Paul Newbold

University of Nottingham - School of Economics

University Park

Nottingham, NG7 2RD

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS

796

SSRN CITATIONS
Rank 26,896

SSRN RANKINGS

Top 26,896

in Total Papers Citations

28

CROSSREF CITATIONS

17

Scholarly Papers (6)

1.

The Hodrick-Prescott Filter at Time Series Endpoints

University of Nottingham Economics Discussion Paper No. 03/08
Number of pages: 23 Posted: 31 Aug 2003
Emi Mise, Tae-Hwan Kim and Paul Newbold
University of Leicester - Department of Economics, University of Nottingham - School of Economics and University of Nottingham - School of Economics
Downloads 367 (154,958)
Citation 14

Abstract:

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2.

Revisiting the Martingale Hypothesis for Exchange Rates

Number of pages: 21 Posted: 20 Mar 2005
Young-Sook Lee, Tae-Hwan Kim and Paul Newbold
University of Durham, University of Nottingham - School of Economics and University of Nottingham - School of Economics
Downloads 179 (315,714)
Citation 1

Abstract:

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Martingale hypothesis, random walks, variance ratio tests, exchange rates, spurious rejection

3.

Examination of Some More Powerful Modifications of the Dickey-Fuller Test

University of Nottingham Economics Discussion Paper No. 03/09
Number of pages: 31 Posted: 31 Aug 2003
University of Nottingham, University of Nottingham - School of Economics and University of Nottingham - School of Economics
Downloads 159 (349,905)
Citation 4

Abstract:

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Dickey-Fuller test, MAX test, weighted symmetric estimation, GLS detrending, power comparison

4.

Spurious Regressions with Processes Around Linear Trends or Drifts

University of Nottingham Economics Discussion Paper No. 03/07
Number of pages: 20 Posted: 31 Aug 2003
Tae-Hwan Kim, Young-Sook Lee and Paul Newbold
University of Nottingham - School of Economics, University of Nottingham - School of Economics and University of Nottingham - School of Economics
Downloads 91 (529,951)
Citation 7

Abstract:

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5.

A Short Note on Updating the Grilli and Yang Commodity Price Index

The World Bank Economic Review, Vol. 21, No. 1, pp. 151-163, 2007
Posted: 18 Jun 2008
University of Liverpool - Management School (ULMS), University of Nottingham - School of Economics and affiliation not provided to SSRN

Abstract:

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O13, F1

6.

Analysis of a Panel of UK Macroeconomic Forecasts

Posted: 07 Sep 2001
University of Nottingham - School of Economics, University of Nottingham and University of Nottingham - School of Economics

Abstract:

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Consensus forecasts, Forecast properties, Forecast revisions, Forecast efficiency, Survey data