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Information about:
Stephen George Hall

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Personal Details

First Name: Stephen
Middle Name: George
Last Name: Hall
Suffix:

RePEc Short-ID: pha110

Email:
Homepage:
Postal Address: Dept of Economics, University of Leicester, University Rd. Leicester,LE1 7RH, UK
Phone: +44(0)116 252 2827

Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
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  2. Number of Works
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Works

| Working papers | Articles | Editor | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Bettina Becker & Stephen G. Hall, 2009. "How Far From the Euro Area? Measuring Convergence of Inflation Rates in Eastern Europe," Discussion Papers in Economics 09/1, Department of Economics, University of Leicester. [Downloadable!]

  2. Bettina Becker & Stephen G. Hall, 2009. "Measuring Convergence of the New Member Countries’ Exchange Rates to the Euro," Discussion Papers in Economics 09/2, Department of Economics, University of Leicester. [Downloadable!]

  3. P.A.V.B. Swamy & George S. Tavlas & Stephen G. Hall & George Hondroyiannis, 2008. "Estimation of Parameters in the Presence of Model misspecification and Measurement Error," Discussion Papers in Economics 08/27, Department of Economics, University of Leicester. [Downloadable!]

  4. Stephen G Hall & Qian Guo, 2008. "A Test of the Balassa-Samuelson Effect Applied to Chinese Regional Data," Discussion Papers in Economics 08/8, Department of Economics, University of Leicester. [Downloadable!]

  5. Stephen G. Hall & Pavlos Petroulas, 2008. "Spatial Interdependencies of FDI Locations: A Lessening of the Tyranny of Distance?," Working Papers 67, Bank of Greece. [Downloadable!]
    Other versions:

  6. Stephen G. Hall & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas, 2008. "The New Keynesian Phillips Curve and Lagged Inflation: A Case of Spurious Correlation?," Discussion Papers in Economics 08/26, Department of Economics, University of Leicester. [Downloadable!]
    Other versions:

  7. Driver, Ciaran & Hall, Stephen G., 2007. "Production Constraints and the NAIRU," Economics Discussion Papers 2007-41, Kiel Institute for the World Economy. [Downloadable!]
    Published as:

  8. Bettina Becker & Stephen G. Hall, 2007. "A New Look at Economic Convergence in Europe: A Common Factor Approach," Discussion Paper Series 2007_09, Department of Economics, Loughborough University, revised Feb 2007. [Downloadable!]
    Published as:

  9. Stephen G.Hall & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas, 2007. "A Portofolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment," Working Papers 61, Bank of Greece. [Downloadable!]
    Other versions:

  10. Stephen G. Hall & George Hondroyiannis, 2006. "Measuring the Correlation of Shocks betweem the EU15 and the New Member Countries," Working Papers 31, Bank of Greece. [Downloadable!]
    Published as:

  11. Marco R. Barassi & Guglielmo Maria Caporale & Stephen G. Hall, 2006. "A Comparison Between Tests For Changes In The Adjustment Coefficients In Cointegrated Systems," Economics and Finance Discussion Papers 06-04, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]

  12. Ali Al-Eyd & Stephen Hall, 2006. "Financial Crisis, Effective Policy Rules and Bounded Rationality in a New Keynesian Framework," NIESR Discussion Papers 272, National Institute of Economic and Social Research. [Downloadable!]

  13. Bettina Becker & Stephan G Hall, 2005. "Non-Linear Properties of Currency Crises in Emerging Markets," Money Macro and Finance (MMF) Research Group Conference 2005 13, Money Macro and Finance Research Group. [Downloadable!]

  14. Stephen Hall & James Mitchell, 2004. "Optimal combination of density forecasts," NIESR Discussion Papers 248, National Institute of Economic and Social Research. [Downloadable!]

  15. Stephen Hall & James Mitchell, 2004. "Density Forecast Combination," NIESR Discussion Papers 249, National Institute of Economic and Social Research. [Downloadable!]

  16. Bettina Becker & Stephen Hall, 2004. "Testing the Pooling Assumption in an Industry Panel of R&D Investment: What Do We Learn?," NIESR Discussion Papers 241, National Institute of Economic and Social Research. [Downloadable!]

  17. Bettina Becker & Stephen G. Hall, 2003. "Foreign Direct Investment in Industrial R&D and Exchange Rate Uncertainty in the UK," NIESR Discussion Papers 217, National Institute of Economic and Social Research. [Downloadable!]
    Other versions:

  18. Stephen G. Hall & Nicholas G. Zonzilos, 2003. "An Indicator Measuring Underlying Economic Activity in Greece," Working Papers 04, Bank of Greece. [Downloadable!]

  19. S G Hall & B Yhap, 2003. "Measuring the Correlation of Shocks between the UK and the Core of Europe," NIESR Discussion Papers 213, National Institute of Economic and Social Research. [Downloadable!]
    Published as:

  20. Ray Barrell & Stephen Hall & Sylvia Gottschalk, 2003. "Foreign Direct Investment and Exchange Rate Uncertainty in Imperfectly Competitive Industries," NIESR Discussion Papers 220, National Institute of Economic and Social Research. [Downloadable!]
    Other versions:

  21. Chamberlin, Graeme & Stephen Hall & Brian Henry, 2002. "Bargaining Models and Identifying the Wage Equation," Royal Economic Society Annual Conference 2002 43, Royal Economic Society. [Downloadable!]

  22. Mike Beeby & S.G. Hall & Brian Henry, 2001. "Rational expectations and near rational alternatives: how best to form expectations," Working Paper Series 086, European Central Bank. [Downloadable!]

  23. Hall, S. & Mizon, G.E. & Welfe, A., 1999. "Modelling Economies in Transition: An Introduction," Discussion Paper Series In Economics And Econometrics 9919, Economics Division, School of Social Sciences, University of Southampton.
    Published as:

  24. Hall, S. & Sheperd, D., 1999. "Testing for Common Cycles in Money, Nominal Income and Prices," Department of Economics - Working Papers Series 697, The University of Melbourne.
    Published as:

  25. Stephen G. Hall & Jennifer V. Greenslade & S. G. Brian Henry, 1999. "On the Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices," Computing in Economics and Finance 1999 643, Society for Computational Economics.

  26. S. G. Brian Henry & Stephen G. Hall & James Nixon, 1999. "Inflation Targeting: The Delegation and Co-Ordination of Monetary Policy," Computing in Economics and Finance 1999 842, Society for Computational Economics.

  27. S. Hall & M. Solá, 1993. "Structural breaks and GARCH modelling," Documentos de Trabajo (working papers) 0793, Department of Economics - dECON.

  28. M. Funke & S. Hall & M. Solá, 1993. "Rational bubbles during Polland’s hiperinflation: implications and empirical evidence," Documentos de Trabajo (working papers) 1193, Department of Economics - dECON.
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    Published as:

  29. R Barrell & G Caporale & A Garrett & S Hall, . "Learning about Monetary Union: an analysis of boundedly rational learning in European labour markets," NIESR Discussion Papers 22, National Institute of Economic and Social Research.

  30. D M Egginton & S G Hall, . "An investigation of the effect of funding on the slope of the yield curve," Bank of England working papers 6, Bank of England.

  31. Rebecca Emerson & Stephen G. Hall & Anna Zalewska-Mitura, . "Evolving Market Efficiency with an Application to Some Bulgarian Shares," Ace Project Memoranda 96/18, Department of Economics, University of Leicester.
    Published as:

  32. Stephen Hall & Anna Zelweska-Mitura, . "Modelling Emerging Financial Markets and their Approach to Market Efficiency," Computing in Economics and Finance 1996 _066, Society for Computational Economics. [Downloadable!]

Articles

  1. Stephen G. Hall & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas, 2009. "Where Has All the Money Gone? Wealth and the Demand for Money in South Africa†," Journal of African Economies, Oxford University Press, vol. 18(1), pages 84-112, January. [Downloadable!] (restricted)

  2. Bettina Becker & Stephen G. Hall, 2009. "A new look at economic convergence in Europe: a common factor approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(1), pages 85-97. [Downloadable!]
    Other versions:

  3. Bettina Becker & Stephen Hall, 2009. "Foreign Direct Investment in R&D and Exchange Rate Uncertainty," Open Economies Review, Springer, vol. 20(2), pages 207-223, April. [Downloadable!] (restricted)

  4. Hall, Stephen G. & Driver, Ciaran F., 2008. "Production Constraints and the NAIRU," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2(11), pages 1-15. [Downloadable!]
    Other versions:

  5. Sylvia Gottschalk & Stephen Hall, 2008. "Foreign direct investment and exchange rate uncertainty in South-East Asia," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(4), pages 349-359. [Downloadable!]

  6. Hall, S.G. & Yhap, B., 2008. "Measuring the Correlation of Shocks Between the UK and the Core of Europe," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(1), pages 17-26, March. [Downloadable!]
    Other versions:

  7. Hall, Stephen G. & Mitchell, James, 2007. "Combining density forecasts," International Journal of Forecasting, Elsevier, vol. 23(1), pages 1-13. [Downloadable!] (restricted)

  8. Barrell, R. & Hall, S.G. & Hurst, I., 2006. "Evaluating policy feedback rules using the joint density function of a stochastic model," Economics Letters, Elsevier, vol. 93(1), pages 1-5, October. [Downloadable!] (restricted)

  9. Stephen Hall & George Hondroyiannis, 2006. "Measuring the correlation of shocks between the EU15 and the new member countries," Economic Change and Restructuring, Springer, vol. 39(1), pages 19-34, June. [Downloadable!] (restricted)
    Other versions:

  10. Marco R. Barassi & Guglielmo Maria Caporale & Stephen G. Hall, 2005. "Interest rate linkages: identifying structural relations," Applied Financial Economics, Taylor and Francis Journals, vol. 15(14), pages 977-986, October. [Downloadable!] (restricted)

  11. Barassi, Marco R. & Caporale, Guglielmo Maria & Hall, Stephen G., 2005. "Interest rate linkages: a Kalman filter approach to detecting structural change," Economic Modelling, Elsevier, vol. 22(2), pages 253-284, March. [Downloadable!] (restricted)

  12. Marco Barassi & Guglielmo Caporale & Stephen Hall, 2005. "A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates," Open Economies Review, Springer, vol. 16(2), pages 107-133, April. [Downloadable!] (restricted)

  13. James Mitchell & Stephen G. Hall, 2005. "Evaluating, Comparing and Combining Density Forecasts Using the KLIC with an Application to the Bank of England and NIESR 'Fan' Charts of Inflation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 995-1033, December. [Downloadable!] (restricted)

  14. Beeby M, Hall S. & Henry S.G.B & Marcet, A., 2004. "Expectations Formation and the 1990s ERM Crisis/Formación de expectativas y crisis del S.M.E en la década de los noventa," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 22, pages 161-174, Agosto. [Downloadable!] (restricted)

  15. Drew, Aaron & Hall, Viv B. & McDermott, C. John & Clair, Robert St., 2004. "Would adopting the Australian dollar provide superior monetary policy in New Zealand?," Economic Modelling, Elsevier, vol. 21(6), pages 949-964, December. [Downloadable!] (restricted)
    Other versions:

  16. Stephen Hall & David Shepherd, 2003. "Testing for Common Cycles in Money, Nominal Income and Prices," Manchester School, University of Manchester, vol. 71(Supplemen), pages 68-84, 09. [Downloadable!] (restricted)
    Other versions:

  17. Guglielmo Caporale & Michael Chui & Stephen Hall & Brian Henry, 2003. "Evaluating the Gains to Cooperation in the G-3," Empirica, Springer, vol. 30(4), pages 337-356, December. [Downloadable!] (restricted)

  18. Desai, Meghnad & Hall, Stephen G., 2003. "S.G.B. Henry: a memoir and a festschrift essay," Economic Modelling, Elsevier, vol. 20(2), pages 227-236, March. [Downloadable!] (restricted)

  19. Greenslade, Jennifer V. & Hall, Stephen G. & Henry, S. G. Brian, 2002. "On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices," Journal of Economic Dynamics and Control, Elsevier, vol. 26(9-10), pages 1517-1537, August. [Downloadable!] (restricted)

  20. Barria, J A & Hall, Stephen G, 2002. "A Non-parametric Approach to Pricing and Hedging Derivative Securities: With an Application to LIFFE Data," Computational Economics, Springer, vol. 19(3), pages 303-22, June. [Downloadable!]

  21. Guglielmo Caporale & Michael Chui & Bronwyn H. Hall & S. G. Brian Henry, 2002. "Modelling Economic Policy Responses with an Application to the G3," Annales d'Economie et de Statistique, ADRES, issue 67-68, pages 14, Juillet-D. [Downloadable!]

  22. Basdevant, Olivier & Hall, Stephen G., 2002. "The 1998 Russian crisis: could the exchange rate volatility have predicted it?," Journal of Policy Modeling, Elsevier, vol. 24(2), pages 151-168, May. [Downloadable!] (restricted)

  23. Ferre, Montserrat & Hall, Stephen G, 2002. "Foreign Exchange Market Efficiency and Cointegration," Applied Financial Economics, Taylor and Francis Journals, vol. 12(2), pages 131-39, February. [Downloadable!] (restricted)

  24. Hall, Stephen G & Basdevant, Olivier, 2002. " Measuring the Capital Stock in Russia: An Unobserved Component Model," Economic Change and Restructuring, Springer, vol. 35(4), pages 365-70. [Downloadable!] (restricted)

  25. Caporale, Guglielmo Maria & Chui, Michael & Hall, Stephen G. & Henry, Brian, 2001. "Coordination and price shocks: an empirical analysis," Economic Modelling, Elsevier, vol. 18(4), pages 569-584, December. [Downloadable!] (restricted)

  26. Liu, H & Hall, Stephen G, 2001. "Creating High-Frequency National Accounts with State-Space Modelling: A Monte Carlo Experiment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(6), pages 441-49, September.

  27. Barassi, Marco R & Caporale, Guglielmo Maria & Hall, Stephen G, 2001. "Irreducibility and Structural Cointegrating Relations: An Application to the G-7 Long-Term Interest Rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(2), pages 127-38, April. [Downloadable!] (restricted)

  28. Hall, Stephen & Mizon, Grayham E. & Welfe, Aleksander, 2000. "Modelling economies in transition: an introduction," Economic Modelling, Elsevier, vol. 17(3), pages 339-357, August. [Downloadable!] (restricted)
    Other versions:

  29. Hall, Stephen & Nixon, James, 2000. "Unemployment and the capital stock: a dynamic structural model of the UK supply side," Economic Modelling, Elsevier, vol. 17(3), pages 415-437, August. [Downloadable!] (restricted)

  30. Zalewska-Mitura, Anna & Hall, Stephen G, 2000. " Do Market Participants Learn? The Case of the Budapest Stock Exchange," Economic Change and Restructuring, Springer, vol. 33(1-2), pages 3-18. [Downloadable!] (restricted)

  31. Boone, Laurence & Hall, Stephen G, 1999. "Stylized Facts of the Business Cycle Revisited: A Structural Modelling Approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 4(3), pages 253-68, July. [Downloadable!] (restricted)

  32. Funke, Michael & Hall, Stephen & Ruhwedel, Ralf, 1999. "Shock Hunting: The Relative Importance of Industry-Specific, Region-Specific and Aggregate Shocks in the OECD Countries," Manchester School, University of Manchester, vol. 67(0), pages 49-65, Supplemen. [Downloadable!] (restricted)

  33. Hall, Stephen G & Psaradakis, Zacharias & Sola, Martin, 1999. "Detecting Periodically Collapsing Bubbles: A Markov-Switching Unit Root Test," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(2), pages 143-54, March-Apr. [Downloadable!]

  34. Zalewska-Mitura, Anna & Hall, Stephen G., 1999. "Examining the first stages of market performance: a test for evolving market efficiency," Economics Letters, Elsevier, vol. 64(1), pages 1-12, July. [Downloadable!] (restricted)

  35. Hall, Stephen & Lazarova, Stepana & Urga, Giovanni, 1999. " A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(0), pages 749-67, Special I. [Downloadable!] (restricted)

  36. Andrew Sentance & Stephen Hall & John O'Sullivan, 1998. "Modelling and forecasting UK public finances," Fiscal Studies, Institute for Fiscal Studies, vol. 19(1), pages 63-81, February. [Downloadable!]

  37. Michael Funke & Stephen Hall, 1998. "Aggregate demand and aggregate supply in UK regions," Journal of Economic Studies, Emerald Group Publishing, vol. 25(4), pages 260-276, September. [Downloadable!] (restricted)

  38. Garratt, Anthony & Hall, Stephen G., 1997. "E-equilibria and adaptive expectations: Output and inflation in the LBS model," Journal of Economic Dynamics and Control, Elsevier, vol. 21(7), pages 1149-1171, June. [Downloadable!] (restricted)

  39. Barrell, Ray & Caporale, Guglielmo Maria & Hall, Stephen & Garratt, Anthony, 1997. "Learning about monetary union: An analysis of bounded rational learning in European labor markets," Journal of Policy Modeling, Elsevier, vol. 19(5), pages 469-489, October. [Downloadable!] (restricted)

  40. Emerson, Rebecca & Hall, Stephen G & Zalewska-Mitura, Anna, 1997. " Evolving Market Efficiency with an Application to Some Bulgarian Shares," Economic Change and Restructuring, Springer, vol. 30(2-3), pages 75-90. [Downloadable!] (restricted)
    Other versions:
    Published as:

  41. Hall, Stephen G & Robertson D & Wickens, M R, 1997. "Measuring Economic Convergence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 2(2), pages 131-43, April. [Downloadable!] (restricted)

  42. Hall, Stephen & Psaradakis, Zacharias & Sola, Martin, 1997. "Switching error-correction models of house prices in the United Kingdom," Economic Modelling, Elsevier, vol. 14(4), pages 517-527, October. [Downloadable!] (restricted)

  43. Gupta, Sujata & Hall, Stephen, 1997. "Stabilizing energy related CO2 emissions for India," Energy Economics, Elsevier, vol. 19(1), pages 125-150, March. [Downloadable!] (restricted)

  44. Funke, Michael & Hall, Stephen & Sola, Martin, 1997. "Empirical Properties of the Black Market Zloty-Dollar Exchange Rate, 1955-1990," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 2(1), pages 29-37, January. [Downloadable!] (restricted)

  45. Hall, Stephen G & Psaradakis, Zacharias & Sola, Martin, 1997. "Cointegration and Changes in Regime: The Japanese Consumption Function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(2), pages 151-68, March-Apr. [Downloadable!]

  46. Boone, Laurence & Hall, Stephen & Kemball-Cook, David, 1996. "Endogenous technical progress in fossil fuel demand: The case of France," Journal of Policy Modeling, Elsevier, vol. 18(2), pages 141-155, April. [Downloadable!] (restricted)

  47. Garratt, Anthony & Hall, Stephen G, 1996. "Measuring Underlying Economic Activity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(2), pages 135-51, March-Apr. [Downloadable!] (restricted)

  48. Gupta, Sujata & Hall, Stephen G., 1996. "Carbon abatement costs: an integrated approach for India," Environment and Development Economics, Cambridge University Press, vol. 1(01), pages 41-63, February. [Downloadable!]

  49. Greenslade, Jennifer V. & Hall, Stephen G., 1996. "Modelling economies subject to structural change: The case of Germany," Economic Modelling, Elsevier, vol. 13(4), pages 545-559, October. [Downloadable!] (restricted)

  50. Garratt, Anthony & Hall, Stephen G, 1995. "A Proposed Framework for Monetary Policy," Applied Economics Letters, Taylor and Francis Journals, vol. 2(5), pages 135-38, May. [Downloadable!] (restricted)

  51. Hall, S. G. & Garratt, A., 1995. "Model consistent learning and regime switching in the London Business School model," Economic Modelling, Elsevier, vol. 12(2), pages 87-95, April. [Downloadable!] (restricted)

  52. Hall, Stephen, 1995. "Macroeconomics and a Bit More Reality," Economic Journal, Royal Economic Society, vol. 105(431), pages 974-88, July. [Downloadable!] (restricted)

  53. Geroski, P A & Hall, S G, 1995. "Price and Quantity Responses to Cost and Demand Shocks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 57(2), pages 185-204, May.

  54. Funke, Michael & Hall, Stephen, 1994. "Is the Bundesbank Different from Other Central Banks: A Study Based on P," Empirical Economics, Springer, vol. 19(4), pages 691-707.

  55. Hall, Stephen G & O'Sullivan, John, 1994. " Forecasting Economies in Transition: The Case of Romania," Economic Change and Restructuring, Springer, vol. 27(3), pages 175-84.

  56. Becker, R. & Hall, S. & Rustem, B., 1994. "Robust optimal decisions with stochastic nonlinear economic systems," Journal of Economic Dynamics and Control, Elsevier, vol. 18(1), pages 125-147, January. [Downloadable!] (restricted)

  57. Hall, Stephen G & Milne, Alistair, 1994. "The Relevance of P-Star Analysis to UK Monetary Policy," Economic Journal, Royal Economic Society, vol. 104(424), pages 597-604, May. [Downloadable!] (restricted)

  58. Hall, Stephen & Zegras, Christopher & Rojas, Henry Malbrán, 1994. "Transportation and energy in Santiago, Chile," Transport Policy, Elsevier, vol. 1(4), pages 233-243, October. [Downloadable!] (restricted)

  59. Funke, Michael & Hall, Stephen & Sola, Martin, 1994. "Rational bubbles during Poland's hyperinflation: Implications and empirical evidence," European Economic Review, Elsevier, vol. 38(6), pages 1257-1276, June. [Downloadable!] (restricted)
    Other versions:

  60. Hall, S G, 1993. "Modelling the Sterling Effective Exchange Rate Using Expectations and Learning," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 61(3), pages 270-86, September.

  61. Hall, John & Hofer, Charles W., 1993. "Venture capitalists' decision criteria in new venture evaluation," Journal of Business Venturing, Elsevier, vol. 8(1), pages 25-42, January. [Downloadable!] (restricted)

  62. Hall, Stephen G, 1993. " Modelling Structural Change Using the Kalman Filter," Economic Change and Restructuring, Springer, vol. 26(1), pages 1-13.

  63. Hall, S G & Henry, S G B & Pemberton, M, 1992. "Testing a Discrete Switching Disequilibrium Model of the UK Labour Market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(1), pages 83-91, Jan.-Marc. [Downloadable!] (restricted)

  64. Hall, S G & Robertson, D & Wickens, M R, 1992. "Measuring Convergence of the EC Economies," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 60(0), pages 99-111, Supplemen.

  65. Hall, Stephen G & Miles, David K, 1992. "Measuring Efficiency and Risk in the Major Bond Markets," Oxford Economic Papers, Oxford University Press, vol. 44(4), pages 599-625, October. [Downloadable!] (restricted)

  66. Hall, S G & Patterson, K D, 1992. "A Systems Approach to the Relationship between Consumption and Wealth," Applied Economics, Taylor and Francis Journals, vol. 24(10), pages 1165-71, October.

  67. Haldane, A G & Hall, S G, 1991. "Sterling's Relationship with the Dollar and the Deutschemark: 1976-89," Economic Journal, Royal Economic Society, vol. 101(406), pages 436-43, May. [Downloadable!] (restricted)

  68. Davidson, James & Hall, Stephen, 1991. "Cointegration in Recursive Systems," Economic Journal, Royal Economic Society, vol. 101(405), pages 239-51, March. [Downloadable!] (restricted)

  69. Hall, S G, 1991. "An Application of the Stochastic GARCH-in-Mean Model to Risk Premia in the London Metal Exchange," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 59(0), pages 57-71, Supplemen.

  70. Hall, S G, 1991. "The Effect of Varying Length VAR Models on the Maximum Likelihood Estimates of Cointegrating Vectors," Scottish Journal of Political Economy, Scottish Economic Society, vol. 38(4), pages 317-23, November.

  71. Hall, S G & Stephenson, M J, 1990. "An Algorithm for the Solution of Stochastic Optimal Control Problems for Large Nonlinear Econometric Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(4), pages 393-99, Oct.-Dec.. [Downloadable!] (restricted)

  72. Callen, T S & Hall, S G & Henry, S G B, 1990. "Manufacturing Stocks: Expectations, Risk and Co-integration," Economic Journal, Royal Economic Society, vol. 100(402), pages 756-72, September. [Downloadable!] (restricted)

  73. Drobny, A & Hall, S G, 1989. "An Investigation of the Long-run Properties of Aggregate Non-durable Consumers' Expenditure in the United Kingdom," Economic Journal, Royal Economic Society, vol. 99(396), pages 454-60, June. [Downloadable!] (restricted)

  74. Hall, S G, et al, 1989. "The UK Labour Market; Expectations and Disequilibrium," Applied Economics, Taylor and Francis Journals, vol. 21(11), pages 1509-23, November.

  75. Hall, Stephen G & Miles, David K & Taylor, Mark P, 1989. "Modelling Asset Prices with Time-Varying Betas," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 57(4), pages 340-56, December.

  76. Hall, S G, 1989. "Maximum Likelihood Estimation of Cointegration Vectors: An Example of the Johansen Procedure," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 51(2), pages 213-18, March.

  77. Hall, S G, 1988. "Rationality and Siegel's Paradox, the Importance of Coherency in Expectations," Applied Economics, Taylor and Francis Journals, vol. 20(11), pages 1533-40, November.

  78. Hall, S G & Kennally, G F, 1988. "Analysing Unstable Policy Prescriptions in Linear Difference Models with Rational Expectations," Bulletin of Economic Research, Blackwell Publishing, vol. 40(3), pages 217-25, June.

  79. Hall, S G, 1987. "An Investigation of Time Inconsistency and Optimal Policy Formulation in the Presence of Rational Expectations Using the National Institute's Model 7," Applied Economics, Taylor and Francis Journals, vol. 19(9), pages 1175-85, September.

  80. Hall, S G, 1987. "A Forward Looking Model of the Exchange Rate," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 2(1), pages 47-60, January. [Downloadable!] (restricted)

  81. Hall, S. G. & Henry, S. G. B., 1986. "A dynamic econometric model of the UK with rational expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 10(1-2), pages 219-223, June. [Downloadable!] (restricted)

  82. Hall, S. G., 1986. "Time inconsistency and optimal policy formulation in the presence of rational expectations," Journal of Economic Dynamics and Control, Elsevier, vol. 10(1-2), pages 323-326, June. [Downloadable!] (restricted)

  83. Hall, S. G. & Brooks, S. J., 1986. "The use of prior regressions in the estimation of error correction models," Economics Letters, Elsevier, vol. 20(1), pages 33-37. [Downloadable!] (restricted)

  84. Hall, Stephen & Henry, Brian & Payne, Judith & Wren-Lewis, Simon, 1986. "Forecasting employment : The role of forward-looking behaviour," International Journal of Forecasting, Elsevier, vol. 2(4), pages 435-445. [Downloadable!] (restricted)

  85. Hall, S G & Henry, S G B & Johns, C B, 1986. "Forecasting with an Econometric Model: Some Recent Results Using the National Institute Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(2), pages 163-83, April. [Downloadable!] (restricted)

  86. Hall, S G, 1986. "The Application of Stochastic Simulation Techniques to the National Institute's Model 7," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 54(2), pages 180-201, June.

  87. Hall, S G, 1986. "An Application of the Granger & Engle Two-Step Estimation Procedure to United Kingdom Aggregate Wage Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 48(3), pages 229-39, August.

  88. Hall, S G, 1986. "Estimating the Uncertainty of the Simulation Properties of Large Nonlinear Econometric Models," Applied Economics, Taylor and Francis Journals, vol. 18(9), pages 985-93, September.

  89. Hall, S. G. & Henry, S. G. B. & Markandya, A. & Pemberton, M., 1986. "Disequilibrium models with rational expectations : An application to the UK labour market," Economics Letters, Elsevier, vol. 21(3), pages 215-220. [Downloadable!] (restricted)

  90. Hall, Stephen G & Henry, S G B & Wren-Lewis, Simon, 1986. "Manufacturing Stocks and Forward-Looking Expectations in the UK," Economica, London School of Economics and Political Science, vol. 53(212), pages 447-65, November. [Downloadable!] (restricted)

  91. Hall, S G & Henry, S G B & Johns, C B, 1985. "Forecasting with a Rational Expectations Model of the UK: A Comment," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 47(4), pages 337-45, November.

  92. Hall, S G, 1985. "On the Solution of Large Economic Models with Consistent Expectations," Bulletin of Economic Research, Blackwell Publishing, vol. 37(2), pages 157-61, May.

  93. Hall, S G, 1984. "On the Solution of High Order, Symmetric, Difference Equations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 46(1), pages 85-88, February.

  94. Hall, S G, 1983. "Money and the Walrasian Utility Function," Oxford Economic Papers, Oxford University Press, vol. 35(2), pages 247-53, July. [Downloadable!] (restricted)

  95. Hall, Stephen G, 1982. "Money and the Economics of Leon Walras," Scottish Journal of Political Economy, Scottish Economic Society, vol. 29(3), pages 246-55, November.

  96. Hall, Stephen, 1980. "Scarcity, energy and economic progress : by Ferdinand E. Banks 200 pp, [UK pound]10.50, Lexington books, Lexington, MA, 1978," Energy Economics, Elsevier, vol. 2(1), pages 60-61, January. [Downloadable!] (restricted)

Editor

  1. Economic Modelling, Elsevier.

NEP Fields

23 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (7) 2006-12-09 2007-12-15 2008-03-25 2008-04-29 2008-08-31 2009-01-31 2009-01-31 Author is listed
  2. NEP-CNA: China (1) 2008-03-25
  3. NEP-DEV: Development (1) 2008-03-25
  4. NEP-ECM: Econometrics (4) 2005-10-29 2005-10-29 2008-08-31 2008-08-31
  5. NEP-EEC: European Economics (7) 2003-05-15 2006-11-18 2007-04-09 2007-12-15 2008-04-29 2009-01-31 2009-01-31 Author is listed
  6. NEP-ETS: Econometric Time Series (3) 1999-07-12 2005-10-29 2005-10-29
  7. NEP-FMK: Financial Markets (1) 2006-03-05
  8. NEP-FOR: Forecasting (2) 2005-10-29 2005-10-29
  9. NEP-GEO: Economic Geography (3) 2008-03-25 2008-05-17 2008-08-31
  10. NEP-IFN: International Finance (5) 2003-05-15 2003-07-21 2004-09-30 2006-12-09 2009-01-31 Author is listed
  11. NEP-INO: Innovation (2) 2003-06-16 2005-10-29
  12. NEP-MAC: Macroeconomics (8) 2005-10-29 2006-11-18 2006-12-09 2007-10-20 2007-12-15 2008-04-29 2008-08-31 2009-01-31 Author is listed
  13. NEP-MON: Monetary Economics (5) 1999-07-12 2006-12-09 2007-12-15 2008-04-29 2009-01-31 Author is listed
  14. NEP-SEA: South East Asia (1) 2006-12-09
  15. NEP-TRA: Transition Economics (3) 2008-03-25 2009-01-31 2009-01-31
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