Stephen G. Hall

University of Leicester - Department of Economics

Department of Economics

Leicester LE1 7RH, Leicestershire LE1 7RH

United Kingdom

SCHOLARLY PAPERS

14

DOWNLOADS

135

SSRN CITATIONS
Rank 11,777

SSRN RANKINGS

Top 11,777

in Total Papers Citations

23

CROSSREF CITATIONS

79

Scholarly Papers (14)

1.

The ECB's New Multi-Country Model for the Euro Area: NMCM - With Boundedly Rational Learning Expectations

ECB Working Paper No. 1316
Number of pages: 52 Posted: 11 Apr 2011
European Central Bank (ECB), European Central Bank (ECB), University of Leicester - Department of Economics and University of Kent - Canterbury Campus
Downloads 68 (473,892)
Citation 2

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Expectation, bounded rationality, learning, imperfect information, heterogeneity, macro modelling, open-economy macroeconomics

2.

Evaluating, Comparing and Combining Density Forecasts Using the Klic with an Application to the Bank of England and Niesr 'Fan' Charts of Inflation

Oxford Bulletin of Economics & Statistics, Vol. 67, No. S1, pp. 995-1033, December 2005
Number of pages: 39 Posted: 03 Feb 2006
James Mitchell and Stephen G. Hall
National Institute of Economic and Social Research (NIESR) and University of Leicester - Department of Economics
Downloads 15 (779,248)
Citation 21

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3.

A Suggestion for a Dynamic Multi Factor Model (DMFM)

Bank of Greece Working Paper No. 282
Number of pages: 31 Posted: 30 Aug 2022
G. S. Tavlas, Heather D. Gibson and Stephen G. Hall
Bank of Greece, Bank of Greece and University of Leicester - Department of Economics
Downloads 8 (850,402)

Abstract:

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Principal Components, Factor Models, Underlying activity, Forecasts

4.

Measuring the Correlation of Shocks between the EU15 and the New Member Countries

Bank of Greece Working Paper No. 31
Number of pages: 27 Posted: 14 Jul 2022
G. Hondroyiannis and Stephen G. Hall
Bank of Greece and University of Leicester - Department of Economics
Downloads 7 (861,511)

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Business cycle, GARCH

5.

On the Effects of the Ecb's Funding Policies on Bank Lending and the Demand for the Euro as an International Reserve

Bank of Greece Working Paper No. 270
Number of pages: 35 Posted: 30 Aug 2022
Bank of Greece, Bank of Greece, University of Leicester - Department of Economics and Bank of Greece
Downloads 6 (872,813)

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euro area financial crisis, monetary policy operations, European banks, spatial panel model

6.

Did the Absence of a Central Bank Backstop in the Sovereign Bond Markets Exacerbate Spillovers During the Euro-Area Crisis?

Bank of Greece Working Paper No. 281
Number of pages: 33 Posted: 30 Aug 2022
Bank of Greece, Bank of Greece, University of Leicester - Department of Economics, University of LeicesterUniversity of Leicester - Department of Economics and Bank of Greece
Downloads 4 (896,288)

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euro-area crisis, simultaneous spatial model, European banks, spreads, sovereign ratings

7.

Self-Fulfilling Dynamics: The Interactions of Sovereign Spreads, Sovereign Ratings and Bank Ratings During the Euro Financial Crisis

Bank of Greece Working Paper No. 214
Number of pages: 53 Posted: 18 Aug 2022
G. S. Tavlas, Heather D. Gibson and Stephen G. Hall
Bank of Greece, Bank of Greece and University of Leicester - Department of Economics
Downloads 4 (896,288)

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euro area financial crisis, sovereign spreads, rating agencies

8.

The Effectiveness of the ECB's Asset Purchase Programs of 2009 to 2012

Bank of Greece Working Paper No. 199
Number of pages: 35 Posted: 18 Aug 2022
G. S. Tavlas, Heather D. Gibson and Stephen G. Hall
Bank of Greece, Bank of Greece and University of Leicester - Department of Economics
Downloads 4 (896,288)

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Monetary-policy effectiveness, ECB’s asset purchase programs, euro-area crisis

9.

The Greek financial crisis: growing imbalances and sovereign spreads

Bank of Greece Working Paper No. 124
Number of pages: 42 Posted: 27 Jul 2022
Heather D. Gibson, Stephen G. Hall and G. S. Tavlas
Bank of Greece, University of Leicester - Department of Economics and Bank of Greece
Downloads 4 (896,288)

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Greek financial crisis, Sovereign spreads

10.

Spatial interdependencies of FDI locations: a lessening of the tyranny of distance?

Bank of Greece Working Paper No. 67
Number of pages: 36 Posted: 19 Jul 2022
Stephen G. Hall and Pavlos Petroulas
University of Leicester - Department of Economics and Bank of Greece
Downloads 4 (896,288)

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Foreign Direct Investment, Spatial econometrics, Panel data

11.

An Indicator Measuring Underlying Economic Activity in Greece

Bank of Greece Working Paper No. 4
Number of pages: 26 Posted: 14 Jul 2022
Stephen G. Hall and Nicholas Zonzilos
University of Leicester - Department of Economics and Bank of Greece
Downloads 4 (896,288)

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Economic Activity, Coincident Indicator, Kalman Filter

12.

Consumer credit in an era of financial liberalisation: an overreaction to repressed demand?

Bank of Greece Working Paper No. 148
Number of pages: 34 Posted: 28 Jul 2022
Bank of Greece, Bank of Greece and University of Leicester - Department of Economics
Downloads 3 (909,047)

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Consumer credit, Financial liberalisation, Cointegration, Structural breaks

13.

Bretton-Woods Systems, Old and New, and the Rotation of Exchange-Rate Regimes

Bank of Greece Working Paper No. 112
Number of pages: 40 Posted: 21 Jul 2022
Bank of Greece, University of Leicester - Department of Economics, Bank of Greece and Federal Reserve Board
Downloads 3 (909,047)

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Revived Bretton-Woods system, asymmetry hypothesis, time-series, decomposition, time-varying-coefficient estimation

14.

A portfolio balance approach to Euro-area money demand in a time-varying environment

Bank of Greece Working Paper No. 61
Number of pages: 36 Posted: 19 Jul 2022
University of Leicester - Department of Economics, Bank of Greece, Bureau of Labor Statistics and Bank of Greece
Downloads 1 (936,177)

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Money demand, VEC, time varying coefficient estimation, Euro area