Peter Sephton
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Sephton |
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Affiliations
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Queen's University
/ School of Business
Research profile
author of:
- Fractional integration in agricultural futures price volatilities revisited (RePEc:bla:agecon:v:40:y:2009:i:1:p:103-111)
by Peter S. Sephton - Relative Prices and Money: Some Canadian Evidence (RePEc:bla:canjag:v:37:y:1989:i:2:p:269-278)
by Peter S. Sephton - GARCH and MARKOV Hedging at the Winnipeg Commodity Exchange (RePEc:bla:canjag:v:46:y:1998:i:2:p:117-126)
by Peter S. Sephton - Spatial Arbitrage in Sarawak Pepper Prices (RePEc:bla:canjag:v:59:y:2011:i:3:p:405-416)
by Peter S. Sephton - The Choice of Monetary Policy Instruments in Canada: An Extension (RePEc:cje:issued:v:20:y:1987:i:1:p:55-60)
by Peter S. Sephton - Modelling the Link between Commodity Prices and Exchange Rates: The Tale of Daily Data (RePEc:cje:issued:v:25:y:1992:i:1:p:156-71)
by Peter S. Sephton - Optimal Hedge Ratios at the Winnipeg Commodity Exchange (RePEc:cje:issued:v:26:y:1993:i:1:p:175-93)
by Peter S. Sephton - Causality between export growth and industrial development : Empirical evidence from the NICs -- A comment (RePEc:eee:deveco:v:31:y:1989:i:2:p:413-415)
by Sephton, Peter S. - On interest rate innovations and anticipated monetary policy (RePEc:eee:ecolet:v:28:y:1988:i:2:p:177-180)
by Sephton, Peter S. - Anticipated monetary policy in Canada : Some new evidence (RePEc:eee:ecolet:v:30:y:1989:i:1:p:11-17)
by Sephton, Peter S. - A note on the efficiency of the London metal exchange (RePEc:eee:ecolet:v:33:y:1990:i:4:p:341-345)
by Sephton, Peter S. & Cochrane, Donald K. - Response surface estimates of the KPSS stationarity test (RePEc:eee:ecolet:v:47:y:1995:i:3-4:p:255-261)
by Sephton, Peter S. - Further evidence of an Environmental Kuznets Curve in Spain (RePEc:eee:eneeco:v:36:y:2013:i:c:p:177-181)
by Sephton, Peter & Mann, Janelle - Gold and crude oil prices after the great moderation (RePEc:eee:eneeco:v:71:y:2018:i:c:p:273-281)
by Sephton, Peter & Mann, Janelle - A (negative) replication of ‘The relationship between energy consumption, energy prices, and economic growth: Time series evidence from Asian developing countries’ (Energy Economics, 2000) (RePEc:eee:eneeco:v:82:y:2019:i:c:p:78-84)
by Mann, Janelle & Sephton, Peter - El Niño, La Niña, and a cup of Joe (RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302841)
by Sephton, Peter S. - Threshold cointegration and asymmetries between dividends and earnings news (RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008061)
by Sephton, Peter - Tests of exchange market efficiency: fragile evidence from cointegration tests (RePEc:eee:jimfin:v:10:y:1991:i:4:p:561-570)
by Sephton, Peter S. & Larsen, Hans K. - On exchange intervention, sterilization, and bank reserve accounting (RePEc:eee:jimfin:v:8:y:1989:i:3:p:445-450)
by Sephton, Peter S. - Global relationships across crude oil benchmarks (RePEc:eee:jocoma:v:2:y:2016:i:1:p:1-5)
by Mann, Janelle & Sephton, Peter - Revisiting the inflation-hedging properties of precious metals in Africa (RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001830)
by Sephton, Peter S. - Threshold Cointegration: Model Selection with an Application (RePEc:eei:journl:v:56:y:2013:i:2:p:54-77)
by Peter Sephton & Janelle Mann - Forecasting recessions: can we do better on MARS? (RePEc:fip:fedlrv:y:2001:i:mar:p:39-49:n:v.83no.2)
by Peter Sephton - Predicting Recessions: A Regression (Probit) Model Approach (RePEc:for:ijafaa:y:2009:i:12:p:26-32)
by Peter Sephton - Book Review of The Drunkard’s Walk: How Randomness Rules Our Lives (RePEc:for:ijafaa:y:2009:i:14:p:5-8)
by Peter Sephton - Easyreg: version 1.12 (RePEc:jae:japmet:v:13:y:1998:i:2:p:203-207)
by Peter S. Sephton - Financial analysis package for GAUSS (RePEc:jae:japmet:v:15:y:2000:i:4:p:433-438)
by P. S. Sephton - Finite Sample Critical Values of the Generalized KPSS Stationarity Test (RePEc:kap:compec:v:50:y:2017:i:1:d:10.1007_s10614-016-9586-z)
by Peter Sephton - Finite Sample Lag Adjusted Critical Values of the ADF-GLS Test (RePEc:kap:compec:v:59:y:2022:i:1:d:10.1007_s10614-020-10082-6)
by Peter S. Sephton - Finite Sample Lag Adjusted Critical Values and Probability Values for the Fourier Wavelet Unit Root Test (RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10458-4)
by Peter S. Sephton - Cointegration Tests on MARS (RePEc:kap:compec:v:7:y:1994:i:1:p:23-35)
by Sephton, Peter S - A note on CO2 emissions using two new tests (RePEc:kap:empiri:v:50:y:2023:i:4:d:10.1007_s10663-023-09584-x)
by Peter Sephton & Tolga Omay - Compelling Evidence of an Environmental Kuznets Curve in the United Kingdom (RePEc:kap:enreec:v:64:y:2016:i:2:d:10.1007_s10640-014-9871-z)
by Peter Sephton & Janelle Mann - Mean Reversion in CO2 Emissions: the Need for Structural Change (RePEc:kap:enreec:v:75:y:2020:i:4:d:10.1007_s10640-020-00413-4)
by Peter S. Sephton - Revising Fiscal Policy and Growth in Saudi Arabia (RePEc:lif:jrgelg:v:4:y:2015:p:139-146)
by Janelle Mann & Peter Sephton - Commodity Prices: Policy Target or Information Variable: A Comment (RePEc:mcb:jmoncb:v:23:y:1991:i:2:p:260-66)
by Sephton, Peter S - Spatial Market Arbitrage and Threshold Cointegration (RePEc:oup:ajagec:v:85:y:2003:i:4:p:1041-1046)
by Peter S. Sephton - World Non-Oil Primary Commodity Markets: Comment on Chu and Morrison (RePEc:pal:imfstp:v:35:y:1988:i:1:p:198-203)
by Peter S. Sephton - Acceptable and Unacceptable Dirty Pedagogy: The Case of ADAS (RePEc:pal:palchp:978-1-349-26293-9_9)
by David Colander & Peter Sephton - Endogenous Expectations and Economic Policy (RePEc:qed:wpaper:487)
by Peter S. Sephton - Critical values of the augmented fractional Dickey–Fuller test (RePEc:spr:empeco:v:35:y:2008:i:3:p:437-450)
by Peter Sephton - Critical values for the augmented efficient Wald test for fractional unit roots (RePEc:spr:empeco:v:37:y:2009:i:3:p:615-626)
by Peter Sephton - Nonlinear attractors and asymmetries between non-life insurance premiums and financial markets (RePEc:spr:empeco:v:49:y:2015:i:3:p:783-799)
by Peter Sephton & Janelle Mann - On the exchange-rate elasticity of the demand for international reserves: Some evidence from industrial countries — A Comment (RePEc:spr:weltar:v:125:y:1989:i:2:p:392-393)
by Peter Sephton - Predicting the equity premium with dividend ratios: a matter of balance (RePEc:taf:apeclt:v:12:y:2005:i:3:p:145-147)
by Peter Sephton - Forecasting inflation using the term structure and MARS (RePEc:taf:apeclt:v:12:y:2005:i:4:p:199-202)
by Peter Sephton - On the finite sample size and power of the generalized KPSS test in the presence of level breaks (RePEc:taf:apeclt:v:15:y:2008:i:11:p:833-843)
by Peter Sephton - Market shares and rivalry in the U.S. cigarette industry (RePEc:taf:apeclt:v:15:y:2008:i:6:p:417-422)
by P. Sephton - Prostate cancer: a New Brunswick tale (RePEc:taf:apeclt:v:16:y:2009:i:7:p:663-667)
by Peter Sephton - Who cut the cheese? (RePEc:taf:apeclt:v:18:y:2011:i:1:p:7-10)
by P. S. Sephton - Breaking deterministics, test size and the efficient Wald test for fractional unit roots (RePEc:taf:apeclt:v:19:y:2012:i:1:p:83-85)
by P. S. Sephton - A note on fractional cointegration (RePEc:taf:apeclt:v:3:y:1996:i:10:p:683-685)
by Peter Sephton - Extended critical values for a simple test of cointegration (RePEc:taf:apeclt:v:3:y:1996:i:3:p:155-157)
by Peter Sephton - Unknown item RePEc:taf:apfelt:v:4:y:2008:i:6:p:383-387 (article)
- Unknown item RePEc:taf:apfiec:v:12:y:2002:i:5:p:331-335 (article)
- On the empirical size of Nielsen's multivariate likelihood ratio test of fractional integration (RePEc:taf:applec:v:42:y:2010:i:13:p:1671-1679)
by P. S. Sephton - Unit roots and purchasing power parity: another kick at the can (RePEc:taf:applec:v:42:y:2010:i:27:p:3439-3453)
by P. S. Sephton - Exchange rates and fractional integration revisited (RePEc:taf:raflxx:v:4:y:2008:i:6:p:383-387)
by P. Sephton - Persistence in U.S. State Unemployment Rates (RePEc:wly:soecon:v:76:y:2009:i:2:p:458-466)
by Peter S. Sephton - Persistence in U.S. State Unemployment Rates: Errata and Extensions (RePEc:wly:soecon:v:78:y:2012:i:3:p:e1-e9)
by Peter S. Sephton