Publications

Journal Articles

  1. Real world economics: The peculiar case of applied economics provision in England and Wales. International Journal of Pluralism and Economics Education
  2. Mean and variance equation dynamics: Time deformation, GARCH and a robust analysis of the London housing market. International Journal of Finance and Economics
  3. & Revisiting the returns–volume relationship: Time variation, alternative measures and the financial crisis. Physica A: Statistical Mechanics and its Applications 470, 228-235.
  4. & Revisiting the returns–volume relationship: Time variation, alternative measures and the financial crisis. Physica A: Statistical Mechanics and its Applications 470, 228-235.
  5. & Innovations in Economics Education: An Introduction to Economic and Econometric Tools for Teaching and Learning. Cogent Economics & Finance 4(1)
  6. & Modern econometrics: Structuring delivery and assessment. Cogent Economics & Finance 4(1)
  7. β-convergence and the Cyclical Dynamics of UK Regional House Prices. Urban Studies VSI
  8. Statistical Properties of UK House Prices: An Analysis of Disaggregated Vintages. Urban Studies VSI
  9. A new perspective on the ripple effect in the UK housing market: Comovement, cyclical subsamples and alternative indices. VSI Urban Studies
  10. Finite-sample size distortion of the AESTAR unit root test: GARCH, corrected variance–covariance matrix estimators and adjusted critical values. Applied Economics Letters 23(5), 318-323.
  11. The Convergence of Regional House Prices in the UK. Urban Studies [VSI]
  12. A Disaggregated Analysis of Asymmetrical Behaviour in the UK Housing Market. Urban Studies VSI
  13. & A new perspective on the ripple effect in the UK housing market: Comovement, cyclical subsamples and alternative indices. Urban Studies
  14. & A new perspective on the ripple effect in the UK housing market: Comovement, cyclical subsamples and alternative indices. Urban Studies 53(14), 3048-3062.
  15. & Graduate views on access to higher education: is it really a case of pulling up the ladder?. Studies in Higher Education, 1-15.
  16. & The urban–rural divide, regional disaggregation and the convergence of crime. Applied Economics, 1-16.
  17. & New evidence on the importance of gender and asymmetry in the crime–unemployment relationship. Applied Economics 46(2), 119-126.
  18. & Death of the pedagogue: pluralism and non-didacticism. International Journal of Pluralism and Economics Education 5(3), 242
  19. & A re-examination of the opportunity and motivation effects underlying criminal activity. Criminology and Criminal Justice 14(4), 458-469.
  20. & Crime across the States: Are US Crime Rates Converging?. Urban Studies 50(9)-1741.
  21. β-convergence and the Cyclical Dynamics of UK Regional House Prices. Urban Studies 49(1), 203-218.
  22. An historical perspective on the forecasting performance of the Treasury Model: Forecasting the growth in UK consumers’ expenditure. Applied Economics 44(5), 555-563.
  23. & Are US Crime Rates Really Unit Root Processes?. Journal of Quantitative Criminology 27(3), 299-314.
  24. A re-examination of the stationarity of inflation. Journal of Applied Econometrics 24(6), 1047-1053.
  25. & Unit root testing against an ST–MTAR alternative: finite-sample properties and an application to the UK housing market. Applied Economics 41(11), 1397-1404.
  26. Cross-data-vintage Encompassing*. Oxford Bulletin of Economics and Statistics 70, 849-865.
  27. & A weighted symmetric cointegration test. Journal of Statistical Computation and Simulation 78(6)-565.
  28. Maximum likelihood unit rooting test in the presence of GARCH:  A new test with increased power. Communications in Statistics - Simulation and Computing 37(4), 756-765.
  29. Joint maximum likelihood estimation of unit root testing equations and GARCH processes: Some finite-sample issues. Mathematics and Computers in Simulation 77(1), 109-116.
  30. The sensitivity of robust unit root tests. Journal of Applied Statistics 35(5), 547-557.
  31. Further analysis of spurious causality. Mathematics and Computers in Simulation 79(3), 647-651.
  32. A threshold cointegration test with increased power. Mathematics and Computers in Simulation 73(6)-392.
  33. On the relationship between mergers and economic activity: Evidence from an optimised hybrid method. Physica A: Statistical Mechanics and its Applications 379(2)-634.
  34. Co-integration testing using local-to-unity detrending: the impact of structural change under the null. Journal of Statistical Computation and Simulation 77(3)-270.
  35. The impact of GARCH on asymmetric unit root tests. Physica A: Statistical Mechanics and its Applications 369(2)-752.
  36. Testing for cointegration in the presence of mis-specified structural change. Statistics & Probability Letters 76(13)-1384.
  37. A disaggregated analysis of asymmetrical behaviour in the UK housing market. Urban Studies 43(11)-2074.
  38. The stationarity of consumption–income ratios: Evidence from minimum LM unit root testing. Economics Letters 89(1)-60.
  39. Regional house price behaviour in the UK: application of a joint testing procedure. Physica A: Statistical Mechanics and its Applications 345(3-4)-621.
  40. & Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests. Journal of Statistical Computation and Simulation 75(9)-729.
  41. On the semantic approach to econometric methodology. Journal of Economic Methodology 12(1)-123.
  42. & On the finite-sample size distortion of smooth transition unit root tests. Statistics & Probability Letters 70(3)-182.
  43. & Lag optimisation and finite-sample size distortion of unit root tests. Economics Letters 84(2)-274.
  44. A momentum-threshold autoregressive unit root test with increased power. Statistics & Probability Letters 67(4)-310.
  45. Finite-sample properties of modified unit root tests in the presence structural change. Applied Mathematics and Computation 149(3)-640.
  46. & Size distortion of asymmetric unit root tests in the presence of level shifts. Journal of Statistical Computation and Simulation 74(11)-819.
  47. Modified unit root tests and momentum threshold autoregressive processes. Statistics & Probability Letters 64(1)-88.
  48. Size and power properties of powerful unit root tests in the presence of variance breaks. Physica A: Statistical Mechanics and its Applications 317(3-4)-448.
  49. The convergence of regional house prices in the UK. Urban Studies 40(11)-2294.
  50. A Kuhnian perspective on econometric methodology. Journal of Economic Methodology 10(1)-78.
  51. Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment. Statistics & Probability Letters 60(1)-79.
  52. Observations on the practice of data-mining: comments on the JEM symposium. Journal of Economic Methodology 8(3)-419.
  53. A neglected controversy in the modelling of consumers' expenditure. Cambridge Journal of Economics 24(2)-191.
  54. & The Asymmetric Effects of Monetary Policy: Some Results from a Macroeconometric Model. The Manchester School 68(4)-441.
  55. Long-run and short-run co-movement in UK consumption and income. Economics Letters 67(1)-13.
  56. & Statistical Properties of UK House Prices: An Analysis of Disaggregated Vintages. Urban Studies 37(11)-2055.
  57. & The power of tests for non-linearity: the case of Granger-Lee asymmetry. Economics Letters 62(2)-159.
  58. Methodological aspects of the encompassing principle. Journal of Economic Methodology 6(1)-78.

Other Research Outputs