Peter Smith
Personal Details
First Name: | Peter |
Middle Name: | N |
Last Name: | Smith |
Suffix: | |
RePEc Short-ID: | psm22 |
[This author has chosen not to make the email address public] | |
http://www-users.york.ac.uk/~pns2/ | |
Department of Economics and Related Studies University of York Heslington York YO10 5DD United Kingdom | |
01904 323765 | |
Terminal Degree: | 1987 Economics Division; University of Southampton (from RePEc Genealogy) |
Affiliation
(50%) Centre for Applied Macroeconomic Analysis (CAMA)
Crawford School of Public Policy
Australian National University
Canberra, Australiahttps://cama.crawford.anu.edu.au/
RePEc:edi:cmanuau (more details at EDIRC)
(50%) 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 Articles Chapters BooksWorking papers
- Shabir A A Saleem & Peter N Smith & Abdullah Yalaman, 2021.
"Analysis of systematic risk around firm-specific news in an emerging market using high frequency data,"
CAMA Working Papers
2021-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Shabir A.A. Saleem & Peter N. Smith & Abdullah Yalaman, 2020. "Analysis of Systematic Risk around Firm-specific News in an Emerging Market using High Frequency Data," Discussion Papers 20/09, Department of Economics, University of York.
- Peter Spencer & Peter Smith & Paulo Santos Monteiro, 2020. "How to better align the U.K.’s corporate tax structure with national objectives," Discussion Papers 20/02, Department of Economics, University of York.
- Tim Butcher & Karen Mumford & Peter N. Smith, 2019. "The Gender Earnings Gap in British Workplaces: A Knowledge Exchange Report," Discussion Papers 19/10, Department of Economics, University of York.
- Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2019. "The Rehabilitation of Glidepath Investing," Discussion Papers 19/17, Department of Economics, University of York.
- Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2019. "Absolute momentum, sustainable withdrawal rates and glidepath investing in US retirement portfolios from 1925," CAMA Working Papers 2019-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2017. "Decumulation, Sequencing Risk and the Safe Withdrawal Rate: Why the 4% Withdrawal Rule leaves Money on the Table," Discussion Papers 17/06, Department of Economics, University of York.
- Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2016. "Reducing sequence risk using trend following investment strategies and the CAPE," Discussion Papers 16/11, Department of Economics, University of York.
- Butcher, Tim & Mumford, Karen A. & Smith, Peter N., 2016. "Workplaces, Low Pay and the Gender Earnings Gap in Britain," IZA Discussion Papers 10453, Institute of Labor Economics (IZA).
- Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2015. "Carry and Trend Following Returns in the Foreign Exchange Market," Discussion Papers 15/07, Department of Economics, University of York.
- Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2015. "Size Matters: Tail Risk, Momentum and Trend Following in International Equity Portfolios," Discussion Papers 15/06, Department of Economics, University of York.
- Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2014.
"European Equity Investing through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk?,"
CAMA Working Papers
2014-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2014. "European Equity Investing through the Financial Crisis: Can Risk Parity, Momentum or Trend Following Help to Reduce Tail Risk?," Discussion Papers 14/02, Department of Economics, University of York.
- Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2014. "When Growth Beats Value: Removing Tail Risk From Global Equity Momentum Strategies," Discussion Papers 14/09, Department of Economics, University of York.
- Alfonso Mendoza Velázquez & Peter N. Smith, 2013.
"Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks,"
CAMA Working Papers
2013-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Alfonso Mendoza Velázquez & Peter N. Smith, 2013. "Equity Returns and the Business Cycle: the Role of Supply and Demand Shocks," Manchester School, University of Manchester, vol. 81, pages 100-124, September.
- Alfonso Mendoza-Velazquez & Peter N. Smith, 2012. "Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks," Discussion Papers 12/36, Department of Economics, University of York.
- Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2013.
"The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation,"
CAMA Working Papers
2013-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Clare, Andrew & Seaton, James & Smith, Peter N. & Thomas, Stephen, 2016. "The trend is our friend: Risk parity, momentum and trend following in global asset allocation," Journal of Behavioral and Experimental Finance, Elsevier, vol. 9(C), pages 63-80.
- Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2012. "The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation," Discussion Papers 12/25, Department of Economics, University of York.
- Pongrapeeporn Abhakorn & Peter N. Smith & Michael Wickens & Michael R. Wickens, 2013.
"What do the Fama-French Factors Add to C-CAPM?,"
CESifo Working Paper Series
4197, CESifo.
- Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2013. "What do the Fama–French factors add to C-CAPM?," Journal of Empirical Finance, Elsevier, vol. 22(C), pages 113-127.
- Pongrapeeporn Abhakorn & Peter N. Smith & Michael R.Wickens, 2013. "What do the Fama-French factors add to CCAPM?," CAMA Working Papers 2013-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Na Guo & Peter N. Smith, 2012. "Durable Consumption, Long-Run Risk and The Equity Premium," Discussion Papers 12/37, Department of Economics, University of York.
- Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2012.
"Trend Following, Risk Parity and Momentum in Commodity Futures,"
Discussion Papers
12/28, Department of Economics, University of York.
- Clare, Andrew & Seaton, James & Smith, Peter N. & Thomas, Stephen, 2014. "Trend following, risk parity and momentum in commodity futures," International Review of Financial Analysis, Elsevier, vol. 31(C), pages 1-12.
- Andrew Clare & James Seaton & Peter N Smith & Stephen Thomas, 2012.
"BREAKING INTO THE BLACKBOX: Trend Following, Stop Losses, and the Frequency of Trading: the case of the S&P500,"
Discussion Papers
12/11, Department of Economics, University of York.
- Andrew Clare & James Seaton & Peter N Smith & Stephen Thomas, 2013. "Breaking into the blackbox: Trend following, stop losses and the frequency of trading – The case of the S&P500," Journal of Asset Management, Palgrave Macmillan, vol. 14(3), pages 182-194, June.
- Mumford, Karen A. & Smith, Peter N., 2012. "Peer Salaries and Employee Satisfaction in the Workplace," IZA Discussion Papers 6673, Institute of Labor Economics (IZA).
- Wickens, Michael R. & Smith, Peter N & Sorensen, Steffen, 2009.
"The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks,"
CEPR Discussion Papers
7227, C.E.P.R. Discussion Papers.
- Peter N. Smith & Steffen Sorensen & Michael Wickens, 2010. "The equity premium and the business cycle: the role of demand and supply shocks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(2), pages 134-152.
- Peter N Smith & Steffen Sorensen & Mike Wickens, 2007. "The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04)," Discussion Papers 07/11, Department of Economics, University of York.
- Monojit Chatterji & Karen Mumford & Peter N Smith, 2007. "The Public-Private Sector Wage Differential: Gender, Workplaces and Family Friendliness," Dundee Discussion Papers in Economics 202, Economic Studies, University of Dundee.
- Chatterji, Monojit & Mumford, Karen A. & Smith, Peter N., 2007. "The Public-Private Sector Gender Wage Differential: Evidence from Matched Employee-Workplace Data," IZA Discussion Papers 3158, Institute of Labor Economics (IZA).
- Mumford, Karen A. & Smith, Peter N., 2007. "Assessing the Importance of Male and Female Part-Time Work for the Gender Earnings Gap in Britain," IZA Discussion Papers 2981, Institute of Labor Economics (IZA).
- P.N. Smith & S. Sorensen & M.R. Wickens, 2006.
"The Asymmetric Effect Of The Business Cycle On The Relation Between Stock Market Returns And Their Volatility,"
CAMA Working Papers
2006-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Peter N Smith & S Sorensen & M R Wickens, 2005. "The asymmetric effect of the business cycle on the relation between stock market returns and their volatility," Money Macro and Finance (MMF) Research Group Conference 2005 47, Money Macro and Finance Research Group.
- P N Smith & S Sorensen & M R Wickens, 2006. "The Asymmetric Effect of the Business Cycle on the Realtion between Stock Market Returns and their Volatility," Discussion Papers 06/04, Department of Economics, University of York.
- Peter N. Smith & Mike Wickens, 2006. "The New Consensus in Monetary Policy: Is the NKM fit for the purpose of inflation targeting?," CDMA Conference Paper Series 0610, Centre for Dynamic Macroeconomic Analysis.
- Mumford, Karen A. & Smith, Peter N., 2004.
"Job Tenure in Britain: Employee Characteristics Versus Workplace Effects,"
IZA Discussion Papers
1085, Institute of Labor Economics (IZA).
- Karen Mumford & Peter N Smith, "undated". "Job Tenure in Britain: Employee Characteristics Versus Workplace Effects," Discussion Papers 04/06, Department of Economics, University of York.
- Peter Smith & Steffen Sorensen & Michael R. Wickens, 2004. "Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium," Money Macro and Finance (MMF) Research Group Conference 2004 76, Money Macro and Finance Research Group.
- Marco Rummer & Andreas Oehler & Peter N. Smith, 2004.
"IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany,"
Money Macro and Finance (MMF) Research Group Conference 2004
62, Money Macro and Finance Research Group.
- Oehler, Andreas & Rummer, Marco & Smith, Peter N., 2004. "IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany," Discussion Papers 26, University of Bamberg, Chair of Finance.
- Oehler, Andreas & Rummer, Marco & Smith, Peter N., 2004. "The Existence and Effectiveness of Price Support Activities in Germany: A Note," Discussion Papers 30, University of Bamberg, Chair of Finance.
- Mumford, Karen A. & Smith, Peter N., 2004.
"The Gender Earnings Gap in Britain,"
IZA Discussion Papers
1109, Institute of Labor Economics (IZA).
- Karen Mumford & Peter N Smith, "undated". "The Gender Earnings Gap in Britain," Discussion Papers 04/05, Department of Economics, University of York.
- Wickens, Michael R. & Smith, Peter N, 2002. "Macroeconomic Sources of FOREX Risk," CEPR Discussion Papers 3148, C.E.P.R. Discussion Papers.
- Karen Mumford & P Smith, 1997.
"The Hiring Function Reconsidered: On Closing the Circle,"
CEP Discussion Papers
dp0359, Centre for Economic Performance, LSE.
- Karen Mumford & Peter N. Smith, 1999. "The Hiring Function Reconsidered: on Closing the Circle," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(3), pages 343-364, August.
- Karen Mumford & Peter N. Smith, "undated". "The Hiring Function Reconsidered: On Closing The Circle," Discussion Papers 96/45, Department of Economics, University of York.
- Karen Mumford & P Smith, 1997. "Job Reallocation: Theory and Workplace Evidence," CEP Discussion Papers dp0360, Centre for Economic Performance, LSE.
- Chapman, B.J. & Smith, P.N., 1993. "Predicting the Long-Term Unemployed: A primer for the Commonwealth Employment Service," CEPR Discussion Papers 285, Centre for Economic Policy Research, Research School of Economics, Australian National University.
- Smith, P.N., 1991.
"Modelling Rsik Premia in International Asset Markets,"
Papers
221, Australian National University - Department of Economics.
- Smith, Peter N., 1993. "Modelling risk premia in international asset markets," European Economic Review, Elsevier, vol. 37(1), pages 159-176, January.
- Smith, Peter N & Wickens, Michael R., 1984.
"An Empirical Investigation into the Causes of the Failure of the Monetary Model of the Exchange Rate,"
CEPR Discussion Papers
7, C.E.P.R. Discussion Papers.
- Smith, P N & Wickens, M R, 1986. "An Empirical Investigation into the Causes of Failure of the Monetary Model of the Exchange Rate," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(2), pages 143-162, April.
- G.S Morgan & Peter N. Smith & S.H. Thomas, "undated". "Portfolio return autocorrelation and non-synchronous trading in UK equities," Discussion Papers 00/46, Department of Economics, University of York.
- P N Smith & S Sorensen & M R Wickens, "undated". "An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors," Discussion Papers 03/14, Department of Economics, University of York.
- Karen Mumford & Peter N. Smith, "undated". "Job Tenure in Australia and Britain: Individual Versus Workplace effects," Discussion Papers 00/16, Department of Economics, University of York.
- Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, "undated".
"Consumption, Size and Book-to-Market Ratio in Equity Returns,"
Discussion Papers
11/24, Department of Economics, University of York.
- Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2013. "What do the Fama–French factors add to C-CAPM?," Journal of Empirical Finance, Elsevier, vol. 22(C), pages 113-127.
- Pongrapeeporn Abhakorn & Peter N. Smith & Michael R.Wickens, 2013. "What do the Fama-French factors add to CCAPM?," CAMA Working Papers 2013-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- P N Smith & S Sorensen & M R Wickens, "undated".
"Macroeconomic Sources of Equity Risk,"
Discussion Papers
03/13, Department of Economics, University of York.
- Wickens, Michael R., 2003. "Microeconomic Sources of Equity Risk," CEPR Discussion Papers 4070, C.E.P.R. Discussion Papers.
- Peter N Smith & Michael R Wickens, "undated".
"Asset Pricing with Observable Stochastic Discount Factors,"
Discussion Papers
02/03, Department of Economics, University of York.
- Peter Smith & Michael Wickens, 2002. "Asset Pricing with Observable Stochastic Discount Factors," Journal of Economic Surveys, Wiley Blackwell, vol. 16(3), pages 397-446, July.
- Karen Mumford & Peter N Smith, "undated".
"Men, Women and the Hiring Function,"
Discussion Papers
99/16, Department of Economics, University of York.
- Karen Mumford & Peter N. Smith, 2000. "Men, Women and the Hiring Function," The Economic Record, The Economic Society of Australia, vol. 76(235), pages 374-385, December.
- Karen Mumford & Peter N. Smith, "undated".
"Job Reallocation and Average Job Tenure: Theory and Workplace Evidence From Australia,"
Discussion Papers
00/01, Department of Economics, University of York.
- Karen Mumford & Peter N. Smith, "undated". "Job Reallocation and Average Job Tenure: Theory and Workplace Evidence from Australia," Discussion Papers 96/46, Department of Economics, University of York.
- Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, "undated".
"A Cross Section of Equity Returns: The No-Arbitrage Test,"
Discussion Papers
11/23, Department of Economics, University of York.
- Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2016. "Can stochastic discount factor models explain the cross-section of equity returns?," Review of Financial Economics, Elsevier, vol. 28(C), pages 56-68.
- Andrew Clare & Peter N Smith & Stephen Thomas, "undated". "Predicting UK Stock Returns and Robust Tests of Mean Variance Efficiency," Discussion Papers 96/22, Department of Economics, University of York.
Articles
- Peter Smith, 2024. "The Effects of Language Policy on Minority Languages," European Journal of Linguistics, CARI Journals Limited, vol. 3(3), pages 54-66.
- Andrew D. Clare & James Seaton & Peter N. Smith & Stephen H. Thomas, 2021. "Can sustainable withdrawal rates be enhanced by trend following?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 27-41, January.
- Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2017. "Reducing Sequence Risk Using Trend Following and the CAPE Ratio," Financial Analysts Journal, Taylor & Francis Journals, vol. 73(4), pages 91-103, October.
- Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2016.
"Can stochastic discount factor models explain the cross-section of equity returns?,"
Review of Financial Economics, Elsevier, vol. 28(C), pages 56-68.
- Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, 2016. "Can stochastic discount factor models explain the cross‐section of equity returns?," Review of Financial Economics, John Wiley & Sons, vol. 28(1), pages 56-68, January.
- Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, "undated". "A Cross Section of Equity Returns: The No-Arbitrage Test," Discussion Papers 11/23, Department of Economics, University of York.
- Clare, Andrew & Seaton, James & Smith, Peter N. & Thomas, Stephen, 2016.
"The trend is our friend: Risk parity, momentum and trend following in global asset allocation,"
Journal of Behavioral and Experimental Finance, Elsevier, vol. 9(C), pages 63-80.
- Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2012. "The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation," Discussion Papers 12/25, Department of Economics, University of York.
- Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2013. "The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation," CAMA Working Papers 2013-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Karen Mumford & Peter N. Smith, 2015. "Peer Salaries and Gender Differences in Job Satisfaction in the Workplace," Manchester School, University of Manchester, vol. 83(3), pages 307-313, June.
- Clare, Andrew & Seaton, James & Smith, Peter N. & Thomas, Stephen, 2014.
"Trend following, risk parity and momentum in commodity futures,"
International Review of Financial Analysis, Elsevier, vol. 31(C), pages 1-12.
- Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2012. "Trend Following, Risk Parity and Momentum in Commodity Futures," Discussion Papers 12/28, Department of Economics, University of York.
- Alfonso Mendoza Velázquez & Peter N. Smith, 2013.
"Equity Returns and the Business Cycle: the Role of Supply and Demand Shocks,"
Manchester School, University of Manchester, vol. 81, pages 100-124, September.
- Alfonso Mendoza-Velazquez & Peter N. Smith, 2012. "Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks," Discussion Papers 12/36, Department of Economics, University of York.
- Alfonso Mendoza Velázquez & Peter N. Smith, 2013. "Equity Returns and the Business Cycle: The Role of Supply and Demand Shocks," CAMA Working Papers 2013-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R., 2013.
"What do the Fama–French factors add to C-CAPM?,"
Journal of Empirical Finance, Elsevier, vol. 22(C), pages 113-127.
- Pongrapeeporn Abhakorn & Peter N. Smith & Michael Wickens & Michael R. Wickens, 2013. "What do the Fama-French Factors Add to C-CAPM?," CESifo Working Paper Series 4197, CESifo.
- Pongrapeeporn Abhakorn & Peter N. Smith & Michael R.Wickens, 2013. "What do the Fama-French factors add to CCAPM?," CAMA Working Papers 2013-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Pongrapeeporn Abhakorn & Peter N. Smith & Michael R. Wickens, "undated". "Consumption, Size and Book-to-Market Ratio in Equity Returns," Discussion Papers 11/24, Department of Economics, University of York.
- Andrew Clare & James Seaton & Peter N Smith & Stephen Thomas, 2013.
"Breaking into the blackbox: Trend following, stop losses and the frequency of trading – The case of the S&P500,"
Journal of Asset Management, Palgrave Macmillan, vol. 14(3), pages 182-194, June.
- Andrew Clare & James Seaton & Peter N Smith & Stephen Thomas, 2012. "BREAKING INTO THE BLACKBOX: Trend Following, Stop Losses, and the Frequency of Trading: the case of the S&P500," Discussion Papers 12/11, Department of Economics, University of York.
- Monojit Chatterji & Karen Mumford & Peter Smith, 2011. "The public-private sector gender wage differential in Britain: evidence from matched employee-workplace data," Applied Economics, Taylor & Francis Journals, vol. 43(26), pages 3819-3833.
- Peter N. Smith & Steffen Sorensen & Michael Wickens, 2010.
"The equity premium and the business cycle: the role of demand and supply shocks,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 15(2), pages 134-152.
- Wickens, Michael R. & Smith, Peter N & Sorensen, Steffen, 2009. "The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks," CEPR Discussion Papers 7227, C.E.P.R. Discussion Papers.
- Peter Smith, 2010. "Discussion of the Fisher Effect Puzzle: A Case of Non-Linear Relationship," Open Economies Review, Springer, vol. 21(1), pages 105-108, February.
- Karen Mumford & Peter N. Smith, 2009. "What determines the part-time and gender earnings gaps in Britain: evidence from the workplace," Oxford Economic Papers, Oxford University Press, vol. 61(suppl_1), pages 56-75, April.
- Karen Mumford & Peter N. Smith, 2007. "The Gender Earnings Gap In Britain: Including The Workplace," Manchester School, University of Manchester, vol. 75(6), pages 653-672, December.
- Karen Mumford & Peter N. Smith, 2004. "Job Reallocation, Employment Change And Average Job Tenure: Theory And Workplace Evidence From Australia," Scottish Journal of Political Economy, Scottish Economic Society, vol. 51(3), pages 402-421, August.
- Karen Mumford & Peter N. Smith, 2003. "Determinants of current job tenure: a cross country comparison," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 6(3), pages 435-451, September.
- Peter Smith & Michael Wickens, 2002.
"Asset Pricing with Observable Stochastic Discount Factors,"
Journal of Economic Surveys, Wiley Blackwell, vol. 16(3), pages 397-446, July.
- Peter N Smith & Michael R Wickens, "undated". "Asset Pricing with Observable Stochastic Discount Factors," Discussion Papers 02/03, Department of Economics, University of York.
- Smith, Peter N., 2000. "Output price determination and the business cycle," Economic Modelling, Elsevier, vol. 17(1), pages 49-69, January.
- Karen Mumford & Peter N. Smith, 2000.
"Men, Women and the Hiring Function,"
The Economic Record, The Economic Society of Australia, vol. 76(235), pages 374-385, December.
- Karen Mumford & Peter N Smith, "undated". "Men, Women and the Hiring Function," Discussion Papers 99/16, Department of Economics, University of York.
- Karen Mumford & Peter N. Smith, 1999.
"The Hiring Function Reconsidered: on Closing the Circle,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(3), pages 343-364, August.
- Karen Mumford & Peter N. Smith, "undated". "The Hiring Function Reconsidered: On Closing The Circle," Discussion Papers 96/45, Department of Economics, University of York.
- Karen Mumford & P Smith, 1997. "The Hiring Function Reconsidered: On Closing the Circle," CEP Discussion Papers dp0359, Centre for Economic Performance, LSE.
- Mitchell, Peter R. & Sault, Joanne E. & Smith, Peter N. & Wallis, Kenneth F., 1998. "Comparing global economic models," Economic Modelling, Elsevier, vol. 15(1), pages 1-48, January.
- Clare, A. D. & Smith, P. N. & Thomas, S. H., 1997. "UK stock returns and robust tests of mean variance efficiency," Journal of Banking & Finance, Elsevier, vol. 21(5), pages 641-660, May.
- Andrew Clare & Raymond O'Brien & Peter Smith & Stephen Thomas, 1996. "Global macroeconomic shocks, time-varying covariances and tests of the international CAPM," Applied Economics Letters, Taylor & Francis Journals, vol. 3(2), pages 109-113.
- Church, Keith B. & Mitchell, Peter R. & Smith, Peter N. & Wallis, Kenneth F., 1996. "Targeting inflation: Comparative control exercises on models of the UK economy," Economic Modelling, Elsevier, vol. 13(2), pages 169-184, April.
- Smith, Jeremy & Smith, Peter N, 1995. "GAUSS 3.2 and COUNT 2.0," Journal of Economic Surveys, Wiley Blackwell, vol. 9(1), pages 89-101, March.
- Smith, Peter N., 1994. "Macroeconomic modelling and policy implications: In honour of Pertti Kukkonen : S. Honkapohja and M. Ingberg, eds, (North-Holland, Amsterdam, 1993) Pp. xvi + 218, ISBN 0 444 89626 0, US $93.0/Dfl. 175," European Journal of Political Economy, Elsevier, vol. 10(4), pages 805-806, December.
- Church, Keith B & Smith, Peter N & Wallis, Kenneth F, 1994. "Econometric Evaluation of Consumers' Expenditure Equations," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 10(2), pages 71-85, Summer.
- Church, K.B. & Mitchell, P.R. & Smith, P.N. & Wallis, K.F., 1993.
"Comparative Properties of Models of the UK Economy,"
National Institute Economic Review, National Institute of Economic and Social Research, vol. 145, pages 87-107, August.
- Church, K.B. & Mitchell, P.R. & Smith, P.N. & Wallis, K.F., 1995. "Comparative Properties of Models of the UK Economy," National Institute Economic Review, National Institute of Economic and Social Research, vol. 153, pages 59-72, August.
- Smith, Peter N., 1993.
"Modelling risk premia in international asset markets,"
European Economic Review, Elsevier, vol. 37(1), pages 159-176, January.
- Smith, P.N., 1991. "Modelling Rsik Premia in International Asset Markets," Papers 221, Australian National University - Department of Economics.
- Smith, Peter N. & Thomas, Stephen H., 1991. "Wage dispersion and inflation : Evidence from U.K. manufacturing industries," Economics Letters, Elsevier, vol. 37(4), pages 357-362, December.
- Dinenis, Elias & Holly, Sean & Levine, Paul & Smith, Peter, 1989. "The London Business School econometric model : Some recent developments," Economic Modelling, Elsevier, vol. 6(3), pages 243-351, July.
- Holly, Sean & Smith, Peter, 1989. "Interrelated factor demands for manufacturing: A dynamic translog cost function approach," European Economic Review, Elsevier, vol. 33(1), pages 111-126, January.
- Levine, Paul & Smith, Peter, 1988. "The gains from optimal control in a small econometric model of the UK," Journal of Economic Dynamics and Control, Elsevier, vol. 12(1), pages 13-18, March.
- Budd, Alan & Levine, Paul & Smith, Peter, 1988. "Unemployment, Vacancies and the Long-term Unemployed," Economic Journal, Royal Economic Society, vol. 98(393), pages 1071-1091, December.
- Smith, Peter N, 1987. "Current Account Movements, Wealth Effects and the Determination of the Real Exchange Rate," The Manchester School of Economic & Social Studies, University of Manchester, vol. 55(4), pages 353-377, December.
- Holly, Sean & Smith, Peter, 1987. "A Two-Sector Analysis of the UK Labour Market," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 49(1), pages 79-102, February.
- Budd, Alan & Levine, Paul & Smith, Peter, 1987. "Long-term unemployment and the shifting U-V curve : A multi-country study," European Economic Review, Elsevier, vol. 31(1-2), pages 296-305.
- Smith, P N & Wickens, M R, 1986.
"An Empirical Investigation into the Causes of Failure of the Monetary Model of the Exchange Rate,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(2), pages 143-162, April.
- Smith, Peter N & Wickens, Michael R., 1984. "An Empirical Investigation into the Causes of the Failure of the Monetary Model of the Exchange Rate," CEPR Discussion Papers 7, C.E.P.R. Discussion Papers.
RePEc:bla:ecorec:v:76:y:2000:i:235:p:374-85 is not listed on IDEAS
RePEc:bla:obuest:v:61:y:1999:i:3:p:343-64 is not listed on IDEAS
RePEc:bla:econom:v:71:y:2004:i:281:p:275-297 is not listed on IDEAS
Chapters
- Alfonso Mendoza Velázquez & Peter N. Smith, 2013. "Choques transitorios y de largo plazo en el PIB mexicano: un modelo de vectores autorregresivos estructurales con Stata," Stata Press book chapters, in: Alfonso Mendoza Velázquez (ed.), Aplicaciones en Economía y Ciencias Sociales con Stata, StataCorp LP.
Books
- Chadha,Jagjit S. & Crystal,Alec & Pearlman,Joe & Smith,Peter & Wright,Stephen (ed.), 2020. "The UK Economy in the Long Expansion and its Aftermath," Cambridge Books, Cambridge University Press, number 9781316602058, October.
- Chadha,Jagjit S. & Crystal,Alec & Pearlman,Joe & Smith,Peter & Wright,Stephen (ed.), 2016. "The UK Economy in the Long Expansion and its Aftermath," Cambridge Books, Cambridge University Press, number 9781107147591, October.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria: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 36 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-LAB: Labour Economics (10) 1999-07-28 2000-01-17 2000-04-04 2004-04-04 2004-04-18 2004-07-11 2007-09-02 2007-11-24 2012-07-14 2019-09-16. Author is listed
- NEP-RMG: Risk Management (9) 2003-03-14 2003-10-28 2012-11-11 2014-01-17 2014-02-15 2015-05-16 2016-10-09 2017-07-16 2019-04-15. Author is listed
- NEP-FMK: Financial Markets (6) 2000-11-20 2006-03-05 2013-05-24 2014-08-09 2015-05-16 2015-05-16. Author is listed
- NEP-MAC: Macroeconomics (6) 2003-03-14 2003-10-28 2003-10-28 2006-03-05 2006-10-14 2009-03-28. Author is listed
- NEP-LTV: Unemployment, Inequality and Poverty (3) 1998-10-26 1999-09-01 2012-07-14
- NEP-AGE: Economics of Ageing (2) 2017-07-16 2019-04-15
- NEP-ARA: MENA - Middle East and North Africa (2) 2020-10-19 2021-06-21
- NEP-CBA: Central Banking (2) 2006-10-14 2009-03-28
- NEP-CFN: Corporate Finance (2) 2003-03-14 2003-10-28
- NEP-DEV: Development (2) 2004-03-22 2004-03-22
- NEP-FIN: Finance (2) 2003-10-28 2004-09-30
- NEP-HRM: Human Capital and Human Resource Management (2) 2012-07-14 2017-02-26
- NEP-IFN: International Finance (2) 2003-03-14 2015-05-16
- NEP-MST: Market Microstructure (2) 2012-04-10 2020-10-19
- NEP-PBE: Public Economics (2) 2000-04-04 2020-03-16
- NEP-CMP: Computational Economics (1) 2004-09-30
- NEP-CWA: Central and Western Asia (1) 2021-06-21
- NEP-EEC: European Economics (1) 2013-05-24
- NEP-ETS: Econometric Time Series (1) 2016-10-09
- NEP-EUR: Microeconomic European Issues (1) 2014-02-15
- NEP-FOR: Forecasting (1) 2013-05-24
- NEP-GEN: Gender (1) 2017-02-26
- NEP-HAP: Economics of Happiness (1) 2012-07-14
- NEP-HME: Heterodox Microeconomics (1) 2012-07-14
- NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2012-07-14
- NEP-MON: Monetary Economics (1) 2006-10-14
- NEP-OPM: Open Economy Macroeconomics (1) 2015-05-16
- NEP-SBM: Small Business Management (1) 2020-03-16
- NEP-SOG: Sociology of Economics (1) 2014-02-15
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