L. Vanessa Smith

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Affiliations

• University of York / Department of Economics and Related Studies
  • EDIRC entry
  • location:

Research profile

author of:

• Exploring the International Linkages of the Euro Area: a Global VAR Analysis (RePEc:cam:camdae:0518)
  by Dees, S. & di Mauro, F. & Pesaran, M.H. & Smith, L.V.
• What if the UK has Joined the Euro in 1999? An Empirical Evaluation using a Global VAR (RePEc:cam:camdae:0528)
  by Pesaran, M.H. & Smith, L.V. & Smith, R.P
• Long Run Macroeconomic Relations in the Global Economy (RePEc:cam:camdae:0661)
  by Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V.
• Long Run Macroeconomic Relations in the Global Economy (RePEc:cam:camdae:0703)
  by Dees, S. & Holly, S. & Pesaran, M.H. & Smith, L.V.
• Identification of New Keynesian Phillips Curves from a Global Perspective (RePEc:cam:camdae:0803)
  by Dees, S. & Pesaran, M.H. & Smith, L.V. & Smith, R.P.
• Exploring the International Linkages of the Euro Area: a Global VAR Analysis (RePEc:ces:ceswps:_1425)
  by Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith
• What if the UK had Joined the Euro in 1999? An Empirical Evaluation Using a Global VAR (RePEc:ces:ceswps:_1477)
  by M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith
• Long Run Macroeconomic Relations in the Global Economy (RePEc:ces:ceswps:_1904)
  by Stephane Dees & Sean Holly & M. Hashem Pesaran & L. Vanessa Smith
• Panel Unit Root Tests in the Presence of a Multifactor Error Structure (RePEc:ces:ceswps:_2193)
  by M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata
• Identification of New Keynesian Phillips Curves from a Global Perspective (RePEc:ces:ceswps:_2219)
  by Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith
• Forecasting Economic and Financial Variables with Global VARs (RePEc:ces:ceswps:_2263)
  by M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith
• Supply, Demand and Monetary Policy Shocks in a Multi-Country New Keynesian Model (RePEc:ces:ceswps:_3081)
  by Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith
• Supply, demand and monetary policy shocks in a multi-country New Keynesian Model (RePEc:ecb:ecbwps:20101239)
  by Dées, Stéphane & Pesaran, Hashem & Smith, Vanessa & Smith, Ron P.
• Tests for a change in persistence against the null of difference-stationarity (RePEc:ect:emjrnl:v:6:y:2003:i:2:p:291-311)
  by Stephen Leybourne & Tae-Hwan Kim & Vanessa Smith & Paul Newbold
• Empirical evidence on jumps in the term structure of the US Treasury Market (RePEc:eee:empfin:v:16:y:2009:i:3:p:430-445)
  by Dungey, Mardi & McKenzie, Michael & Smith, L. Vanessa
• Firm level return–volatility analysis using dynamic panels (RePEc:eee:empfin:v:18:y:2011:i:5:p:847-867)
  by Smith, L. Vanessa & Yamagata, Takashi
• Forecasting economic and financial variables with global VARs (RePEc:eee:intfor:v:25:y:2009:i:4:p:642-675)
  by Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa
• Rejoinder to comments on forecasting economic and financial variables with global VARs (RePEc:eee:intfor:v:25:y:2009:i:4:p:703-715)
  by Pesaran, M. Hashem & Schuermann, Til & Smith, L. Vanessa
• Empirical Evidence On Jumps In The Term Structure Of The Us Treasury Market (RePEc:een:camaaa:2007-25)
  by Mardi Dungey & Michael McKenzie & Vanessa Smith
• Forecasting economic and financial variables with global VARs (RePEc:fip:fednsr:317)
  by M. Hashem Pesaran & Til Schuermann & L. Vanessa Smith
• What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR (RePEc:ijf:ijfiec:v:12:y:2007:i:1:p:55-87)
  by M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith
• Panel Unit Root Tests in the Presence of a Multifactor Error Structure (RePEc:iza:izadps:dp3254)
  by Pesaran, M. Hashem & Smith, L. Vanessa & Yamagata, Takashi
• Identification of New Keynesian Phillips Curves from a Global Perspective (RePEc:iza:izadps:dp3298)
  by Dees, Stephane & Pesaran, M. Hashem & Smith, L. Vanessa & Smith, Ron P.
• More powerful panel data unit root tests with an application to mean reversion in real exchange rates (RePEc:jae:japmet:v:19:y:2004:i:2:p:147-170)
  by L. Vanessa Smith & Stephen Leybourne & Tae-Hwan Kim & Paul Newbold
• Exploring the international linkages of the euro area: a global VAR analysis (RePEc:jae:japmet:v:22:y:2007:i:1:p:1-38)
  by Filippo di Mauro & L. Vanessa Smith & Stephane Dees & M. Hashem Pesaran
• Identification of New Keynesian Phillips Curves from a Global Perspective (RePEc:mcb:jmoncb:v:41:y:2009:i:7:p:1481-1502)
  by Stephane Dees & M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith
• On the epidemic of financial crises (RePEc:pra:mprapa:46693)
  by Demiris, Nikolaos & Kypraios, Theodore & Smith, L. Vanessa
• Exploring the International Linkages of the Euro Area: a Global VAR Analysis (RePEc:sce:scecfa:47)
  by Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith
• Exploring the International Linkages of the Euro Area: A Global VAR Analysis (RePEc:scp:wpaper:04-6)
  by Stephane Dees & Filippo di Mauro & M. Hashem Pesaran & L. Vanessa Smith
• What if the UK had Joined the Euro in 1999? An Empirical Evaluation using a Global VAR (RePEc:scp:wpaper:05-24)
  by M. Hashem Pesaran & L. Vanessa Smith & Ron P. Smith
• Testing for changing persistence in US Treasury on/off spreads under weighted-symmetric estimation (RePEc:taf:eurjfi:v:14:y:2007:i:2:p:75-89)
  by L. Vanessa Smith & Demosthenes Tambakis
• Panel Unit Root Tests in the Presence of a Multifactor Error Structure (RePEc:yor:yorken:08/03)
  by M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata
• Firm Level Volatility-Return Analysis using Dynamic Panels (RePEc:yor:yorken:08/09)
  by L. Vanessa Smith & Takashi Yamagata
• Long Run Macroeconomic Relations in the Global Economy (RePEc:zbw:ifwedp:5521)
  by Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa
• Long Run Macroeconomic Relations in the Global Economy (RePEc:zbw:ifweej:5582)
  by Pesaran, Mohammad Hashem & Holly, Sean & Dees, Stephane & Smith, L. Vanessa