Items where Author is "Taylor, M P"

Journal Article

Taylor, M P and Peel, D and Sarno, L (2003) Nonlinear equilibrium correction in U.S. real money balances, 1869 - 1997. Journal of Money, Credit and Banking, 35 (5). pp. 787-799. ISSN 0022-2879

Peel, D and Taylor, M P (2002) Covered interest rate arbitrage in the interwar period and the Keynes-Einzig conjecture. Journal of Money, Credit and Banking, 34 (1). pp. 51-75. ISSN 0022-2879

Sarno, L and Peel, D and Taylor, M P (2001) Nonlinear mean-reversion in real exchange rates: toward a solution to the purchasing power parity puzzles. International Economic Review, 42 (4). pp. 1015-1042. ISSN 0020-6598

Taylor, M P and Peel, D (2000) Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals. Journal of International Money and Finance. pp. 33-53. ISSN 0261-5606

Taylor, M P and Peel, D (1998) Periodically collapsing stock price bubbles: a robust test. Economics Letters, 61 (2). pp. 221-228. ISSN 0165-1765

Taylor, M P and Peel, D (1998) The slope of the yield curve and real economic activity: tracing the transmission mechanism. Economics Letters, 58 (2). pp. 165-174. ISSN 0165-1765

Monograph

Taylor, M P and Robinson, T A and Bamjak, A (1998) The volatility of prices in the English and Welsh electricity pool. Working Paper. The Department of Economics, Lancaster University.