David A. Peel

Names

Identifer

Contact

Affiliations

• Lancaster University / Management School / Department of Economics
  • EDIRC entry
  • location:

Research profile

author of:

• What Can Economics Learn from Political Science, and Vice Versa? (RePEc:aea:aecrev:v:76:y:1986:i:2:p:62-65)
  by Chrystal, K Alec & Peel, David A
• Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation (RePEc:bde:wpaper:1520)
  by Trino-Manuel Ñíguez & Ivan Paya & David Peel & Javier Perote
• Some Implications of Utility Maximizing Firms: A Note (RePEc:bla:buecrs:v:25:y:1973:i:2:p:148-51)
  by Peel, David A
• The Cost Function (RePEc:bla:buecrs:v:28:y:1976:i:2:p:77-84)
  by Latham, R W & Peel, D A
• Derived Demand and Oligopoly (RePEc:bla:buecrs:v:29:y:1977:i:1:p:3-8)
  by Latham, R W & Peel, D A
• A Dynamic Model of the Demand for Labour Services (RePEc:bla:buecrs:v:31:y:1979:i:1:p:24-30)
  by Latham, R W & Peel, D A
• Testing for Unbiasedness and Efficiency under Incomplete Current Information (RePEc:bla:buecrs:v:36:y:1984:i:1:p:1-7)
  by Minford, Patrick & Peel, David A
• Some Further Evidence on the Predictability of UK Asset Prices [Efficient Capital Markets: A Review of Theory and Empirical Work] (RePEc:bla:buecrs:v:37:y:1985:i:3:p:249-57)
  by Byers, J David & Peel, David A
• The Favourite‐Longshot Bias, Bookmaker Margins and Insider Trading in a Variety of Betting Markets (RePEc:bla:buecrs:v:55:y:2003:i:3:p:263-273)
  by Michael Cain & David Law & David Peel
• An Example Of An Optimal Forecast Exhibiting Decreasing Bias With Increasing Forecast Horizon (RePEc:bla:buecrs:v:65:y:2013:i:4:p:362-371)
  by Kevin Aretz & David A. Peel
• The Decisions Of The Shadow Monetary Policy Committee And Monetary Policy Committee Since 2002 (RePEc:bla:ecaffa:v:32:y:2012:i:2:p:91-93)
  by Jahyun Koo & Ivan Paya & David A. Peel
• Modelling Business Cycle Nonlinearity in Conditional Mean and Conditional Variance: Some International and Sectoral Evidence (RePEc:bla:econom:v:65:y:1998:i:258:p:211-229)
  by D. A. Peel & A. E. H. Speight
• The Relationship between Two Indicators of Insider Trading in British Racetrack Betting (RePEc:bla:econom:v:68:y:2001:i:269:p:97-104)
  by Michael Cain & David Law & David Peel
• Smooth Transition Models and Arbitrage Consistency (RePEc:bla:econom:v:72:y:2005:i:287:p:413-430)
  by David A. Peel & Ioannis A. Venetis
• A More General Non‐expected Utility Model as an Explanation of Gambling Outcomes for Individuals and Markets (RePEc:bla:econom:v:76:y:2009:i:302:p:251-263)
  by David Peel & David Law
• The Determinants of the Natural Rate of Unemployment in the Neoclassical Model (RePEc:bla:ecorec:v:51:y:1975:i:3:p:308-319)
  by R. W. Latham & D. A. Peel
• Information Disclosure to Employees and Rational Expectations: a Game‐Theoretical Perspective: a Comment (RePEc:bla:jbfnac:v:24:y:1997:i:9-10:p:1433-1435)
  by Peter F., David A. Pope Peel
• The Time Series Properties of Financial Ratios: Lev Revisited (RePEc:bla:jbfnac:v:30:y:2003:i:5-6:p:699-714)
  by Christos Ioannidis & David A. Peel & Michael J. Peel
• On the persistence and dynamics of Big 4 real audit fees: Evidence from the UK (RePEc:bla:jbfnac:v:45:y:2018:i:5-6:p:714-727)
  by Marek Kacer & David A. Peel & Michael J. Peel & Nicholas Wilson
• Modelling Political Popularity: an Analysis of Long‐range Dependence in Opinion Poll Series (RePEc:bla:jorssa:v:160:y:1997:i:3:p:471-490)
  by David Byers & James Davidson & David Peel
• Modelling political popularity: a correction (RePEc:bla:jorssa:v:165:y:2002:i:1:p:187-189)
  by David Byers & James Davidson & David Peel
• On The Case For Indexation Of Wages And Salaries (RePEc:bla:kyklos:v:30:y:1977:i:2:p:259-270)
  by D. A. Peel
• A Further Note on the Behaviour of Profit Shares in British Manufacturing Industry (RePEc:bla:manch2:v:42:y:1974:i:1:p:29-36)
  by Peel, David A & Briscoe, G & Holden, K
• The Internal/External Labour Market and the Rate of Wage Inflation in UK Manufacturing Industry (RePEc:bla:manch2:v:44:y:1976:i:2:p:132-46)
  by Holden, K & Peel, D A
• On the Dynamic Stability of Monetary Models When the Money Supply is Endogenous (RePEc:bla:manch2:v:47:y:1979:i:4:p:349-58)
  by Chappell, D & Peel, D A
• The Role of Monetary Stabilization Policy under Rational Expectations (RePEc:bla:manch2:v:49:y:1981:i:1:p:39-50)
  by Minford, Patrick & Peel, David
• Some Implications of Partial Current Information Sets in Macroeconomic Models Embodying Rational Expectations (RePEc:bla:manch2:v:51:y:1983:i:3:p:235-49)
  by Minford, A P L & Peel, D A
• On Testing the Relationship between Exchange Rate Movements and Monetary Surprises: A Comment (RePEc:bla:manch2:v:55:y:1987:i:2:p:197-202)
  by Peel, D A & Pope, P F
• On Testing for Unbiasedness and Efficiency of Forecasts (RePEc:bla:manch2:v:58:y:1990:i:2:p:120-27)
  by Holden, K & Peel, D A
• Time-Varying Risk Premia and the Term Structure of Forward Exchange Rates (RePEc:bla:manch2:v:63:y:1995:i:1:p:69-81)
  by Peel, D A & Pope, P F
• Long-Memory Risk Premia in Exchange Rates (RePEc:bla:manch2:v:64:y:1996:i:4:p:421-38)
  by Byers, J D & Peel, D A
• Non‐Linear Dynamics of Inflation in High Inflation Economies (RePEc:bla:manchs:v:68:y:2000:i:s1:p:23-37)
  by J. D. Byers & D. A. Peel
• The Incidence of Insider Trading in Betting Markets and the Gabriel and Marsden Anomaly (RePEc:bla:manchs:v:69:y:2001:i:2:p:197-207)
  by Michael Cain & David Law & David A. Peel
• Purchasing Power Parity Adjustment Speeds in High Frequency Data when the Equilibrium Real Exchange Rate is Proxied by a Deterministic Trend (RePEc:bla:manchs:v:71:y:2003:i:s1:p:39-53)
  by Ivan Paya & David A. Peel
• The Specification of the Short-Run Employment Function: An Empirical Investigation of the Demand for Labour in the UK Manufacturing Sector, 1955-1972 (RePEc:bla:obuest:v:37:y:1975:i:2:p:115-42)
  by Briscoe, G & Peel, D A
• A Monte Carlo Study of the Phillips Curve with Errors in Variables (RePEc:bla:obuest:v:37:y:1975:i:2:p:155-57)
  by Holden, K & Peel, D A
• The 'Shake-Out' Hypothesis: A Note (RePEc:bla:obuest:v:38:y:1976:i:2:p:141-46)
  by Holden, K & Peel, D A
• An Empirical Investigation of Inflationary Expectations (RePEc:bla:obuest:v:39:y:1977:i:4:p:291-99)
  by Holden, K & Peel, D A
• On Lagged Adjustment, Permanent Income, Expectations Formation and the Demand for Money (RePEc:bla:obuest:v:48:y:1986:i:1:p:61-72)
  by MacDonald, R & Peel, D A
• Further Evidence on PPP Adjustment Speeds: the Case of Effective Real Exchange Rates and the EMS (RePEc:bla:obuest:v:65:y:2003:i:4:p:421-437)
  by Ivan Paya & Ioannis A. Venetis & David A. Peel
• The Wage Variable and the Phillips Curve (RePEc:bla:scotjp:v:21:y:1974:i:3:p:289-93)
  by Latham, R W & Peel, David A
• The Wage Variable and the Phillips Curve: A Rejoinder (RePEc:bla:scotjp:v:22:y:1975:i:3:p:323-25)
  by Latham, R W & Peel, D A
• Outcome Uncertainty and the Demand for Football: An Analysis of Match Attendances in the English Football League (RePEc:bla:scotjp:v:35:y:1988:i:3:p:242-49)
  by Peel, David A & Thomas, Dennis A
• The Favourite‐Longshot Bias and Market Efficiency in UK Football betting (RePEc:bla:scotjp:v:47:y:2000:i:1:p:25-36)
  by Michael Cain & David Law & David Peel
• Optimal monetary policy: is price‐level targeting the next step? (RePEc:bla:scotjp:v:50:y:2003:i:5:p:650-667)
  by Patrick Minford & David Peel
• Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004 (RePEc:bpj:sndecm:v:10:y:2006:i:1:n:3)
  by Davidson James E. H. & Peel David A & Byers J. David
• Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form (RePEc:bpj:sndecm:v:14:y:2010:i:3:n:3)
  by Pavlidis Efthymios G & Paya Ivan & Peel David A
• Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study (RePEc:bpj:sndecm:v:17:y:2013:i:3:p:297-312:n:6)
  by Pavlidis Efthymios G. & Paya Ivan & Peel David A.
• Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule (RePEc:bpj:sndecm:v:22:y:2018:i:5:p:17:n:6)
  by Nguyen Anh D. M. & Pavlidis Efthymios G. & Peel David A.
• Subjective Skewness of Return as an Explanation of the Optimal Choice between Gambles in Cumulative Prospect Theory (RePEc:buc:jgbeco:v:2:y:2008:i:2:p:97-107)
  by David Peel
• Further Analysis of the Markowitz Model of Utility with a Small Degree of Probability Distortion (RePEc:buc:jgbeco:v:2:y:2008:i:3:p:71-83)
  by David A. Peel & David Law
• An Explanation of Optimal Each-Way Bets based on Non-Expected Utility Theory (RePEc:buc:jgbeco:v:3:y:2009:i:2:p:15-35)
  by David A. Peel & Davind Law
• On the equality of Real Interest Rates across borders in Integrated Capital Markets (RePEc:cdf:wpaper:2005/3)
  by Minford, Patrick & Peel, David
• Simulating Stock Returns under switching regimes - a new test of market efficiency (RePEc:cdf:wpaper:2006/13)
  by Meenagh, David & Minford, Patrick & Peel, David
• Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles (RePEc:cpr:ceprdp:2658)
  by Taylor, Mark & Peel, David & Sarno, Lucio
• Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997 (RePEc:cpr:ceprdp:3249)
  by Taylor, Mark & Peel, David & Sarno, Lucio
• Exploitability as a Specification Test of the Phillips Curve (RePEc:cpr:ceprdp:3612)
  by Minford, Patrick & Peel, David
• Calvo Contracts: A Critique (RePEc:cpr:ceprdp:4288)
  by Minford, Patrick & Peel, David
• On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets (RePEc:cpr:ceprdp:5611)
  by Minford, Patrick & Peel, David
• Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency (RePEc:cpr:ceprdp:5614)
  by Minford, Patrick & Peel, David & Meenagh, David
• The Impact of the ECB Banking Supervision Announcements on the EU Stock Market (RePEc:ctc:serie1:def112)
  by Angelo Baglioni & Andrea Monticini & David Peel
• On Optimal Returns to a Factor (RePEc:ctl:louvre:1981026)
  by D. Chappell & D.A. Peel
• The Life Cycle Hypothesis and Rational Expectations : Some Further Empirical Results (RePEc:ctl:louvre:1983044)
  by R. Macdonald & D.A. Peel
• Economic Forecasting (RePEc:cup:cbooks:9780521356923)
  by Holden,Ken & Peel,David A. & Thompson,John L.
• A Nonlinear Analysis Of The Real Exchange Rate–Consumption Relationship (RePEc:cup:macdyn:v:22:y:2018:i:07:p:1825-1843_00)
  by Pavlidis, Efthymios G. & Paya, Ivan & Peel, David A.
• Betting on odds on Favorites as an Optimal Choice in Cumulative Prospect Theory (RePEc:ebl:ecbull:eb-07d00007)
  by David Peel & David Law
• Some implications of a quartic loss function (RePEc:ebl:ecbull:eb-07g10011)
  by Kevin Aretz & David Peel
• The Central Bank Inflation Bias in the Presence of Asymmetric Preferences and Non-Normal Shocks (RePEc:ebl:ecbull:eb-08e50023)
  by George Christodoulakis & David Peel
• Testing for central bank independence and inflation using the wild bootstrap (RePEc:ebl:ecbull:eb-09-00168)
  by Andrea Monticini & David Peel
• Further empirical evidence of nonlinearity in the us monetary policy rule (RePEc:ebl:ecbull:eb-10-00329)
  by Jahyun Koo & Ivan Paya & David A. Peel
• On the Implications of the Markowitz Model of Utility embodying Gain Seeking Preferences for Odds on Betting and Bookmakers choice of Spread or Odds Betting (RePEc:ebl:ecbull:eb-13-00302)
  by David Alan Peel
• Loss Aversion and Ruinous Optimal Wagering in the Markowitz Model of Non-Expected Utility (RePEc:ebl:ecbull:eb-15-00620)
  by David Alan Peel & David Law
• Loss Aversion And Ruinous Optimal Wagers In Cumulative Prospect Theory (RePEc:ebl:ecbull:eb-16-00345)
  by David Alan Peel & David Law
• Pre-Decision Side-Bet Sequences (RePEc:ebl:ecbull:eb-18-00863)
  by Kim Kaivanto & David A. Peel
• Optimal Discretionary Monetary Policy in a Model of Asymmetric Central Bank Preferences (RePEc:ecj:econjl:v:113:y:2003:i:489:p:657-665)
  by A. Robert Nobay & David A. Peel
• Divergent Expectations and the Dynamic Stability of Some Simple Macro Economic Models (RePEc:ecj:econjl:v:89:y:1979:i:356:p:789-98)
  by Peel, D A & Metcalfe, J S
• Surprises in the Consumption Function, Incomplete Current Information, and Moving Average Errors: A Note [Stochastic Implications of the Life Cycle Permanent Income Hypothesis: Theory and Evidence] (RePEc:ecj:econjl:v:95:y:1985:i:377:p:183-88)
  by Holden, K & Peel, D A
• Evaluating the properties of analysts’ forecasts: A bootstrap approach (RePEc:eee:bracre:v:39:y:2007:i:1:p:3-13)
  by Clatworthy, Mark A. & Peel, David A. & Pope, Peter F.
• Behaviour of the Liverpool model with weight given to alternative public forecasts (RePEc:eee:ecmode:v:2:y:1985:i:1:p:33-38)
  by Marwaha, S. & Peel, D. A.
• Non-linearity in stock index returns: the volatility and serial correlation relationship (RePEc:eee:ecmode:v:22:y:2005:i:1:p:1-19)
  by Venetis, Ioannis A. & Peel, David
• Public forecasts and their impact on expectation formation (RePEc:eee:ecmode:v:3:y:1986:i:2:p:126-128)
  by Peel, D. A. & Walters, K. & Pope, P. F.
• Expectations formation, public forecasts and the wage equation (RePEc:eee:ecmode:v:3:y:1986:i:2:p:129-134)
  by Holden, K. & Peel, D. A.
• The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory (RePEc:eee:ecolet:v:105:y:2009:i:3:p:326-329)
  by Peel, D.A. & Zhang, Jie
• The forward premium puzzle in the interwar period and deviations from covered interest parity (RePEc:eee:ecolet:v:108:y:2010:i:1:p:55-57)
  by Paya, Ivan & Peel, David A. & Spiru, Alina
• Habit and long memory in UK lottery sales (RePEc:eee:ecolet:v:109:y:2010:i:1:p:7-10)
  by McHale, I.G. & Peel, D.A.
• Systematic and varying biases in parallel state contingent gambling markets (RePEc:eee:ecolet:v:109:y:2010:i:2:p:82-84)
  by Johnson, J.E.V. & Peel, D. & Peirson, J.
• On lottery sales, jackpot sizes and irrationality: A cautionary note (RePEc:eee:ecolet:v:109:y:2010:i:3:p:161-163)
  by Peel, D.A.
• On the effectiveness of automatic stabilizers under rational expectations when there is partial current information (RePEc:eee:ecolet:v:11:y:1983:i:3:p:225-229)
  by Minford, A. P. L. & Peel, D. A.
• The impact of ECB and FED announcements on the Euro interest rates (RePEc:eee:ecolet:v:113:y:2011:i:2:p:139-142)
  by Monticini, Andrea & Peel, David & Vaciago, Giacomo
• On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty (RePEc:eee:ecolet:v:115:y:2012:i:2:p:244-248)
  by Ñíguez, Trino-Manuel & Paya, Ivan & Peel, David & Perote, Javier
• On the potential for observational equivalence in experiments on risky choice when a power value function is assumed (RePEc:eee:ecolet:v:116:y:2012:i:1:p:8-10)
  by Peel, D.A. & Zhang, Jie
• Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets (RePEc:eee:ecolet:v:119:y:2013:i:3:p:264-267)
  by Peel, D.A.
• Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation (RePEc:eee:ecolet:v:132:y:2015:i:c:p:13-17)
  by Pavlidis, Efthymios G. & Paya, Ivan & Peel, David A.
• Wagering on more than one outcome in an event in Cumulative Prospect Theory and Rank Dependent Utility (RePEc:eee:ecolet:v:154:y:2017:i:c:p:45-47)
  by Peel, D.A.
• Some empirical evidence on the determinants of incomes policies in the UK (RePEc:eee:ecolet:v:19:y:1985:i:1:p:23-26)
  by Holden, K. & Peel, D. A.
• On dynamic stability in monetary models which incorporate short- and long-run expectations of inflation in the demand for the money function (RePEc:eee:ecolet:v:2:y:1979:i:2:p:131-136)
  by Peel, D. A.
• On the political theory of the business cycle (RePEc:eee:ecolet:v:2:y:1979:i:4:p:327-332)
  by Chappell, D. & Peel, D. A.
• The velocity of money and the random walk hypothesis (RePEc:eee:ecolet:v:20:y:1986:i:1:p:63-66)
  by MacDonald, R. & Peel, D. A.
• Further empirical evidence on popularity and electoral cycle effects (RePEc:eee:ecolet:v:23:y:1987:i:1:p:31-36)
  by Peel, D. A. & Jones, D.
• On skew preference or non-skew preference of a CPT DM revealed in lottery choices with three payoffs (RePEc:eee:ecolet:v:235:y:2024:i:c:s0165176524000338)
  by Peel, David & Zhang, Jie
• Critical bounds for MA(2) and MA(3) processes (RePEc:eee:ecolet:v:27:y:1988:i:2:p:133-140)
  by Lane, J. A. & Ceuppens, P. R. & Peel, D. A.
• Economic surprises and the behaviour of asset prices : Some analyses and further empirical results (RePEc:eee:ecolet:v:27:y:1988:i:4:p:375-379)
  by Peel, David A. & Pope, Peter F.
• The dynamic behaviour of a simple macroeconomic model with a tax based incomes policy (RePEc:eee:ecolet:v:3:y:1979:i:2:p:139-143)
  by Peel, D. A.
• On testing the properties of directly obtained expectations data (RePEc:eee:ecolet:v:30:y:1989:i:2:p:137-139)
  by Peel, D. A.
• Empirical evidence on the properties of exchange rate forecasts and the risk premium (RePEc:eee:ecolet:v:31:y:1989:i:4:p:387-391)
  by Peel, D. A. & Pope, P. F.
• Some evidence on the efficiency of the sterling-dollar and sterling-franc forward exchange rates in the interwar period (RePEc:eee:ecolet:v:35:y:1991:i:3:p:317-322)
  by Byers, J. D. & Peel, D. A.
• Estimates of a traditional aggregate import demand model for five countries (RePEc:eee:ecolet:v:35:y:1991:i:4:p:435-439)
  by Asseery, A. & Peel, D. A.
• The effects of exchange rate volatility on exports : Some new estimates (RePEc:eee:ecolet:v:37:y:1991:i:2:p:173-177)
  by Asseery, A. & Peel, D. A.
• Some analysis of the long-run time series properties of consumption and income in the U.K (RePEc:eee:ecolet:v:39:y:1992:i:2:p:173-178)
  by Peel, D. A.
• The classical supply hypothesis and the observational equivalence of Classical and Keynesian models (RePEc:eee:ecolet:v:4:y:1979:i:3:p:229-233)
  by Minford, Patrick & Peel, David
• A non-linear error correction mechanism based on the bilinear model1 (RePEc:eee:ecolet:v:58:y:1998:i:2:p:165-170)
  by Peel, David & Davidson, James
• The slope of the yield curve and real economic activity: tracing the transmission mechanism (RePEc:eee:ecolet:v:59:y:1998:i:3:p:353-360)
  by Peel, David A. & Taylor, Mark P.
• A note on some properties of the ESTAR model (RePEc:eee:ecolet:v:60:y:1998:i:3:p:311-315)
  by Chappell, David & Peel, David A.
• Rationality testing under asymmetric loss (RePEc:eee:ecolet:v:61:y:1998:i:1:p:49-54)
  by Batchelor, Roy & Peel, David A.
• Periodically collapsing stock price bubbles: a robust test (RePEc:eee:ecolet:v:61:y:1998:i:2:p:221-228)
  by Taylor, Mark P. & Peel, David A.
• Optimal monetary policy with a nonlinear Phillips curve (RePEc:eee:ecolet:v:67:y:2000:i:2:p:159-164)
  by Nobay, A. R. & Peel, D. A.
• International relocation: firm and industry determinants (RePEc:eee:ecolet:v:67:y:2000:i:2:p:179-186)
  by Pennings, Enrico & Sleuwaegen, Leo
• Non-uniqueness and the role of the monetary authorities (RePEc:eee:ecolet:v:7:y:1981:i:1:p:25-28)
  by Peel, David A.
• Empirical evidence on the relationship between the term structure of interest rates and future real output changes when there are changes in policy regimes (RePEc:eee:ecolet:v:78:y:2003:i:2:p:147-152)
  by Peel, David A. & Ioannidis, Christos
• Unemployment and the replacement ratio : Some reduced form estimates for the UK (RePEc:eee:ecolet:v:8:y:1981:i:4:p:349-354)
  by Holden, K. & Peel, D. A.
• Testing for market efficiency in gambling markets when the errors are non-normal and heteroskedastic an application of the wild bootstrap (RePEc:eee:ecolet:v:87:y:2005:i:2:p:221-226)
  by Ioannidis, C. & Peel, D.A.
• The government behavioural constraint in rational expectations models (RePEc:eee:ecolet:v:9:y:1982:i:3:p:221-227)
  by Nobay, A. R. & Peel, D. A.
• On the speed of adjustment in ESTAR models when allowance is made for bias in estimation (RePEc:eee:ecolet:v:90:y:2006:i:2:p:272-277)
  by Paya, Ivan & Peel, David A.
• Simulating stock returns under switching regimes - A new test of market efficiency (RePEc:eee:ecolet:v:94:y:2007:i:2:p:235-239)
  by Meenagh, David & Minford, Patrick & Peel, David
• Deterministic impulse response in a nonlinear model. An analytical expression (RePEc:eee:ecolet:v:95:y:2007:i:3:p:315-319)
  by Venetis, Ioannis A. & Paya, Ivan & Peel, David A.
• Implementing the wild bootstrap using a two-point distribution (RePEc:eee:ecolet:v:96:y:2007:i:3:p:309-315)
  by Davidson, James & Monticini, Andrea & Peel, David
• Unemployment and unanticipanted inflation: Some empirical results for six countries (RePEc:eee:eecrev:v:10:y:1977:i:2:p:253-271)
  by Holden, K. & Peel, D.A.
• Inflation and output dynamics with a floating exchange rate (RePEc:eee:eecrev:v:12:y:1979:i:1:p:73-89)
  by Metcalfe, J. S. & Peel, D. A.
• The political theory of the business cycle (RePEc:eee:eecrev:v:17:y:1982:i:2:p:253-270)
  by Minford, Patrick & Peel, David
• On the properties of alternative monetary rules in an extension of Black's model (RePEc:eee:eecrev:v:9:y:1977:i:2:p:195-208)
  by Peel, D.A.
• Pure higher-order effects in the portfolio choice model (RePEc:eee:finlet:v:19:y:2016:i:c:p:255-260)
  by Ñíguez, Trino-Manuel & Paya, Ivan & Peel, David
• The relationship between expected utility and higher moments for distributions captured by the Gram-Charlier class (RePEc:eee:finlet:v:3:y:2006:i:4:p:273-276)
  by Christodoulakis, George & Peel, David
• On the contribution of the Markowitz model of utility to explain risky choice in experimental research (RePEc:eee:jeborg:v:182:y:2021:i:c:p:527-543)
  by Georgalos, Konstantinos & Paya, Ivan & Peel, David A.
• The Kőszegi–Rabin expectations-based model and risk-apportionment tasks for elicitation of higher order risk preferences (RePEc:eee:jeborg:v:224:y:2024:i:c:p:749-770)
  by Georgalos, Konstantinos & Paya, Ivan & Peel, David
• Forward foreign exchange rates and risk premia--a reappraisal (RePEc:eee:jimfin:v:10:y:1991:i:3:p:443-456)
  by Pope, Peter F. & Peel, David A.
• Purchasing power parity yet again: evidence from spatially separated commodity markets (RePEc:eee:jimfin:v:13:y:1994:i:6:p:637-657)
  by Michael, Panos & Nobay, A Robert & Peel, David
• Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals (RePEc:eee:jimfin:v:19:y:2000:i:1:p:33-53)
  by Taylor, Mark P. & Peel, David A.
• Real exchange rates and time-varying trade costs (RePEc:eee:jimfin:v:30:y:2011:i:6:p:1157-1179)
  by Pavlidis, Efthymios G. & Paya, Ivan & Peel, David A.
• The term spread and real economic activity in the US inter-war period (RePEc:eee:jmacro:v:27:y:2005:i:2:p:331-343)
  by Paya, Ivan & Matthews, Kent & Peel, David
• Expected stock returns, aggregate consumption and wealth: Some further empirical evidence (RePEc:eee:jmacro:v:28:y:2006:i:2:p:439-445)
  by Ioannidis, C. & Peel, D.A. & Matthews, K.P.G.
• Global capital markets and the impact of changes in the money stock on real activity (RePEc:eee:jmacro:v:7:y:1985:i:4:p:577-582)
  by Peel, D. A
• The impact of benefits on unemployment in Britain in the interwar period: Some further empirical evidence (RePEc:eee:jmacro:v:8:y:1986:i:2:p:227-232)
  by Holden, Kenneth & Peel, David A.
• Predicting corporate failure-- Some results for the UK corporate sector (RePEc:eee:jomega:v:14:y:1986:i:1:p:5-12)
  by Peel, MJ & Peel, DA & Pope, PF
• A multilogit approach to predicting corporate failure--Some evidence for the UK corporate sector (RePEc:eee:jomega:v:16:y:1988:i:4:p:309-318)
  by Peel, M. J. & Peel, D. A.
• The `tax on wage increses' when the firm is a monopsonist (RePEc:eee:pubeco:v:8:y:1977:i:2:p:247-253)
  by Latham, R. W. & Peel, D. A.
• Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach (RePEc:eee:reveco:v:12:y:2003:i:2:p:187-206)
  by Venetis, Ioannis A. & Paya, Ivan & Peel, David A.
• Optimal monetary policy in a model of asymmetric central bank preferences (RePEc:ehl:lserod:119138)
  by Nobay, A. Robert & Peel, David
• Inflation dynamics in the US - a nonlinear perspective (RePEc:ehl:lserod:24499)
  by Nobay, A. Robert & Paya, Ivan & Peel, David A.
• Advanced Macroeconomics (RePEc:elg:eebook:1775)
  by Patrick Minford & David Peel
• New empirical evidence on the Tote–SP anomaly and its implications for models of risky choice in gambling markets (RePEc:elg:eechap:16946_6)
  by Babatunde Buraimo & David Peel & Robert Simmons
• Industrial Structure and Labour Turnover (RePEc:eme:ijmpps:eb044806)
  by K. Holden & D.A. Peel
• Unknown item RePEc:eme:ijse00:eb013786 (article)
• Measuring Unemployment and Vacancies (RePEc:eme:ijsepp:eb013786)
  by K. Holden & D.A. Peel
• Unknown item RePEc:eme:jes000:eb002468 (article)
• Unknown item RePEc:eme:jes000:eb002600 (article)
• Unknown item RePEc:eme:jes000:eb002624 (article)
• Unknown item RePEc:eme:jes000:eb002680 (article)
• Unknown item RePEc:eme:jes000:eb008040 (article)
• Unknown item RePEc:eme:jes000:eb008059 (article)
• A Rejoinder On Alternative Measures Of Excess Demand (RePEc:eme:jespps:eb002468)
  by G. Briscoe & D.A. Peel
• Federal Reserve Money‐Supply Announcements and the Behaviour of UK Interest Rates (RePEc:eme:jespps:eb002600)
  by D.A. Peel & P.F. Pope
• On Incomplete Current Information and Empirical Tests of the Rational Expectations Hypothesis (RePEc:eme:jespps:eb002624)
  by D.A. Peel
• A Comparison of Some Inflation, Growth and Unemployment Forecasts (RePEc:eme:jespps:eb002680)
  by K. Holden & D.A. Peel
• A Quantitative Analysis Of Wage Strikes In Four U.K. Industries, 1962–1970 (RePEc:eme:jespps:eb008040)
  by R. Bean & D.A. Peel
• Alternative Measures Of Excess Demand For Explaining Money Wage Inflation (RePEc:eme:jespps:eb008059)
  by G. Briscoe & D.A. Peel
• Unknown item RePEc:eme:mf0000:eb013488 (article)
• Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun (RePEc:fip:feddgw:165)
  by Valerie Grossman & Adrienne Mack & Enrique Martínez García & Efthymios Pavlidis & Ivan Paya & David Peel & Alisa Yusupova
• Money and activity in the U.K. 1961-1983: surprise? surprise! (RePEc:fip:fedlwp:1984-011)
  by K. Alec Chrystal & David Peel
• Optimal Monetary Policy in a Model of Asymmetric Central Bank Preferences (RePEc:fmg:fmgdps:dp306)
  by A. Robert Nobay & David A. Peel
• Inflation Dynamics in the US -A Nonlinear Perspective (RePEc:fmg:fmgdps:dp601)
  by Bob Nobay & Ivan Paya & David A. Peel
• Systematic Positive Expected Returns in the UK Fixed Odds Betting Market: An Analysis of the Fink Tank Predictions (RePEc:gam:jijfss:v:1:y:2013:i:4:p:168-182:d:31044)
  by Babatunde Buraimo & David Peel & Rob Simmons
• The Impact of ECB and FED announcements on the Euro Interest Rates (RePEc:gea:wpaper:2/2010)
  by Andrea Monticini & David Peel & Giacomo Vaciago
• The Dynamic Behavior of a Simple Macro-Model with Endogenous Labor Supply and Demand (RePEc:ier:iecrev:v:20:y:1979:i:2:p:381-89)
  by Peel, D A
• The German Hyperinflation and the Demand for Money Revisited (RePEc:ier:iecrev:v:35:y:1994:i:1:p:1-22)
  by Michael, P & Nobay, A R & Peel, D A
• Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles (RePEc:ier:iecrev:v:42:y:2001:i:4:p:1015-42)
  by Taylor, Mark P & Peel, David A & Sarno, Lucio
• Non-linearities in East European Black-Market Exchange Rates (RePEc:ijf:ijfiec:v:2:y:1997:i:1:p:39-57)
  by Peel, David A & Speight, Alan E H
• On the Positive Expected Utility of Combination Wagers (RePEc:inm:ordeca:v:13:y:2016:i:3:p:209-212)
  by Babatunde Buraimo & David Peel & Rob Simmons
• Note--Optimal Recruitment Advertising (RePEc:inm:ormnsc:v:24:y:1978:i:9:p:910-918)
  by David Chappell & David A. Peel
• Nonlinear Ppp Under The Gold Standard (RePEc:ivi:wpasad:2004-24)
  by Ivan Paya & David A. Peel
• Temporal Aggregation Of An Estar Process: Some Implications For Purchasing Power Parity Adjustment (RePEc:ivi:wpasad:2004-25)
  by Ivan Paya & David A. Peel
• Asymmetry In The Link Between The Yield Spread And Industrial Production. Threshold Effects And Forecasting (RePEc:ivi:wpasad:2004-41)
  by Ivan Paya & David A. Peel & Ioannis A. Venetis
• A New Analysis Of The Determinants Of The Real Dollar-Sterling Exchange Rate: 1871-1994 (RePEc:ivi:wpasad:2005-16)
  by Ivan Paya & David A. Peel
• The Process Followed By Ppp Data. On The Properties Of Linearity Tests (RePEc:ivi:wpasad:2005-23)
  by Ivan Paya & David A. Peel
• Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment (RePEc:jae:japmet:v:21:y:2006:i:5:p:655-668)
  by David A. Peel & Ivan Paya
• Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting (RePEc:jof:jforec:v:23:y:2004:i:5:p:373-384)
  by Ioannis A. Venetis & David A. Peel & Ivan Paya
• Spreads versus professional forecasters as predictors of future output change (RePEc:jof:jforec:v:29:y:2010:i:6:p:517-522)
  by Kevin Aretz & David A. Peel
• Higher order risk attitudes: new model insights and heterogeneity of preferences (RePEc:kap:expeco:v:26:y:2023:i:1:d:10.1007_s10683-022-09784-5)
  by Konstantinos Georgalos & Ivan Paya & David Peel
• Utility and the Skewness of Return in Gambling (RePEc:kap:geneva:v:29:y:2004:i:2:p:145-163)
  by Michael Cain & David Peel
• Episodes of Exuberance in Housing Markets: In Search of the Smoking Gun (RePEc:kap:jrefec:v:53:y:2016:i:4:d:10.1007_s11146-015-9531-2)
  by Efthymios Pavlidis & Alisa Yusupova & Ivan Paya & David Peel & Enrique Martínez-García & Adrienne Mack & Valerie Grossman
• On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets (RePEc:kap:openec:v:18:y:2007:i:1:p:119-125)
  by Patrick Minford & David Peel
• On the predictions of cumulative prospect theory for third and fourth order risk preferences (RePEc:kap:theord:v:95:y:2023:i:2:d:10.1007_s11238-022-09920-w)
  by Ivan Paya & David A. Peel & Konstantinos Georgalos
• Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K (RePEc:lan:wpaper:144439514)
  by David Alan Peel & Pantelis Promponas
• Pre-Decision Side-Bet Sequences (RePEc:lan:wpaper:163327371)
  by Kim Kaleva Kaivanto & David Alan Peel
• Exuberance in the U.K. Regional Housing Markets (RePEc:lan:wpaper:168117137)
  by Efthymios Pavlidis & Ivan Paya & David Alan Peel & Alisa Yevgenyevna Yusupova
• Higher-order moments in the theory of diversification and portfolio composition (RePEc:lan:wpaper:18297128)
  by Trino-Manuel Niguez & Ivan Paya & David Peel & Javier Perote
• A New Test for Rational Speculative Bubbles using Forward Exchange Rates: The Case of the Interwar German Hyperinflation (RePEc:lan:wpaper:18599597)
  by Efthymios Pavlidis & Ivan Paya & David Peel
• On the Predictions of Cumulative Prospect Theory for Third and Fourth Order Preferences (RePEc:lan:wpaper:293574809)
  by Ivan Paya & David Peel & Konstantinos Georgalos
• Further empirical evidence on the consumption-real exchange rate anomaly (RePEc:lan:wpaper:447022)
  by Efthymios Pavlidis & Ivan Paya & David Peel
• Temporal aggregation of an ESTAR process (RePEc:lan:wpaper:565938)
  by I Paya & D Peel
• A new analysis of the determinants of the real dollar-sterling exchange rate: 1871-1994 (RePEc:lan:wpaper:565953)
  by I Paya & D Peel
• Smooth transition models and arbitrage consistency (RePEc:lan:wpaper:566786)
  by D Peel & I A Venetis
• Cumulative prospect theory and gambling (RePEc:lan:wpaper:566823)
  by M Cain & D Law & D Peel
• Habit, aggregation and long memory: evidence from television audience data (RePEc:lan:wpaper:567397)
  by D Byers & D Peel & D A Thomas
• The long memory model of political support: some further results (RePEc:lan:wpaper:574090)
  by D Byers & J Davidson & D Peel
• Are analysts' loss functions asymmetric? (RePEc:lan:wpaper:574124)
  by M A Clatworthy & D Peel & P F Pope
• Are analysts’ loss functions asymmetric? (RePEc:lan:wpaper:574591)
  by M A Clatworthy & D Peel & P F Pope
• On the relationship between Nominal Exchange Rates and domestic and foreign prices (RePEc:lan:wpaper:577409)
  by I Paya & D Peel
• Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form (RePEc:lan:wpaper:599040)
  by E Pavlidis & I Paya & D Peel
• ESTAR model with multiple fixed points. Testing and Estimation (RePEc:lan:wpaper:599093)
  by I A Venetis & I Paya & D Peel
• Linkages between Shanghai and Hong Kong stock indices (RePEc:lan:wpaper:599248)
  by S Zhang & I Paya & D Peel
• Real Exchange Rates and Time-Varying Trade Costs (RePEc:lan:wpaper:600537)
  by E Pavlidis & I Paya & D Peel
• Forecasting the Real Exchange Rate using a Long Span of Data. A Rematch: Linear vs Nonlinear (RePEc:lan:wpaper:601190)
  by E Pavlidis & I Paya & D Peel
• Bubbles in House Prices and their Impact on Consumption: Evidence for the US (RePEc:lan:wpaper:601552)
  by Efthymios Pavlidis & I Paya & D Peel & A M Spiru
• On the stability of the CRRA utility under high degrees of uncertainty (RePEc:lan:wpaper:615773)
  by T M Niguez & I Paya & D Peel & J Perote
• Episodes of exuberance in housing markets (RePEc:lan:wpaper:64908732)
  by Efthymios Pavlidis & Alisa Yusupova & Ivan Paya & David Peel & Enrique Martinez-Garcia & Adrienne Mack & Valerie Crossman
• Covered Interest Rate Arbitrage in the Interwar Period and the Keynes-Einzig Conjecture (RePEc:mcb:jmoncb:v:34:y:2002:i:1:p:51-75)
  by Peel, David A & Taylor, Mark P
• Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997 (RePEc:mcb:jmoncb:v:35:y:2003:i:5:p:787-99)
  by Sarno, Lucio & Taylor, Mark P & Peel, David A
• Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion (RePEc:mcb:jmoncb:v:42:y:2010:i:1:p:135-150)
  by Bob Nobay & Ivan Paya & David A. Peel
• The Natural Rate Hypothesis and Rational Expectations-A Critique of Some Recent Developments (RePEc:oup:oxecpp:v:32:y:1980:i:1:p:71-81)
  by Minford, A Patrick L & Peel, David A
• The Microfoundations of the Phillips Curve with Rational Expectations (RePEc:oup:oxecpp:v:34:y:1982:i:3:p:449-51)
  by Minford, Patrick & Peel, David
• A Note on X-Inefficiency (RePEc:oup:qjecon:v:88:y:1974:i:4:p:687-688.)
  by D. A. Peel
• User Cost and the Preference Function (RePEc:oup:qjecon:v:89:y:1975:i:1:p:154-156.)
  by R. W. Latham & D. A. Peel
• Utility and the Skewness of Return in Gambling (RePEc:pal:genrir:v:29:y:2004:i:2:p:145-163)
  by Michael Cain & David Peel
• The Economics of Wage Controls (RePEc:pal:palbok:978-1-349-18677-8)
  by K. Holden & D. A. Peel & J. L. Thompson
• The Econometrics of Exchange Rates (RePEc:pal:palchp:978-0-230-24440-5_22)
  by Efthymios G. Pavlidis & Ivan Paya & David A. Peel
• Recent Experience with Wage and Price Controls (RePEc:pal:palchp:978-1-349-18677-8_1)
  by K. Holden & D. A. Peel & J. L. Thompson
• Conventional Incomes Policies (RePEc:pal:palchp:978-1-349-18677-8_2)
  by K. Holden & D. A. Peel & J. L. Thompson
• Tax-Based Incomes Policies (RePEc:pal:palchp:978-1-349-18677-8_3)
  by K. Holden & D. A. Peel & J. L. Thompson
• Final Offer Arbitration (RePEc:pal:palchp:978-1-349-18677-8_4)
  by K. Holden & D. A. Peel & J. L. Thompson
• Indexation (RePEc:pal:palchp:978-1-349-18677-8_5)
  by K. Holden & D. A. Peel & J. L. Thompson
• The Future of Wage and Price Controls (RePEc:pal:palchp:978-1-349-18677-8_6)
  by K. Holden & D. A. Peel & J. L. Thompson
• On the Built-in Flexibility of Taxation and the Deterministic and the Stochastic Stability of Macro-Models under Alternative Expectations Schemes (RePEc:pfi:pubfin:v:34:y:1979:i:2:p:258-66)
  by Peel, David A
• On Fiscal and Monetary Stabilization Policy under Rational Expectations (RePEc:pfi:pubfin:v:36:y:1981:i:2:p:290-96)
  by Peel, David A
• Ajustement non linéaire vers le taux de change d'équilibre à long terme. Le modèle monétaire revisité (RePEc:prs:reveco:reco_0035-2764_1997_num_48_3_409904)
  by Panos Michael & David A. Peel & Mark P. Taylor
• The Determinants of Arms Expenditures of NATO and the Warsaw Pact: Some Further Evidence (RePEc:sae:joupea:v:26:y:1989:i:1:p:69-77)
  by J. D. Byers & D. A. Peel
• Consumer Expenditure, the Demand for Money, and the Hall Hypothesis (RePEc:spr:empeco:v:12:y:1987:i:1:p:3-17)
  by MacDonald, R & Peel, D A
• The Accuracy of OECD Forecasts (RePEc:spr:empeco:v:12:y:1987:i:3:p:175-86)
  by Holden, Karen C & Peel, D A & Sandhu, B
• The Demand for Football: Some Evidence on Outcome Uncertainty (RePEc:spr:empeco:v:17:y:1992:i:2:p:323-31)
  by Peel, David A & Thomas, Dennis A
• The Time Series Behaviour of Spot Exchange Rates in the German Hyper-inflation Period: (Was the Process Chaotic?) (RePEc:spr:empeco:v:20:y:1995:i:3:p:455-71)
  by Peel, D A & Yadav, P
• The Influence of Money on Prices in 14 OECD Countries, 1958-1975 (RePEc:spr:empeco:v:3:y:1978:i:2:p:115-22)
  by Holden, K & Peel, D A
• Expectations and the Price Equation: Some Estimates for the UK (RePEc:spr:empeco:v:5:y:1980:i:1:p:31-37)
  by Holden, K & Peel, D A
• Some Empirical Evidence on the Influence of Political Parties on the Behaviour of the Unemployment Rate (RePEc:spr:empeco:v:6:y:1981:i:1:p:67-73)
  by Peel, D A
• Testing for Causality between Prices and Money (RePEc:spr:empeco:v:7:y:1982:i:1-2:p:1-12)
  by Holden, K & Peel, D A
• Involuntary Saving through Unanticipated Inflation: Some Further Empirical Evidence (RePEc:spr:empeco:v:8:y:1983:i:2:p:87-92)
  by Ioannidis, C & Peel, D A
• Some Empirical Results on "the Rationality" of Expectations Derived from Survey Data (RePEc:spr:empeco:v:9:y:1984:i:3:p:151-63)
  by Peel, D A & Walters, K
• Ex ante Real Returns in Forward Market Speculation in the Inter-War Period: Evidence and Prediction (RePEc:spr:sprchp:978-3-540-28556-4_7)
  by Ivan Paya & David A. Peel
• Inflationary expectations and “Self-Generating” inflations (RePEc:spr:weltar:v:114:y:1978:i:1:p:12-23)
  by D. Peel
• On the implications of monetary rules in a stochastic framework (RePEc:spr:weltar:v:116:y:1980:i:2:p:253-263)
  by D. Peel
• Testing for non-linear dependence in inter-war exchange rates (RePEc:spr:weltar:v:130:y:1994:i:2:p:391-417)
  by David Peel & Alan Speight
• Cross country evidence on nonlinearity in industrial production between the wars (RePEc:taf:apeclt:v:1:y:1994:i:5:p:77-80)
  by J. D. Byers & D. A. Peel
• Another example of a non-linear time series with misleading linear properties (RePEc:taf:apeclt:v:10:y:2003:i:1:p:47-51)
  by J. D. Byers & D. A. Peel
• Some analysis of the properties of the Harville place formulae when allowance is made for the favourite-long shot bias employing Shin Win probabilities (RePEc:taf:apeclt:v:10:y:2003:i:1:p:53-57)
  by M. Cain & D. Law & D. A. Peel
• The optimal output target and degree of banker conservativeness in a model with a non-linear Phillips curve (RePEc:taf:apeclt:v:10:y:2003:i:6:p:323-330)
  by P. Morgan & D. Peel
• Estimates of US monetary policy rules with allowance for changes in the output gap (RePEc:taf:apeclt:v:11:y:2004:i:10:p:601-605)
  by D. A. Peel & I. Paya & I. Venetis
• Gambling and nonexpected utility: the perils of the power function (RePEc:taf:apeclt:v:14:y:2007:i:2:p:79-82)
  by D. Law & D. A. Peel
• On skewness of return and buying more than one ticket in a lottery (RePEc:taf:apeclt:v:16:y:2009:i:10:p:1029-1032)
  by David Peel & David Law
• Further examples of the impact of skewness on the expected utility of a risk-averse agent (RePEc:taf:apeclt:v:19:y:2012:i:12:p:1117-1121)
  by D. A. Peel
• The Bank of Korea's nonlinear monetary policy rule (RePEc:taf:apeclt:v:19:y:2012:i:12:p:1193-1202)
  by Jahyun Koo & Ivan Paya & David A. Peel
• Evidence on volatility spillovers in the interwar floating exchange rate period based on high/low prices (RePEc:taf:apeclt:v:2:y:1995:i:10:p:394-396)
  by J. D. Byers & D. A. Peel
• Asymmetry in the variance of economic activity: evidence for long-run UK GDP (RePEc:taf:apeclt:v:2:y:1995:i:11:p:415-418)
  by David Peel & Alan Speight
• A test for rational expectations when some variables are I(2) (RePEc:taf:apeclt:v:2:y:1995:i:2:p:42-44)
  by P. Michael & A. R. Nobay & D. A. Peel
• Bilinear quadratic ARCH and volatility spillovers in inter-war exchange rates (RePEc:taf:apeclt:v:2:y:1995:i:7:p:215-219)
  by J. D. Byers & D. A. Peel
• Attendance demand: an investigation of repeat fixtures (RePEc:taf:apeclt:v:3:y:1996:i:6:p:391-394)
  by David Peel & Dennis Thomas
• Handicaps, outcome uncertainty and attendance demand (RePEc:taf:apeclt:v:4:y:1997:i:9:p:567-570)
  by David Peel & Dennis Thomas
• The variance of economic activity over the business cycle: some further evidence (RePEc:taf:apeclt:v:5:y:1998:i:11:p:669-673)
  by D. A. Peel & A. E. H. Speight
• Uncertainty in the Central Bank's weight on output: some new results (RePEc:taf:apeclt:v:6:y:1999:i:10:p:659-662)
  by D. A. Peel
• Place returns between the tote and bookmakers: empirical evidence of a market anomaly (RePEc:taf:apeclt:v:6:y:1999:i:12:p:789-792)
  by D. Law & D. A. Peel & M. Cain
• Market movers and tote and bookmakers returns: further empirical evidence on a market anomaly (RePEc:taf:apeclt:v:6:y:1999:i:12:p:801-804)
  by D. A. Peel & D. Law & M. Cain
• Estimates of the degree of insider trading in two disparate betting markets (RePEc:taf:apeclt:v:6:y:1999:i:3:p:191-193)
  by Michael Cain & David Law & David Peel
• Uncertain central bankers' preferences: some implications of multiplicative versus additive uncertainty (RePEc:taf:apeclt:v:7:y:2000:i:12:p:771-773)
  by D. A. Peel
• Uncertain central bankers preferences: some implications of multiplicative versus additive uncertainty (RePEc:taf:apeclt:v:8:y:2001:i:1:p:17-20)
  by D. A. Peel
• Skewness as an explanation of gambling by locally risk averse agents (RePEc:taf:apeclt:v:9:y:2002:i:15:p:1025-1028)
  by M. Cain & D. Peel & D. Law
• Unknown item RePEc:taf:apfiec:v:11:y:2001:i:3:p:253-260 (article)
• Unknown item RePEc:taf:apfiec:v:12:y:2002:i:1:p:33-38 (article)
• Unknown item RePEc:taf:apfiec:v:14:y:2004:i:3:p:155-163 (article)
• Unknown item RePEc:taf:apfiec:v:17:y:2007:i:2:p:105-117 (article)
• Unknown item RePEc:taf:apfiec:v:19:y:2009:i:23:p:1847-1857 (article)
• The nonlinear time series properties of unemployment rates: some further evidence (RePEc:taf:applec:v:30:y:1998:i:2:p:287-294)
  by D. A. Peel & A. E. H. Speight
• Threshold nonlinearities in output: some international evidence (RePEc:taf:applec:v:30:y:1998:i:3:p:323-333)
  by D. A. Peel & A. E. H. Speight
• Product bundling and a rule of thumb versus the Harville formulae: can each way bets with UK bookmakers generate abnormal returns (RePEc:taf:applec:v:32:y:2000:i:13:p:1737-1744)
  by David Peel & David Law & Michael Cain
• Threshold nonlinearities in unemployment rates: further evidence for the UK and G3 economies (RePEc:taf:applec:v:32:y:2000:i:6:p:705-715)
  by D. A. Peel & A. E. H. Speight
• Purchasing power parity over two centuries: trends and nonlinearity (RePEc:taf:applec:v:35:y:2003:i:5:p:609-617)
  by D. A. Peel & I. A. Venetis
• The process followed by PPP data. On the properties of linearity tests (RePEc:taf:applec:v:37:y:2005:i:21:p:2515-2522)
  by Ivan Paya & David Peel
• The long memory model of political support: some further results (RePEc:taf:applec:v:39:y:2007:i:20:p:2547-2552)
  by David Byers & James Davidson & David Peel
• Habit, aggregation and long memory: evidence from television audience data (RePEc:taf:applec:v:39:y:2007:i:3:p:321-327)
  by John Byers & David Peel & Dennis Thomas
• Introduction: economics of betting markets (RePEc:taf:applec:v:40:y:2008:i:1:p:1-3)
  by D. A. Peel
• The Markowitz model of utility supplemented with a small degree of probability distortion as an explanation of outcomes of Allais experiments over large and small payoffs and gambling on unlikely outc (RePEc:taf:applec:v:40:y:2008:i:1:p:17-26)
  by D. A. Peel & Jie Zhang & D. Law
• Bounded cumulative prospect theory: some implications for gambling outcomes (RePEc:taf:applec:v:40:y:2008:i:1:p:5-15)
  by Michael Cain & David Law & David Peel
• Skewness as an explanation of gambling in cumulative prospect theory (RePEc:taf:applec:v:41:y:2009:i:6:p:685-689)
  by D. Law & D. A. Peel
• An explanation of each-way wagers in three models of risky choice (RePEc:taf:applec:v:50:y:2018:i:22:p:2431-2438)
  by D. A. Peel
• The utility of gambling and the favourite-longshot bias (RePEc:taf:eurjfi:v:10:y:2004:i:5:p:379-390)
  by Michael Cain & David Peel
• Nonlinear dynamics in economics and finance and unit root testing (RePEc:taf:eurjfi:v:19:y:2013:i:6:p:572-588)
  by Efthymios G. Pavlidis & Ivan Paya & David A. Peel & Costas Siriopoulos
• Some Further Empirical Evidence on the Impact of Oil Price Changes on Petrol Prices (RePEc:taf:ijecbs:v:10:y:2003:i:2:p:195-203)
  by Nigel Driffield & Christos Ioannidis & David Peel
• Flexible distribution functions, higher-order preferences and optimal portfolio allocation (RePEc:taf:quantf:v:19:y:2019:i:4:p:699-703)
  by Trino-Manuel Ñíguez & Ivan Paya & David Peel & Javier Perote
• Adjustment Costs and Short-Run Returns to Labour (RePEc:tpr:restat:v:56:y:1974:i:3:p:393-96)
  by Latham, R W & Peel, David A
• The Relationship between Prices and Money Supply in Latin America, 1958-1975 (RePEc:tpr:restat:v:61:y:1979:i:3:p:446-50)
  by Holden, Kenneth & Peel, David A
• Transactions Costs and Nonlinear Adjustment in Real Exchange Rates: An Empirical Investigation (RePEc:ucp:jpolec:v:105:y:1997:i:4:p:862-79)
  by Michael, Panos & Nobay, A Robert & Peel, David A
• Growth and Inflationary Finance: Variations on a Mundellian Theme (RePEc:ucp:jpolec:v:91:y:1983:i:5:p:880-87)
  by Calvo, Guillermo A & Peel, David A
• Testing For Speculative Bubbles Using Spot And Forward Prices (RePEc:wly:iecrev:v:58:y:2017:i:4:p:1191-1226)
  by Efthymios G. Pavlidis & Ivan Paya & David A. Peel
• Consistency of two major data sources for exchange rates in the interwar period and further evidence on the behaviour of exchange rates during hyperinflations (RePEc:wly:ijfiec:v:23:y:2018:i:4:p:442-455)
  by David Peel & Alina Spiru
• Temporal aggregation of an ESTAR process: some implications for purchasing power parity adjustment (RePEc:wly:japmet:v:21:y:2006:i:5:p:655-668)
  by Ivan Paya & David A. Peel
• Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates (RePEc:wly:jforec:v:31:y:2012:i:7:p:580-595)
  by Efthymios G. Pavlidis & Ivan Paya & David A. Peel
• Are Analysts' Loss Functions Asymmetric? (RePEc:wly:jforec:v:31:y:2012:i:8:p:736-756)
  by Mark A. Clatworthy & David A. Peel & Peter F. Pope
• Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets (RePEc:wly:jfutmk:v:31:y:2011:i:2:p:192-203)
  by Ivan Paya & David A. Peel
• Inflation Dynamics in the U.S.: Global but Not Local Mean Reversion (RePEc:wly:jmoncb:v:42:y:2010:i:1:p:135-150)
  by Bob Nobay & Ivan Paya & David A. Peel
• Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market (RePEc:wly:jmoncb:v:50:y:2018:i:5:p:833-856)
  by Efthymios G. Pavlidis & Ivan Paya & David A. Peel
• Nonlinear Purchasing Power Parity under the Gold Standard (RePEc:wly:soecon:v:71:y:2004:i:2:p:302-313)
  by Ivan Paya & David A. Peel
• Testing Significance Of Variables In Regression Analysis When There Is Non-Normality Or Heteroskedasticity.: The Wild Bootstrap And The Generalised Lambda Distribution (RePEc:wsi:wschap:9789812778666_0008)
  by E. Pavlidis & I. Paya & D. A. Peel
• Spreads, Efficiency and Outcome Uncertainty: Evidence from the Rugby League (RePEc:wuk:aberwp:9611)
  by Peel, D & Thomas, D