Adam Golinski
Personal Details
First Name: | Adam |
Middle Name: | |
Last Name: | Golinski |
Suffix: | |
RePEc Short-ID: | pgo134 |
[This author has chosen not to make the email address public] | |
Terminal Degree: | 2011 Business School; Imperial College (from RePEc Genealogy) |
Affiliation
Department of Economics and Related Studies
University of York
York, United Kingdomhttp://www.york.ac.uk/economics/
RePEc:edi:deyoruk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Adam Golinski & Peter Spencer, 2020. "Coronametrics: The UK turns the corner," Discussion Papers 20/04, Department of Economics, University of York.
- Adam Golinski & Peter Spencer, 2020.
"Modeling the Covid-19 Epidemic Using Time Series Econometrics,"
Discussion Papers
20/06, Department of Economics, University of York.
- Adam Goliński & Peter Spencer, 2021. "Modeling the Covid‐19 epidemic using time series econometrics," Health Economics, John Wiley & Sons, Ltd., vol. 30(11), pages 2808-2828, November.
- Adam Golinski & Peter Spencer, 2019.
"Estimating the term structure with linear regressions: Getting to the roots of the problem,"
Discussion Papers
19/05, Department of Economics, University of York.
- Adam Goliński & Peter Spencer, 2021. "Estimating the Term Structure with Linear Regressions: Getting to the Roots of the Problem [Term Structure Persistence]," Journal of Financial Econometrics, Oxford University Press, vol. 19(5), pages 960-984.
- Adam Goliński & João Madeira & Dooruj Rambaccussing, 2015.
"Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices,"
Dundee Discussion Papers in Economics
284, Economic Studies, University of Dundee.
- Golinski, Adam & Madeira, Joao & Rambaccussing, Dooruj, 2014. "Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices," SIRE Discussion Papers 2015-79, Scottish Institute for Research in Economics (SIRE).
- Golinski, Adam & Madeira, Joao & Rambaccussing, Dooruj, 2014. "Fractional Integration of the Price-Dividend Ratio in a Present-Value Model," MPRA Paper 58554, University Library of Munich, Germany.
- Adam Golinski & Peter Spencer, 2012. "The Meiselman forward interest rate revision regression as an Affine Term Structure Model," Discussion Papers 12/27, Department of Economics, University of York.
Articles
- Adam Goliński & Peter Spencer, 2024. "Unconventional Monetary Policies and the Yield Curve: Estimating Non-Affine Term Structure Models with Unspanned Macro Risk by Factor Extraction," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 14(1), pages 119-152.
- Adam Goliński & Peter Spencer, 2021.
"Estimating the Term Structure with Linear Regressions: Getting to the Roots of the Problem [Term Structure Persistence],"
Journal of Financial Econometrics, Oxford University Press, vol. 19(5), pages 960-984.
- Adam Golinski & Peter Spencer, 2019. "Estimating the term structure with linear regressions: Getting to the roots of the problem," Discussion Papers 19/05, Department of Economics, University of York.
- Goliński, Adam, 2021. "Monetary policy at the zero lower bound: Information in the Federal Reserve’s balance sheet," European Economic Review, Elsevier, vol. 131(C).
- Adam Goliński & Peter Spencer, 2021.
"Modeling the Covid‐19 epidemic using time series econometrics,"
Health Economics, John Wiley & Sons, Ltd., vol. 30(11), pages 2808-2828, November.
- Adam Golinski & Peter Spencer, 2020. "Modeling the Covid-19 Epidemic Using Time Series Econometrics," Discussion Papers 20/06, Department of Economics, University of York.
- Goliński, Adam & Spencer, Peter, 2017. "The advantages of using excess returns to model the term structure," Journal of Financial Economics, Elsevier, vol. 125(1), pages 163-181.
- Goliński, Adam & Zaffaroni, Paolo, 2016. "Long memory affine term structure models," Journal of Econometrics, Elsevier, vol. 191(1), pages 33-56.
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.RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography of Economics:- Adam Golinski & Peter Spencer, 2020.
"Modeling the Covid-19 Epidemic Using Time Series Econometrics,"
Discussion Papers
20/06, Department of Economics, University of York.
- Adam Goliński & Peter Spencer, 2021. "Modeling the Covid‐19 epidemic using time series econometrics," Health Economics, John Wiley & Sons, Ltd., vol. 30(11), pages 2808-2828, November.
Mentioned in:
Working papers
- Adam Golinski & Peter Spencer, 2020.
"Modeling the Covid-19 Epidemic Using Time Series Econometrics,"
Discussion Papers
20/06, Department of Economics, University of York.
- Adam Goliński & Peter Spencer, 2021. "Modeling the Covid‐19 epidemic using time series econometrics," Health Economics, John Wiley & Sons, Ltd., vol. 30(11), pages 2808-2828, November.
Cited by:
- Chénangnon Frédéric Tovissodé & Bruno Enagnon Lokonon & Romain Glèlè Kakaï, 2020. "On the use of growth models to understand epidemic outbreaks with application to COVID-19 data," PLOS ONE, Public Library of Science, vol. 15(10), pages 1-14, October.
- Girardi, Alessandro & Ventura, Marco, 2023. "The cost of waiting and the death toll in Italy during the first wave of the covid-19 pandemic," Health Policy, Elsevier, vol. 134(C).
- Adam Golinski & Peter Spencer, 2019.
"Estimating the term structure with linear regressions: Getting to the roots of the problem,"
Discussion Papers
19/05, Department of Economics, University of York.
- Adam Goliński & Peter Spencer, 2021. "Estimating the Term Structure with Linear Regressions: Getting to the Roots of the Problem [Term Structure Persistence]," Journal of Financial Econometrics, Oxford University Press, vol. 19(5), pages 960-984.
Cited by:
- Januj Amar Juneja, 2021. "How do invariant transformations affect the calibration and optimization of the Kalman filtering algorithm used in the estimation of continuous-time affine term structure models?," Computational Management Science, Springer, vol. 18(1), pages 73-97, January.
- Januj Amar Juneja, 2022. "A Computational Analysis of the Tradeoff in the Estimation of Different State Space Specifications of Continuous Time Affine Term Structure Models," Computational Economics, Springer;Society for Computational Economics, vol. 60(1), pages 173-220, June.
- Meldrum, Andrew & Raczko, Marek & Spencer, Peter, 2023.
"The information in joint term structures of bond yields,"
Journal of International Money and Finance, Elsevier, vol. 134(C).
- Meldrum, Andrew & Raczko, Marek & Spencer, Peter, 2018. "The information in the joint term structures of bond yields," Bank of England working papers 772, Bank of England.
- Antonio Diez de los Rios, 2017. "Optimal Estimation of Multi-Country Gaussian Dynamic Term Structure Models Using Linear Regressions," Staff Working Papers 17-33, Bank of Canada.
- Adam Goliński & João Madeira & Dooruj Rambaccussing, 2015.
"Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices,"
Dundee Discussion Papers in Economics
284, Economic Studies, University of Dundee.
- Golinski, Adam & Madeira, Joao & Rambaccussing, Dooruj, 2014. "Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices," SIRE Discussion Papers 2015-79, Scottish Institute for Research in Economics (SIRE).
Cited by:
- Dooruj McRambaccussing, 2015. "Moment Matching in the Present Value identity, and a New Model," Dundee Discussion Papers in Economics 291, Economic Studies, University of Dundee.
- Rambaccussing, Dooruj, 2015.
"Modelling Housing Prices using a Present Value State Space Model,"
SIRE Discussion Papers
2015-80, Scottish Institute for Research in Economics (SIRE).
- Dooruj Rambaccussing, 2015. "Modelling Housing Prices using a Present Value State Space Model," Dundee Discussion Papers in Economics 285, Economic Studies, University of Dundee.
- Rambaccussing, Dooruj, 2015. "Modelling Housing Prices using a Present Value State Space Model," SIRE Discussion Papers 2015-32, Scottish Institute for Research in Economics (SIRE).
- Golinski, Adam & Madeira, Joao & Rambaccussing, Dooruj, 2014.
"Fractional Integration of the Price-Dividend Ratio in a Present-Value Model,"
MPRA Paper
58554, University Library of Munich, Germany.
Cited by:
- Mikael Bask & João Madeira, 2021. "Extrapolative expectations and macroeconomic dynamics: Evidence from an estimated DSGE model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1101-1111, January.
Articles
- Adam Goliński & Peter Spencer, 2021.
"Estimating the Term Structure with Linear Regressions: Getting to the Roots of the Problem [Term Structure Persistence],"
Journal of Financial Econometrics, Oxford University Press, vol. 19(5), pages 960-984.
See citations under working paper version above.
- Adam Golinski & Peter Spencer, 2019. "Estimating the term structure with linear regressions: Getting to the roots of the problem," Discussion Papers 19/05, Department of Economics, University of York.
- Adam Goliński & Peter Spencer, 2021.
"Modeling the Covid‐19 epidemic using time series econometrics,"
Health Economics, John Wiley & Sons, Ltd., vol. 30(11), pages 2808-2828, November.
See citations under working paper version above.
- Adam Golinski & Peter Spencer, 2020. "Modeling the Covid-19 Epidemic Using Time Series Econometrics," Discussion Papers 20/06, Department of Economics, University of York.
- Goliński, Adam & Spencer, Peter, 2017.
"The advantages of using excess returns to model the term structure,"
Journal of Financial Economics, Elsevier, vol. 125(1), pages 163-181.
Cited by:
- O’Sullivan, Conall & Papavassiliou, Vassilios G., 2020.
"On the term structure of liquidity in the European sovereign bond market,"
Journal of Banking & Finance, Elsevier, vol. 114(C).
- Conall O'Sullivan & Vassilios G. Papavassiliou, 2020. "On the term structure of liquidity in the European sovereign bond market," Open Access publications 10197/11287, Research Repository, University College Dublin.
- Januj Juneja, 2018. "Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias," Review of Quantitative Finance and Accounting, Springer, vol. 50(3), pages 695-715, April.
- Halberstadt, Arne, 2023. "Decomposing the yield curve with linear regressions and survey information," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 25-39.
- Adam Golinski & Peter Spencer, 2019.
"Estimating the term structure with linear regressions: Getting to the roots of the problem,"
Discussion Papers
19/05, Department of Economics, University of York.
- Adam Goliński & Peter Spencer, 2021. "Estimating the Term Structure with Linear Regressions: Getting to the Roots of the Problem [Term Structure Persistence]," Journal of Financial Econometrics, Oxford University Press, vol. 19(5), pages 960-984.
- Christensen, Bent Jesper & van der Wel, Michel, 2019. "An asset pricing approach to testing general term structure models," Journal of Financial Economics, Elsevier, vol. 134(1), pages 165-191.
- Elias, Nikolaos & Smyrnakis, Dimitris & Tzavalis, Elias, 2022. "Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 694-715.
- Konstantinos Bisiotis & Stelios Psarakis & Athanasios N. Yannacopoulos, 2022. "Affine Term Structure Models: Applications in Portfolio Optimization and Change Point Detection," Mathematics, MDPI, vol. 10(21), pages 1-33, November.
- Paseda, Oluseun & Olowe, Rufus, 2018. "The Debt Maturity Structure of Nigerian Quoted Firms," MPRA Paper 117061, University Library of Munich, Germany, revised 30 Jun 2018.
- O’Sullivan, Conall & Papavassiliou, Vassilios G., 2020.
"On the term structure of liquidity in the European sovereign bond market,"
Journal of Banking & Finance, Elsevier, vol. 114(C).
- Goliński, Adam & Zaffaroni, Paolo, 2016.
"Long memory affine term structure models,"
Journal of Econometrics, Elsevier, vol. 191(1), pages 33-56.
Cited by:
- Goliński, Adam, 2021. "Monetary policy at the zero lower bound: Information in the Federal Reserve’s balance sheet," European Economic Review, Elsevier, vol. 131(C).
- Li, Johnny Siu-Hang & Liu, Yanxin & Chan, Wai-Sum, 2023. "Hedging longevity risk under non-Gaussian state-space stochastic mortality models: A mean-variance-skewness-kurtosis approach," Insurance: Mathematics and Economics, Elsevier, vol. 113(C), pages 96-121.
- Salman Huseynov, 2021. "Long and short memory in dynamic term structure models," CREATES Research Papers 2021-15, Department of Economics and Business Economics, Aarhus University.
- Abbritti, Mirko & Carcel, Hector & Gil-Alana, Luis & Moreno, Antonio, 2023. "Term premium in a fractionally cointegrated yield curve," Journal of Banking & Finance, Elsevier, vol. 149(C).
- Goliński, Adam & Spencer, Peter, 2017. "The advantages of using excess returns to model the term structure," Journal of Financial Economics, Elsevier, vol. 125(1), pages 163-181.
- Bruno Feunou & Jean-Sébastien Fontaine & Anh Le & Christian Lundblad, 2022.
"Tractable Term Structure Models,"
Management Science, INFORMS, vol. 68(11), pages 8411-8429, November.
- Anh Le & Bruno Feunou & Christian Lundblad & Jean-Sébastien Fontaine, 2015. "Tractable Term Structure Models," Staff Working Papers 15-46, Bank of Canada.
- Lovcha, Yuliya & Perez-Laborda, Alejandro, 2018. "Monetary policy shocks, inflation persistence, and long memory," Journal of Macroeconomics, Elsevier, vol. 55(C), pages 117-127.
- Lovcha, Yuliya & Pérez Laborda, Àlex, 2016.
"Structural shocks and dinamic elasticities in a long memory model of the US gasoline retail market,"
Working Papers
2072/261538, Universitat Rovira i Virgili, Department of Economics.
- Yuliya Lovcha & Alejandro Perez-Laborda, 2017. "Structural shocks and dynamic elasticities in a long memory model of the US gasoline retail market," Empirical Economics, Springer, vol. 53(2), pages 405-422, September.
- Zongwu Cai & Jiazi Chen & Linlin Niu, 2021. "A Semiparametric Model for Bond Pricing with Life Cycle Fundamental," Working Papers 2021-01-06, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Zongwu Cai & Jiazi Chen & Linlin Liu, 2021. "Estimating Impact of Age Distribution on Bond Pricing: A Semiparametric Functional Data Analysis Approach," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202102, University of Kansas, Department of Economics, revised Jan 2021.
- Anne Lundgaard Hansen, 2018. "Volatility-Induced Stationarity and Error-Correction in Macro-Finance Term Structure Modeling," Discussion Papers 18-12, University of Copenhagen. Department of Economics.
- Hansen, Anne Lundgaard, 2021. "Modeling persistent interest rates with double-autoregressive processes," Journal of Banking & Finance, Elsevier, vol. 133(C).
- Paulo M. M. Rodrigues & Philipp Sibbertsen & Michelle Voges, 2024. "The stability of government bond markets’ equilibrium and the interdependence of lending rates," Empirical Economics, Springer, vol. 67(6), pages 2503-2538, December.
- Lovcha, Yuliya & Pérez Laborda, Àlex, 2018. "Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns," Working Papers 2072/307362, Universitat Rovira i Virgili, Department of Economics.
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 4 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-FOR: Forecasting (2) 2015-03-13 2015-03-22
- NEP-ECM: Econometrics (1) 2019-05-13
- NEP-ETS: Econometric Time Series (1) 2020-06-15
- NEP-ORE: Operations Research (1) 2019-05-13
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