Applied Financial Economics, Volume 21, Issue 1-2 (2011)

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Applied Financial Economics, Volume 21, Issue 1-2 (2011)

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A Tribute to Sir Clive Granger

Editorial

Editorial
Special issue in honour of Clive Granger
Mark P. Taylor
Pages: 1-2
Published online: 03 Dec 2010
AbstractforSpecial issue in honour of Clive Granger | Full Text | PDF (55.8 KB)
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Conference keynote

Article
The Applied Economics journals: a personal reflection
Sir Clive W. J. Granger†
Pages: 3-5
Published online: 03 Dec 2010
First Page PreviewforThe Applied Economics journals: a personal reflection | Full Text | References | PDF (65.7 KB)
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Original Articles

Article
Modelling the Phillips curve with unobserved components
Andrew Harvey
Pages: 7-17
Published online: 03 Dec 2010
AbstractforModelling the Phillips curve with unobserved components | Full Text | References | PDF (279.4 KB)
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Article
Revisiting UK consumers’ expenditure: cointegration, breaks and robust forecasts
David F. Hendry
Pages: 19-32
Published online: 03 Dec 2010
AbstractforRevisiting UK consumers’ expenditure: cointegration, breaks and robust forecasts | Full Text | References | PDF (399.8 KB)
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Article
Combining forecasts – forty years later
Kenneth F. Wallis
Pages: 33-41
Published online: 03 Dec 2010
AbstractforCombining forecasts – forty years later | Full Text | References | PDF (178.4 KB)
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Article
Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators
Nii Ayi Armah & Norman R. Swanson
Pages: 43-60
Published online: 03 Dec 2010
AbstractforSome variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators | Full Text | References | PDF (255.6 KB)
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Article
Does news on real Chinese GDP growth impact stock markets?
Philip Hans Franses & Heleen Mees
Pages: 61-66
Published online: 03 Dec 2010
AbstractforDoes news on real Chinese GDP growth impact stock markets? | Full Text | References | PDF (137.3 KB)
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Article
Stylized facts of return series, robust estimates and three popular models of volatility
Timo Teräsvirta & Zhenfang Zhao†
Pages: 67-94
Published online: 03 Dec 2010
AbstractforStylized facts of return series, robust estimates and three popular models of volatility | Full Text | References | PDF (6.2 MB)
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Article
The euro introduction and noneuro currencies
Dick van Dijk, Haris Munandar & Christian M. Hafner
Pages: 95-116
Published online: 03 Dec 2010
AbstractforThe euro introduction and noneuro currencies | Full Text | References | PDF (1.1 MB)
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Miscellany

The Sir Clive Granger Memorial Best Paper Prize 2011
Page: 117
Published online: 03 Dec 2010
CitationforThe Sir Clive Granger Memorial Best Paper Prize 2011 | PDF (4.3 MB)
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