Publications

Journal Articles

  1. Asymmetric price adjustment in the London housing market: A disaggregated analysis. Research Journal of Economics
  2. & Volume effects in the London housing market. International Journal of Housing Markets and Analysis 11(3), 586-602.
  3. & ‘It’s just not worth a damn!’ Investigating perceptions of the value in attending university. Studies in Higher Education, 1-12.
  4. & Replicating rockets and feathers. Energy Economics
  5. & Mean and variance equation dynamics: Time deformation, GARCH, and a robust analysis of the London housing market. International Journal of Finance & Economics 22(4), 304-318.
  6. & Volatility in the Housing Market: Evidence on Risk and Return in the London Sub-market. Quantitative Finance and Economics 1(3), 272-287.
  7. & Graduate views on access to higher education: is it really a case of pulling up the ladder?. Studies in Higher Education 42(3), 504-518.
  8. & Revisiting the returns–volume relationship: Time variation, alternative measures and the financial crisis. Physica A: Statistical Mechanics and its Applications 470, 228-235.
  9. & Revisiting the returns–volume relationship: Time variation, alternative measures and the financial crisis. Physica A: Statistical Mechanics and its Applications 470, 228-235.
  10. & Real world economics: the peculiar case of applied economics provision in England and Wales. International Journal of Pluralism and Economics Education 8(3), 286
  11. & Innovations in Economics Education: An Introduction to Economic and Econometric Tools for Teaching and Learning. Cogent Economics & Finance 4(1)
  12. & Modern econometrics: Structuring delivery and assessment. Cogent Economics & Finance 4(1)
  13. The Convergence of Regional House Prices in the UK. Urban Studies [VSI]
  14. A Disaggregated Analysis of Asymmetrical Behaviour in the UK Housing Market. Urban Studies VSI
  15. A new perspective on the ripple effect in the UK housing market: Comovement, cyclical subsamples and alternative indices. VSI Urban Studies
  16. 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.
  17. & A new perspective on the ripple effect in the UK housing market: Comovement, cyclical subsamples and alternative indices. Urban Studies
  18. & A new perspective on the ripple effect in the UK housing market: Comovement, cyclical subsamples and alternative indices. Urban Studies 53(14), 3048-3062.
  19. & The urban–rural divide, regional disaggregation and the convergence of crime. Applied Economics, 1-16.
  20. & New evidence on the importance of gender and asymmetry in the crime–unemployment relationship. Applied Economics 46(2), 119-126.
  21. & Death of the pedagogue: pluralism and non-didacticism. International Journal of Pluralism and Economics Education 5(3), 242
  22. & A re-examination of the opportunity and motivation effects underlying criminal activity. Criminology and Criminal Justice 14(4), 458-469.
  23. & Crime across the States: Are US Crime Rates Converging?. Urban Studies 50(9)-1741.
  24. β-convergence and the Cyclical Dynamics of UK Regional House Prices. Urban Studies 49(1), 203-218.
  25. β-convergence and the Cyclical Dynamics of UK Regional House Prices. Urban Studies 49(1), 203-218.
  26. An historical perspective on the forecasting performance of the Treasury Model: Forecasting the growth in UK consumers’ expenditure. Applied Economics 44(5), 555-563.
  27. & Are US Crime Rates Really Unit Root Processes?. Journal of Quantitative Criminology 27(3), 299-314.
  28. A re-examination of the stationarity of inflation. Journal of Applied Econometrics 24(6), 1047-1053.
  29. & 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.
  30. Cross-data-vintage Encompassing*. Oxford Bulletin of Economics and Statistics 70, 849-865.
  31. & A weighted symmetric cointegration test. Journal of Statistical Computation and Simulation 78(6)-565.
  32. 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.
  33. 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.
  34. The sensitivity of robust unit root tests. Journal of Applied Statistics 35(5), 547-557.
  35. Further analysis of spurious causality. Mathematics and Computers in Simulation 79(3), 647-651.
  36. A threshold cointegration test with increased power. Mathematics and Computers in Simulation 73(6)-392.
  37. On the relationship between mergers and economic activity: Evidence from an optimised hybrid method. Physica A: Statistical Mechanics and its Applications 379(2)-634.
  38. 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.
  39. The impact of GARCH on asymmetric unit root tests. Physica A: Statistical Mechanics and its Applications 369(2)-752.
  40. Testing for cointegration in the presence of mis-specified structural change. Statistics & Probability Letters 76(13)-1384.
  41. A disaggregated analysis of asymmetrical behaviour in the UK housing market. Urban Studies 43(11)-2074.
  42. The stationarity of consumption–income ratios: Evidence from minimum LM unit root testing. Economics Letters 89(1)-60.
  43. Regional house price behaviour in the UK: application of a joint testing procedure. Physica A: Statistical Mechanics and its Applications 345(3-4)-621.
  44. & Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests. Journal of Statistical Computation and Simulation 75(9)-729.
  45. On the semantic approach to econometric methodology. Journal of Economic Methodology 12(1)-123.
  46. & On the finite-sample size distortion of smooth transition unit root tests. Statistics & Probability Letters 70(3)-182.
  47. & Lag optimisation and finite-sample size distortion of unit root tests. Economics Letters 84(2)-274.
  48. A momentum-threshold autoregressive unit root test with increased power. Statistics & Probability Letters 67(4)-310.
  49. Finite-sample properties of modified unit root tests in the presence structural change. Applied Mathematics and Computation 149(3)-640.
  50. & Size distortion of asymmetric unit root tests in the presence of level shifts. Journal of Statistical Computation and Simulation 74(11)-819.
  51. Modified unit root tests and momentum threshold autoregressive processes. Statistics & Probability Letters 64(1)-88.
  52. 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.
  53. The convergence of regional house prices in the UK. Urban Studies 40(11)-2294.
  54. A Kuhnian perspective on econometric methodology. Journal of Economic Methodology 10(1)-78.
  55. Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment. Statistics & Probability Letters 60(1)-79.
  56. Observations on the practice of data-mining: comments on the JEM symposium. Journal of Economic Methodology 8(3)-419.
  57. & Statistical Properties of UK House Prices: An Analysis of Disaggregated Vintages. Urban Studies 37(11), 2045-2051.
  58. A neglected controversy in the modelling of consumers' expenditure. Cambridge Journal of Economics 24(2)-191.
  59. & The Asymmetric Effects of Monetary Policy: Some Results from a Macroeconometric Model. The Manchester School 68(4)-441.
  60. Long-run and short-run co-movement in UK consumption and income. Economics Letters 67(1)-13.
  61. & Statistical Properties of UK House Prices: An Analysis of Disaggregated Vintages. Urban Studies 37(11)-2055.
  62. & The power of tests for non-linearity: the case of Granger-Lee asymmetry. Economics Letters 62(2)-159.
  63. Methodological aspects of the encompassing principle. Journal of Economic Methodology 6(1)-78.

Other Research Outputs