Terence C. Mills

Loughborough University - Department of Economics

York House

Loughborough LE11 3TU

Great Britain

SCHOLARLY PAPERS

12

DOWNLOADS

749

SSRN CITATIONS
Rank 35,107

SSRN RANKINGS

Top 35,107

in Total Papers Citations

7

CROSSREF CITATIONS

16

Scholarly Papers (12)

1.

Estimation of Continuous-Time Stochastic Volatility Models

HANDBOOK OF ECONOMETRICS, Vol. 2, Palgrave, Forthcoming
Number of pages: 32 Posted: 04 Nov 2008 Last Revised: 03 Dec 2008
George Dotsis, Raphael N. Markellos and Terence C. Mills
National and Kapodistrian University of Athens - Faculty of Economics, University of East Anglia (UEA) - Norwich Business School and Loughborough University - Department of Economics
Downloads 332 (116,864)

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2.

Nonlinear Times Series in Financial Economics

ENCYCLOPEDIA OF COMPLEXITY AND SYSTEMS SCIENCE, Bruce Mizrach, ed., Springer-Verlag, 2008
Number of pages: 27 Posted: 15 Jun 2008
Terence C. Mills and Raphael N. Markellos
Loughborough University - Department of Economics and University of East Anglia (UEA) - Norwich Business School
Downloads 294 (133,043)

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Nonlinear Time Series, Finance

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 (590,117)
Citation 1
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4.

Multivariate Markov Switching Common Factor Models for the UK

Number of pages: 17 Posted: 22 Jun 2003
Terence C. Mills and Ping Wang
Loughborough University - Department of Economics and Loughborough University - Department of Economics
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5.

Book Review

Number of pages: 2 Posted: 26 Apr 2004
Terence C. Mills
Loughborough University - Department of Economics
Downloads 24 (622,568)
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6.

A New Empirically Weighted Monetary Aggregate for the United States

Economic Inquiry, Vol. 43, Issue 1, pp. 138-157, 2005
Number of pages: 20 Posted: 05 Jun 2006
Leigh M. Drake and Terence C. Mills
Nottingham University Business School and Loughborough University - Department of Economics
Downloads 23 (629,428)
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7.

TFP Growth in British and German Manufacturing, 1950-96

Number of pages: 28 Posted: 11 Dec 2001
Nicholas Crafts and Terence C. Mills
University of Warwick and Loughborough University - Department of Economics
Downloads 18 (664,952)
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Total factor productivity, manufacturing, adjustment costs

8.

The Slope of the Term Structure and Recessions: Evidence from the UK, 1822-2016

Number of pages: 17 Posted: 19 Feb 2019
Forrest Capie, Charles Goodhart and Terence C. Mills
Bank of England, London School of Economics & Political Science (LSE) - Financial Markets Group and Loughborough University - Department of Economics
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prediction, probit models, Recession, yield spread

9.

The Race between Population and Technology: Real Wages in the First Industrial Revolution

Number of pages: 31 Posted: 12 Sep 2020
Nicholas Crafts and Terence C. Mills
University of Warwick and Loughborough University - Department of Economics
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Epidemic disease, industrial revolution, Malthusian checks, nuptiality, population growth, real wages, technological progress

10.

Trend TFP Growth in the United States: Forecasts Versus Outcomes

Number of pages: 17 Posted: 15 May 2017
Nicholas Crafts and Terence C. Mills
University of Warwick and Loughborough University - Department of Economics
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productivity slowdown, secular stagnation, TFP growth

11.

Six Centuries of British Economic Growth: A Time-Series Perspective

Number of pages: 25 Posted: 08 Aug 2016
Nicholas Crafts and Terence C. Mills
University of Warwick and Loughborough University - Department of Economics
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Citation 4
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growth reversal, industrial revolution, Malthusian model, trend growth

12.

Fiscal Policy in a Depressed Economy: Was There a 'Free Lunch' in 1930s' Britain?

Number of pages: 33 Posted: 01 Feb 2013
Nicholas Crafts and Terence C. Mills
University of Warwick and Loughborough University - Department of Economics
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defence news, Keynesian solution, multiplier, public works, self-defeating austerity