Items where Author is "Peel, David"

Georgalos, Konstantinos and Paya, Ivan and Peel, David (2024) The Kőszegi–Rabin expectations-based model and risk-apportionment tasks for elicitation of higher order risk preferences. Journal of Economic Behavior and Organization, 224. pp. 749-770. ISSN 0167-2681

Nabil, Nathan and Georgalos, Konstantinos and Peel, David (2024) Navigating Risk : Structural Modelling and Experimental Insights into Economic Decision-Making Under Uncertainty. PhD thesis, Lancaster University.

Georgalos, Konstantinos and Paya, Ivan and Peel, David (2023) Higher order risk attitudes : new model insights and heterogeneity of preferences. Experimental Economics, 26 (1). pp. 145-192. ISSN 1386-4157

Paya, Ivan and Peel, David and Georgalos, Konstantinos (2020) On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences. Working Paper. Lancaster University, Department of Economics, Lancaster.

Minford, Patrick and Peel, David (2019) Advanced Macroeconomics : A Primer. Edward Elgar, Cheltenham. ISBN 9781788970976

Spavound, Simon and Pavlidis, Efthymios and Paya, Ivan and Peel, David (2019) An econometric analysis of global agricultural commodity prices. PhD thesis, Lancaster University.

Li, Jinyu and Peel, David and Spiru, Alina (2019) The simplification, solution and estimation of a small open DSGE model : Evidence from the UK and Canada. PhD thesis, Lancaster University.

Wheeler, Rhys and Walker, Ian and Peel, David (2018) The economics of gambling : a collection of essays. PhD thesis, Lancaster University.

Khan, Caroline and Izzeldin, Marwan and Spiru, Alina and Peel, David (2017) Essays in the Gulf Cooperation Council economies and market dynamics. PhD thesis, Lancaster University.

Wang, Xichen and Paya, Ivan and Peel, David (2017) Essays on international capital flows. PhD thesis, Lancaster University.

Promponas, Pantelis and Peel, David and Tsionas, Mike (2017) Three essays on the predictive content and predictability of the nominal exchange rates in a changing world. PhD thesis, Lancaster University.

Yao, Xingzhi and Izzeldin, Marwan and Peel, David (2017) Volatility and return forecasting : time series and options-based methods. PhD thesis, Lancaster University.

Pavlidis, Efthymios and Yusupova, Alisa and Paya, Ivan and Peel, David and Martínez-García, Enrique and Mack, Adrienne and Grossman, Valerie (2016) Episodes of exuberance in housing markets : in search of the smoking gun. Journal of Real Estate Finance and Economics, 53 (4). pp. 419-449. ISSN 0895-5638

Buraimo, Babatunde and Peel, David and Simmons, Robert (2016) On the positive expected utility of combination wagers. Decision Analysis, 13 (3). pp. 209-212. ISSN 1545-8504

Yusupova, Alisa Yevgenyevna and Peel, David and Paya, Ivan and Pavlidis, Efthymios (2016) An econometric analysis of U.K. regional real estate markets. PhD thesis, Lancaster University.

Pavlidis, Efthymios and Paya, Ivan and Peel, David (2015) Testing for linear and nonlinear Granger Causality in the real exchange rate-consumption relation. Economics Letters, 132. pp. 13-17. ISSN 0165-1765

Nguyen, Anh D.M. and Peel, David and Pavlidis, Efthymios (2015) Essays on monetary policy. PhD thesis, Lancaster University.

Pavlidis, Efthymios and Yusupova, Alisa and Paya, Ivan and Peel, David and Martinez-Garcia, Enrique and Mack, Adrienne and Crossman, Valerie (2014) Episodes of exuberance in housing markets : in search of the smoking gun. Working Paper. Lancaster University, Department of Economics, Lancaster.

Aretz, Kevin and Peel, David (2013) An example of an optimal forecast exhibiting decreasing bias with increasing forecast horizon. Bulletin of Economic Research, 65 (4). pp. 362-371. ISSN 0307-3378

Peel, David (2013) Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets. Economics Letters, 119 (3). pp. 264-267. ISSN 0165-1765

Pavlidis, Efthymios and Paya, Ivan and Peel, David (2013) Nonlinear causality tests and multivariate conditional heteroskedasticity : a simulation study. Studies in Nonlinear Dynamics and Econometrics, 17 (3). pp. 297-312. ISSN 1558-3708

Niguez, Trino-Manuel and Paya, Ivan and Peel, David and Perote, Javier (2013) Higher-order moments in the theory of diversification and portfolio composition. Working Paper. Lancaster University, Department of Economics, Lancaster.

Pavlidis, Efthymios and Paya, Ivan and Peel, David and Siriopoulos, Costas (2013) Nonlinear dynamics in economics and finance and unit root testing. European Journal of Finance, 19 (6). pp. 572-588. ISSN 1351-847X

Peel, David and Pope, Peter F. and Clatworthy, Mark (2012) Are analysts' loss functions asymmetric? Journal of Forecasting, 31 (8). pp. 736-756. ISSN 0277-6693

Peel, David and Zhang, Jie (2012) On the potential for observational equivalence in experiments on risky choice when a power utility function is assumed. Economics Letters, 116 (1). pp. 8-10. ISSN 0165-1765

Niguez, Trino-Manuel and Paya, Ivan and Peel, David and Perote, Javier (2012) On the stability of the constant relative risk aversion (CRRA) under high degrees of uncertainty. Economics Letters, 115 (2). pp. 244-248. ISSN 0165-1765

Pavlidis, Efthymios and Paya, Ivan and Peel, David (2012) Forecast evaluation of nonlinear models : the case of long-span real exchange rates. Journal of Forecasting, 31 (7). pp. 580-595. ISSN 0277-6693

Monticini, Andrea and Peel, David and Vaciago, Giacomo (2011) The Impact of ECB and FED announcements on the Euro interest rates. Economics Letters, 113 (2). pp. 139-142. ISSN 0165-1765

Paya, Ivan and Peel, David (2011) Systematic sampling of nonlinear models: evidence on speed of adjustment in index futures markets. Journal of Futures Markets, 31 (2). pp. 192-203. ISSN 0270-7314

Pavlidis, Efthymios and Paya, Ivan and Peel, David (2011) Real Exchange Rates and Time-Varying Trade Costs. Journal of International Money and Finance, 30 (6). pp. 1157-1179. ISSN 0261-5606

Peel, David (2010) On lottery sales, jackpot sizes and irrationality: A cautionary note. Economics Letters, 109 (3). pp. 161-163. ISSN 0165-1765

McHale, I and Peel, David (2010) Habit and long memory in UK lottery sale. Economics Letters, 109 (1). pp. 7-10. ISSN 0165-1765

Aretz, Kevin and Peel, David (2007) Some implications of a quartic loss function. Economics Bulletin, 7 (13). pp. 1-7. ISSN 1545-2921

Peel, David and Christodoulakis, G. (2006) The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class. Finance Research Letters, 3 (4). pp. 273-276. ISSN 1544-6123

Paya, Ivan and Venetis, I. and Peel, David (2003) Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS. Oxford Bulletin of Economics and Statistics, 65 (4). pp. 421-437. ISSN 0305-9049

Ioannides, C and Peel, David and Peel, M J (2003) The Time Series Properties of Financial Ratios: Lev Revisited. Journal of Business Finance and Accounting, 30 (5-6). pp. 699-714. ISSN 1468-5957

Cain, M and Peel, David and Law, D (2003) The favourite-longshot bias and the Gabriel and Marsden anomaly: an explanation based on utility theory. In: The Economics of Gambling :. Routledge, London and New York, pp. 2-13. ISBN 0-415-26091-4

Minford, A.P.L. and Peel, David (2002) Advanced Macroeconomics: A Primer. Edward Elgar, Cheltenham. ISBN 1843760908

Law, D. and Cain, M. and Peel, David (2001) The Incidence of Insider Trading in Betting Markets and the Gabriel and Marsden Anomaly. Manchester School, 69 (2). pp. 197-207. ISSN 1463-6786

Cain, M. and Law, D. and Peel, David (2000) Testing for statistical and market efficiency when forecast errors are non-normal: the NFL betting market revisted. Journal of Forecasting, 19 (7). pp. 575-586. ISSN 0277-6693

Byers, J.D. and Davidson, J and Peel, David (2000) The dynamics of aggregate political popularity: evidence from eight countries. Electoral Studies, 19 (1). pp. 49-62. ISSN 0261-3794

Pope, P F and Peel, David (1997) Information disclosure to employees and rational expectations: a game theoretical perspective - a comment. Journal of Business Finance and Accounting, 24 (9). pp. 1433-1435. ISSN 1468-5957

Peel, David and Speight, A. (1997) Nonlinearities in East European Black Market Exchange Rates. International Journal of Finance and Economics, 2 (1). pp. 39-57. ISSN 1099-1158

Byers, J.D. and Peel, David (1996) Long Memory Risk Premia in Exchange Rates’. Manchester School, 64 (4). pp. 421-438. ISSN 1463-6786

Peel, David and Micheal, P. and Nobay, A.R. (1996) Exchange Rate Dynamics and Monetary Reforms: Theory and Evidence from Britain's Return to Gold. In: Modern Perspectives on The Gold Standard :. Cambridge University Press, Cambridge, pp. 341-366. ISBN 0521571693

Byers, D. and Peel, David (1995) Forecasting industrial production using non-linear methods. Journal of Forecasting, 14 (4). pp. 325-336. ISSN 0277-6693

Peel, David and Pope, P. (1995) Time-Varying Risk Premia and the Term Structure of Forward Exchange Rates. Manchester School, 63 (1). pp. 69-81. ISSN 1463-6786

Peel, David and Speight, A. (1995) Non-Linear Dependence in Unemployment, Output and Inflation - Empirical Evidence for the UK. In: The Natural Rate of Unemployment: Reflections of Twenty Five Years of the Hypothesis :. Cambridge University Press, Cambridge, pp. 231-255. ISBN 0521472989

Peel, David and Speight, A. (1994) Hysteresis and Cyclical Variability in Real Wages, Output and Unemployment: Empirical Evidence from Non-Linear Methods for the United States. International Journal of Systems Science, 25 (5). pp. 934-965. ISSN 1464-5319

Peel, David (1994) Testing for Market Efficiency in the Exchange Market. In: Risk and Uncertainty in Economics : Essays in Honour of J.L. Ford. Edward Elgar, Aldershot, pp. 147-163. ISBN 1852787368

Midmore, P. and Peel, David (1993) Macroeconomics and the Agricultural Sector. In: Current Issues in Agricultural Economics :. Macmillan, Basingstoke, pp. 154-177. ISBN 0333547748

Byers, J.D. and Peel, David (1993) Some Evidence on the Interdependence of National Stock Markets and the Gains from Portfolio Diversification. Applied Financial Economics, 3 (3). pp. 239-242. ISSN 0960-3107

Cain, M. and Law, D. and Peel, David (1992) The maximum and minimum of primary forecasts. Journal of Forecasting, 11 (8). pp. 711-718. ISSN 0277-6693

Assery, A. and Peel, David (1991) The effects of exchange rate volatility on exports: Some new estimates. Economics Letters, 37 (2). pp. 173-177. ISSN 0165-1765

Assery, A. and Peel, David (1991) Estimates of a traditional aggregate import demand model for five countries. Economics Letters, 35 (4). pp. 435-439. ISSN 0165-1765

Peel, David and Pope, Peter and Paudyal, K. (1990) The policy anticipation hypothesis and the expected inflation hypothesis: Some new evidence using index linked bonds. Economics Letters, 34 (2). pp. 121-125. ISSN 0165-1765

Pope, P. and Morris, R. and Peel, David (1990) Insider Trading: Some Evidence on Market Efficiency and Directors' Share Dealings in Great Britain. Journal of Business Finance and Accounting, 17 (3). pp. 359-380. ISSN 0306-686X

Holden, K and Peel, David and Thompson, J. L. (1990) Economic Forecasting : an introduction. Cambridge University Press, Cambridge. ISBN 9780521356923

Peel, David (1990) Rational Expectations and the New Macroeconomics. In: New Thinking in Economics :. Edward Elgar Publishing, Aldershot, pp. 72-87. ISBN 1852783419

Peel, David and Pope, Peter (1989) Empirical evidence on the properties of exchange rate forecasts and the risk premium. Economics Letters, 31 (4). pp. 387-391. ISSN 0165-1765

Peel, David (1989) On testing the properties of directly obtained expectations data. Economics Letters, 30 (2). pp. 137-139. ISSN 0165-1765

Holden, K. and Peel, David (1989) Unbiasedness, Efficiency and the Combination of Forecasts. Journal of Forecasting, 8 (3). pp. 175-188. ISSN 0277-6693

Peel, David (1989) New Classical Macroeconomics. In: Current issues in macroeconomics :. Current Issues in Economics . Macmillan, London, pp. 45-67. ISBN 0333453441

Peel, David and Pope, Peter (1988) Stock Returns and Expected Inflation in the U.K.: Some New Evidence. Journal of Business Finance and Accounting, 15 (4). pp. 459-467. ISSN 0306-686X

Peel, David (1988) Combining Economic Forecasts. Journal of the Operational Research Society, 39 (11). pp. 1005-1010. ISSN 0160-5682

Peel, David and Thomas, D. (1988) OUTCOME UNCERTAINTY and THE DEMAND FOR FOOTBALL: AN ANALYSIS OF MATCH ATTENDANCES IN THE ENGLISH FOOTBALL LEAGUE. Scottish Journal of Political Economy, 35 (3). pp. 242-249. ISSN 0036-9292

Lane, J. and Ceuppins, P. and Peel, David (1988) Critical bounds for MA(2) and MA(3) processes. Economics Letters, 27 (2). pp. 133-140. ISSN 0165-1765

Peel, David and Pope, P. (1988) Economic surprises and the behaviour of asset prices: Some analyses and further empirical results. Economics Letters, 27 (4). pp. 375-379. ISSN 0165-1765

Byers, D. and Peel, David (1987) Forecasting Livestock Slaughter: An Empirical Assessment of M.L.C. Forecasts. Journal of Agricultural Economics, 38 (2). pp. 235-241. ISSN 0021-857X

Holden, K. and Peel, David and Thompson, J. (1987) The Economics of Wage Controls. Macmillan, Houndmills. ISBN 0333413911

Peel, David and Jones, D. (1987) Further empirical evidence on popularity and electoral cycle effects. Economics Letters, 23 (1). pp. 31-36. ISSN 0165-1765

Holden, K. and Peel, David (1986) An empirical investigation of combinations of economic forecasts. Journal of Forecasting, 5 (4). pp. 229-242. ISSN 0277-6693

MacDonald, R. and Peel, David (1986) On Lagged Adjustment, Permanent Income, Expectations Formation and the Demand for Money. Oxford Bulletin of Economics and Statistics, 48 (1). pp. 61-72. ISSN 0305-9049

Peel, M.J. and Peel, David and Pope, Peter (1986) Predicting Corporate Failure - Some Results for the U.K. Corporate Sector. Omega: The International Journal of Management Science, 14 (1). pp. 5-12. ISSN 0305-0483

Holden, K. and Peel, David (1986) The impact of benefits on unemployment in Britain in the interwar period: Some further empirical evidence. Journal of Macroeconomics, 8 (2). pp. 227-232. ISSN 0164-0704

Macdonald, R. and Peel, David (1986) The velocity of money and the random walk hypothesis. Economics Letters, 20 (1). pp. 63-66. ISSN 0165-1765

Holden, K. and Peel, David (1985) An alternative approach to explaining political popularity. Electoral Studies, 4 (3). pp. 231-239. ISSN 0261-3794

Macdonald, R. and Peel, David (1985) Involuntary saving, unanticipated inflation and the rationality of expectations formation: Some empirical evidence. Weltwirtschaftliches Archiv, 121 (3). pp. 553-559. ISSN 1610-2878

Peel, David and Pope, Peter (1985) Testing the Fisherian Hypothesis: Some Methodological Issues and Further Evidence for THe U.K. Journal of Business Finance and Accounting, 12 (2). pp. 297-312. ISSN 0306-686X

Holden, K and Peel, David (1985) An Evaluation of Quarterly National Institute Forecasts. Journal of Forecasting, 4 (2). pp. 227-234. ISSN 0277-6693

Holden, K. and Peel, David and Thompson, J. (1985) Expectations: Theory and Evidence. Macmillan, Houndmills. ISBN 0333350847

Peel, David and Walters, K. (1984) Some Empirical Results on 'the Rationality' of Expectations Derived from Survey Data. Empirical Economics, 9 (3). pp. 151-163. ISSN 1435-8921

Peel, David and Pope, P. (1984) Corporate Accounting Data, Capital Market Information and Wage Increases of the Firm. Journal of Business Finance and Accounting, 11 (2). pp. 177-188. ISSN 0306-686X

Minford, A.P.L. and Peel, David (1983) Some Implications of Partial Current Information Sets in Macroeconomic Models Embodying Rational Expectations. Manchester School, 51 (3). pp. 235-249. ISSN 1463-6786

Holden, K and Peel, David and Thompson, J. (1983) An Introduction to the Econometric Modelling of the United Kingdom. Martin Robertson and Co.. ISBN 0855205202

Minford, A.P.L. and Peel, David (1983) On the effectiveness of automatic stabilizers under rational expectations when there is partial current information. Economics Letters, 11 (3). pp. 225-229. ISSN 0165-1765

Peel, David and Pope, Peter (1982) The Optimal Use of Information, Collective Bargaining and the Disclosure Debate. In: Financial Information and Industrial Relations :. Barmarick Publications, Hull. ISBN 0906971594

Holden, K. and Peel, David (1982) The Relationship Between Preliminary and Revised Estimates of G.D.P. and Consumers' Expenditure in the U.K. Journal of the Royal Statistical Society: Series D (The Statistician). pp. 259-266. ISSN 0039-0526

Nobay, A.R. and Peel, David (1982) The government behavioural constraint in rational expectations models. Economics Letters, 9 (3). pp. 221-227. ISSN 0165-1765

Minford, A.P.L. and Peel, David (1981) THE ROLE OF MONETARY STABILIZATION POLICY UNDER RATIONAL EXPECTATIONS. Manchester School, 49 (1). pp. 39-50. ISSN 1463-6786

Chappell, D. and Peel, David (1981) Rational expectations and wage and price inflexibility : a note. The Scandinavian Journal of Economics, 83 (1). pp. 115-120. ISSN 0347-0520

Holden, K. and Peel, David (1981) Unemployment and the Replacement Ratio. Some Reduced Form Estimates. Economics Letters, 8 (4). pp. 349-354. ISSN 0165-1765

Peel, David (1980) On the Implications of Monetary Rules in a Stochastic Framework. Weltwirtschaftliches Archiv, 116 (2). pp. 253-263. ISSN 1610-2878

Peel, David (1980) On Conditions for Dynamic Stability and Discrete Specifications of a Monetary Model. Economic and Social Review. pp. 207-215.

Chappell, D. and Peel, David (1979) On Dynamic Stability of Monetary Models when the Money Supply is Endogenous. Manchester School, 47 (4). pp. 349-358. ISSN 1463-6786

Latham, R. and Peel, David (1979) A Dynamic Model of the Demand for Labour Services. Bulletin of Economic Research, 31 (1). pp. 24-30. ISSN 0307-3378

Metcalfe, J.S. and Peel, David (1979) Inflation and Output Dynamics with a Floating Exchange Rate. European Economic Review, 12 (1). pp. 73-89. ISSN 0014-2921

Holden, K. and Peel, David (1979) The Determinants of the Unemployment Rate: Some Empirical Evidence. Journal of the Royal Statistical Society: Series D (The Statistician). pp. 101-107. ISSN 0039-0526

Peel, David (1979) The Dynamic Behaviour of a Simple Macro Economic Model with a Tax Based Incomes Policy. Economics Letters, 3 (2). pp. 139-143. ISSN 0165-1765

Peel, David (1979) On dynamic stability in monetary models which incorporate short- and long-run expectations of inflation in the demand for the money function. Economics Letters, 2 (2). pp. 131-136. ISSN 0165-1765

Peel, David (1979) On the Built-in-Flexibility of Taxation and the Deterministic and the Stochastic Stability of MacroModels with Different Expectations Schemes. Public Finance. pp. 258-266.

Peel, David (1978) Inflationary Expectations and Self-Generating Inflations. Weltwirtschaftliches Archiv, 114 (1). pp. 12-23. ISSN 1610-2878

Latham, R. and Peel, David (1977) Derived Demand and Oligopoly. Bulletin of Economic Research, 29 (1). pp. 3-8. ISSN 0307-3378

Peel, David (1977) On the Case for Indexation of Wages and Salaries. Kyklos, 30 (2). pp. 259-270. ISSN 0023-5962

Holden, K and Peel, David (1977) Unemployment and Unanticipated Inflation in Six Countries. European Economic Review, 10 (2). pp. 253-271. ISSN 0014-2921

Latham, R. and Peel, David (1976) The Cost Function. Bulletin of Economic Research, 28 (2). pp. 77-84. ISSN 0307-3378

Peel, David and Sheriff, T.D. (1976) Unemployment and Inflation in the U.K. 1893–1938. Industrial Relations Journal, 15 (3). pp. 324-327. ISSN 0019-8692

Holden, K and Peel, David (1976) Alternative Measures of Excess Demand for Explaining Money Wage Inflation in U.K. Manufacturing Industry. Manchester School, 44 (2). pp. 132-146. ISSN 1463-6786

Holden, K. and Peel, David (1976) The Shake-Out Hypothesis: A Note. Oxford Bulletin of Economics and Statistics, 38 (2). pp. 141-146. ISSN 0305-9049

Bean, R. and Peel, David (1976) Business Activity, Labour Organisation and Industrial Disputes in the U.K., 1892-1938. Business History, 18 (2). pp. 205-211. ISSN 0007-6791

Bean, R. and Peel, David (1976) A Cross-Sectional Analysis of Regional Strike Activity in Britain. Regional Studies, 10 (3). pp. 299-305. ISSN 0034-3404

Latham, R.W. and Peel, David (1975) The Determinants of the Natural Rate of Unemployment in the Neo- Classical Model. Economic Record, 51 (3). pp. 308-317. ISSN 0013-0249

Peel, David and Holden, K. (1975) A Monte Carlo Study of the Phillips Curve. Oxford Bulletin of Economics and Statistics, 37 (2). pp. 155-158. ISSN 0305-9049

Peel, David and Briscoe, G. (1975) The Specification of the Short-Run Employment Function: An Empirical Investigation of the Demand for labour in UK Manufacturing. Oxford Bulletin of Economics and Statistics, 37 (2). pp. 115-142. ISSN 0305-9049

Peel, David (1975) Advertising and Aggregate Consumption. In: Advertising and Economic Behaviour :. Macmillan, London. ISBN 0333176855

Latham, R. and Peel, David (1975) Profit maximizing firms and inelastic demands. Applied Economics, 7 (3). pp. 161-165. ISSN 0003-6846

Latham, R. W. and Peel, David (1975) The user cost and the preference function. The Quarterly Journal of Economics, 89 (1). pp. 154-156. ISSN 0033-5533

Peel, David (1974) 'A Note on 'X' Inefficiency'. The Quarterly Journal of Economics, 88 (4). pp. 687-688. ISSN 0033-5533

Peel, David (1973) The Kinked Demand Curve - the Demand for Labour Reconsidered. Recherches Economiques de Louvain. pp. 267-274. ISSN 1782-1495