Terence C. Mills

Loughborough University - Department of Economics

York House

Loughborough LE11 3TU

Great Britain

SCHOLARLY PAPERS

12

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751

CITATIONS
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14

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 323 (89,541)

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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 283 (103,399)

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Nonlinear Time Series, Finance

3.

Tests for Stationarity in Series with Endogenously Determined Structural Change

Oxford Bulletin of Economics & Statistics, Vol. 66, No. 5, pp. 863-894, December 2004
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 28 (460,491)
Citation 4
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4.

TFP Growth in British and German Manufacturing, 1950-1996

Economic Journal, Vol. 115, No. 505, pp. 649-670, July 2005
Number of pages: 22 Posted: 22 Jul 2005
Nicholas Crafts and Terence C. Mills
University of Warwick and Loughborough University - Department of Economics
Downloads 26 (470,617)
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5.

Multivariate Markov Switching Common Factor Models for the UK

Bulletin of Economic Research, Vol. 55, pp. 177-193, April 2003
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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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 (486,675)
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7.

Book Review

Journal of Time Series Analysis, Vol. 25, No. 2, pp. 315-316, March 2004
Number of pages: 2 Posted: 26 Apr 2004
Terence C. Mills
Loughborough University - Department of Economics
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8.

TFP Growth in British and German Manufacturing, 1950-96

CEPR Discussion Paper No. 3078
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 (514,640)
Citation 4
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Total factor productivity, manufacturing, adjustment costs

9.

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

CEPR Discussion Paper No. DP13519
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

10.

Trend TFP Growth in the United States: Forecasts Versus Outcomes

CEPR Discussion Paper No. DP12029
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

CEPR Discussion Paper No. DP11427
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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growth reversal, industrial revolution, Malthusian model, trend growth

12.

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

CEPR Discussion Paper No. DP9273
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