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

DOWNLOADS

495

TOTAL CITATIONS
Rank 24,123

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Top 24,123

in Total Papers Citations

66

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 85 (588,100)
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 63 (690,853)

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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 61 (701,645)
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 39 (846,516)
Citation 8

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

5.

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 35 (879,409)
Citation 8

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Foreign Direct Investment, Spatial econometrics, Panel data

6.

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 30 (924,062)
Citation 13

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euro area financial crisis, sovereign spreads, rating agencies

7.

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 27 (952,645)

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Principal Components, Factor Models, Underlying activity, Forecasts

8.

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 27 (952,645)

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

9.

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 26 (962,605)
Citation 5

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Consumer credit, Financial liberalisation, Cointegration, Structural breaks

10.

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 23 (993,636)
Citation 1

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

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 23 (993,636)
Citation 1

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Economic Activity, Coincident Indicator, Kalman Filter

12.

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 20 (1,026,697)

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

13.

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 19 (1,038,029)
Citation 8

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

14.

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 17 (1,060,635)

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Business cycle, GARCH