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 Kingdomhttps://le.ac.uk/school-of-business
RePEc:edi:deleiuk (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- 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.
- 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.
- 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.
- 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.
- Deborah Gefang & Gary Koop & Aubrey Poon, 2019. "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Discussion Papers in Economics 19/05, Division of Economics, School of Business, University of Leicester.
- Deborah Gefang & Gary Koop & Aubrey Poon, 2019. "Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2019-07, Economic Statistics Centre of Excellence (ESCoE).
- 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.
- 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.
- 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.
- 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.
- 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).
- Michele Campolieti & Deborah Gefang & Gary Koop, 2011. "Time Variation in the Dynamics of Worker Flows: Evidence from the US and Canada," Working Papers 1138, University of Strathclyde Business School, Department of Economics.
- 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).
- 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.
- Deborah Gefang & Gary Koop & Simon M. Potter, 2010. "Understanding Liquidity and Credit Risks in the Financial Crisis," Working Paper series 45_10, Rimini Centre for Economic Analysis.
- Deborah Gefang & Gary Koop & Simon Potter, 2011. "Understanding Liquidity and Credit Risks in the Financial Crisis," Working Papers 1114, University of Strathclyde Business School, Department of Economics.
- 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).
- 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.
- Gefang, Deborah & Koop, Gary & Potter, Simon M., 2008. "The Dynamics of UK and US Inflation Expectations," SIRE Discussion Papers 2008-59, Scottish Institute for Research in Economics (SIRE).
- Deborah Gefang & Gary Koop & Simon Potter, 2011. "The Dynamics of UK and US Inflation Expectations," Working Papers 1120, University of Strathclyde Business School, Department of Economics.
- Gefang, Deborah & Koop, Gary & Potter, Simon M., 2012. "The Dynamics of UK and US Inflation Expectation," SIRE Discussion Papers 2012-46, Scottish Institute for Research in Economics (SIRE).
- Deborah Gefang & Gary Koop & Simon M. Potter, 2009. "The Dynamics of UK and US Inflation Expectations," Working Paper series 14_09, Rimini Centre for Economic Analysis.
- 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.
- 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.
- 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.
- 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.
- Gefang, Deborah & Koop, Gary & Poon, Aubrey, 2020. "Computationally efficient inference in large Bayesian mixed frequency VARs," Economics Letters, Elsevier, vol. 191(C).
- Deborah Gefang & Gary Koop & Aubrey Poon, 2020. "Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2020-07, Economic Statistics Centre of Excellence (ESCoE).
Articles
- 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).
- 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.
- 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.
- 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.
- 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.
- Gefang, Deborah & Koop, Gary & Poon, Aubrey, 2020.
"Computationally efficient inference in large Bayesian mixed frequency VARs,"
Economics Letters, Elsevier, vol. 191(C).
- Deborah Gefang & Gary Koop & Aubrey Poon, 2020. "Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs," Economic Statistics Centre of Excellence (ESCoE) Discussion Papers ESCoE DP-2020-07, Economic Statistics Centre of Excellence (ESCoE).
- 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.
- 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.
- 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.
- 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.
- 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.
- Gefang, Deborah, 2014. "Bayesian doubly adaptive elastic-net Lasso for VAR shrinkage," International Journal of Forecasting, Elsevier, vol. 30(1), pages 1-11.
- 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.
- 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).
- Gefang, Deborah & Koop, Gary & Potter, Simon M., 2008. "The Dynamics of UK and US Inflation Expectations," SIRE Discussion Papers 2008-59, Scottish Institute for Research in Economics (SIRE).
- Deborah Gefang & Gary Koop & Simon Potter, 2011. "The Dynamics of UK and US Inflation Expectations," Working Papers 1120, University of Strathclyde Business School, Department of Economics.
- Gefang, Deborah & Koop, Gary & Potter, Simon M., 2012. "The Dynamics of UK and US Inflation Expectation," SIRE Discussion Papers 2012-46, Scottish Institute for Research in Economics (SIRE).
- Deborah Gefang & Gary Koop & Simon M. Potter, 2009. "The Dynamics of UK and US Inflation Expectations," Working Paper series 14_09, Rimini Centre for Economic Analysis.
- 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.
- 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.
- Deborah Gefang & Gary Koop & Simon M. Potter, 2010. "Understanding Liquidity and Credit Risks in the Financial Crisis," Working Paper series 45_10, Rimini Centre for Economic Analysis.
- 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).
- Deborah Gefang & Gary Koop & Simon Potter, 2011. "Understanding Liquidity and Credit Risks in the Financial Crisis," Working Papers 1114, University of Strathclyde Business School, Department of Economics.
- 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
- 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.- 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
- 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
- NEP-MON: Monetary Economics (5) 2008-01-26 2011-06-11 2012-06-05 2012-06-05 2020-10-12. Author is listed
- NEP-ECM: Econometrics (4) 2019-02-04 2020-07-27 2022-07-25 2023-10-16
- NEP-ETS: Econometric Time Series (4) 2008-01-26 2008-01-26 2019-02-04 2020-07-27
- NEP-ORE: Operations Research (4) 2019-02-04 2019-04-15 2019-10-21 2020-07-27
- NEP-BAN: Banking (3) 2010-12-04 2011-06-11 2012-06-05
- NEP-BEC: Business Economics (2) 2008-01-26 2012-03-21
- NEP-EEC: European Economics (2) 2008-01-26 2020-10-12
- NEP-RMG: Risk Management (2) 2011-06-11 2012-06-05
- NEP-FMK: Financial Markets (1) 2011-06-11
- NEP-FOR: Forecasting (1) 2019-10-21
- NEP-GEO: Economic Geography (1) 2023-10-16
- NEP-GER: German Papers (1) 2023-10-16
- NEP-IFN: International Finance (1) 2012-06-05
- NEP-LAB: Labour Economics (1) 2012-03-21
- NEP-URE: Urban and Real Estate Economics (1) 2023-10-16
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