489-508, August.
   8. Peter Albrecht & Evžen Kočenda & Evžen Kocenda, 2023. "Volatility Connectedness on the Central European Forex Markets," CESifo Working Paper Series 10728, CESifo.

7. David Gray, 2013. "House Price Diffusion: An Application of Spectral Analysis to the Prices of Irish Second-Hand Dwellings," Housing Studies, Taylor & Francis Journals, vol. 28(6), pages 869-890, September.

   Cited by:

   1. David Gray, 2020. "An international housing market in the British Isles: Evidence from business and medium-term cycles using a Friedman test," Urban Studies, Urban Studies Journal Limited, vol. 57(2), pages 307-322, February.
   2. David Gray, 2018. "An application of two non-parametric techniques to the prices of British dwellings: An examination of cyclicality," Urban Studies, Urban Studies Journal Limited, vol. 55(10), pages 2286-2299, August.

8. David Gray, 2012. "Baltic States and the Euro: a spectral analysis of the 2007 financial crisis," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 8(2), pages 139-154, March.

   Cited by:

   1. Kim Hiang Liow & Shao Yue Angela, 2017. "Return and co-movement of major public real estate markets during global financial crisis," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 35(5), pages 489-508, August.
   2. Roszkowska Paulina & Prorokowski Łukasz, 2013. "Model of Financial Crisis Contagion: A Survey-based Simulation by Means of the Modified Kaplan-Meier Survival Plots," Folia Oeconomica Stetinensia, Sciendo, vol. 13(1), pages 22-55, December.

9. David Gray, 2012. "District House Price Movements in England and Wales 1997–2007: An Exploratory Spatial Data Analysis Approach," Urban Studies, Urban Studies Journal Limited, vol. 49(7), pages 1411-1434, May.

   Cited by:

   1. Li, Deng-Kui & Mei, Chang-Lin & Wang, Ning, 2019. "Tests for spatial dependence and heterogeneity in spatially autoregressive varying coefficient models with application to Boston house price analysis," Regional Science and Urban Economics, Elsevier, vol. 79(C).
   2. Hanli Chen & Yu Zhang & Ningxin Zhang & Man Zhou & Heping Ding, 2022. "Analysis on the Spatial Effect of Infrastructure Development on the Real Estate Price in the Yangtze River Delta," Sustainability, MDPI, vol. 14(13), pages 1-22, June.
   3. Ling Zhang & He Wang & Yan Song & Haizhen Wen, 2019. "Spatial Spillover of House Prices: An Empirical Study of the Yangtze Delta Urban Agglomeration in China," Sustainability, MDPI, vol. 11(2), pages 1-17, January.
   4. Dominik Blatt & Kausik Chaudhuri & Hans Manner, 2021. "Spillover in the UK Housing Market," Graz Economics Papers 2021-13, University of Graz, Department of Economics.
   5. Katharina Pijnenburg, 2013. "The Spatial Dimension of US House Price Developments," Discussion Papers of DIW Berlin 1270, DIW Berlin, German Institute for Economic Research.
   6. Hongjie Wei & Yan Sun, 2017. "Heteroskedasticity-robust semi-parametric GMM estimation of a spatial model with space-varying coefficients," Spatial Economic Analysis, Taylor & Francis Journals, vol. 12(1), pages 113-128, January.
   7. David Gray & Caroline Elliott, 2015. "Are prices of New dwellings different? A spectral analysis of UK property vintages," Cogent Economics & Finance, Taylor & Francis Journals, vol. 3(1), pages 993860-9938, December.
   8. Yu, Qing & Hui, Eddie Chi-Man & Shen, Jianfu, 2023. "Do local governments capitalise on the spillover effect in the housing market? Quasi-experimental evidence from house purchase restrictions in China," Land Use Policy, Elsevier, vol. 133(C).
   9. Andrea Cipollini & Fabio Parla, 2018. "Housing Market Shocks in Italy: a GVAR approach," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0069, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
      • Cipollini, Andrea & Parla, Fabio, 2020. "Housing market shocks in italy: A GVAR approach," Journal of Housing Economics, Elsevier, vol. 50(C).
   10. David Gray, 2018. "An application of two non-parametric techniques to the prices of British dwellings: An examination of cyclicality," Urban Studies, Urban Studies Journal Limited, vol. 55(10), pages 2286-2299, August.
   11. Bin Chi & Adam Dennett & Thomas Oléron-Evans & Robin Morphet, 2021. "Shedding new light on residential property price variation in England: A multi-scale exploration," Environment and Planning B, , vol. 48(7), pages 1895-1911, September.
   12. Hualin Xie & Guiying Liu & Qu Liu & Peng Wang, 2014. "Analysis of Spatial Disparities and Driving Factors of Energy Consumption Change in China Based on Spatial Statistics," Sustainability, MDPI, vol. 6(4), pages 1-17, April.
   13. Katharina Pijnenburg, 2017. "The spatial dimension of US house prices," Urban Studies, Urban Studies Journal Limited, vol. 54(2), pages 466-481, February.
   14. David Gray, 2015. "Hidden Properties of Irish House Price Vintages," Housing Studies, Taylor & Francis Journals, vol. 30(8), pages 1317-1353, November.
   15. Katharina Pijnenburg, 2014. "The Spatial Dimension of US House Price Developments," ERSA conference papers ersa14p127, European Regional Science Association.
   16. James E. Payne & Xiaojin Sun, 2023. "Time‐varying connectedness of metropolitan housing markets," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(2), pages 470-502, March.
   17. Chen, Jia & Shin, Yongcheol & Zheng, Chaowen, 2022. "Estimation and inference in heterogeneous spatial panels with a multifactor error structure," Journal of Econometrics, Elsevier, vol. 229(1), pages 55-79.
   18. Crispin Cooper & Scott Orford & Chris Webster & Christopher B Jones, 2013. "Exploring the Ripple Effect and Spatial Volatility in House Prices in England and Wales: Regressing Interaction Domain Cross-Correlations against Reactive Statistics," Environment and Planning B, , vol. 40(5), pages 763-782, October.
   19. Hualin Xie & Zhifei Liu & Peng Wang & Guiying Liu & Fucai Lu, 2013. "Exploring the Mechanisms of Ecological Land Change Based on the Spatial Autoregressive Model: A Case Study of the Poyang Lake Eco-Economic Zone, China," IJERPH, MDPI, vol. 11(1), pages 1-17, December.

10. David Gray, 2005. "An examination of regional interaction and super-regions in Britain: An error correction model approach," Regional Studies, Taylor & Francis Journals, vol. 39(5), pages 619-632.

    Cited by:

    1. Richard Harris & John Moffat & Victoria Kravtsova, 2011. "In Search of ‘ W ’," Spatial Economic Analysis, Taylor & Francis Journals, vol. 6(3), pages 249-270, February.
       • Harris, Richard & Kravtsova, Victoria, 2009. "In search of 'W'," LSE Research Online Documents on Economics 33208, London School of Economics and Political Science, LSE Library.
       • Richard Harris & Victoria Kravtsova, 2009. "In Search of W," SERC Discussion Papers 0017, Centre for Economic Performance, LSE.
    2. Stilianos Alexiadis & Konstantinos Eleftheriou & Peter Nijkamp, 2013. "Do Income Disparities dissipate across the US States? Experimenting with a Vector Error Correction Model," Tinbergen Institute Discussion Papers 13-165/VIII, Tinbergen Institute.
    3. Alexiadis, Stilianos & Eleftheriou, Konstantinos, 2010. "The Morphology of Income Convergence in US States: New Evidence using an Error-Correction-Model," MPRA Paper 20096, University Library of Munich, Germany.

11. David Gray, 2004. "Persistent Regional Unemployment Differentials Revisited," Regional Studies, Taylor & Francis Journals, vol. 38(2), pages 167-176.

    Cited by:

    1. David Gray, 2005. "An examination of regional interaction and super-regions in Britain: An error correction model approach," Regional Studies, Taylor & Francis Journals, vol. 39(5), pages 619-632.
    2. Donald Houston, 2020. "Local resistance to rising unemployment in the context of the COVID‐19 mitigation policies across Great Britain," Regional Science Policy & Practice, Wiley Blackwell, vol. 12(6), pages 1189-1209, December.
    3. Joanna TYROWICZ & Piotr W�JCIK, 2009. "Some Remarks On The Effects Of Active Labour Market Policies In Post-Transition," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 4(2(8)_ Sum).
    4. Matteo Lanzafame, 2010. "The nature of regional unemployment in Italy," Empirical Economics, Springer, vol. 39(3), pages 877-895, December.
       • Matteo Lanzafame, 2006. "The Nature of Regional Unemployment in Italy," ERSA conference papers ersa06p155, European Regional Science Association.
       • Matteo Lanzafame, 2000. "The Nature of Regional Unemployment in Italy," Regional and Urban Modeling 283600051, EcoMod.
       • Matteo Lanzafame, 2006. "The Nature of Regional Unemployment in Italy," Studies in Economics 0607, School of Economics, University of Kent.
    5. Merkl, Christian & Snower, Dennis J., 2008. "Escaping the unemployment trap: The case of East Germany," Kiel Working Papers 1309 [rev.], Kiel Institute for the World Economy (IfW Kiel).
       • Merkl, Christian & Snower, Dennis J., 2008. "Escaping the unemployment trap: The case of East Germany," Journal of Comparative Economics, Elsevier, vol. 36(4), pages 542-556, December.
       • Merkl, Christian & Snower, Dennis J., 2008. "Escaping the Unemployment Trap: The Case of East Germany," IZA Discussion Papers 3681, Institute of Labor Economics (IZA).
    6. Andrew E. Burke & Michael A. Nolan & Felix R. FitzRoy, 2006. "Education and Regional Job Creation by the Self-Employed: The English North-South Divide," Papers on Entrepreneurship, Growth and Public Policy 2006-07, Max Planck Institute of Economics, Entrepreneurship, Growth and Public Policy Group.
    7. Girijasankar Mallik & Parikshit K. Basu & John Hicks & Richard Sappey, 2014. "Do the Determinants of Employability and Earnings Returns Produce Similar Outcomes in Metropolitan and Regional Labour Markets? The Case of New South Wales, Australia," Regional Studies, Taylor & Francis Journals, vol. 48(10), pages 1706-1718, October.
    8. Lee, Cheng-Feng, 2010. "Testing for unemployment hysteresis in nonlinear heterogeneous panels: International evidence," Economic Modelling, Elsevier, vol. 27(5), pages 1097-1102, September.
    9. Andrew Burke & Felix Fitzroy & Michael Nolan, 2009. "Is there a North-South Divide in Self-employment in England?," Regional Studies, Taylor & Francis Journals, vol. 43(4), pages 529-544.
    10. Katrencik, David & Tyrowicz, Joanna & Wojcik, Piotr, 2008. "Unemployment Convergence in Transition," MPRA Paper 15386, University Library of Munich, Germany.
        • Joanna Tyrowicz & Piotr Wójcik, 2010. "Unemployment Convergence in Transition," Studies in Economic Transition, in: Enrico Marelli & Marcello Signorelli (ed.), Economic Growth and Structural Features of Transition, chapter 11, pages 236-259, Palgrave Macmillan.
        • David Katrencik & Joanna Tyrowicz & Piotr Wójcik, 2008. "Unemployment Convergence in Transition," Working Papers 2008-07, Faculty of Economic Sciences, University of Warsaw.
    11. Khraief, Naceur & Shahbaz, Muhammad & Heshmati, Almas & Azam, Muhammad, 2015. "Are Unemployment Rates in OECD Countries Stationary? Evidence from Univariate and Panel Unit Root Tests," IZA Discussion Papers 9571, Institute of Labor Economics (IZA).
        • Khraief, Naceur & Shahbaz, Muhammad & Heshmati, Almas & Azam, Muhammad, 2016. "Are Unemployment Rates in OECD Countries Stationary? Evidence from Univariate and Panel Unit Root Tests," Working Paper Series in Economics and Institutions of Innovation 435, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
        • Khraief, Naceur & Shahbaz, Muhammad & Heshmati, Almas & Azam, Muhammad, 2020. "Are unemployment rates in OECD countries stationary? Evidence from univariate and panel unit root tests," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    12. Stilianos Alexiadis & Konstantinos Eleftheriou & Peter Nijkamp, 2013. "Do Income Disparities dissipate across the US States? Experimenting with a Vector Error Correction Model," Tinbergen Institute Discussion Papers 13-165/VIII, Tinbergen Institute.
    13. Monastiriotis, Vassilis, 2006. "Macro-determinants of UK regional unemployment and the role of employment flexibility," MPRA Paper 44, University Library of Munich, Germany.
    14. Werner, Daniel, 2013. "Regional convergence analysis for skill-specific employment groups," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79706, Verein für Socialpolitik / German Economic Association.
    15. Alexiadis, Stilianos & Eleftheriou, Konstantinos, 2010. "The Morphology of Income Convergence in US States: New Evidence using an Error-Correction-Model," MPRA Paper 20096, University Library of Munich, Germany.
    16. Werner, Daniel, 2014. "New insights into the development of regional unemployment disparities," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100416, Verein für Socialpolitik / German Economic Association.
        • Werner, Daniel, 2013. "New insights into the development of regional unemployment disparities," IAB-Discussion Paper 201311, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
    17. Lee, Cheng-Feng & Hu, Te-Chung & Li, Ping-Cheng & Tsong, Ching-Chuan, 2013. "Asymmetric behavior of unemployment rates: Evidence from the quantile covariate unit root test," Japan and the World Economy, Elsevier, vol. 28(C), pages 72-84.
    18. Cesar Sobrino, 2022. "The persistence of regional disparities in labor markets: Evidence from Puerto Rico," Economics Bulletin, AccessEcon, vol. 42(4), pages 1728-1741.
    19. Lee, Chien-Chiang & Chang, Chun-Ping, 2008. "Unemployment hysteresis in OECD countries: Centurial time series evidence with structural breaks," Economic Modelling, Elsevier, vol. 25(2), pages 312-325, March.
    20. Aviral Tiwari, 2014. "Unemployment hysteresis in Australia: evidence using nonlinear and stationarity tests with breaks," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(2), pages 681-695, March.

Books

1. David Gray, 2017. "Cycles in the UK Housing Economy," Springer Books, Springer, number 978-3-319-63348-0, September.

   Cited by:

   1. David Gray, 2020. "An international housing market in the British Isles: Evidence from business and medium-term cycles using a Friedman test," Urban Studies, Urban Studies Journal Limited, vol. 57(2), pages 307-322, February.

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