David I. Harvey

University of Nottingham - School of Economics

University Park

Nottingham, NG7 2RD

United Kingdom

SCHOLARLY PAPERS

15

DOWNLOADS

304

SSRN CITATIONS
Rank 4,821

SSRN RANKINGS

Top 4,821

in Total Papers Citations

45

CROSSREF CITATIONS

235

Scholarly Papers (15)

1.

Erratum to 'The Prebisch-Singer Hypothesis: Four Centuries of Evidence' (Review of Economics and Statistics, 2010, 92, 367-377)

Number of pages: 5 Posted: 31 Jan 2013
David I. Harvey, Neil Kellard, Jakob Madsen and Mark E. Wohar
University of Nottingham - School of Economics, University of Essex - Essex Business School, Monash University and University of Nebraska at Omaha
Downloads 158 (240,946)
Citation 12

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2.

Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility

CREATES Research Paper No. 2008-62
Number of pages: 44 Posted: 02 Dec 2008
University of Bologna - Department of Economics, University of Nottingham - School of Economics, University of Nottingham and University of Nottingham - School of Economics
Downloads 47 (504,619)
Citation 5

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Unit root tests, quasi difference de-trending, trend break, non-stationary volatility, wild bootstrap

3.

Tests for Stationarity in Series with Endogenously Determined Structural Change

Number of pages: 32 Posted: 16 Dec 2004
David I. Harvey and Terence C. Mills
University of Nottingham - School of Economics and Loughborough University - Department of Economics
Downloads 29 (596,672)
Citation 1
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4.

Power of a Unit-Root Test and the Initial Condition

Journal of Time Series Analysis, Vol. 27, No. 5, pp. 739-752, September 2006
Number of pages: 14 Posted: 22 Mar 2007
David I. Harvey and Stephen J. Leybourne
University of Nottingham - School of Economics and University of Nottingham
Downloads 24 (629,346)
Citation 5
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5.

Tests for a Break in Level When the Order of Integration is Unknown

Number of pages: 14 Posted: 01 Apr 2004
David I. Harvey, Stephen J. Leybourne and Paul Newbold
University of Nottingham - School of Economics, University of Nottingham and University of Nottingham - School of Economics
Downloads 24 (629,346)
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6.

Forecast Encompassing and Parameter Estimation

Oxford Bulletin of Economics & Statistics, Vol. 67, No. S1, pp. 815-835, December 2005
Number of pages: 21 Posted: 03 Feb 2006
David I. Harvey and Paul Newbold
University of Nottingham - School of Economics and University of Nottingham - School of Economics
Downloads 19 (664,678)
Citation 20
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7.

The Impact of the Initial Condition on Robust Tests for a Linear Trend

Journal of Time Series Analysis, Vol. 31, Issue 4, pp. 292-302, July 2010
Number of pages: 11 Posted: 14 Jun 2010
University of Nottingham - School of Economics, University of Nottingham and University of EssexUniversity of Essex - Essex Business School
Downloads 2 (799,533)
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8.

Testing for Nonlinear Deterministic Components When the Order of Integration is Unknown

Journal of Time Series Analysis, Vol. 31, Issue 5, pp. 379-391, September 2010
Number of pages: 13 Posted: 18 Aug 2010
David I. Harvey, Stephen J. Leybourne and Lisa Xiao
University of Nottingham - School of Economics, University of Nottingham and affiliation not provided to SSRN
Downloads 1 (811,425)
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9.

Real‐Time Monitoring for Explosive Financial Bubbles

Journal of Time Series Analysis, Vol. 39, Issue 6, pp. 863-891, 2018
Number of pages: 29 Posted: 07 Oct 2018
University of Essex, University of Nottingham - School of Economics, University of Nottingham, University of Newcastle and University of Essex
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Rational bubble, explosive autoregression, real‐time monitoring procedure, subsampling

10.

Robust and Powerful Tests for Nonlinear Deterministic Components

Oxford Bulletin of Economics and Statistics, Vol. 77, Issue 6, pp. 780-799, 2015
Number of pages: 20 Posted: 27 Oct 2015
University of Nottingham, University of Nottingham - School of Economics, University of Nottingham and University of EssexUniversity of Essex - Essex Business School
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11.

Testing for Unit Roots Under Multiple Possible Trend Breaks and Non‐Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics

Journal of Time Series Analysis, Vol. 36, Issue 5, pp. 603-629, 2015
Number of pages: 27 Posted: 28 Jul 2015
University of Bologna - Department of Economics, University of Nottingham - School of Economics, University of Nottingham and University of Essex
Downloads 0 (829,209)
Citation 1
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Infimum unit root test, multiple trend breaks, non‐stationary volatility, wild bootstrap

12.

Break Date Estimation for Models with Deterministic Structural Change

Oxford Bulletin of Economics and Statistics, Vol. 76, Issue 5, pp. 623-642, 2014
Number of pages: 20 Posted: 27 Aug 2014
David I. Harvey and Stephen J. Leybourne
University of Nottingham - School of Economics and University of Nottingham
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Citation 1
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13.

Unit Root Testing Under a Local Break in Trend Using Partial Information on the Break Date

Oxford Bulletin of Economics and Statistics, Vol. 76, Issue 1, pp. 93-111, 2014
Number of pages: 19 Posted: 10 Jan 2014
University of Nottingham - School of Economics, University of Nottingham and University of Nottingham - School of Economics
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Citation 1
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14.

A Bootstrap Test for Additive Outliers in Non‐Stationary Time Series

Journal of Time Series Analysis, Vol. 34, Issue 4, pp. 454-465, 2013
Number of pages: 12 Posted: 19 Jun 2013
Sam Astill, David I. Harvey and A. M. Robert Taylor
University of Nottingham, University of Nottingham - School of Economics and University of Nottingham - School of Economics
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Additive outliers, t‐test, bootstrap

15.

Analysis of a Panel of UK Macroeconomic Forecasts

Posted: 07 Sep 2001
David I. Harvey, Stephen J. Leybourne and Paul Newbold
University of Nottingham - School of Economics, University of Nottingham and University of Nottingham - School of Economics

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