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Robert Sollis

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Personal Details

First Name: Robert
Middle Name:
Last Name: Sollis
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RePEc Short-ID: pso294

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Affiliation

Economics Subject Group
Business School
Newcastle University
Location: Newcastle upon Tyne, United Kingdom
Homepage: http://www.ncl.ac.uk/nubs/staff/subject/economics.htm
Email:
Phone: 0191 2226000
Fax: 0191 2228586
Postal: Claremont Tower, Newcastle upon Tyne NE1 7RU
Handle: RePEc:edi:dencluk (more details at EDIRC)

Works

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Working papers

  1. Robert Sollis, 2004. "Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group 91, Money Macro and Finance Research Group.
  2. R. Sollis, 2001. "U.S. and U.K. Inflation: Evidence on Structural Change in the Order of Integration," Trinity Economics Papers, Trinity College Dublin, Department of Economics 20012, Trinity College Dublin, Department of Economics.
  3. P. Newbold & S. J. Leybourne & R. Sollis & M. E. Wohar, 2001. "U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks," Trinity Economics Papers, Trinity College Dublin, Department of Economics 20011, Trinity College Dublin, Department of Economics.

Articles

  1. Sollis, Robert, 2011. "Spurious regression: A higher-order problem," Economics Letters, Elsevier, Elsevier, vol. 111(2), pages 141-143, May.
  2. Sollis, Robert, 2011. "Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests," Economics Letters, Elsevier, Elsevier, vol. 112(1), pages 19-22, July.
  3. Sollis, Robert, 2009. "A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries," Economic Modelling, Elsevier, Elsevier, vol. 26(1), pages 118-125, January.
  4. Robert Sollis, 2009. "Value at risk: a critical overview," Journal of Financial Regulation and Compliance, Emerald Group Publishing, Emerald Group Publishing, vol. 17(4), pages 398-414, November.
  5. Sollis, Robert, 2008. "U.S. dollar real exchange rates: Nonlinearity revisited," Journal of International Money and Finance, Elsevier, Elsevier, vol. 27(4), pages 516-528, June.
  6. Mark E. Wohar & Robert Sollis, 2007. "Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure," The Journal of Economics, Missouri Valley Economic Association, Missouri Valley Economic Association, vol. 33(2), pages 1-19.
  7. Robert Sollis & Mark E. Wohar, 2006. "The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration," International Journal of Finance & Economics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 11(2), pages 139-153.
  8. Robert Sollis, 2006. "Testing for bubbles: an application of tests for change in persistence," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 16(6), pages 491-498.
  9. Robert Sollis, 2005. "Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 20(1), pages 79-98.
  10. Robert Sollis, 2005. "Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 24(3), pages 221-231.
  11. Robert Sollis, 2004. "Asymmetric adjustment and smooth transitions: a combination of some unit root tests," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(3), pages 409-417, 05.
  12. Robert Sollis & Mark E. Wohar, 2004. "A Cautionary Note on the Order of Integration of Post-war Aggregate Wage, Price and Productivity Measures," Manchester School, University of Manchester, vol. 72(2), pages 261-282, 03.
  13. Sollis, Robert & Leybourne, Stephen & Newbold, Paul, 2002. "Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 34(3), pages 686-700, August.
  14. Robert Sollis & Paul Newbold & Stephen Leybourne, 2000. "Stochastic unit roots modelling of stock price indices," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 10(3), pages 311-315.

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