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Peter Sephton

Personal Details

First Name:Peter
Middle Name:
Last Name:Sephton
Suffix:
RePEc Short-ID:pse264
[This author has chosen not to make the email address public]
613 533 3013
Terminal Degree: Economics Department; Queen's University (from RePEc Genealogy)

Affiliation

School of Business
Queen's University

Kingston, Canada
http://business.queensu.ca/
RePEc:edi:sbqueca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Peter S. Sephton, 1982. "Endogenous Expectations and Economic Policy," Working Paper 487, Economics Department, Queen's University.

Articles

  1. Peter Sephton & Tolga Omay, 2023. "A note on CO2 emissions using two new tests," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 50(4), pages 933-941, November.
  2. Sephton, Peter, 2023. "Threshold cointegration and asymmetries between dividends and earnings news," Finance Research Letters, Elsevier, vol. 58(PB).
  3. Sephton, Peter S., 2022. "Revisiting the inflation-hedging properties of precious metals in Africa," Resources Policy, Elsevier, vol. 77(C).
  4. Peter S. Sephton, 2022. "Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test," Computational Economics, Springer;Society for Computational Economics, vol. 59(1), pages 177-183, January.
  5. Peter S. Sephton, 2020. "Mean Reversion in CO2 Emissions: the Need for Structural Change," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 75(4), pages 953-975, April.
  6. Mann, Janelle & Sephton, Peter, 2019. "A (negative) replication of ‘The relationship between energy consumption, energy prices, and economic growth: Time series evidence from Asian developing countries’ (Energy Economics, 2000)," Energy Economics, Elsevier, vol. 82(C), pages 78-84.
  7. Sephton, Peter S., 2019. "El Niño, La Niña, and a cup of Joe," Energy Economics, Elsevier, vol. 84(C).
  8. Sephton, Peter & Mann, Janelle, 2018. "Gold and crude oil prices after the great moderation," Energy Economics, Elsevier, vol. 71(C), pages 273-281.
  9. Peter Sephton, 2017. "Finite Sample Critical Values of the Generalized KPSS Stationarity Test," Computational Economics, Springer;Society for Computational Economics, vol. 50(1), pages 161-172, June.
  10. Peter Sephton & Janelle Mann, 2016. "Compelling Evidence of an Environmental Kuznets Curve in the United Kingdom," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 64(2), pages 301-315, June.
  11. Mann, Janelle & Sephton, Peter, 2016. "Global relationships across crude oil benchmarks," Journal of Commodity Markets, Elsevier, vol. 2(1), pages 1-5.
  12. Janelle Mann & Peter Sephton, 2015. "Revising Fiscal Policy and Growth in Saudi Arabia," Journal of Reviews on Global Economics, Lifescience Global, vol. 4, pages 139-146.
  13. Peter Sephton & Janelle Mann, 2015. "Nonlinear attractors and asymmetries between non-life insurance premiums and financial markets," Empirical Economics, Springer, vol. 49(3), pages 783-799, November.
  14. Sephton, Peter & Mann, Janelle, 2013. "Further evidence of an Environmental Kuznets Curve in Spain," Energy Economics, Elsevier, vol. 36(C), pages 177-181.
  15. Peter Sephton & Janelle Mann, 2013. "Threshold Cointegration: Model Selection with an Application," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 56(2), pages 54-77.
  16. Peter S. Sephton, 2012. "Persistence in U.S. State Unemployment Rates: Errata and Extensions," Southern Economic Journal, John Wiley & Sons, vol. 78(3), pages 1-9, January.
  17. P. S. Sephton, 2012. "Breaking deterministics, test size and the efficient Wald test for fractional unit roots," Applied Economics Letters, Taylor & Francis Journals, vol. 19(1), pages 83-85, January.
  18. Peter S. Sephton, 2011. "Spatial Arbitrage in Sarawak Pepper Prices," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 59(3), pages 405-416, September.
  19. P. S. Sephton, 2011. "Who cut the cheese?," Applied Economics Letters, Taylor & Francis Journals, vol. 18(1), pages 7-10.
  20. P. S. Sephton, 2010. "Unit roots and purchasing power parity: another kick at the can," Applied Economics, Taylor & Francis Journals, vol. 42(27), pages 3439-3453.
  21. P. S. Sephton, 2010. "On the empirical size of Nielsen's multivariate likelihood ratio test of fractional integration," Applied Economics, Taylor & Francis Journals, vol. 42(13), pages 1671-1679.
  22. Peter S. Sephton, 2009. "Fractional integration in agricultural futures price volatilities revisited," Agricultural Economics, International Association of Agricultural Economists, vol. 40(1), pages 103-111, January.
  23. Peter Sephton, 2009. "Predicting Recessions: A Regression (Probit) Model Approach," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 12, pages 26-32, Winter.
  24. Peter S. Sephton, 2009. "Persistence in U.S. State Unemployment Rates," Southern Economic Journal, John Wiley & Sons, vol. 76(2), pages 458-466, October.
  25. Peter Sephton, 2009. "Prostate cancer: a New Brunswick tale," Applied Economics Letters, Taylor & Francis Journals, vol. 16(7), pages 663-667.
  26. Peter Sephton, 2009. "Critical values for the augmented efficient Wald test for fractional unit roots," Empirical Economics, Springer, vol. 37(3), pages 615-626, December.
  27. Peter Sephton, 2009. "Book Review of The Drunkard’s Walk: How Randomness Rules Our Lives," Foresight: The International Journal of Applied Forecasting, International Institute of Forecasters, issue 14, pages 5-8, Summer.
  28. P. Sephton, 2008. "Market shares and rivalry in the U.S. cigarette industry," Applied Economics Letters, Taylor & Francis Journals, vol. 15(6), pages 417-422.
  29. Peter Sephton, 2008. "On the finite sample size and power of the generalized KPSS test in the presence of level breaks," Applied Economics Letters, Taylor & Francis Journals, vol. 15(11), pages 833-843.
  30. Peter Sephton, 2008. "Critical values of the augmented fractional Dickey–Fuller test," Empirical Economics, Springer, vol. 35(3), pages 437-450, November.
  31. Peter Sephton, 2005. "Forecasting inflation using the term structure and MARS," Applied Economics Letters, Taylor & Francis Journals, vol. 12(4), pages 199-202.
  32. Peter Sephton, 2005. "Predicting the equity premium with dividend ratios: a matter of balance," Applied Economics Letters, Taylor & Francis Journals, vol. 12(3), pages 145-147.
  33. Peter S. Sephton, 2003. "Spatial Market Arbitrage and Threshold Cointegration," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 85(4), pages 1041-1046.
  34. Peter Sephton, 2001. "Forecasting recessions: can we do better on MARS?," Review, Federal Reserve Bank of St. Louis, vol. 83(Mar), pages 39-49.
  35. P. S. Sephton, 2000. "Financial analysis package for GAUSS," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(4), pages 433-438.
  36. Peter S. Sephton, 1998. "Easyreg: version 1.12," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(2), pages 203-207.
  37. Peter S. Sephton, 1998. "GARCH and MARKOV Hedging at the Winnipeg Commodity Exchange," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 46(2), pages 117-126, July.
  38. Peter Sephton, 1996. "A note on fractional cointegration," Applied Economics Letters, Taylor & Francis Journals, vol. 3(10), pages 683-685.
  39. Peter Sephton, 1996. "Extended critical values for a simple test of cointegration," Applied Economics Letters, Taylor & Francis Journals, vol. 3(3), pages 155-157.
  40. Sephton, Peter S., 1995. "Response surface estimates of the KPSS stationarity test," Economics Letters, Elsevier, vol. 47(3-4), pages 255-261, March.
  41. Sephton, Peter S, 1994. "Cointegration Tests on MARS," Computational Economics, Springer;Society for Computational Economics, vol. 7(1), pages 23-35, February.
  42. Peter S. Sephton, 1993. "Optimal Hedge Ratios at the Winnipeg Commodity Exchange," Canadian Journal of Economics, Canadian Economics Association, vol. 26(1), pages 175-193, February.
  43. Peter S. Sephton, 1992. "Modelling the Link between Commodity Prices and Exchange Rates: The Tale of Daily Data," Canadian Journal of Economics, Canadian Economics Association, vol. 25(1), pages 156-171, February.
  44. Sephton, Peter S, 1991. "Commodity Prices: Policy Target or Information Variable: A Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 23(2), pages 260-266, May.
  45. Sephton, Peter S. & Larsen, Hans K., 1991. "Tests of exchange market efficiency: fragile evidence from cointegration tests," Journal of International Money and Finance, Elsevier, vol. 10(4), pages 561-570, December.
  46. Sephton, Peter S. & Cochrane, Donald K., 1990. "A note on the efficiency of the London metal exchange," Economics Letters, Elsevier, vol. 33(4), pages 341-345, August.
  47. Peter S. Sephton, 1989. "Relative Prices and Money: Some Canadian Evidence," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 37(2), pages 269-278, July.
  48. Sephton, Peter S., 1989. "Causality between export growth and industrial development : Empirical evidence from the NICs -- A comment," Journal of Development Economics, Elsevier, vol. 31(2), pages 413-415, October.
  49. Sephton, Peter S., 1989. "Anticipated monetary policy in Canada : Some new evidence," Economics Letters, Elsevier, vol. 30(1), pages 11-17.
  50. Peter Sephton, 1989. "On the exchange-rate elasticity of the demand for international reserves: Some evidence from industrial countries — A Comment," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 125(2), pages 392-393, June.
  51. Sephton, Peter S., 1989. "On exchange intervention, sterilization, and bank reserve accounting," Journal of International Money and Finance, Elsevier, vol. 8(3), pages 445-450, September.
  52. Peter S. Sephton, 1988. "World Non-Oil Primary Commodity Markets: Comment on Chu and Morrison," IMF Staff Papers, Palgrave Macmillan, vol. 35(1), pages 198-203, March.
  53. Sephton, Peter S., 1988. "On interest rate innovations and anticipated monetary policy," Economics Letters, Elsevier, vol. 28(2), pages 177-180.
  54. Peter S. Sephton, 1987. "The Choice of Monetary Policy Instruments in Canada: An Extension," Canadian Journal of Economics, Canadian Economics Association, vol. 20(1), pages 55-60, February.
    RePEc:taf:apfelt:v:4:y:2008:i:6:p:383-387 is not listed on IDEAS
    RePEc:taf:apfiec:v:12:y:2002:i:5:p:331-335 is not listed on IDEAS

Chapters

  1. David Colander & Peter Sephton, 1998. "Acceptable and Unacceptable Dirty Pedagogy: The Case of ADAS," Palgrave Macmillan Books, in: B. Bhaskara Rao (ed.), Aggregate Demand and Supply, chapter 9, pages 137-154, Palgrave Macmillan.

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