Kevin Lee
Names
| first: |
Kevin |
| middle: |
Charles |
| last: |
Lee |
Identifer
Contact
| email: |
kevin.lee at domain nottingham.ac.uk
|
| homepage: |
http://www.nottingham.ac.uk/~lezkl/ |
|
| postal address: |
Sir Clive Granger Building
School of Economics
University of Nottingham
University Park
Nottingham NG7 2RD
UK |
Affiliations
-
University of Nottingham
/ School of Economics (weight: 98%)
-
University of Nottingham
/ School of Economics
/ Granger Centre for Time Series Econometrics (weight: 1%)
-
University of Nottingham
/ School of Economics
/ Centre for Finance, Credit and Macroeconomics (CFCM) (weight: 1%)
Research profile
author of:
- Investing Under Model Uncertainty: Decision Based Evaluation of Exchange Rate and Interest Rate Forecasts in the US, UK and Japan (RePEc:bbk:bbkefp:0616)
by Anthony Garratt & Kevin Lee - Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty (RePEc:bbk:bbkefp:0618)
by Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields - Real Time Representations of the Output Gap (RePEc:bbk:bbkefp:0619)
by Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields - Measuring the Natural Output Gap using Actual and Expected Output Data (RePEc:bbk:bbkefp:0911)
by Anthony Garratt & Kevin Lee & Kalvinder Shields - Forecast Uncertainties in Macroeconomic Modeling: An Application to the U.K. Economy (RePEc:bes:jnlasa:v:98:y:2003:p:829-838)
by Garratt A. & Lee K. & Pesaran M.H. & Shin Y. - Choice between Disaggregate and Aggregate Specifications Estimated by Instrumental Variables Methods (RePEc:bes:jnlbes:v:12:y:1994:i:1:p:11-21)
by Pesaran, M Hashem & Pierse, Richard G & Lee, Kevin C - Financial Restraints And Private Investment: Evidence From A Nonstationary Panel (RePEc:bla:ecinqu:v:51:y:2013:i:1:p:248-259)
by Mauro Costantini & Panicos O. Demetriades & Gregory A. James & Kevin C. Lee - Overcoming Measurement Error Problems in the Use of Survey Data on Expectations (RePEc:bla:ecorec:v:83:y:2007:i:262:p:303-316)
by Kevin Lee & Kalvinder Shields - Australian Real-Time Database: An Overview and an Illustration of its Use in Business Cycle Analysis (RePEc:bla:ecorec:v:88:y:2012:i:283:p:495-516)
by Kevin Lee & Nilss Olekalns & Kalvinder Shields & Zheng Wang - The Australian Real‐Time Fiscal Database: An Overview with Illustrations of Its Use in Analysing Fiscal Policy (RePEc:bla:ecorec:v:96:y:2020:i:312:p:87-106)
by Kevin Lee & James Morley & Kalvinder Shields & Madeleine Sui‐Lay Tan - Making Fiscal Adjustments Using Event Probability Forecasts in OECD Countries (RePEc:bla:ecorec:v:96:y:2020:i:314:p:294-313)
by Kevin Lee & Kian Ong & Kalvinder K. Shields - Evaluating the use of realtime data in forecasting output levels and recessionary events in the USA (RePEc:bla:jorssa:v:182:y:2019:i:1:p:131-163)
by Chrystalleni Aristidou & Kevin Lee & Kalvinder Shields - Measuring Output Trends Using Actual and Expected Output in UK Manufacturing, 1975–98 (RePEc:bla:manchs:v:68:y:2000:i:s1:p:75-91)
by Kevin Lee & Kalvinder Shields - Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis Using Model Averaging Methods (RePEc:bla:manchs:v:81:y:2013:i::p:28-53)
by Kevin Lee & Nilss Olekalns & Kalvinder Shields - Expectations Formation and Business Cycle Fluctuations: An Empirical Analysis of Actual and Expected Output in UK Manufacturing, 1975–1996 (RePEc:bla:obuest:v:62:y:2000:i:4:p:463-490)
by Kevin Lee & Kalvinder Shields - Competition, Corporate Governance and Financing of corporate Growth in Emerging Markets (RePEc:cam:camafp:00-af46)
by Glen, J. & Lee, K. & Singh. A. - Forecast Uncertainties in Macroeconometric Modelling: An Application to the UK Economy (RePEc:cam:camdae:0004)
by Garrat, A. & Lee, K. & Pesaran, M.H. & Shin, Y. - Persistence, Cointegration And Aggregation: A Disaggregated Analysis Of Output Fluctuations In The Us Economy (RePEc:cam:camdae:9020)
by Pesaran, M.H. & Pierse, R.G. & Lee, K.C. - The Role of Sectoral Interactions in Wage Determination in the UK Economy (RePEc:cam:camdae:9214)
by Lee, K.C. & Pesaran, M.H. - Choice Between Disaggregate and Aggregate Specifications Estimated by Instrumental Variable Methods (RePEc:cam:camdae:9219)
by Pesaran, M. & Pierse, R.G. & Lee, K.C. - Options. Economic Fluctuations in a Model of Output Growth in the G7 Economies, 1960-1991 (RePEc:cam:camdae:9409)
by Lee, K.C. - Expectations Fromation and Business Cycle Fluctuations : An Empirical Analysis of Actual and Expected Output in UK Manufacturing, 1975-1993 (RePEc:cam:camdae:9524)
by Lee, K. - Growth and Convergence: A Multi-Country Empirical Analysis of the Solow Growth Model (RePEc:cam:camdae:9531)
by Lee, K. & Psaran, M.H. & Smith, R. - Cross-sectional Aggregation of Non-linear Models (RePEc:cam:camdae:9803)
by Van Garderen, K. J. & Lee, K. & Pesaran M. - A Long-run Structural Macro-econometric Model of the UK (RePEc:cam:camdae:9812)
by Garratt, A. & Lee, K. & Pesaran, M. H. & Shin, Y. - A Structural Cointegrating VAR Approach to Macroeconometric Modelling (RePEc:cam:camdae:9823)
by Garratt, Anthony & Lee, Kevin C & Pesaran, M. Hashem & Shin, Yongcheol - Corporate profitability and the dynamics of competition in emerging markets: a time series analysis (RePEc:cbr:cbrwps:wp248)
by Jack Glen & Kevin Lee & Ajit Singh - The role of uncertainty, sentiment and cross-country interactions in G7 output dynamics (RePEc:cje:issued:v:51:y:2018:i:2:p:391-418)
by Anthony Garratt & Kevin Lee & Kalvinder Shields - Aggregation Bias and Labor Demand Equations for the U.K. Economy (RePEc:cla:uclawp:492)
by K. Lee & M. H. Pesaran & R. G. Pierse - Macroeconomic Conditions and Health in Britain: Aggregation, Dynamics and Local Area Heterogeneity (RePEc:cpr:ceprdp:14507)
by Propper, Carol & Janke, Katharina & Lee, Kevin & Shields, Kalvinder & Shields, Michael A - Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real-Time Data are Available (RePEc:cpr:ceprdp:7426)
by Lee, Kevin & Olekalns, Nils & Shields, Kalvinder - Shock persistence, uncertainty, and news-driven business cycles (RePEc:cup:macdyn:v:29:y:2025:i::p:-_43)
by Lee, Kevin & Shields, Kalvinder & Turnip, Guido - Real-time probability forecasts of UK macroeconomic events (RePEc:cup:nierev:v:203:y:2008:i::p:78-90_10)
by Garratt, Anthony & Lee, Kevin & Vahey, Shaun - Intensity of Competition in Emerging Markets and Advanced Economies: Evidence from the Persistence of Corporate rates of Return in Emerging Markets (RePEc:diw:diwvjh:70-20-2)
by Jack Glen & Kevin Lee & Ajit Singh - Forecast Uncertainties In Macroeconometric Modelling: An Application to the UK Economy (RePEc:ecj:ac2002:82)
by Garratt, Anthony & Kevin Lee & M Hashem Pesaran & Yongcheol Shin - Testing for Aggregation Bias in Linear Models (RePEc:ecj:econjl:v:100:y:1990:i:400:p:137-50)
by Lee, Kevin C & Pesaran, M Hashem & Pierse, Richard G - Persistence of Shocks and Their (RePEc:ecj:econjl:v:102:y:1992:i:411:p:342-56)
by Lee, Kevin C & Pesaran, M Hashem & Pierse, Richard G - The Role of Sectoral Interactions in Wage Determination in the UK Economy (RePEc:ecj:econjl:v:103:y:1993:i:416:p:21-55)
by Lee, Kevin C & Pesaran, M Hashem - Formation of Price and Cost Inflation Expectations in British Manufacturing Industries: A Multi-Sectoral Analysis (RePEc:ecj:econjl:v:104:y:1994:i:423:p:372-85)
by Lee, Kevin C - A Long run structural macroeconometric model of the UK (RePEc:ecj:econjl:v:113:y:2003:i:487:p:412-455)
by Anthony Garratt & Kevin Lee & M. Hashem Pesaran & Yongcheol Shin - Corporate profitability and the dynamics of competition in emerging markets: a time series analysis (RePEc:ecj:econjl:v:113:y:2003:i:491:p:f465-f484)
by Jack Glen & Kevin Lee & Ajit Singh - The Effect of Changes in Britain's Industrial Structure on Female Relative Pay and Employment (RePEc:ecj:econjl:v:98:y:1988:i:392:p:818-32)
by Borooah, V K & Lee, K C - Overcoming Measurement Error Problems in the use of Survey Data on Expectations (RePEc:ecm:ausm04:107)
by Kalvinder Shields & Kevin Lee - A long run structural macroeconometric model of the UK (first version) (RePEc:edn:esedps:17)
by Anthony Garratt & Kevin Lee & Yongcheol Shin - A long run structural macroeconometric model of the UK (RePEc:edn:esedps:35)
by Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin - Forecast Uncertainties in Macroeconomics Modelling: An Application to the UK Economy (RePEc:edn:esedps:64)
by Athony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin - A structural cointegrating VAR approach to macroeconometric modelling (RePEc:edn:esedps:8)
by Anthony Garratt & Kevin Lee & Mohammad Hashem Pesaran & Yongcheol Shin - Information rigidities and the news-adjusted output gap (RePEc:eee:dyncon:v:70:y:2016:i:c:p:1-17)
by Garratt, Anthony & Lee, Kevin & Shields, Kalvinder - Modelling economic growth in the UK: An econometric case for disaggregated sectoral analysis (RePEc:eee:ecmode:v:14:y:1997:i:3:p:369-394)
by Lee, Kevin - Decision-making in hard times: What is a recession, why do we care and how do we know when we are in one? (RePEc:eee:ecofin:v:22:y:2011:i:1:p:43-60)
by Lee, Kevin & Shields, Kalvinder K. - Persistence of profitability and competition in emerging markets (RePEc:eee:ecolet:v:72:y:2001:i:2:p:247-253)
by Glen, Jack & Lee, Kevin & Singh, Ajit - Persistence, cointegration, and aggregation : A disaggregated analysis of output fluctuations in the U.S. economy (RePEc:eee:econom:v:56:y:1993:i:1-2:p:57-88)
by Pesaran, M. H. & Pierse, R. G. & Lee, K. C. - Cross-sectional aggregation of non-linear models (RePEc:eee:econom:v:95:y:2000:i:2:p:285-331)
by van Garderen, Kees Jan & Lee, Kevin & Pesaran, M. Hashem - Institutional investment, mergers and the market for corporate control (RePEc:eee:indorg:v:7:y:1989:i:1:p:73-100)
by Cosh, A. D. & Hughes, A. & Lee, K. & Singh, A. - Real time representation of the UK output gap in the presence of model uncertainty (RePEc:eee:intfor:v:25:y:2009:i:1:p:81-102)
by Garratt, Anthony & Lee, Kevin & Mise, Emi & Shields, Kalvinder - Forecasting global recessions in a GVAR model of actual and expected output (RePEc:eee:intfor:v:32:y:2016:i:2:p:374-390)
by Garratt, Anthony & Lee, Kevin & Shields, Kalvinder - Economic conditions and health: Local effects, national effect and local area heterogeneity (RePEc:eee:jeborg:v:214:y:2023:i:c:p:801-828)
by Janke, Katharina & Lee, Kevin & Propper, Carol & Shields, Kalvinder & Shields, Michael A. - Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model (RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560622000043)
by Aristidou, Chrystalleni & Lee, Kevin & Shields, Kalvinder - Investing under model uncertainty: Decision based evaluation of exchange rate forecasts in the US, UK and Japan (RePEc:eee:jimfin:v:29:y:2010:i:3:p:403-422)
by Garratt, Anthony & Lee, Kevin - Trade unions, relative wages, and the employment of young workers (RePEc:eee:poleco:v:9:y:1993:i:3:p:333-355)
by Borooah, Vani K. & Lee, Kevin C. - Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth (RePEc:eee:riceco:v:47:y:1993:i:3:p:293-322)
by Lee, Kevin C. & Pesaran, M. Hashem - Measuring the fiscal multiplier when plans take time to implement (RePEc:een:camaaa:2019-13)
by Kevin Lee & James Morley & Kian Ong & Kalvinder Shields - The Australian real-time fiscal database: A overview and an illustration of its use in analysing planned and realised fiscal policies (RePEc:een:camaaa:2019-14)
by Kevin Lee & James Morley & Kalvinder Shields & Madeleine Sui-Lay Tan - Shock persistence, uncertainty and news-driven business cycles (RePEc:een:camaaa:2022-34)
by Kevin Lee & Kalvinder Shields & Guido Turnip - A Meta Model Analysis of Exchange Rate Determination (RePEc:eme:aecozz:s0731-90532021000043a010)
by Chrystalleni Aristidou & Kevin Lee & Kalvinder Shields - Growth and Convergence in a Multi-Country Empirical Stochastic Solow Model (RePEc:erg:wpaper:9637)
by Kevin Lee & Hashem Pesaran & Ron Smith - Persistence, Cointegration And Aggregation: A Disaggregated Analysis Of Output Fluctuations In The U.S. Economy (RePEc:fth:callaa:25)
by Pesaran, M.H. & Pierse, R.G. & Lee, K.C. - Persistence of Shocks and Its Sources in a Multisectorial Model of UK Output Growth (RePEc:fth:callaa:39)
by Lee, K.C. & Paearan, M.H. & Pierse, R.G. - Macroeconomic Conditions and Health in Britain: Aggregation, Dynamics and Local Area Heterogeneity (RePEc:iza:izadps:dp13091)
by Janke, Katharina & Lee, Kevin & Propper, Carol & Shields, Kalvinder & Shields, Michael A. - Growth and Convergence in Multi-country Empirical Stochastic Solow Model (RePEc:jae:japmet:v:12:y:1997:i:4:p:357-92)
by Lee, Kevin & Pesaran, M Hashem & Smith, Ron - Does one size fit all? Modelling macroeconomic linkages in the West African Economic and Monetary Union (RePEc:kap:ecopln:v:45:y:2012:i:1:p:45-70)
by David Fielding & Kevin Lee & Kalvinder Shields - Information, Business Survey Forecasts and Measurement of Output Trends in Six European Economies (RePEc:lec:lecees:99/7)
by Kevin Lee & Kalvinder Shields - Forecast Uncertainties in Macroeconometric Models: An Application to the UK Economy (RePEc:lec:leecon:00/4)
by Anthony Garratt & Kevin Lee & M Hashem Peseran & Yongcheol Shin - Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real Time Data are Available (RePEc:lec:leecon:08/17)
by Kevin Lee & Nilss Olekalns & Kalvinder Shields - Measuring the Natural Output Gap using Actual and Expected Output Data (RePEc:lec:leecon:09/21)
by Kevin Lee & Anthony Garratt & Kalvinder Shields - Decision Making in hard Times: What is a Recession, Why Do We Care and How Do We Know When We Are in One? (RePEc:lec:leecon:09/22)
by Kevin Lee & Anthony Garratt & Kalvinder Shields - Financial Restraints and Private Investment: Evidence from a Nonstationary Panel (RePEc:lec:leecon:10/06)
by Panicos Demetriades & Mauro Costantini & Gregory James & Kevin Lee - Growth and Convergence in a Multi-County empirical Stochastic Solow Model (RePEc:lec:leecon:96/14)
by Kevin Lee & M. Hashem Pesaran & Ron Smith - Public Sector Debt Dynamics: The Persistence and Sources of Shocks to Debt in 10 EU Countries (RePEc:mcb:jmoncb:v:45:y:2013:i:2-3:p:277-298)
by Massimo Antonini & Kevin Lee & Jacinta Pires - The Meta Taylor Rule (RePEc:mlb:wpaper:1131)
by Kevin Lee, James Morley and Kalvinder Sheields - The Australian Real?Time Datbase: An Overview and an Illustration of its Use in Business Cycle Analysis (RePEc:mlb:wpaper:1132)
by Kevin Lee, Nilss Olekalns, Kalvinder Shields and Zheng Wang - Meta Taylor Rules for the UK and Australia; Accommodating Regime Uncertainty in Monetary Policy Analysis using Model Averaging Methods (RePEc:mlb:wpaper:1138)
by Kevin Lee & Nilss Olekalns & Kalvinder Shields - Business survey forecasts and measurement of output trends in five European economies (RePEc:mmf:mmfc03:52)
by Kevin Lee & Kalvinder Shields - Real time Representations of the Output Gap (RePEc:mmf:mmfc05:26)
by Kevin Lee & Emi Mise & Kalvinder Shields & Tony Garratt - Household Credit and Probability Forecasts of Financial Distress in the United Kingdom (RePEc:not:notcfc:07/08)
by Paul Mizen & Kevin Lee - Measuring the Natural Output Gap Using Actual and Expected Output Data (RePEc:not:notcfc:10/07)
by Kevin Lee & Anthony Garratt & Kalvinder Shields - Decision-Making in Hard Times: What is a Recession, Why Do We Care and When Do We Know We Are in One? (RePEc:not:notcfc:10/08)
by Kevin Lee & Kalvinder Shields - The Meta Taylor Rule (RePEc:not:notcfc:11/07)
by Kevin Lee & James Morley & Kalvinder Shields - Public Sector Debt Dynamics: The Persistence and Sources of Shocks to Debt in Ten EU Countries (RePEc:not:notcfc:11/08)
by Massimo Antonini & Kevin Lee & Jacinta Pires - Forecasting Global Recessions in a GVAR Model of Actual and Expected Output in the G7 (RePEc:not:notcfc:14/06)
by Anthony Garratt & Kevin Lee & Kalvinder Shields - Real-Time Data should be used in Forecasting Output Growth and Recessionary Events in the US (RePEc:not:notcfc:15/13)
by Chrystalleni Aristidou & Kevin Lee & Kalvinder Shields - Measuring the fiscal multiplier when plans take time to implement (RePEc:not:notcfc:18/10)
by Kevin Lee & James Morley & Kian Ong & Kalvinder Shields - The Australian real-time fiscal database: An overview and an illustration of its use in analysing planned and realised fiscal policies (RePEc:not:notcfc:18/11)
by Kevin Lee & James Morley & Kalvinder Shields & Madeleine Sui-Lay Tan - Output expectations, uncertainty and the UK business cycle; Evidence from the CBI's suite of business surveys (RePEc:not:notcfc:2020/12)
by Kevin Lee & Michael Mahony & Paul Mizen - Investment and Capacity Utilisation in a Putty-Clay Framework (RePEc:nsr:escoed:escoe-dp-2022-03)
by Kevin Lee & Paul Mizen & Michael Mahony - Measuring Flexible Prices, Flexible Output and Marginal Costs Using Survey Data (RePEc:nsr:escoed:escoe-dp-2023-01)
by Kevin Lee & Michael J Mahony & Paul Mizen - The CBI Suite of Business Surveys (RePEc:nsr:escoet:escoe-tr-08)
by Kevin Lee & Michael Mahony & Paul Mizen - Nowcasting Using Firm-Level Survey Data; Tracking UK Output Fluctuations and Recessionary Events (RePEc:nsr:escoet:escoe-tr-20)
by Alex Botsis & Kevin Lee - The Characteristics of Macroeconomic Shocks in the CFA Franc Zone (RePEc:oup:jafrec:v:13:y:2004:i:4:p:488-517)
by David Fielding & Kevin Lee & Kalvinder Shields - Growth Empirics: A Panel Data Approach—A Comment (RePEc:oup:qjecon:v:113:y:1998:i:1:p:319-323.)
by Kevin Lee & M. Hashem Pesaran & Ron Smith - Global and National Macroeconometric Modelling: A Long-Run Structural Approach (RePEc:oxp:obooks:9780199296859)
by Garratt, Anthony & Lee, Kevin & Pesaran, M. Hashem & Shin, Yongcheol - Global and National Macroeconometric Modelling: A Long-Run Structural Approach (RePEc:oxp:obooks:9780199650460)
by Garratt, Anthony & Lee, Kevin & Pesaran, M. Hashem & Shin, Yongcheol - Takeovers, institutional investment and the persistence of profits (RePEc:pra:mprapa:39061)
by Cosh, Andy & Hughes, Alan & Lee, Kevin & Singh, Ajit - Competition, corporate governance and financing of corporate growth in emerging markets (RePEc:pra:mprapa:53625)
by Glen, Jack & Lee, Kevin & Singh, Ajit - Real-Time Probability Forecasts of Uk Macroeconomic Events (RePEc:sae:niesru:v:203:y:2008:i:1:p:78-90)
by Anthony Garratt & Kevin Lee & Shaun Vahey - Investment Decisions Under Model Uncertainty: An Application Using Exchanger Rate and Interest Rate Forecasts (RePEc:sce:scecf5:259)
by Kevin Lee & Anthony Garratt - Cross-country interdependencies in growth dynamics: A model of output growth in the G7 economies, 1960–1994 (RePEc:spr:weltar:v:134:y:1998:i:3:p:367-403)
by Kevin Lee - Real-Time Representations of the Output Gap (RePEc:tpr:restat:v:90:y:2008:i:4:p:792-804)
by Anthony Garratt & Kevin Lee & Emi Mise & Kalvinder Shields - The Characteristics of Macroeconomic Shocks in the CFA Franc Zone (RePEc:unu:wpaper:rp2004-21)
by David Fielding & Kevin Lee & Kalvinder Shields - Modelling Macroeconomic Linkages in a Monetary Union: A West African Example (RePEc:unu:wpaper:rp2004-22)
by David Fielding & Kevin Lee & Kalvinder Shields - The role of uncertainty, sentiment and cross‐country interactions in G7 output dynamics (RePEc:wly:canjec:v:51:y:2018:i:2:p:391-418)
by Anthony Garratt & Kevin Lee & Kalvinder Shields - Public Sector Debt Dynamics: The Persistence and Sources of Shocks to Debt in 10 EU Countries (RePEc:wly:jmoncb:v:45:y:2013:i:2-3:p:277-298)
by Massimo Antonini & Kevin Lee & Jacinta Pires - The Meta Taylor Rule (RePEc:wly:jmoncb:v:47:y:2015:i:1:p:73-98)
by Kevin Lee & James Morley & Kalvinder Shields