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Peter F Westaway

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.

Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)
  1. Davidson, J & Madonia, G & Westaway, Peter, 1994. "Modelling the UK Gilt-Edged Market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(3), pages 231-253, July-Sept.

    Mentioned in:

    1. Modelling the UK gilt-edged market (Journal of Applied Econometrics 1994) in ReplicationWiki ()

Working papers

  1. PISCITELLI Laura & WESTAWAY Peter, 2010. "FEER Computation: A Model Based Approach," EcoMod2003 330700122, EcoMod.

    Cited by:

    1. Jovanovic, Branimir, 2007. "Calculating the Fundamental Equilibrium Exchange Rate of the Macedonian Denar," MPRA Paper 43161, University Library of Munich, Germany.
    2. Andrea Saayman, 2007. "The Real Equilibrium South African Rand/US Dollar Exchange Rate: A Comparison of Alternative Measures," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 13(2), pages 183-199, May.

  2. Rebecca L Driver & Peter F Westaway, 2005. "Concepts of equilibrium exchange rates," Bank of England working papers 248, Bank of England.

    Cited by:

    1. Milesi-Ferretti, Gian Maria & Lane, Philip, 2002. "External Wealth, the Trade Balance and the Real Exchange Rate," CEPR Discussion Papers 3153, C.E.P.R. Discussion Papers.
    2. Anne-Marie Brook & David Hargreaves, 2001. "PPP-based analysis of New Zealand's equilibrium exchange rate," Reserve Bank of New Zealand Discussion Paper Series DP2001/01, Reserve Bank of New Zealand.
    3. Milan Gylánik, 2012. "Equilibrium real effective exchange rate estimation for the Slovak economy," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 1(2), pages 97-132.
    4. Carl Grekou, 2014. "On the effectiveness of devaluations in emerging and developing countries," EconomiX Working Papers 2014-61, University of Paris Nanterre, EconomiX.
    5. Virginie Coudert & Cécile Couharde & Valérie Mignon, 2008. "Do Terms of Trade Drive Real Exchange Rates? Comparing Oil and Commodity Currencies," Working Papers 2008-32, CEPII research center.
    6. Égert, Balázs & Halpern, László, 2005. "Equilibrium exchange rates in Central and Eastern Europe: A meta-regression analysis," BOFIT Discussion Papers 4/2005, Bank of Finland Institute for Emerging Economies (BOFIT).
    7. Rimgailaite, Ramune, 2012. "Exchange rate modelling for Lithuania and Switzerland," MPRA Paper 43451, University Library of Munich, Germany.
    8. Chinn, Menzie D. & Lee, Jaewoo, 2009. "Three current account balances: A "Semi-Structuralist" interpretation," Japan and the World Economy, Elsevier, vol. 21(2), pages 202-212, March.
    9. Blaise Gnimassoun, 2017. "Exchange rate misalignments and the external balance under a pegged currency system," Review of International Economics, Wiley Blackwell, vol. 25(5), pages 949-974, November.
    10. Ondrej Schneider & Jan Zápal, 2005. "Fiscal Policy in New EU Member States – Go East, Prudent Man!," CESifo Working Paper Series 1486, CESifo.
    11. Cristina Terra & Frederico Valladares, 2009. "Real Exchange Rate Misalignments," THEMA Working Papers 2009-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    12. Martin Melecky, 2012. "Choosing The Currency Structure Of Foreign‐Currency Debt: A Review Of Policy Approaches," Journal of International Development, John Wiley & Sons, Ltd., vol. 24(2), pages 133-151, March.
    13. Lane, Philip R. & Milesi-Ferretti, Gian Maria, 1999. "The External Wealth of Nations: Measures of Foreign Assets and Liabilities for Industrial and Developing Countries," CEPR Discussion Papers 2231, C.E.P.R. Discussion Papers.
    14. Jamel Saadaoui, 2016. "Post-Brexit FEER," Working Papers of BETA 2016-51, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    15. Zvi Eckstein & Amit Friedman, 2011. "The equilibrium real exchange rate for Israel," BIS Papers chapters, in: Bank for International Settlements (ed.), Capital flows, commodity price movements and foreign exchange intervention, volume 57, pages 201-213, Bank for International Settlements.
    16. Michal Franta & Branislav Saxa & Katerina Smidkova, 2007. "Inflation Persistence in New EU Member States: Is It Different Than in the Euro Area Members?," Working Papers 2007/10, Czech National Bank.
    17. Cyriac Guillaumin & Salem Boubakri & Alexandre Silanine, 2020. "Do commodity price volatilities impact currency misalignments in commodity-exporting countries ?," Post-Print halshs-02935658, HAL.
    18. Konrad Adler & Dr. Christian Grisse, 2014. "Real exchange rates and fundamentals: robustness across alternative model specifications," Working Papers 2014-07, Swiss National Bank.
    19. Czyżewski, Andrzej & Matuszczak, Anna & Wieliczko, Barbara, 2012. "Key conditions of supporting agriculture in the EU in the period 2014-2020," Multiannual Program Reports 164846, Institute of Agricultural and Food Economics - National Research Institute (IAFE-NRI).
    20. Halpern, László & Égert, Balázs & MacDonald, Ronald, 2004. "Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues," CEPR Discussion Papers 4809, C.E.P.R. Discussion Papers.
    21. Cécile Couharde & Anne-Laure Delatte & Carl Grekou & Valérie Mignon & Florian Morvillier, 2017. "EQCHANGE: A World Database on Actual and Equilibrium Effective Exchange Rates," Working Papers hal-04141628, HAL.
    22. Katerina Smidkova & Ales Bulir, 2004. "Would Fast Sailing Towards the Euro Be Smooth?: What Fundamental Real Exchange Rates Tell Us About Acceding Economies," Macroeconomics 0408002, University Library of Munich, Germany.
    23. Ca' Zorzi, Michele & Kolasa, Marcin & Rubaszek, Michał, 2016. "Exchange rate forecasting with DSGE models," Working Paper Series 1905, European Central Bank.
    24. Carl Grekou, 2015. "Revisiting the nexus between currency misalignments and growth in the CFA Zone," Post-Print hal-01620178, HAL.
    25. Durand, C. & Lopez, C., 2012. "Taux de change d’équilibre et mesure de la compétitivité au sein de la zone euro," Bulletin de la Banque de France, Banque de France, issue 190, pages 125-134.
    26. Serge Rey, 2009. "L’apport du Natrex à la modélisation des taux de change d’équilibre : théorie et application au dollar canadien," Post-Print hal-01885310, HAL.
    27. Tino Berger & Bernd Kempa, 2014. "Time-varying equilibrium rates in small open economies: Evidence for Canada," CQE Working Papers 3414, Center for Quantitative Economics (CQE), University of Muenster.
    28. Andrew Filardo & Guonan Ma & Dubravko Mihaljek, 2011. "Exchange rate and monetary policy frameworks in EMEs," BIS Papers chapters, in: Bank for International Settlements (ed.), Capital flows, commodity price movements and foreign exchange intervention, volume 57, pages 37-63, Bank for International Settlements.
    29. Béreau, Sophie & Villavicencio, Antonia López & Mignon, Valérie, 2010. "Nonlinear adjustment of the real exchange rate towards its equilibrium value: A panel smooth transition error correction modelling," Economic Modelling, Elsevier, vol. 27(1), pages 404-416, January.
    30. Antoine Bouveret, 2010. "Politiques économiques, dynamique et équilibre de long terme du taux de change," Sciences Po publications info:hdl:2441/53r60a8s3ku, Sciences Po.
    31. Ferdinand Owoundi & Jacques Landry Bikai, 2021. "On the neutrality of the exchange rate regime regarding real misalignments: Evidence from sub‐Saharan Africa," Bulletin of Economic Research, Wiley Blackwell, vol. 73(3), pages 327-345, July.
    32. International Monetary Fund, 2006. "Mauritius: Selected Issues and Statistical Appendix," IMF Staff Country Reports 2006/224, International Monetary Fund.
    33. Ms. Katerina Smídková & Jan Babecky & Mr. Ales Bulir, 2010. "Sustainable Real Exchange Rates in the New Eu Member States: What Did the Great Recession Change?," IMF Working Papers 2010/198, International Monetary Fund.
    34. Lòpez-Villavicencio, Antonia & Mazier, Jacques & Saadaoui, Jamel, 2012. "Temporal dimension and equilibrium exchange rate: A FEER/BEER comparison," Emerging Markets Review, Elsevier, vol. 13(1), pages 58-77.
    35. Jan Babecký & Aleš Bulíř & Kateřina šmídková, 2009. "Sustainable real exchange rates in the new EU Member States: Is FDI a mixed blessing?," European Economy - Economic Papers 2008 - 2015 368, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
    36. Ian Babetskii & Bal??zs ??gert, 2005. "Equilibrium Exchange Rate in the Czech Republic: How Good is the Czech BEER?," William Davidson Institute Working Papers Series wp781, William Davidson Institute at the University of Michigan.
    37. Oliver Hossfeld, 2010. "Equilibrium Real Effective Exchange Rates and Real Exchange Rate Misalignments: Time Series vs. Panel Estimates," Working Papers 2010.3, International Network for Economic Research - INFER.
    38. Roman Horváth, 2005. "Real Equilibrium Exchange Rate Estimates: To What Extent Are They Applicable for Setting the Central Parity?," Working Papers IES 75, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised 2005.
    39. Kenneth Clements & Yanrui Wu & Jing Zhang, 2006. "Comparing international consumption patterns," Empirical Economics, Springer, vol. 31(1), pages 1-30, March.
    40. Hughes Hallett, Andrew & Richter, Christian, 2004. "Estimating an equilibrium exchange rate for the dollar and other key currencies," Economic Modelling, Elsevier, vol. 21(6), pages 1117-1144, December.
    41. Antonia López-Villavicencio & Valérie Mignon, 2009. "On Equilibrium Exchange Rates: Is Emerging Asia Different?," Working Papers 2009-38, CEPII research center.
    42. Cécile Couharde & Carl Grekou, 2016. "Currency Misalignments in emerging and developing countries: reassessing the role of Exchange Rate Regimes," Post-Print hal-01549902, HAL.
    43. Philip Arestis & Georgios Chortareas, 2007. "Natural equilibrium real interest rate estimates and monetary policy design," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 29(4), pages 621-643.
    44. Ales Bulir & Katerina Smidkova, 2004. "Exchange Rates in the New EU Accession Countries: What Have We Learned from the Forerunners," Working Papers 2004/10, Czech National Bank.
    45. Kateřina Šmídková & Aleš Bulíř, 2005. "Would Fast Sailing Towards the Euro Be Smooth? What Fundamental Real Exchange Rates Tell Us," Prague Economic Papers, Prague University of Economics and Business, vol. 2005(4), pages 291-316.
    46. Coppola,Andrea & Lagerborg,Andresa & Mustafaoglu,Zafer, 2016. "Estimating an equilibrium exchange rate for the Argentine Peso," Policy Research Working Paper Series 7682, The World Bank.
    47. Fischer, Christoph, 2019. "Equilibrium real exchange rate estimates across time and space," Discussion Papers 14/2019, Deutsche Bundesbank.
    48. Valérie Mignon & Jorge Carrera & Blaise Gnimassoun & Romain Restout, 2020. "Currency misalignments and exchange rate regimes in Latin American countries: a trade-off issue," Working Papers hal-04159704, HAL.
    49. Reza Siregar & Ramkishen Rajan, 2006. "Models of Equilibrium Real Exchange Rates Revisited: A Selective Review of the Literature," Centre for International Economic Studies Working Papers 2006-04, University of Adelaide, Centre for International Economic Studies.
    50. Frait, Jan & Komárek, Luboš, 2008. "The Debt-adjusted Real Exchange Rate for China," The Warwick Economics Research Paper Series (TWERPS) 850, University of Warwick, Department of Economics.
    51. VALDIVIA, Fernando Zarzosa, 2010. "Determinants of the structural real exchange rates and economic structures in Argentina, Chile and Mexico," Working Papers 2010025, University of Antwerp, Faculty of Business and Economics.
    52. Jerome Stein, 2005. "Optimal debt and equilibrium exchange rates in a Stochastic Environment: An Overview," Centre for International Economic Studies Working Papers 2005-12, University of Adelaide, Centre for International Economic Studies.
    53. Carl Grekou, 2016. "Does the exchange rate regime shape currency misalignments in emerging and developing countries?," EconomiX Working Papers 2016-26, University of Paris Nanterre, EconomiX.
    54. Audrey Sallenave, 2010. "Real exchange rate misalignments and economic performance for the G20 countries," EconomiX Working Papers 2010-1, University of Paris Nanterre, EconomiX.
    55. Carl Grekou, 2018. "Currency Misalignments and Economic Growth: The Foreign Currency-Denominated Debt Channel," Working Papers 2018-12, CEPII research center.
    56. Fischer, Christoph & Hossfeld, Oliver, 2014. "A consistent set of multilateral productivity approach-based indicators of price competitiveness," Discussion Papers 10/2014, Deutsche Bundesbank.
    57. Kiyotaka Sato & Junko Shimizu & Nagendra Shrestha & Zhaoyong Zhang, 2012. "New Estimates of the Equilibrium Exchange Rate: The Case for the Chinese Renminbi," The World Economy, Wiley Blackwell, vol. 35(4), pages 419-443, April.
    58. Fischer, Christoph & Porath, Daniel, 2006. "A reappraisal of the evidence on PPP: a systematic investigation into MA roots in panel unit root tests and their implications," Discussion Paper Series 1: Economic Studies 2006,23, Deutsche Bundesbank.
    59. Jovanovic, Branimir, 2007. "Calculating the Fundamental Equilibrium Exchange Rate of the Macedonian Denar," MPRA Paper 43161, University Library of Munich, Germany.
    60. Nikola Dvornak & Marion Kohler & Gordon Menzies, 2003. "Australia’s Medium-run Exchange Rate: A Macroeconomic Balance Approach," RBA Research Discussion Papers rdp2003-03, Reserve Bank of Australia.
    61. Manuel BENAZIC & Ines KERSAN-SKABIC, 2016. "The determinants of exchange rate in Croatia," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 7, pages 125-150, June.
    62. Rodrigo Caputo G. & Marco Núñez N. & Rodrigo O. Valdés P., 2008. "Exchange Rate Analysis in Practice," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 11(1), pages 61-91, April.
    63. Jamel Saadaoui, 2013. "Global Imbalances: Should We Use Fundamental Equilibrium Exchange Rates?," Post-Print halshs-00861163, HAL.
    64. Sophie B鲥au & Antonia López Villavicencio & Val鲩e Mignon, 2012. "Currency misalignments and growth: a new look using nonlinear panel data methods," Applied Economics, Taylor & Francis Journals, vol. 44(27), pages 3503-3511, September.
    65. Piti Disyatat & Runchana Pongsaparn & Atchana Waiquamdee, 2005. "Effective Exchange Rates and Monetary Policy: The Thai Experience," Working Papers 2005-07, Monetary Policy Group, Bank of Thailand.
    66. Bussière, Matthieu & Ca' Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair, 2010. "Methodological advances in the assessment of equilibrium exchange rates," Working Paper Series 1151, European Central Bank.
    67. Siregar, Reza, 2011. "The Concepts of Equilibrium Exchange Rate: A Survey of Literature," MPRA Paper 28987, University Library of Munich, Germany.
    68. Jamel Saadaoui, 2018. "Internal Devaluations and Equilibrium Exchange Rates: new evidences and perspectives for the EMU," Post-Print hal-02168395, HAL.
    69. Chen, Xiaoshan & MacDonald, Ronald, 2014. "Measuring the Euro-Dollar Permanent Equilibrium Exchange Rate using the Unobserved Components Model," Stirling Economics Discussion Papers 2014-12, University of Stirling, Division of Economics.
    70. Vincent Duwicquet & Jacques Mazier & Jamel Saadaoui, 2018. "Dealing with the consequences of exchange rate misalignments for macroeconomic adjustments in the EMU," Post-Print hal-02168400, HAL.
    71. Mbaye, Samba, 2012. "Currency Undervaluation and Growth: Is there a Productivity Channel?," MPRA Paper 44261, University Library of Munich, Germany.
    72. Roman Hotvath, 2005. "Real Equilibrium Exchange Rate Estimates: To What Extent Applicable for Setting the Central Parity?," International Finance 0509006, University Library of Munich, Germany.
    73. Pavel Trunin & Dmitriy Kniazev & Ekaterina Kuduykina, 2010. "Perspective issues in the CBR`s exchange rate policy," Research Paper Series, Gaidar Institute for Economic Policy, issue 144P.
    74. Works, Richard Floyd, 2016. "Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory," MPRA Paper 76382, University Library of Munich, Germany.
    75. Jingtao Yi, 2010. "China’s equilibrium exchange rate dynamics 1994–2004: A cointegration analysis," Frontiers of Economics in China, Springer;Higher Education Press, vol. 5(3), pages 375-392, September.
    76. Alper, Ahmet Murat & Civcir, İrfan, 2012. "Can overvaluation prelude to crisis and harm growth in Turkey," Journal of Policy Modeling, Elsevier, vol. 34(1), pages 112-131.
    77. Fischer, Christoph & Hossfeld, Oliver, 2014. "A consistent set of multilateral productivity approach-based indicators of price competitiveness – Results for Pacific Rim economies," Journal of International Money and Finance, Elsevier, vol. 49(PA), pages 152-169.
    78. Gemma Mabin, 2010. "New Zealand's Exchange Rate Cycles: Evidence and Drivers," Treasury Working Paper Series 10/10, New Zealand Treasury.
    79. Nikolaos Giannellis & Minoas Koukouritakis, 2018. "Currency Misalignments in the BRIICS Countries: Fixed Vs. Floating Exchange Rates," Open Economies Review, Springer, vol. 29(5), pages 1123-1151, November.
    80. Xu, Yingfeng, 2008. "Lessons from Taiwan's experience of currency appreciation," China Economic Review, Elsevier, vol. 19(1), pages 53-65, March.
    81. Horvath, Roman & Komarek, Lubos, 2006. "Equilibrium Exchange Rates in EU New Members: Applicable for Setting the ERM II Central Parity?," MPRA Paper 1180, University Library of Munich, Germany.
    82. Jamel Saadaoui, 2016. "Post-Brexit FEER," CEPN Working Papers 2016-12, Centre d'Economie de l'Université de Paris Nord.
    83. Wright, Nicholas Anthony, 2013. "Examining measures of the equilibrium Real Exchange Rate: Macroeconomic Balance and the Natural Real Exchange Rate Approaches," MPRA Paper 61170, University Library of Munich, Germany.
    84. Ms. Camelia Minoiu & Patrick A. Imam, 2008. "Mauritius: A Competitiveness Assessment," IMF Working Papers 2008/212, International Monetary Fund.
    85. Leon, Jorge & Mendez, Eduardo & Prado, Eduardo, 2003. "El Tipo de Cambio Real de Costa Rica [Real Exchange Rate of Costa Rica]," MPRA Paper 44509, University Library of Munich, Germany, revised 2003.
    86. Chen, Xiaoshan & MacDonald, Ronald, 2010. "Revisiting the Dollar-Euro Permanent Equilibrium Exchange Rate: Evidence from Multivariate Unobserved Components Models," SIRE Discussion Papers 2010-41, Scottish Institute for Research in Economics (SIRE).
    87. Blaise Gnimassoun, 2015. "Exchange rate misalignments and the external balance under a pegged currency system," Working Papers hal-04141421, HAL.
    88. Viktors Ajevskis & Ramune Rimgailaite & Uldis Rutkaste & Olegs Tkacevs, 2012. "The Assesment of Equilibrium Real Echange Rate of Latvia," Working Papers 2012/04, Latvijas Banka.
    89. Jamel Saadaoui, 2013. "Global Imbalances: Should We Use Fundamental Equilibrium Exchange Rates," Working Papers of BETA 2013-14, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    90. Makram El-Shagi & Axel Lindner & Gregor von Schweinitz, 2016. "Real Effective Exchange Rate Misalignment in the Euro Area: A Counterfactual Analysis," Review of International Economics, Wiley Blackwell, vol. 24(1), pages 37-66, February.
    91. Saadaoui, Jamel, 2012. "Déséquilibres globaux, taux de change d’équilibre et modélisation stock-flux cohérente [Global Imbalances, Equilibrium Exchange Rates and Stock-Flow Consistent Modelling]," MPRA Paper 51332, University Library of Munich, Germany.
    92. Yougbaré, Lassana, 2011. "Exchange rate arrangements and misalignments: contrasting words and deeds," MPRA Paper 32362, University Library of Munich, Germany.
    93. Przystupa, Jan, 2009. "Approaching a problem of the long-run real equilibrium exchange rate of Polish zloty while entering the ERM-2 and Euro zone," MPRA Paper 19549, University Library of Munich, Germany.
    94. Renhong Wu, 2016. "A New Method of Estimating Equilibrium Real Exchange Rate in Developing Countries," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(3), pages 171-177, March.
    95. Nabil Aflouk & Se-Eun Jeong & Jacques Mazier & Jamel Saadaoui, 2011. "Exchange Rate Misalignments and World Imbalances: a FEER Approach for Emerging Countries," Post-Print halshs-00484808, HAL.
    96. Brankica Pažun & Zlatko Langović & Ana Langovic Milićević, 2016. "Equilibrium Real Exchange Rate Assessment of the Serbian Dinar: The MB approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 76-87, March.
    97. Fischer, Christoph, 2007. "An assessment of the trends in international price competitiveness among EMU countries," Discussion Paper Series 1: Economic Studies 2007,08, Deutsche Bundesbank.
    98. Zvi Eckstein & Yoav Soffer, 2008. "Exchange rate pass-through implications for monetary policy: the Israeli case," BIS Papers chapters, in: Bank for International Settlements (ed.), Transmission mechanisms for monetary policy in emerging market economies, volume 35, pages 333-343, Bank for International Settlements.
    99. Simon Wren-Lewis, 2004. "A model of Equilibrium Exchange Rates for the New Zealand and Australian dollar," Reserve Bank of New Zealand Discussion Paper Series DP 2004/07, Reserve Bank of New Zealand.
    100. Ramos-Herrera María del Carmen, 2022. "How Equilibrium Exchange Rate Misalignments Influence on Economic Growth? Evidence for European Countries," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, vol. 16(1), pages 199-211, January.
    101. Sági, Judit, 2012. "Debt trap - monetary indicators of Hungary's indebtedness," MPRA Paper 40343, University Library of Munich, Germany.
    102. ZARZOSA VALDIVIA, Fernando Enrique, 2006. "Income distribution, Dutch disease and real exchange rate movements," Working Papers 2006033, University of Antwerp, Faculty of Business and Economics.
    103. Enzo Cassino & David Oxley, 2013. "How Does the Exchange Rate Affect the Real Economy? A Literature Survey," Treasury Working Paper Series 13/26, New Zealand Treasury.
    104. Chen, Xiaoshan & MacDonald, Ronald, 2015. "Measuring the dollar–euro permanent equilibrium exchange rate using the unobserved components model," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 20-35.

  3. Philip Stevens, 2004. "Accounting for Background Variables in Stochastic Frontier Analysis," National Institute of Economic and Social Research (NIESR) Discussion Papers 239, National Institute of Economic and Social Research.

    Cited by:

    1. Maria Rita Pierleoni & Stefano Gori, 2013. "Efficiency analysis postal operators: comparison between the United States and Europe," Chapters, in: Michael A. Crew & Paul R. Kleindorfer (ed.), Reforming the Postal Sector in the Face of Electronic Competition, chapter 18, pages 261-276, Edward Elgar Publishing.
    2. Geys, Benny & Heinemann, Friedrich & Kalb, Alexander, 2009. "Voter involvement, fiscal autonomy and public sector efficiency: evidence from German municipalities [Wähler-Beteiligung, Finanzhoheit und Effizienz des öffentlichen Sektors: Aussagen von deutschen," Discussion Papers, Research Unit: Market Processes and Governance SP II 2009-02, WZB Berlin Social Science Center.
    3. Fandi Galang Wicaksana & R. Agus Trihatmoko & Djoko Suhardjanto & Henny Murtini, 2019. "The Regulation on Village Governance in Indonesia: Efficient Contracting in Agency Theory," Journal of Public Administration and Governance, Macrothink Institute, vol. 9(2), pages 110-137, December.
    4. Geys, Benny & Heinemann, Friedrich & Kalb, Alexander, 2007. "Local Governments in the Wake of Demographic Change: Efficiency and Economies of Scale in German Municipalities," ZEW Discussion Papers 07-036, ZEW - Leibniz Centre for European Economic Research.
    5. Pain, Nigel & Westaway, Peter, 1997. "Modelling structural change in the UK housing market: A comparison of alternative house price models," Economic Modelling, Elsevier, vol. 14(4), pages 587-610, October.
    6. Roger Bowden, 2004. "McHouse prices, capital hoovering, and real exchange rate exposures," New Zealand Economic Papers, Taylor & Francis Journals, vol. 38(1), pages 119-139.
    7. Weiping Huang, 2014. "Analyzing the Dynamical Factors of Housing Price in China," Research in World Economy, Research in World Economy, Sciedu Press, vol. 5(1), pages 59-64, March.
    8. Raimundo Soto & Rosalía Vásquez, 2011. "The Efficiency Cost of the Kafala in Dubai: A Stochastic Frontier Analysis," Documentos de Trabajo 399, Instituto de Economia. Pontificia Universidad Católica de Chile..
    9. Geys, Benny & Moesen, Wim, 2008. "Exploring sources of local government technical inefficiency: evidence from Flemish municipalities [Ursachenforschung zur technischen Ineffizienz kommunaler Verwaltungen: Evidenz von flämischen Gem," Discussion Papers, Research Unit: Market Processes and Governance SP II 2008-18, WZB Berlin Social Science Center.

  4. Nigel Pain & Peter Westaway, 1996. "Modelling Structural Change In The UK Housing Market: A Comparison Of Alternative House Price Models," National Institute of Economic and Social Research (NIESR) Discussion Papers 98, National Institute of Economic and Social Research.

    Cited by:

    1. Arthur Grimes & Sean Hyland, 2013. "Housing Market Dynamics and the GFC: The Complex Dynamics of a Credit Shock," Working Papers 13_12, Motu Economic and Public Policy Research.
    2. Gabor Vadas & Gergely Kiss, 2005. "The Role of the Housing Market in Monetary Transmission," Macroeconomics 0512010, University Library of Munich, Germany.
    3. Christian Hott & Dr. Terhi Jokipii, 2012. "Housing Bubbles and Interest Rates," Working Papers 2012-07, Swiss National Bank.
    4. Suzi Kerr & Andrew Aitken & Arthur Grimes, 2004. "Land Taxes and Revenue Needs as Communities Grow and Decline: Evidence from New Zealand," Working Papers 04_02, Motu Economic and Public Policy Research.
    5. Katarzyna Budnik & Michal Greszta & Michal Hulej & Marcin Kolasa & Karol Murawski & Michal Rot & Bartosz Rybaczyk & Magdalena Tarnicka, 2009. "The new macroeconometric model of the Polish economy," NBP Working Papers 62, Narodowy Bank Polski.
    6. Hany Guirguis & Christos Giannikos & Randy Anderson, 2004. "The US Housing Market: Asset Pricing Forecasts Using Time Varying Coefficients," The Journal of Real Estate Finance and Economics, Springer, vol. 30(1), pages 33-53, October.
    7. Christian Hott & Pierre Monnin, 2008. "Fundamental Real Estate Prices: An Empirical Estimation with International Data," The Journal of Real Estate Finance and Economics, Springer, vol. 36(4), pages 427-450, May.
    8. Arthur Grimes & Andrew Aitken, 2006. "Housing Supply and Price Adjustment," Working Papers 06_01, Motu Economic and Public Policy Research.
    9. Gábor Vadas, 2004. "Modelling Households’ Savings and Dwellings Investment – A Portfolio Choice Approach," International Real Estate Review, Global Social Science Institute, vol. 7(1), pages 31-55.
    10. Barot, Bharat & Yang, Zan, 2002. "House Prices and Housing Investment in Sweden and the United Kingdom: Econometric Analysis for the Period 1970-1998," Working Papers 80, National Institute of Economic Research.
    11. Felix Schindler, 2014. "Persistence and Predictability in UK House Price Movements," The Journal of Real Estate Finance and Economics, Springer, vol. 48(1), pages 132-163, January.
    12. Catarina Figueira & John Glen & Joseph Nellis, 2005. "A Dynamic Analysis of Mortgage Arrears in the UK Housing Market," Urban/Regional 0509006, University Library of Munich, Germany.
    13. Christian Hott, 2007. "Explaining house price fluctuations," Proceedings 1055, Federal Reserve Bank of Chicago.
    14. Arthur Grimes & Sean Hyland & Andrew Coleman & James Kerr & Alex Collier, 2013. "A New Zealand Regional Housing Model," Working Papers 13_02, Motu Economic and Public Policy Research.
    15. Meen, Geoffrey, 2002. "The Time-Series Behavior of House Prices: A Transatlantic Divide?," Journal of Housing Economics, Elsevier, vol. 11(1), pages 1-23, March.
    16. Arthur Grimes & Andrew Aitken, 2010. "Housing Supply, Land Costs and Price Adjustment," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 38(2), pages 325-353, June.
    17. Geoffrey Meen & Alexander Mihailov & Yehui Wang, 2016. "Endogenous UK Housing Cycles and the Risk Premium: Understanding the Next Housing Crisis," Economics Discussion Papers em-dp2016-02, Department of Economics, University of Reading.
    18. Arthur Grimes & Suzi Kerr & Andrew Aitken, 2003. "Housing and Economic Adjustment," Urban/Regional 0310006, University Library of Munich, Germany.
    19. Anundsen, André K. & Jansen, Eilev S., 2013. "Self-reinforcing effects between housing prices and credit," Journal of Housing Economics, Elsevier, vol. 22(3), pages 192-212.
    20. Irene de Greef & Ralph de Haas, 2002. "Housing Prices, Bank Lending, and Monetary Policy," Macroeconomics 0209010, University Library of Munich, Germany.
    21. William Miles, 2015. "Bubbles, Busts and Breaks in UK Housing," International Real Estate Review, Global Social Science Institute, vol. 18(4), pages 455-471.
    22. Arthur Grimes & Andrew Aitken & Suzi Kerr, 2004. "House Price Efficiency: Expectations, Sales, Symmetry," Urban/Regional 0408001, University Library of Munich, Germany.
    23. Xin Janet Ge & Brendan Williams, 2015. "House Price Determinants in Sydney," ERES eres2015_230, European Real Estate Society (ERES).
    24. Tsai, I-Chun, 2019. "Relationships among regional housing markets: Evidence on adjustments of housing burden," Economic Modelling, Elsevier, vol. 78(C), pages 309-318.
    25. Dmitry Lyusin & Abdul-Raheem Mohammed, 2018. "Are Emotionally Intelligent People More Emotionally Stable? An Experience Sampling Study," HSE Working papers WP BRP 88/PSY/2018, National Research University Higher School of Economics.
    26. Nikodem Szumilo & Edyta Laszkiewicz & Franz Fuerst, 2017. "The spatial impact of employment centres on housing markets," Spatial Economic Analysis, Taylor & Francis Journals, vol. 12(4), pages 472-491, October.
    27. Catarina Figueira & John Glen & Joseph Nellis, 2005. "A Dynamic Analysis of Mortgage Arrears in the UK Housing Market," Urban Studies, Urban Studies Journal Limited, vol. 42(10), pages 1755-1769, September.
    28. Holly, Sean & Jones, Natasha, 1997. "House prices since the 1940s: Cointegration, demography and asymmetries," Economic Modelling, Elsevier, vol. 14(4), pages 549-565, October.
    29. André K. Anundsen & Eilev S. Jansen, 2013. "Self-reinforcing effects between housing prices and credit: an extended version," Discussion Papers 756, Statistics Norway, Research Department.

Articles

  1. Spencer Dale & James Proudman & Peter Westaway, 2010. "The inflation-targeting regime in the United Kingdom: a view from Threadneedle Street," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 26(1), pages 3-14, Spring.

    Cited by:

    1. Kenneth N. Kuttner & Adam S. Posen, 2011. "How Flexible Can Inflation Targeting Be and Still Work?," Working Paper Series WP11-15, Peterson Institute for International Economics.
    2. Carbone, Jared C. & Gazzale, Robert S., 2017. "A shared sense of responsibility: Money versus effort contributions in the voluntary provision of public goods," Journal of Economic Behavior & Organization, Elsevier, vol. 139(C), pages 74-87.

  2. Pain, Nigel & Westaway, Peter, 1997. "Modelling structural change in the UK housing market: A comparison of alternative house price models," Economic Modelling, Elsevier, vol. 14(4), pages 587-610, October.
    See citations under working paper version above.
  3. Blake, Andrew P & Westaway, Peter F, 1996. "Credibility and the Effectiveness of Inflation Targeting Regimes," The Manchester School of Economic & Social Studies, University of Manchester, vol. 64(0), pages 28-50, Suppl..

    Cited by:

    1. Nicoletta Batini & Andrew G Haldane, 1999. "Forward-looking rules for monetary policy," Bank of England working papers 91, Bank of England.
    2. Rudebusch, Glenn D & Svensson, Lars E O, 1998. "Policy Rules for Inflation Targeting," CEPR Discussion Papers 1999, C.E.P.R. Discussion Papers.
    3. Batini, Nicoletta & Yates, Anthony, 2003. "Hybrid Inflation and Price-Level Targeting," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(3), pages 283-300, June.
    4. Svensson, Lars E.O., 1998. "Inflation Targeting as a Monetary Policy Rule," Seminar Papers 646, Stockholm University, Institute for International Economic Studies.
    5. Blake, Andrew P., 2000. "Optimality and Taylor Rules," National Institute Economic Review, National Institute of Economic and Social Research, vol. 174, pages 80-91, October.
    6. Juri Marcucci & Mario Quagliariello, "undated". "Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression," Discussion Papers 05/09, Department of Economics, University of York.
    7. Paul R. Masson & Miguel A. Savastano & Sunil Sharma, 2019. "The Scope for Inflation Targeting in Developing Countries," World Scientific Book Chapters, in: Macroeconomic Modelling and Monetary and Exchange Rate Regimes, chapter 10, pages 331-383, World Scientific Publishing Co. Pte. Ltd..
    8. Richard Mash, 2000. "The Time Inconsistency of Monetary Policy with Inflation Persistence," Economics Series Working Papers 15, University of Oxford, Department of Economics.
    9. Steinsson, Jon, 2003. "Optimal monetary policy in an economy with inflation persistence," Journal of Monetary Economics, Elsevier, vol. 50(7), pages 1425-1456, October.
    10. Riccardo DiCecio & Edward Nelson, 2007. "An estimated DSGE model for the United Kingdom," Review, Federal Reserve Bank of St. Louis, vol. 89(Jul), pages 215-232.
    11. Tibor Hlédik, 2004. "Quantifying the Second-Round Effects of Supply-Side Shocks on Inflation," Prague Economic Papers, Prague University of Economics and Business, vol. 2004(2), pages 121-141.
    12. Leitemo,K., 1999. "Inflation targeting strategies in small open economies," Memorandum 21/1999, Oslo University, Department of Economics.
    13. Tatiana Kirsanova, 2004. "Active and passive monetary policy in a non-Ricardian world," Money Macro and Finance (MMF) Research Group Conference 2003 51, Money Macro and Finance Research Group.
    14. Chan Guk Huh & Kevin J. Lansing, 1997. "Expectations, credibility, and disinflation in a small macroeconomic model," Working Papers (Old Series) 9713, Federal Reserve Bank of Cleveland.
    15. Lars E. O. Svensson, 2000. "Open-Economy Inflation Targeting," NBER Working Papers 6545, National Bureau of Economic Research, Inc.
    16. Glenn Hoggarth & Steffen Sorensen & Lea Zicchino, 2005. "Stress tests of UK banks using a VAR approach," Bank of England working papers 282, Bank of England.
    17. Raf Wouters & Michel Dombrecht, 2000. "Model-based inflation forecasts and monetary policy rules," Working Paper Research 01, National Bank of Belgium.
    18. Shuffield Seyram Asafo, 2018. "The Macro-economy and Non-Performing Loans in Ghana: A BVAR approach," International Journal of Business and Economic Sciences Applied Research (IJBESAR), International Hellenic University (IHU), Kavala Campus, Greece (formerly Eastern Macedonia and Thrace Institute of Technology - EMaTTech), vol. 11(3), pages 65-72, December.
    19. Gordon de Brouwer & Luci Ellis, 1998. "Forward-looking Behaviour and Credibility: Some Evidence and Implications for Policy," RBA Research Discussion Papers rdp9803, Reserve Bank of Australia.
    20. Leitemo Kai, 2006. "Open-Economy Inflation- Forecast Targeting," German Economic Review, De Gruyter, vol. 7(1), pages 35-64, February.
    21. Mr. Dhaneshwar Ghura & Mr. Michael T. Hadjimichael, 1995. "Growth in Sub-Saharan Africa," IMF Working Papers 1995/136, International Monetary Fund.
    22. Glenn Hoggarth & Andrew Logan & Lea Zicchino, 2005. "Macro stress tests of UK banks," BIS Papers chapters, in: Bank for International Settlements (ed.), Investigating the relationship between the financial and real economy, volume 22, pages 392-408, Bank for International Settlements.
    23. Tibor Hledik, 2003. "Modelling the Second-Round Effects of Supply-Side Shocks on Inflation," Working Papers 2003/12, Czech National Bank.
    24. Alastair Cunninghan & Andrew G. Haldane, 2002. "The Monetary Transmission Mechanism in the United Kingdom: Pass-Through and Policy Rules," Central Banking, Analysis, and Economic Policies Book Series, in: Norman Loayza & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series (ed.),Monetary Policy: Rules and Transmission Mechanisms, edition 1, volume 4, chapter 12, pages 331-356, Central Bank of Chile.
    25. Enrico Tanuwidjaja & Choy Keen Meng, 2005. "Central Bank Credibility and Monetary Policy : Evidence from Small Scale Macroeconomic Model of Indonesia," Macroeconomics Working Papers 22576, East Asian Bureau of Economic Research.
    26. Richard Mash, 2002. "Monetary Policy with an Endogenous Capital Stock when Inflation is Persistent," Economics Series Working Papers 108, University of Oxford, Department of Economics.

  4. Pain, Nigel & Westaway, Peter, 1996. "The Demand for Domestic Output and Imports in the U.K.: A Dynamic Systems Approach," The Manchester School of Economic & Social Studies, University of Manchester, vol. 64(1), pages 1-21, March.

    Cited by:

    1. Pain, Nigel & Young, Garry, 2004. "The macroeconomic impact of UK withdrawal from the EU," Economic Modelling, Elsevier, vol. 21(3), pages 387-408, May.
    2. Joe Ganley & Chris Salmon, 1997. "The Industrial Impact of Monetary Policy Shocks: Some Stylised Facts," Bank of England working papers 68, Bank of England.

  5. Peter F. Westaway, 1995. "The Role of Macroeconomic Models in the Policy Design Process," National Institute Economic Review, National Institute of Economic and Social Research, vol. 151(1), pages 53-64, February.

    Cited by:

    1. den Butter, Frank A. G. & Morgan, Mary S., 1998. "What makes the models-policy interaction successful?," Economic Modelling, Elsevier, vol. 15(3), pages 443-475, July.
    2. 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.

  6. Blake, Andrew P & Westaway, Peter F, 1995. "An Analysis of the Impact of Finite Horizons on Macroeconomic Control," Oxford Economic Papers, Oxford University Press, vol. 47(1), pages 98-116, January.

    Cited by:

    1. António Caleiro, 2006. "On the Synchronisation of Elections: A Differential Games Approach," Economics Working Papers 05_2006, University of Évora, Department of Economics (Portugal).

  7. Nigei Pain & Peter Westaway, 1994. "Housing, Consumption and Borrowing: An Assessment of Recent Personal Sector Behaviour in the UK," National Institute Economic Review, National Institute of Economic and Social Research, vol. 149(1), pages 53-64, August.

    Cited by:

    1. Sotiris Tsolacos, 1998. "Econometric modelling and forecasting of new retail development," Journal of Property Research, Taylor & Francis Journals, vol. 15(4), pages 265-283, January.
    2. Sotiris Tsolacos, 1999. "Retail Building Cycles: Evidence from Great Britain," Journal of Real Estate Research, American Real Estate Society, vol. 18(1), pages 197-218.

  8. Ermisch, John & Westaway, Peter, 1994. "The Dynamics of Aggregate Consumption in an Open Economy Life Cycle Model," Scottish Journal of Political Economy, Scottish Economic Society, vol. 41(2), pages 113-127, May.

    Cited by:

    1. Tamim Bayoumi, 1992. "Financial Deregulation and Household Saving," Bank of England working papers 5, Bank of England.
    2. Luis A. Gil‐Alana, 2003. "Testing of Fractional Cointegration in Macroeconomic Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(4), pages 517-529, September.

  9. Tsoukis, Christopher & Westaway, Peter, 1994. "A forward looking model of housing construction in the UK," Economic Modelling, Elsevier, vol. 11(2), pages 266-279, April.

    Cited by:

    1. Arthur Grimes & Andrew Aitken, 2006. "Housing Supply and Price Adjustment," Working Papers 06_01, Motu Economic and Public Policy Research.
    2. Anthony Owusu-Ansah, 2012. "Modelling the supply of new residential construction for local housing markets and estimation of housing supply price elasticities: The case of Aberdeen, UK," ERES eres2012_097, European Real Estate Society (ERES).
    3. Emanuel Kohlscheen & Aaron Mehrotra & Dubravko Mihaljek, 2020. "Residential Investment and Economic Activity: Evidence from the Past Five Decades," International Journal of Central Banking, International Journal of Central Banking, vol. 16(6), pages 287-329, December.
    4. Geoffrey Meen, 2016. "Spatial housing economics: A survey," Urban Studies, Urban Studies Journal Limited, vol. 53(10), pages 1987-2003, August.
    5. Glen Bramley & Chris Leishman, 2005. "Planning and Housing Supply in Two-speed Britain: Modelling Local Market Outcomes," Urban Studies, Urban Studies Journal Limited, vol. 42(12), pages 2213-2244, November.
    6. Arthur Grimes & Andrew Aitken, 2010. "Housing Supply, Land Costs and Price Adjustment," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 38(2), pages 325-353, June.

  10. Westaway, Peter, 1992. "A Forward-Looking Approach to Learning in Macroeconomic Models∗," National Institute Economic Review, National Institute of Economic and Social Research, vol. 140, pages 86-97, May.

    Cited by:

    1. António Caleiro, 2013. "How to Classify a Government Can a perceptron do it?," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 3(3), pages 523-523.

  11. Peter Westaway, 1992. "A Forward-Looking Approach to Learning in Macroeconomic Models," National Institute Economic Review, National Institute of Economic and Social Research, vol. 140(1), pages 86-97, May.

    Cited by:

    1. António Caleiro, 2007. "What Does Economics Assume About People?s Knowledge? Who knows?," Economics Working Papers 04_2007, University of Évora, Department of Economics (Portugal).
    2. António Caleiro, 2005. "How to Classify a Government? Can a Neural Network do it?," Economics Working Papers 9_2005, University of Évora, Department of Economics (Portugal).
    3. António Caleiro, 2013. "How to Classify a Government Can a perceptron do it?," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 3(3), pages 523-523.

  12. Nigel Pain & Peter Westaway, 1990. "Why the Capital Account Matters," National Institute Economic Review, National Institute of Economic and Social Research, vol. 131(1), pages 52-56, February.

    Cited by:

    1. David Chaundy, 1999. "What is the Accommodating Item in the Balance of Payments?," Working Papers wp122, Centre for Business Research, University of Cambridge.

Chapters

    Sorry, no citations of chapters recorded.
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