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David Byers

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Personal Details

First Name:David
Middle Name:
Last Name:Byers
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RePEc Short-ID:pby3
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Affiliation

Economics Section
Cardiff Business School
Cardiff University

Cardiff, United Kingdom
http://www.cardiff.ac.uk/business-school/research/themes/economics
RePEc:edi:ecscfuk (more details at EDIRC)

Research output

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Jump to: Working papers Articles

Working papers

  1. D Byers & D Peel & D A Thomas, 2005. "Habit, aggregation and long memory: evidence from television audience data," Working Papers 567397, Lancaster University Management School, Economics Department.
  2. D Byers & J Davidson & D Peel, 2005. "The long memory model of political support: some further results," Working Papers 574090, Lancaster University Management School, Economics Department.

Articles

  1. David Byers & James Davidson & David Peel, 2007. "The long memory model of political support: some further results," Applied Economics, Taylor & Francis Journals, vol. 39(20), pages 2547-2552.
  2. John Byers & David Peel & Dennis Thomas, 2007. "Habit, aggregation and long memory: evidence from television audience data," Applied Economics, Taylor & Francis Journals, vol. 39(3), pages 321-327.
  3. J. D. Byers & D. A. Peel, 2003. "Another example of a non-linear time series with misleading linear properties," Applied Economics Letters, Taylor & Francis Journals, vol. 10(1), pages 47-51.
  4. David Byers & James Davidson & David Peel, 2002. "Modelling political popularity: a correction," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 165(1), pages 187-189, February.
  5. J. D. Byers & D. A. Peel, 2001. "Volatility persistence in asset markets: long memory in high/low prices," Applied Financial Economics, Taylor & Francis Journals, vol. 11(3), pages 253-260.
  6. J. D. Byers & D. A. Peel, 2000. "Non‐Linear Dynamics of Inflation in High Inflation Economies," Manchester School, University of Manchester, vol. 68(s1), pages 23-37.
  7. David Byers & James Davidson & David Peel, 1997. "Modelling Political Popularity: an Analysis of Long‐range Dependence in Opinion Poll Series," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 160(3), pages 471-490, September.
  8. Byers, J D & Peel, D A, 1996. "Long-Memory Risk Premia in Exchange Rates," The Manchester School of Economic & Social Studies, University of Manchester, vol. 64(4), pages 421-438, December.
  9. J. D. Byers & D. A. Peel, 1995. "Evidence on volatility spillovers in the interwar floating exchange rate period based on high/low prices," Applied Economics Letters, Taylor & Francis Journals, vol. 2(10), pages 394-396.
  10. J. D. Byers & D. A. Peel, 1995. "Bilinear quadratic ARCH and volatility spillovers in inter-war exchange rates," Applied Economics Letters, Taylor & Francis Journals, vol. 2(7), pages 215-219.
  11. J. D. Byers & D. A. Peel, 1994. "Cross country evidence on nonlinearity in industrial production between the wars," Applied Economics Letters, Taylor & Francis Journals, vol. 1(5), pages 77-80.
  12. Byers, Dave, 1992. "Microfit 3.0," Journal of Economic Surveys, Wiley Blackwell, vol. 6(3), pages 287-297.
  13. Byers, J. D. & Peel, D. A., 1991. "Some evidence on the efficiency of the sterling-dollar and sterling-franc forward exchange rates in the interwar period," Economics Letters, Elsevier, vol. 35(3), pages 317-322, March.
  14. Byers, David, 1991. "Econometric modelling of agricultural commodity markets : David Hallam, (Routledge, London, UK, 1990), [UK pound]35.00, ISBN 0-415-00405-5," International Journal of Forecasting, Elsevier, vol. 7(2), pages 248-249, August.
  15. Byers, J. D., 1990. "Steady-state productivity relationships : Estimation and some implications," Economics Letters, Elsevier, vol. 33(4), pages 325-328, August.
  16. J. D. Byers & D. A. Peel, 1989. "The Determinants of Arms Expenditures of NATO and the Warsaw Pact: Some Further Evidence," Journal of Peace Research, Peace Research Institute Oslo, vol. 26(1), pages 69-77, February.
  17. Byers, David, 1988. "Data-FIT," Journal of Economic Surveys, Wiley Blackwell, vol. 2(3), pages 265-272.
  18. Byers, J David & Peel, David A, 1985. "Some Further Evidence on the Predictability of UK Asset Prices [Efficient Capital Markets: A Review of Theory and Empirical Work]," Bulletin of Economic Research, Wiley Blackwell, vol. 37(3), pages 249-257, September.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. D Byers & D Peel & D A Thomas, 2005. "Habit, aggregation and long memory: evidence from television audience data," Working Papers 567397, Lancaster University Management School, Economics Department.

    Cited by:

    1. McHale, I.G. & Peel, D.A., 2010. "Habit and long memory in UK lottery sales," Economics Letters, Elsevier, vol. 109(1), pages 7-10, October.

  2. D Byers & J Davidson & D Peel, 2005. "The long memory model of political support: some further results," Working Papers 574090, Lancaster University Management School, Economics Department.

    Cited by:

    1. Maggie E. C. Jones & Morten Ørregaard Nielsen & Michael Ksawery Popiel, 2014. "A fractionally cointegrated VAR analysis of economic voting and political support," CREATES Research Papers 2014-23, Department of Economics and Business Economics, Aarhus University.
    2. Hassler, Uwe & Hosseinkouchack, Mehdi, 2014. "Effect of the order of fractional integration on impulse responses," Economics Letters, Elsevier, vol. 125(2), pages 311-314.
    3. Morten Ørregaard Nielsen & Sergei S. Shibaev, 2016. "Forecasting daily political opinion polls using the fractionally cointegrated VAR model," CREATES Research Papers 2016-30, Department of Economics and Business Economics, Aarhus University.
    4. Javier Haulde & Morten Ørregaard Nielsen, 2022. "Fractional integration and cointegration," CREATES Research Papers 2022-02, Department of Economics and Business Economics, Aarhus University.
    5. Alexander Boca Saravia & Gabriel Rodríguez, 2022. "Presidential approval in Peru: an empirical analysis using a fractionally cointegrated VAR," Economic Change and Restructuring, Springer, vol. 55(3), pages 1973-2010, August.

Articles

  1. David Byers & James Davidson & David Peel, 2007. "The long memory model of political support: some further results," Applied Economics, Taylor & Francis Journals, vol. 39(20), pages 2547-2552.
    See citations under working paper version above.
  2. John Byers & David Peel & Dennis Thomas, 2007. "Habit, aggregation and long memory: evidence from television audience data," Applied Economics, Taylor & Francis Journals, vol. 39(3), pages 321-327.
    See citations under working paper version above.
  3. J. D. Byers & D. A. Peel, 2003. "Another example of a non-linear time series with misleading linear properties," Applied Economics Letters, Taylor & Francis Journals, vol. 10(1), pages 47-51.

    Cited by:

    1. McMillan, David G., 2009. "Are share prices still too high?," Research in International Business and Finance, Elsevier, vol. 23(3), pages 223-232, September.
    2. Ahmad, Yamin & Craighead, William D., 2011. "Temporal aggregation and purchasing power parity persistence," Journal of International Money and Finance, Elsevier, vol. 30(5), pages 817-830, September.
    3. David G. McMillan, 2010. "Level‐shifts and non‐linearity in US financial ratios," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 9(2), pages 189-207, May.
    4. McMillan, David G., 2007. "Bubbles in the dividend-price ratio? Evidence from an asymmetric exponential smooth-transition model," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 787-804, March.
    5. David G. McMillan, 2009. "Are Uk Share Prices Too High? Fundamental Value Or New Era," Bulletin of Economic Research, Wiley Blackwell, vol. 61(1), pages 1-20, January.

  4. David Byers & James Davidson & David Peel, 2002. "Modelling political popularity: a correction," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 165(1), pages 187-189, February.

    Cited by:

    1. Davidson, James & Hashimzade, Nigar, 2009. "Type I and type II fractional Brownian motions: A reconsideration," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2089-2106, April.
    2. David Byers & James Davidson & David Peel, 2007. "The long memory model of political support: some further results," Applied Economics, Taylor & Francis Journals, vol. 39(20), pages 2547-2552.
    3. Davidson, James & Sibbertsen, Philipp, 2002. "Generating schemes for long memory processes: Regimes, aggregation and linearity," Technical Reports 2002,46, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    4. Morten Ørregaard Nielsen & Sergei S. Shibaev, 2016. "Forecasting daily political opinion polls using the fractionally cointegrated VAR model," CREATES Research Papers 2016-30, Department of Economics and Business Economics, Aarhus University.
    5. Eisinga, Rob & Franses, Philip Hans & Ooms, Marius, 1999. "Forecasting long memory left-right political orientations," International Journal of Forecasting, Elsevier, vol. 15(2), pages 185-199, April.
    6. D Byers & D Peel & D A Thomas, 2005. "Habit, aggregation and long memory: evidence from television audience data," Working Papers 567397, Lancaster University Management School, Economics Department.
    7. Davidson, James & Terasvirta, Timo, 2002. "Long memory and nonlinear time series," Journal of Econometrics, Elsevier, vol. 110(2), pages 105-112, October.

  5. J. D. Byers & D. A. Peel, 2001. "Volatility persistence in asset markets: long memory in high/low prices," Applied Financial Economics, Taylor & Francis Journals, vol. 11(3), pages 253-260.

    Cited by:

    1. Jonathan A. Batten & Cetin Ciner & Brian M. Lucey, 2014. "Which Precious Metals Spill Over on Which, When and Why? – Some Evidence," The Institute for International Integration Studies Discussion Paper Series iiisdp460, IIIS.
    2. Batten, Jonathan A. & Ellis, Craig A., 2005. "Paramater estimation bias and volatility scaling in Black-Scholes option prices," International Review of Financial Analysis, Elsevier, vol. 14(2), pages 165-176.
    3. O'Connor, Fergal & Lucey, Brian & Batten, Jonathan & Baur, Dirk, 2015. "The Financial Economics of Gold - a survey," MPRA Paper 65484, University Library of Munich, Germany.
    4. A. Assaf, 2007. "Fractional integration in the equity markets of MENA region," Applied Financial Economics, Taylor & Francis Journals, vol. 17(9), pages 709-723.
    5. Výrost, Tomáš & Baumöhl, Eduard & Lyócsa, Štefan, 2011. "On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries," MPRA Paper 27927, University Library of Munich, Germany.
    6. Peter G. Szilagyi & Jonathan A. Batten, 2006. "Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen," The Institute for International Integration Studies Discussion Paper Series iiisdp128, IIIS.

  6. J. D. Byers & D. A. Peel, 2000. "Non‐Linear Dynamics of Inflation in High Inflation Economies," Manchester School, University of Manchester, vol. 68(s1), pages 23-37.

    Cited by:

    1. Ivan Paya & David Peel, 2005. "The process followed by PPP data. On the properties of linearity tests," Applied Economics, Taylor & Francis Journals, vol. 37(21), pages 2515-2522.
    2. Ivan Paya & David A. Peel, 2003. "Purchasing Power Parity Adjustment Speeds in High Frequency Data when the Equilibrium Real Exchange Rate is Proxied by a Deterministic Trend," Manchester School, University of Manchester, vol. 71(s1), pages 39-53, September.
    3. Bob Nobay & Ivan Paya & David A. Peel, 2007. "Inflation Dynamics in the US -A Nonlinear Perspective," FMG Discussion Papers dp601, Financial Markets Group.
    4. Ivan Paya & David A. Peel, 2004. "Temporal Aggregation Of An Estar Process: Some Implications For Purchasing Power Parity Adjustment," Working Papers. Serie AD 2004-25, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    5. Carlos Usabiaga & Diego Romero-Ávila, 2012. "New Disaggregate Evidence on Spanish Inflation Persistence," EcoMod2012 3800, EcoMod.
    6. J. D. Byers & D. A. Peel, 2003. "Another example of a non-linear time series with misleading linear properties," Applied Economics Letters, Taylor & Francis Journals, vol. 10(1), pages 47-51.

  7. David Byers & James Davidson & David Peel, 1997. "Modelling Political Popularity: an Analysis of Long‐range Dependence in Opinion Poll Series," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 160(3), pages 471-490, September.

    Cited by:

    1. Maggie E. C. Jones & Morten Ørregaard Nielsen & Michael Ksawery Popiel, 2014. "A fractionally cointegrated VAR analysis of economic voting and political support," CREATES Research Papers 2014-23, Department of Economics and Business Economics, Aarhus University.
    2. McHale, I.G. & Peel, D.A., 2010. "Habit and long memory in UK lottery sales," Economics Letters, Elsevier, vol. 109(1), pages 7-10, October.
    3. Sandro Brusco & Jaideep Roy, 2015. "Cycles in Public Opinion and the Dynamics of Stable Party Systems," Department of Economics Working Papers 15-04, Stony Brook University, Department of Economics.
    4. Davidson, James & Hashimzade, Nigar, 2009. "Type I and type II fractional Brownian motions: A reconsideration," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 2089-2106, April.
    5. David Byers & James Davidson & David Peel, 2007. "The long memory model of political support: some further results," Applied Economics, Taylor & Francis Journals, vol. 39(20), pages 2547-2552.
    6. Laura Mayoral, 2005. "The persistence of inflation in OECD countries: A fractionally integrated approach," Economics Working Papers 958, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2005.
    7. Xenia Frei & Sebastian Langer & Robert Lehmann & Felix Roesel, 2020. "Electoral Externalities in Federations – Evidence from German Opinion Polls," Kyklos, Wiley Blackwell, vol. 73(2), pages 227-252, May.
    8. Søren Johansen & Morten Ørregaard Nielsen, 2012. "The role of initial values in nonstationary fractional time series models," CREATES Research Papers 2012-47, Department of Economics and Business Economics, Aarhus University.
    9. Davidson, James & Sibbertsen, Philipp, 2002. "Generating schemes for long memory processes: Regimes, aggregation and linearity," Technical Reports 2002,46, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    10. Hassler, Uwe & Hosseinkouchack, Mehdi, 2014. "Effect of the order of fractional integration on impulse responses," Economics Letters, Elsevier, vol. 125(2), pages 311-314.
    11. Morten Ørregaard Nielsen & Sergei S. Shibaev, 2016. "Forecasting daily political opinion polls using the fractionally cointegrated VAR model," CREATES Research Papers 2016-30, Department of Economics and Business Economics, Aarhus University.
    12. Andrea Monticini & Francesco Ravazzolo, 2014. "Forecasting the intraday market price of money," DISCE - Working Papers del Dipartimento di Economia e Finanza def010, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
    13. Kirman Alan & Teyssière Gilles, 2002. "Microeconomic Models for Long Memory in the Volatility of Financial Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(4), pages 1-23, January.
    14. Javier Haulde & Morten Ørregaard Nielsen, 2022. "Fractional integration and cointegration," CREATES Research Papers 2022-02, Department of Economics and Business Economics, Aarhus University.
    15. Davidson James E. H. & Peel David A & Byers J. David, 2006. "Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(1), pages 1-23, March.
    16. Laura Mayoral & Juan J. Dolado & Jesús Gonzalo, 2003. "Long-range dependence in Spanish political opinion poll series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(2), pages 137-155.
    17. J. M. Steeley, 2003. "Making political capital: the behaviour of the UK capital markets during Election'97," Applied Financial Economics, Taylor & Francis Journals, vol. 13(2), pages 85-95.
    18. Alexander Boca Saravia & Gabriel Rodríguez, 2022. "Presidential approval in Peru: an empirical analysis using a fractionally cointegrated VAR," Economic Change and Restructuring, Springer, vol. 55(3), pages 1973-2010, August.
    19. D Byers & D Peel & D A Thomas, 2005. "Habit, aggregation and long memory: evidence from television audience data," Working Papers 567397, Lancaster University Management School, Economics Department.
    20. Haldrup, Niels & Nielsen, Morten Orregaard, 2007. "Estimation of fractional integration in the presence of data noise," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 3100-3114, March.
    21. Roy Cerqueti & Giulia Rotundo, 2015. "A review of aggregation techniques for agent-based models: understanding the presence of long-term memory," Quality & Quantity: International Journal of Methodology, Springer, vol. 49(4), pages 1693-1717, July.
    22. Morten Ø. Nielsen & S Johansen, 2012. "The Role Of Initial Values In Conditional Sum-of-squares Estimation Of Nonstationary Fractional Time Series Models," Working Paper 1300, Economics Department, Queen's University.
    23. Petar Sorić & Ivana Lolić & Marina Matošec, 2023. "The persistence of economic sentiment: a trip down memory lane," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(2), pages 371-395, April.
    24. Goodell, John W. & McGroarty, Frank & Urquhart, Andrew, 2015. "Political uncertainty and the 2012 US presidential election: A cointegration study of prediction markets, polls and a stand-out expert," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 162-171.

  8. Byers, J D & Peel, D A, 1996. "Long-Memory Risk Premia in Exchange Rates," The Manchester School of Economic & Social Studies, University of Manchester, vol. 64(4), pages 421-438, December.

    Cited by:

    1. Sekioua, Sofiane H., 2006. "Nonlinear adjustment in the forward premium: evidence from a threshold unit root test," International Review of Economics & Finance, Elsevier, vol. 15(2), pages 164-183.
    2. Mulligan, Robert F., 2004. "Fractal analysis of highly volatile markets: an application to technology equities," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(1), pages 155-179, February.
    3. Mulligan, Robert F. & Lombardo, Gary A., 2004. "Maritime businesses: volatile stock prices and market valuation inefficiencies," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(2), pages 321-336, May.
    4. Mulligan, Robert F. & Koppl, Roger, 2011. "Monetary policy regimes in macroeconomic data: An application of fractal analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(2), pages 201-211, May.
    5. Robert Mulligan, 2000. "A fractal analysis of foreign exchange markets," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 6(1), pages 33-49, February.
    6. Sofiane Sekioua, 2004. "The forward unbiasedness hypothesis and the forward premium: a nonlinear analysis," Money Macro and Finance (MMF) Research Group Conference 2003 85, Money Macro and Finance Research Group.

  9. J. D. Byers & D. A. Peel, 1995. "Evidence on volatility spillovers in the interwar floating exchange rate period based on high/low prices," Applied Economics Letters, Taylor & Francis Journals, vol. 2(10), pages 394-396.

    Cited by:

    1. Buguk, Cumhur & Hudson, Darren & Hanson, Terrill R., 2003. "Price Volatility Spillover in Agricultural Markets: An Examination of U.S. Catfish Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(1), pages 1-14, April.
    2. Sayo Ayodeji, 2015. "Modeling Asymmetric Effect in African Currency Markets: Evidence from Kenya," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 4(3), pages 1-2.
    3. Wang, Jianxin & Yang, Minxian, 2009. "Asymmetric volatility in the foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(4), pages 597-615, October.
    4. Venetis, Ioannis A. & Peel, David, 2005. "Non-linearity in stock index returns: the volatility and serial correlation relationship," Economic Modelling, Elsevier, vol. 22(1), pages 1-19, January.
    5. Park, Beum-Jo, 2011. "Asymmetric herding as a source of asymmetric return volatility," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2657-2665, October.

  10. J. D. Byers & D. A. Peel, 1995. "Bilinear quadratic ARCH and volatility spillovers in inter-war exchange rates," Applied Economics Letters, Taylor & Francis Journals, vol. 2(7), pages 215-219.

    Cited by:

    1. Roberto Leon-Gonzalez & Fuyu Yang, 2017. "Bayesian inference and forecasting in the stationary bilinear model," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(20), pages 10327-10347, October.
    2. David G. McMillan & Isabel Ruiz, 2009. "Volatility dynamics in three euro exchange rates: correlations, spillovers and commonality," International Journal of Financial Markets and Derivatives, Inderscience Enterprises Ltd, vol. 1(1), pages 64-74.
    3. David McMillan & Isabel Ruiz & Alan Speight, 2010. "Correlations and spillovers among three euro rates: evidence using realised variance," The European Journal of Finance, Taylor & Francis Journals, vol. 16(8), pages 753-767.
    4. McMillan, David G. & Speight, Alan E.H., 2010. "Return and volatility spillovers in three euro exchange rates," Journal of Economics and Business, Elsevier, vol. 62(2), pages 79-93, March.
    5. Daniela Hristova, 2004. "Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices," Computing in Economics and Finance 2004 47, Society for Computational Economics.
    6. Hristova Daniela, 2005. "Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(1), pages 1-15, March.

  11. J. D. Byers & D. A. Peel, 1994. "Cross country evidence on nonlinearity in industrial production between the wars," Applied Economics Letters, Taylor & Francis Journals, vol. 1(5), pages 77-80.

    Cited by:

    1. Hui Feng & Jia Liu, 2002. "A SETAR Model for Canadian GDP: Non-Linearities and Forecast Comparisons," Econometrics Working Papers 0206, Department of Economics, University of Victoria.
    2. Corinne Perraudin, 1995. "La dynamique asymétrique de l'emploi au cours du cycle," Économie et Prévision, Programme National Persée, vol. 120(4), pages 121-139.

  12. Byers, J. D. & Peel, D. A., 1991. "Some evidence on the efficiency of the sterling-dollar and sterling-franc forward exchange rates in the interwar period," Economics Letters, Elsevier, vol. 35(3), pages 317-322, March.

    Cited by:

    1. Diana Zigraiova & Tomas Havranek & Jiri Novak, 2020. "How puzzling is the forward premium puzzle? A meta-analysis," Working Papers 46, European Stability Mechanism.
    2. Charles Engel, 1995. "The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence," NBER Working Papers 5312, National Bureau of Economic Research, Inc.
    3. Doskov, Nikolay & Swinkels, Laurens, 2015. "Empirical evidence on the currency carry trade, 1900–2012," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 370-389.

  13. J. D. Byers & D. A. Peel, 1989. "The Determinants of Arms Expenditures of NATO and the Warsaw Pact: Some Further Evidence," Journal of Peace Research, Peace Research Institute Oslo, vol. 26(1), pages 69-77, February.

    Cited by:

    1. Knobel, Alexander (Кнобель, Александр) & Chokaev, Bekhan (Чокаев, Бекхан) & Mironov, Alexey (Миронов, Алексей), 2015. "Comparative Analysis of the Effectiveness of Public Spending in the Field of National Defense and Law Enforcement [Сравнительный Анализ Эффективности Госрасходов В Сфере Национальной Обороны И Прав," Published Papers mn47, Russian Presidential Academy of National Economy and Public Administration.
    2. Michael D. McGinnis, 1991. "Richardson, Rationality, and Restrictive Models of Arms Races," Journal of Conflict Resolution, Peace Science Society (International), vol. 35(3), pages 443-473, September.

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