Stephen G. Hall

University of Leicester - Department of Economics

Department of Economics

Leicester LE1 7RH, Leicestershire LE1 7RH

United Kingdom

  • University of Leicester - Department of Economics

SCHOLARLY PAPERS

14

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277

SSRN CITATIONS
Rank 25,181

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Top 25,181

in Total Papers Citations

34

CROSSREF CITATIONS

10

Scholarly Papers (14)

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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
Alistair Dieppe, Alberto GonzÁlez Pandiella, Stephen G. Hall and Alpo Willman
European Central Bank (ECB), European Central Bank (ECB), University of Leicester - Department of Economics and University of Kent - Canterbury Campus
Downloads 77 (532,408)
Citation 2

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

2.

Drivers and spillover effects of inflation: the United States, the euro area, and the United Kingdom

Bank of Greece Working Paper No. 309
DOI: https://doi.org/10.52903/wp2022309
Number of pages: 45 Posted: 08 Mar 2023
Stephen G. Hall, G. S. Tavlas and Yongli Wang
University of Leicester - Department of Economics, Bank of Greece and University of Birmingham - Birmingham Business School
Downloads 30 (798,144)

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Inflation, VAR analysis, impulse responses, spatial spillovers

3.

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 23 (857,307)
Citation 20

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Greek financial crisis, Sovereign spreads

4.

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 18 (904,471)
Citation 7

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

5.

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
G. S. Tavlas, Stephen G. Hall, G. Hondroyiannis and P.A.V.B. Swamy
Bank of Greece, University of Leicester - Department of Economics, Bank of Greece and Federal Reserve Board
Downloads 17 (914,244)

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

6.

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 16 (923,894)

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Principal Components, Factor Models, Underlying activity, Forecasts

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 16 (923,894)
Citation 8

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euro area financial crisis, sovereign spreads, rating agencies

8.

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 16 (923,894)
Citation 8

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Foreign Direct Investment, Spatial econometrics, Panel data

9.

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
G. S. Tavlas, Heather D. Gibson, Stephen G. Hall and Pavlos Petroulas
Bank of Greece, Bank of Greece, University of Leicester - Department of Economics and Bank of Greece
Downloads 14 (943,958)
Citation 1

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

10.

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
G. S. Tavlas, Heather D. Gibson, Stephen G. Hall, Deborah Gefang, Deborah Gefang and Pavlos Petroulas
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 12 (963,651)

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

11.

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
Sophocles N. Brissimis, Evgenia Gargana and Stephen G. Hall
Bank of Greece, Bank of Greece and University of Leicester - Department of Economics
Downloads 11 (973,352)
Citation 4

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Consumer credit, Financial liberalisation, Cointegration, Structural breaks

12.

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 11 (973,352)

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Business cycle, GARCH

13.

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 9 (991,600)
Citation 1

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Economic Activity, Coincident Indicator, Kalman Filter

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
Stephen G. Hall, G. Hondroyiannis, P.A.V.B. Swamy and G. S. Tavlas
University of Leicester - Department of Economics, Bank of Greece, Bureau of Labor Statistics and Bank of Greece
Downloads 7 (1,008,829)
Citation 8

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