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Gary Lee Shoesmith

Personal Details

First Name:Gary
Middle Name:Lee
Last Name:Shoesmith
Suffix:
RePEc Short-ID:psh680
[This author has chosen not to make the email address public]
http://business.wfu.edu/directory/gary-l-shoesmith/
Room 338 Farrell Hall Wake Forest University Winston-Salem, NC 27109 USA
336-758-5053

Affiliation

School of Business
Wake Forest University

Winston-Salem, North Carolina (United States)
http://business.wfu.edu/
RePEc:edi:sbwfuus (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Shoesmith, Gary L., 2013. "Space–time autoregressive models and forecasting national, regional and state crime rates," International Journal of Forecasting, Elsevier, vol. 29(1), pages 191-201.
  2. Gary Shoesmith, 2010. "Four factors that explain both the rise and fall of US crime, 1970-2003," Applied Economics, Taylor & Francis Journals, vol. 42(23), pages 2957-2973.
  3. Shoesmith, Gary L., 2007. "Friedman's Hypothesis and Cross-Regional Inflation Dispersion," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 3(1-2), pages 1-11.
  4. Gary L. Shoesmith, 2005. "Probit model forecasts of national and state manufacturing and construction employment downturns," Papers in Regional Science, Wiley Blackwell, vol. 84(4), pages 531-552, November.
  5. Wei (Wendy) Liu & Bruce G. Resnick & Gary L. Shoesmith, 2004. "Market Timing Of International Stock Markets Using The Yield Spread," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 27(3), pages 373-391, September.
  6. Patel, Ajay & Shoesmith, Gary L., 2004. "Term structure linkages surrounding the Plaza and Louvre accords: Evidence from Euro-rates and long-memory components," Journal of Banking & Finance, Elsevier, vol. 28(9), pages 2051-2075, September.
  7. Gary L. Shoesmith, 2003. "Predicting National and Regional Recessions Using Probit Modeling and Interest‐Rate Spreads," Journal of Regional Science, Wiley Blackwell, vol. 43(2), pages 373-392, May.
  8. deB. Harris, Frederick H. & McInish, Thomas H. & Shoesmith, Gary L. & Wood, Robert A., 1995. "Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 30(4), pages 563-579, December.
  9. Shoesmith, Gary L., 1995. "Multiple cointegrating vectors, error correction, and forecasting with Litterman's model," International Journal of Forecasting, Elsevier, vol. 11(4), pages 557-567, December.
  10. Shoesmith, Gary L., 1992. "Non-cointegration and causality: Implications for VAR modeling," International Journal of Forecasting, Elsevier, vol. 8(2), pages 187-199, October.

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