Robert Sollis
Names
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Robert |
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Sollis |
Identifer
Contact
Affiliations
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Newcastle University
/ Business School
/ Economics Subject Group
Research profile
author of:
- Unit Roots and Asymmetric Smooth Transitions (repec:bla:jtsera:v:20:y:1999:i:6:p:671-677)
by Robert Sollis & Stephen Leybourne & Paul Newbold - Asymmetric adjustment and smooth transitions: a combination of some unit root tests (repec:bla:jtsera:v:25:y:2004:i:3:p:409-417)
by Robert Sollis - Real‐Time Monitoring for Explosive Financial Bubbles (repec:bla:jtsera:v:39:y:2018:i:6:p:863-891)
by Sam Astill & David I. Harvey & Stephen J. Leybourne & Robert Sollis & A. M. Robert Taylor - A Cautionary Note on the Order of Integration of Post‐war Aggregate Wage, Price and Productivity Measures (repec:bla:manchs:v:72:y:2004:i:2:p:261-282)
by Robert Sollis & Mark E. Wohar - Testing for Co‐explosive Behaviour in Financial Time Series (repec:bla:obuest:v:84:y:2022:i:3:p:624-650)
by Andria C. Evripidou & David I. Harvey & Stephen J. Leybourne & Robert Sollis - Fixed and Recursive Right-Tailed Dickey–Fuller Tests in the Presence of a Break under the Null (repec:bpj:jtsmet:v:8:y:2016:i:1:p:1-19:n:1)
by Sollis Robert - A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries (repec:eee:ecmode:v:26:y:2009:i:1:p:118-125)
by Sollis, Robert - Spurious regression: A higher-order problem (repec:eee:ecolet:v:111:y:2011:i:2:p:141-143)
by Sollis, Robert - Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests (repec:eee:ecolet:v:112:y:2011:i:1:p:19-22)
by Sollis, Robert - Tests for explosive financial bubbles in the presence of non-stationary volatility (repec:eee:empfin:v:38:y:2016:i:pb:p:548-574)
by Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert & Taylor, A.M. Robert - Improving the accuracy of asset price bubble start and end date estimators (repec:eee:empfin:v:40:y:2017:i:c:p:121-138)
by Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert - U.S. dollar real exchange rates: Nonlinearity revisited (repec:eee:jimfin:v:27:y:2008:i:4:p:516-528)
by Sollis, Robert - Chapter 14 Forecasting Interest Rates: An Application of the Stochastic Unit Root and Stochastic Cointegration Frameworks (repec:eme:fegzzz:s1574-8715(07)00214-x)
by Robert Sollis - Value at risk: a critical overview (repec:eme:jfrcpp:v:17:y:2009:i:4:p:398-414)
by Robert Sollis - Detecting Regimes of Predictability in the U.S. Equity Premium (repec:esy:uefcwp:23198)
by Harvey, David I & Leybourne, Stephen J & Sollis, Robert & Taylor, AM Robert - Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium (repec:esy:uefcwp:27775)
by Harvey, David I & Leybourne, Stephen J & Sollis, Robert & Taylor, AM Robert - The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration (repec:ijf:ijfiec:v:11:y:2006:i:2:p:139-153)
by Robert Sollis & Mark E. Wohar - Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity (repec:jae:japmet:v:20:y:2005:i:1:p:79-98)
by Robert Sollis - Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing (repec:jof:jforec:v:24:y:2005:i:3:p:221-231)
by Robert Sollis - Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates (repec:mcb:jmoncb:v:34:y:2002:i:3:p:686-700)
by Sollis, Robert & Leybourne, Stephen & Newbold, Paul - Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity (repec:mmf:mmfc03:91)
by Robert Sollis - Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure (repec:mve:journl:v:33:y:2007:i:2:p:1-19)
by Mark E. Wohar & Robert Sollis - Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble (repec:oup:jfinec:v:13:y:2015:i:1:p:166-187.)
by David I. Harvey & Stephen J. Leybourne & Robert Sollis - Stochastic unit roots modelling of stock price indices (repec:taf:apfiec:v:10:y:2000:i:3:p:311-315)
by Robert Sollis & Paul Newbold & Stephen Leybourne - Testing for bubbles: an application of tests for change in persistence (repec:taf:apfiec:v:16:y:2006:i:6:p:491-498)
by Robert Sollis - The Saturday effect: an interesting anomaly in the Saudi stock market (repec:taf:applec:v:47:y:2015:i:58:p:6317-6330)
by Turki Abalala & Robert Sollis - U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks (repec:tcd:tcduee:20011)
by P. Newbold & S. J. Leybourne & R. Sollis & M. E. Wohar - U.S. and U.K. Inflation: Evidence on Structural Change in the Order of Integration (repec:tcd:tcduee:20012)
by R. Sollis - Evidence on purchasing power parity from univariate models: the case of smooth transition trend‐stationarity (repec:wly:japmet:v:20:y:2005:i:1:p:79-98)
by Robert Sollis - Real‐time detection of regimes of predictability in the US equity premium (repec:wly:japmet:v:36:y:2021:i:1:p:45-70)
by David I. Harvey & Stephen J. Leybourne & Robert Sollis & A.M. Robert Taylor