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Deborah Gefang

Personal Details

First Name:Deborah
Middle Name:
Last Name:Gefang
Suffix:
RePEc Short-ID:pge123
[This author has chosen not to make the email address public]

Affiliation

School of Business
Leicester University

Leicester, United Kingdom
https://le.ac.uk/school-of-business
RePEc:edi:deleiuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Deborah Gefang & Stephen G. Hall & George S. Tavlas, 2023. "Identifying spatial interdependence in panel data with large N and small T," Papers 2309.03740, arXiv.org.
  2. Deborah Gefang & Stephen G. Hall & George S. Tavlas, 2022. "Fast Two-Stage Variational Bayesian Approach to Estimating Panel Spatial Autoregressive Models with Unrestricted Spatial Weights Matrices," Papers 2205.15420, arXiv.org, revised Aug 2023.
  3. Heather D. Gibson & Stephen G. Hall & Deborah Gefang & Pavlos Petroulas & George S. Tavlas, 2020. "Did the absence of a central bank backstop in the sovereign bond markets exacerbate spillovers during the euro-area crisis?," Working Papers 281, Bank of Greece.
  4. Deborah Gefang & Gary Koop & Aubrey Poon, 2019. "Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage," CAMA Working Papers 2019-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  5. Deborah Gefang & Geraint Johnes, 2014. "Asymmetric volatility spillovers between UK regional worker flows and vacancies," Discussion Papers in Economics 14/08, Division of Economics, School of Business, University of Leicester.
  6. Michele Campolieti & Deborah Gefang & Gary Koop, 2013. "A new look at variation in employment growth in Canada," Working Papers 26145565, Lancaster University Management School, Economics Department.
  7. Michele Campolieti & Deborah Gefang & Gary Koop, 2013. "Technical appendix to: a new look at variation in employment growth in Canada," Working Papers 26145533, Lancaster University Management School, Economics Department.
  8. Koop, Gary & Gefang, Deborah & Campolieti, Michele, 2012. "Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada," SIRE Discussion Papers 2012-69, Scottish Institute for Research in Economics (SIRE).
  9. Gefang, Deborah & Koop, Gary & Potter, Simon M., 2011. "Understanding Liquidity and Credit Risks in the Financial Crisis," SIRE Discussion Papers 2011-26, Scottish Institute for Research in Economics (SIRE).
  10. Gefang, Deborah & Koop, Gary & Potter, Simon M., 2011. "The Dynamics of UK and US Inflation Expectations," SIRE Discussion Papers 2011-47, Scottish Institute for Research in Economics (SIRE).
  11. Deborah Gefang & Gary Koop & Simon M. Potter, 2010. "Technical Appendix to: Understanding Liquidity and Credit Risks in the Financial Crisis," Working Paper series 46_10, Rimini Centre for Economic Analysis.
  12. Deborah Gefang & Rodney Strachan, 2008. "Nonlinear Impacts of International Business Cycles on the UK — a Bayesian Smooth Transition VAR," Discussion Papers in Economics 08/4, Division of Economics, School of Business, University of Leicester.
  13. Deborah Gefang, 2008. "Revisiting money-output causality from a Bayesian logistic smooth transition VECM perspective," Discussion Papers in Economics 08/5, Division of Economics, School of Business, University of Leicester.
  14. Deborah Gefang & Gary Koop & Aubrey Poon, "undated". "Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs," Discussion Papers in Economics 20/02, Division of Economics, School of Business, University of Leicester.

Articles

  1. Gefang, Deborah & Hall, Stephen G. & Tavlas, George S. & Wang, Yongli, 2024. "Quantifying spillovers among regions," Journal of International Money and Finance, Elsevier, vol. 140(C).
  2. Stephen G. Hall & George S. Tavlas & Yongli Wang & Deborah Gefang, 2024. "Inflation forecasting with rolling windows: An appraisal," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(4), pages 827-851, July.
  3. Gefang, Deborah & Koop, Gary & Poon, Aubrey, 2023. "Forecasting using variational Bayesian inference in large vector autoregressions with hierarchical shrinkage," International Journal of Forecasting, Elsevier, vol. 39(1), pages 346-363.
  4. Stephen G. Hall & George S. Tavlas & Deborah Gefang, 2023. "A test to select between spatial weighting matrices," Journal of Spatial Econometrics, Springer, vol. 4(1), pages 1-10, December.
  5. Heather D Gibson & Stephen G Hall & Deborah GeFang & Pavlos Petroulas & George S Tavlas, 2021. "Cross-country spillovers of national financial markets and the effectiveness of ECB policies during the euro-area crisis," Oxford Economic Papers, Oxford University Press, vol. 73(4), pages 1454-1470.
  6. Gefang, Deborah & Koop, Gary & Poon, Aubrey, 2020. "Computationally efficient inference in large Bayesian mixed frequency VARs," Economics Letters, Elsevier, vol. 191(C).
  7. Deborah Gefang & Geraint Johnes, 2017. "Asymmetric volatility spillovers between the U.K. regional worker flows and vacancies," Applied Economics, Taylor & Francis Journals, vol. 49(50), pages 5117-5133, October.
  8. Campolieti, Michele & Gefang, Deborah & Koop, Gary, 2014. "A new look at variation in employment growth in Canada: The role of industry, provincial, national and external factors," Journal of Economic Dynamics and Control, Elsevier, vol. 41(C), pages 257-275.
  9. Michele Campolieti & Deborah Gefang & Gary Koop, 2014. "Time Variation In The Dynamics Of Worker Flows: Evidence From North America And Europe," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(2), pages 265-290, March.
  10. Gefang, Deborah, 2014. "Bayesian doubly adaptive elastic-net Lasso for VAR shrinkage," International Journal of Forecasting, Elsevier, vol. 30(1), pages 1-11.
  11. Gefang, Deborah & Koop, Gary & Potter, Simon M., 2012. "The dynamics of UK and US inflation expectations," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3120-3133.
  12. Deborah Gefang, 2012. "Money‐output Causality Revisited – A Bayesian Logistic Smooth Transition VECM Perspective," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 74(1), pages 131-151, February.
  13. Gefang, Deborah & Koop, Gary & Potter, Simon M., 2011. "Understanding liquidity and credit risks in the financial crisis," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 903-914.
  14. Gefang Deborah & Strachan Rodney, 2009. "Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(1), pages 1-33, December.

Chapters

  1. Deborah Gefang, 2008. "Investigating nonlinear purchasing power parity during the post-Bretton Woods era – A Bayesian exponential smooth transition VECM approach," Advances in Econometrics, in: Bayesian Econometrics, pages 471-500, Emerald Group Publishing Limited.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (6) 2008-01-26 2011-06-11 2011-06-11 2012-06-05 2012-06-05 2020-10-12. Author is listed
  2. NEP-MAC: Macroeconomics (6) 2008-01-26 2008-01-26 2011-06-11 2012-06-05 2012-06-05 2020-10-12. Author is listed
  3. NEP-MON: Monetary Economics (5) 2008-01-26 2011-06-11 2012-06-05 2012-06-05 2020-10-12. Author is listed
  4. NEP-ECM: Econometrics (4) 2019-02-04 2020-07-27 2022-07-25 2023-10-16
  5. NEP-ETS: Econometric Time Series (4) 2008-01-26 2008-01-26 2019-02-04 2020-07-27
  6. NEP-ORE: Operations Research (4) 2019-02-04 2019-04-15 2019-10-21 2020-07-27
  7. NEP-BAN: Banking (3) 2010-12-04 2011-06-11 2012-06-05
  8. NEP-BEC: Business Economics (2) 2008-01-26 2012-03-21
  9. NEP-EEC: European Economics (2) 2008-01-26 2020-10-12
  10. NEP-RMG: Risk Management (2) 2011-06-11 2012-06-05
  11. NEP-FMK: Financial Markets (1) 2011-06-11
  12. NEP-FOR: Forecasting (1) 2019-10-21
  13. NEP-GEO: Economic Geography (1) 2023-10-16
  14. NEP-GER: German Papers (1) 2023-10-16
  15. NEP-IFN: International Finance (1) 2012-06-05
  16. NEP-LAB: Labour Economics (1) 2012-03-21
  17. NEP-URE: Urban and Real Estate Economics (1) 2023-10-16

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