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Mark P. Taylor

Not to be confused with: Mark Philip Taylor, Mark Zachary Taylor

Personal Details

First Name:Mark
Middle Name:P.
Last Name:Taylor
Suffix:
RePEc Short-ID:pta36
[This author has chosen not to make the email address public]
https://olin.wustl.edu/EN-US/about-olin/Pages/dean.aspx
Dean's Office Olin Business School Washington University St Louis MO 63130 USA
+1-314-935-4074

Affiliation

Olin School of Business
Washington University in St. Louis

St. Louis, Missouri (United States)
http://www.olin.wustl.edu/
RePEc:edi:oswusus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books Editorship

Working papers

  1. Filippou, Ilias & Maurer, Thomas & Pezzo, Luca & Taylor, Mark, 2024. "Importance of Transaction Costs for Asset Allocation in Foreign Exchange Markets," CEPR Discussion Papers 19037, C.E.P.R. Discussion Papers.
  2. Taylor, Mark & Filippou, Ilias & Wang, Zigan, 2021. "Media Sentiment and Currency Reversals," CEPR Discussion Papers 16049, C.E.P.R. Discussion Papers.
  3. Taylor, Mark, 2021. "The Downton Abbey Effect: 18th and 19th Century British Aristocratic Marriages and Agricultural Prices," CEPR Discussion Papers 16209, C.E.P.R. Discussion Papers.
  4. Taylor, Mark & Filippou, Ilias, 2021. "Pricing Ethics in the Foreign Exchange Market: Environmental, Social and Governance Ratings and Currency Premia," CEPR Discussion Papers 16392, C.E.P.R. Discussion Papers.
  5. Taylor, Mark & Hsu, Po-Hsuan & Wang, Zigan & Xu, Qi, 2021. "Currency Volatility and Global Technological Innovation," CEPR Discussion Papers 16611, C.E.P.R. Discussion Papers.
  6. Taylor, Mark & Xu, Qi & Kozhan, Roman, 2020. "Prospect Theory and Currency Returns: Empirical Evidence," CEPR Discussion Papers 15306, C.E.P.R. Discussion Papers.
  7. Taylor, Mark & Wang, Zigan & Xu, Qi, 2020. "The Real Effects of Exchange Rate Risk on Corporate Investment: International Evidence," CEPR Discussion Papers 15053, C.E.P.R. Discussion Papers.
  8. Taylor, Mark & Filippou, Ilias & Rapach, David & Zhou, Guofu, 2020. "Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio," CEPR Discussion Papers 15305, C.E.P.R. Discussion Papers.
  9. Taylor, Mark & Hsu, Po-Hsuan & Wang, Zigan, 2020. "The Out-of-Sample Performance of Carry Trades," CEPR Discussion Papers 15052, C.E.P.R. Discussion Papers.
  10. Taylor, Mark & Filippou, Ilias & Gozluklu, Arie & Nguyen, My, 2020. "U.S. Populist Rhetoric and Currency Returns," CEPR Discussion Papers 15054, C.E.P.R. Discussion Papers.
  11. Taylor, Mark & Filippou, Ilias, 2019. "Forward-Looking Policy Rules and Currency Premia," CEPR Discussion Papers 13835, C.E.P.R. Discussion Papers.
  12. Taylor, Mark & Boero, Gianna & Mandalinci, Zeyyad, 2016. "Modelling Portfolio Capital Flows in a Global Framework: Multilateral Implications of Capital Controls," CEPR Discussion Papers 11689, C.E.P.R. Discussion Papers.
  13. Taylor, Mark, 2014. "Common Macro Factors and Currency Premia," CEPR Discussion Papers 10016, C.E.P.R. Discussion Papers.
  14. Gelman, Maria & Jochem, Axel & Reitz, Stefan & Taylor, Mark P., 2014. "Real financial market exchange rates and capital flows," Kiel Working Papers 1945, Kiel Institute for the World Economy (IfW Kiel).
  15. Taylor, Mark & Hsu, Po-Hsuan, 2014. "Forty Years, Thirty Currencies and 21,000 Trading Rules: A Large-scale, Data-Snooping Robust Analysis of Technical Trading in t," CEPR Discussion Papers 10018, C.E.P.R. Discussion Papers.
  16. Reitz, Stefan & Taylor, Mark P., 2013. "Exchange rates in target zones: Evidence from the Danish Krone," Kiel Working Papers 1827, Kiel Institute for the World Economy (IfW Kiel).
  17. P. Taylor, Mark, 2013. "The labour market impacts of leaving education when unemployment is high: evidence from Britain," ISER Working Paper Series 2013-12, Institute for Social and Economic Research.
  18. Reitz, Stefan & Taylor, Mark P., 2013. "Exchange rates in target zones: Evidence from the Danish Krone," Kiel Working Papers 1827, Kiel Institute for the World Economy (IfW Kiel).
  19. Reitz, Stefan & Taylor, Mark P., 2012. "FX intervention in the yen-US dollar market: A coordination channel perspective," Kiel Working Papers 1765, Kiel Institute for the World Economy (IfW Kiel).
  20. Reitz, Stefan & Ruelke, Jan C. & Taylor, Mark P., 2010. "On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates," Discussion Paper Series 1: Economic Studies 2010,08, Deutsche Bundesbank.
  21. Michael Melvin & Mark P. Taylor, 2009. "The Crisis in the Foreign Exchange Market," CESifo Working Paper Series 2707, CESifo.
  22. Michael Melvin & Christian Saborowski & Michael Sager & Mark P. Taylor, 2009. "Bank of England Interest Rate Announcements and the Foreign Exchange Market," CESifo Working Paper Series 2613, CESifo.
  23. Reitz, Stefan & Schmidt, Markus & Taylor, Mark P., 2009. "Financial Intermediation and the Role of Price Discrimination in a Two-Tier Market," MPRA Paper 15602, University Library of Munich, Germany.
  24. Reitz, Stefan & Stadtmann, Georg & Taylor, Mark P., 2009. "The Effects of Japanese Interventions on FX-Forecast Heterogeneity," MPRA Paper 15603, University Library of Munich, Germany.
  25. Luciana Juvenal & Mark P. Taylor, 2008. "Threshold adjustment in deviations from the law of one price," Working Papers 2008-027, Federal Reserve Bank of St. Louis.
  26. Taylor, Mark P. & Schmidt, Markus & Reitz, Stefan, 2007. "End-user order flow and exchange rate dynamics," Discussion Paper Series 1: Economic Studies 2007,05, Deutsche Bundesbank.
  27. Luciana Juvenal & Mark P. Taylor, 2007. "The Law of One Price: Nonlinearities in Sectoral Real Exchange Rate Dynamics," Money Macro and Finance (MMF) Research Group Conference 2006 80, Money Macro and Finance Research Group.
  28. Menkhoff, Lukas & Taylor, Mark P., 2006. "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Economic Research Papers 269739, University of Warwick - Department of Economics.
  29. Stefan Reitz & M.P Taylor, 2006. "The Coordination Channel of Foreign Exchange Intervention," Computing in Economics and Finance 2006 16, Society for Computational Economics.
  30. Reitz, Stefan & Taylor, Mark P., 2006. "The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis," Discussion Paper Series 1: Economic Studies 2006,08, Deutsche Bundesbank.
  31. Richard H. Clarida & Manuela Goretti & Mark P. Taylor, 2006. "Are There Thresholds of Current Account Adjustment in the G7?," NBER Working Papers 12193, National Bureau of Economic Research, Inc.
  32. Mody, Ashoka & Taylor, Mark P., 2006. "Regional Vulnerability: The Case of East Asia," Economic Research Papers 269746, University of Warwick - Department of Economics.
  33. Lothian, James R. & Taylor, Mark P., 2006. "Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?," Economic Research Papers 269738, University of Warwick - Department of Economics.
  34. Kohlscheen, Emanuel & Taylor, Mark P., 2006. "International Liquidity Swaps: Is the Chiang Mai Initiative Pooling Reserves Efficiently ?," Economic Research Papers 269645, University of Warwick - Department of Economics.
  35. Taylor, Mark & Clarida, Richard & Sarno, Lucio & Valente, Giorgio, 2005. "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," CEPR Discussion Papers 4835, C.E.P.R. Discussion Papers.
  36. Taylor, Mark & Sarno, Lucio & Mody, Ashoka, 2005. "A Cross-Country Financial Accelerator: Evidence from North America and Europe," CEPR Discussion Papers 5037, C.E.P.R. Discussion Papers.
  37. Alan M. Taylor & Mark Taylor, 2004. "The Purchasing Power Parity Debate," Working Papers 133, University of California, Davis, Department of Economics.
  38. Giorgio Valente & Richard Clarida & Mark Taylor & Lucio Sarno, 2004. "The Term Structure Of Euromarket Interest Rates: Some New Evidence," Royal Economic Society Annual Conference 2004 19, Royal Economic Society.
  39. Taylor, Mark & Mody, Ashoka, 2003. "International Capital Crunches: The Time-Varying Role of Informational Asymmetries," CEPR Discussion Papers 3757, C.E.P.R. Discussion Papers.
  40. Taylor, Mark & Mody, Ashoka, 2003. "Common Vulnerabilities," CEPR Discussion Papers 3759, C.E.P.R. Discussion Papers.
  41. Taylor, Mark, 2003. "Is Official Exchange Rate Intervention Effective?," CEPR Discussion Papers 3758, C.E.P.R. Discussion Papers.
  42. Taylor, Mark & Clarida, Richard & Sarno, Lucio & Valente, Giorgio, 2002. "The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond," CEPR Discussion Papers 3281, C.E.P.R. Discussion Papers.
  43. Clarida, Richard H. & Mark P. Taylor, 2002. "Nonlinear Permanent -Temporary Decompositions in Macroeconomics and Finance," Royal Economic Society Annual Conference 2002 51, Royal Economic Society.
  44. Taylor, Mark & Sarno, Lucio & Chowdhury, Ibrahim, 2002. "Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study," CEPR Discussion Papers 3377, C.E.P.R. Discussion Papers.
  45. Taylor, Mark & Peel, David & Sarno, Lucio, 2002. "Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997," CEPR Discussion Papers 3249, C.E.P.R. Discussion Papers.
  46. Taylor, Mark & Sarno, Lucio, 2001. "Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?," CEPR Discussion Papers 2690, C.E.P.R. Discussion Papers.
  47. Taylor, Mark & Kilian, Lutz, 2001. "Why is it so Difficult to Beat the Random Walk Forecast of Exchange Rates?," CEPR Discussion Papers 3024, C.E.P.R. Discussion Papers.
  48. Taylor, Mark & Sarno, Lucio, 2001. "Purchasing Power Parity and the Real Exchange Rate," CEPR Discussion Papers 2913, C.E.P.R. Discussion Papers.
  49. Taylor, Mark & Peel, David & Sarno, Lucio, 2001. "Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles," CEPR Discussion Papers 2658, C.E.P.R. Discussion Papers.
  50. P. Taylor, Mark & Böheim, René, 2000. "From the dark end of the street to the bright side of the road? investigating the returns to residential mobility in Britain," ISER Working Paper Series 2000-38, Institute for Social and Economic Research.
  51. Sarno, Lucio & Taylor, Mark P, 1999. "The Persistence of Capital Inflows and the Behaviour of Stock Prices in East Asia Emerging Markets: Some Empirical Evidence," CEPR Discussion Papers 2150, C.E.P.R. Discussion Papers.
  52. M P Taylor & T A Robinson & A Bamjak, 1998. "The volatility of prices in the English and Welsh electricity pool," Working Papers 539533, Lancaster University Management School, Economics Department.
  53. Sarno, Lucio & Taylor, Mark P, 1997. "The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period," CEPR Discussion Papers 1730, C.E.P.R. Discussion Papers.
  54. Leamer, Edward & Taylor, Mark P, 1994. "The Empirics of Economic Growth in Previously Centrally Planned Economies," CEPR Discussion Papers 976, C.E.P.R. Discussion Papers.
  55. Mr. Peter B. Clark & Mr. Steven A. Symansky & Mr. Tamim Bayoumi & Mr. Mark P. Taylor, 1994. "Robustness of Equilibrium Exchange Rate Calculations to Alternative Assumptions and Methodologies," IMF Working Papers 1994/017, International Monetary Fund.
  56. Mr. Michael J. Artis & Mr. Mark P. Taylor, 1993. "The Stabilizing Effect of the ERMon Exchange Rates and Interest Rates: An Empirical Investigation," IMF Working Papers 1993/067, International Monetary Fund.
  57. Clarida, Richard & Taylor, Mark P, 1993. "The Term Structure of Forward Exchange Premia and the Forecastability of Spot Exchange Rates: Correcting the Errors," CEPR Discussion Papers 773, C.E.P.R. Discussion Papers.
  58. Mr. Mark P. Taylor & Mr. Michael J. Artis, 1993. "Deer Hunting: Misalignment, Debt Accumulation, and Desired Equilibrium Exchange Rates," IMF Working Papers 1993/048, International Monetary Fund.
  59. Mr. Peter Isard & Mr. Mark P. Taylor & Mr. Michael P. Dooley, 1992. "Exchange Rates, Country Preferences, and Gold," IMF Working Papers 1992/051, International Monetary Fund.
  60. Masson, Paul R & Taylor, Mark P, 1992. "Common Currency Areas and Currency Unions: An Analysis of the Issues," CEPR Discussion Papers 617, C.E.P.R. Discussion Papers.
  61. Bayoumi, Tamim & Taylor, Mark P, 1992. "Macroeconomic Shocks, the ERM, and Tri-Polarity," CEPR Discussion Papers 711, C.E.P.R. Discussion Papers.
  62. Mr. Mark P. Taylor & Mr. Peter Isard & Mr. Morris Goldstein & Mr. Paul R Masson, 1992. "Policy Issues in the Evolving International Monetary System," IMF Occasional Papers 1992/009, International Monetary Fund.
  63. Mr. Ronald MacDonald & Mr. Mark P. Taylor, 1992. "The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium and Forecasting," IMF Working Papers 1992/034, International Monetary Fund.
  64. Mr. Mark P. Taylor & Ms. Kate Phylaktis, 1991. "The Demand for Money During High Inflation Episodes: Some Latin American Evidenceon the Cagan Model," IMF Working Papers 1991/048, International Monetary Fund.
  65. Mr. Mark P. Taylor, 1991. "Modelling the Yield Curve," IMF Working Papers 1991/134, International Monetary Fund.
  66. Mr. Mark P. Taylor & Mr. Ronald MacDonald, 1991. "Exchange Rate Economics: A Survey," IMF Working Papers 1991/062, International Monetary Fund.
  67. Mr. Mark P. Taylor, 1991. "Intervention, Interest Rates, and Charts: Three Essays in International Finance," IMF Working Papers 1991/106, International Monetary Fund.
  68. Pierre-Richard Agénor & Mr. Mark P. Taylor, 1991. "Testing for Credibility Effects," IMF Working Papers 1991/110, International Monetary Fund.
  69. Taylor, Mark P, 1990. "The Hyperinflation Model of Money Demand Revisited," CEPR Discussion Papers 473, C.E.P.R. Discussion Papers.
  70. Mr. Mark P. Taylor, 1990. "Long-Run Purchasing Power Parity and the Dollar-Sterling Exchange Rate in the 1920's," IMF Working Papers 1990/118, International Monetary Fund.
  71. MacDonald, Ronald & Taylor, Mark P, 1990. "Exchange Rates, Policy Convergence and the European Monetary System," CEPR Discussion Papers 444, C.E.P.R. Discussion Papers.
  72. Taylor, Mark P, 1989. "Charts, Noise and Fundamentals: A Study of the London Foreign Exchange Market," CEPR Discussion Papers 341, C.E.P.R. Discussion Papers.
  73. Artis, Michael J & Taylor, Mark P, 1989. "Abolishing Exchange Control: The UK Experience," CEPR Discussion Papers 294, C.E.P.R. Discussion Papers.
  74. Artis, Michael J & Taylor, Mark P, 1988. "Exchange Rates and the EMS: Assessing the Track Record," CEPR Discussion Papers 250, C.E.P.R. Discussion Papers.
  75. Taylor, Mark P, 1988. "Covered Interest Arbitrage and Market Turbulence: An Empirical Analysis," CEPR Discussion Papers 236, C.E.P.R. Discussion Papers.
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  76. Lucio Sarno & Mark P. Taylor, "undated". "Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK," Economics and Finance Discussion Papers 97-12, Economics and Finance Section, School of Social Sciences, Brunel University.
  77. M P Taylor & P Fraser, "undated". "Some 'News' On Covered Interest Arbitrage," Dundee Discussion Papers in Economics 006, Economic Studies, University of Dundee.
  78. Lucio Sarno & Mark P. Taylor, "undated". "Hot Money, Accounting Labels and the Persistence of Capital Flows to Developing Countries: An Empirical Investigation," Economics and Finance Discussion Papers 97-07, Economics and Finance Section, School of Social Sciences, Brunel University.
  79. Lucio Sarno & Mark P. Taylor, "undated". "Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion," Economics and Finance Discussion Papers 97-14, Economics and Finance Section, School of Social Sciences, Brunel University.
  80. P Fraser & M P Taylor & A Webster, "undated". "An Empirical Analysis Of Long-Run Purchasing Power Parity As A Theory Of International Commodity Arbitrage," Dundee Discussion Papers in Economics 003, Economic Studies, University of Dundee.
  81. Lucio Sarno & Mark P. Taylor, "undated". "Saving-Investment Correlations: Transitory versus Permanent," Economics and Finance Discussion Papers 97-06, Economics and Finance Section, School of Social Sciences, Brunel University.
  82. Tamim Bayoumi & Lucio Sarno & Mark P.Taylor, "undated". "European Capital Flows and Regional Risk," Economics and Finance Discussion Papers 97-13, Economics and Finance Section, School of Social Sciences, Brunel University.

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Articles

  1. Filippou, Ilias & Taylor, Mark P. & Wang, Zigan, 2024. "Media Sentiment and Currency Reversals," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 59(3), pages 1401-1429, May.
  2. Filippou, Ilias & Maurer, Thomas A. & Pezzo, Luca & Taylor, Mark P., 2024. "Importance of transaction costs for asset allocation in foreign exchange markets," Journal of Financial Economics, Elsevier, vol. 159(C).
  3. Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan & Li, Yan, 2024. "The out-of-sample performance of carry trades," Journal of International Money and Finance, Elsevier, vol. 143(C).
  4. Filippou, Ilias & Taylor, Mark P., 2023. "Forward-Looking Policy Rules and Currency Premia," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 58(1), pages 449-483, February.
  5. Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan & Xu, Qi, 2022. "Currency volatility and global technological innovation," Journal of International Economics, Elsevier, vol. 137(C).
  6. Filippou, Ilias & Taylor, Mark P., 2021. "Pricing ethics in the foreign exchange market: Environmental, Social and Governance ratings and currency premia," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 66-77.
  7. Taylor, Mark P. & Wang, Zigan & Xu, Qi, 2021. "The real effects of exchange rate risk on corporate investment: International evidence," Journal of International Money and Finance, Elsevier, vol. 117(C).
  8. Taylor, Mark P., 2021. "Peers, Buccaneers and Downton Abbey: An economic analysis of 19th century British aristocratic marriages," Economics Letters, Elsevier, vol. 205(C).
  9. A Maphumulo & O Mahomed & B Vennervald & S G Gundersen & M Taylor & E F Kjetland, 2020. "The cost of a school based mass treatment of schistosomiasis in Ugu District, KwaZulu Natal, South Africa in 2012," PLOS ONE, Public Library of Science, vol. 15(6), pages 1-13, June.
  10. Orian Brook & Dave O’Brien & Mark Taylor, 2020. "“There’s No Way That You Get Paid to Do the Arts†: Unpaid Labour Across the Cultural and Creative Life Course," Sociological Research Online, , vol. 25(4), pages 571-588, December.
  11. Joshua Byrne & Mike Mouritz & Mark Taylor & Jessica K. Breadsell, 2020. "East Village at Knutsford: A Case Study in Sustainable Urbanism," Sustainability, MDPI, vol. 12(16), pages 1-17, August.
  12. Joshua Byrne & Mark Taylor & Tom Wheeler & Jessica K. Breadsell, 2020. "WGV: Quantifying Mains Water Savings in a Medium Density Infill Residential Development," Sustainability, MDPI, vol. 12(16), pages 1-19, August.
  13. Elia, A. & Taylor, M. & Ó Gallachóir, B. & Rogan, F., 2020. "Wind turbine cost reduction: A detailed bottom-up analysis of innovation drivers," Energy Policy, Elsevier, vol. 147(C).
  14. Boero, Gianna & Mandalinci, Zeyyad & Taylor, Mark P., 2019. "Modelling portfolio capital flows in a global framework: Multilateral implications of capital controls," Journal of International Money and Finance, Elsevier, vol. 90(C), pages 142-160.
  15. Carolyn Axtell & Mark Taylor & Bridgette Wessels, 2019. "Big Data and Employee Wellbeing: Walking the Tightrope between Utopia and Dystopia," Social Sciences, MDPI, vol. 8(12), pages 1-5, November.
  16. Mark Taylor & Deb Appleton & Guy Keen & John Fielding, 2019. "Assessing the effectiveness of fire prevention strategies," Public Money & Management, Taylor & Francis Journals, vol. 39(6), pages 418-427, August.
  17. Filippou, Ilias & Gozluklu, Arie E. & Taylor, Mark P., 2018. "Global Political Risk and Currency Momentum," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(5), pages 2227-2259, October.
  18. T. Mighall & S. Timpany & J. Wheeler & L. Bailey & M. Bamforth & L. Gray & M. Taylor, 2018. "Vegetation Changes and Woodland Management Associated with a Prehistoric to Medieval Burnt Mound Complex at Ballygawley, Northern Ireland," Environmental Archaeology, Taylor & Francis Journals, vol. 23(3), pages 267-285, July.
  19. Filippou, Ilias & Taylor, Mark P., 2017. "Common Macro Factors and Currency Premia," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(4), pages 1731-1763, August.
  20. Mark Taylor & Dave O’Brien, 2017. "‘Culture is a Meritocracy’: Why Creative Workers’ Attitudes may Reinforce Social Inequality," Sociological Research Online, , vol. 22(4), pages 27-47, December.
  21. Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan, 2016. "Technical trading: Is it still beating the foreign exchange market?," Journal of International Economics, Elsevier, vol. 102(C), pages 188-208.
  22. B. Dromey & M. Coughlan & L. Senje & M. Taylor & S. Kuschel & B. Villagomez-Bernabe & R. Stefanuik & G. Nersisyan & L. Stella & J. Kohanoff & M. Borghesi & F. Currell & D. Riley & D. Jung & C.-G. Wahl, 2016. "Picosecond metrology of laser-driven proton bursts," Nature Communications, Nature, vol. 7(1), pages 1-6, April.
  23. Gelman, Maria & Jochem, Axel & Reitz, Stefan & Taylor, Mark P., 2015. "Real financial market exchange rates and capital flows," Journal of International Money and Finance, Elsevier, vol. 54(C), pages 50-69.
  24. Boero, Gianna & Mavromatis, Kostas & Taylor, Mark P., 2015. "Real exchange rates and transition economies," Journal of International Money and Finance, Elsevier, vol. 56(C), pages 23-35.
  25. Stefan Reitz & Markus A. Schmidt & Mark P. Taylor, 2015. "Financial intermediation and the role of price discrimination in the foreign exchange market," The European Journal of Finance, Taylor & Francis Journals, vol. 21(8), pages 629-645, June.
  26. Sager, Michael & Taylor, Mark P., 2014. "Generating currency trading rules from the term structure of forward foreign exchange premia," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 230-250.
  27. Kathrin Arndts & Sabine Specht & Alexander Y Debrah & Francesca Tamarozzi & Ute Klarmann Schulz & Sabine Mand & Linda Batsa & Alexander Kwarteng & Mark Taylor & Ohene Adjei & Coralie Martin & Laura E , 2014. "Immunoepidemiological Profiling of Onchocerciasis Patients Reveals Associations with Microfilaria Loads and Ivermectin Intake on Both Individual and Community Levels," PLOS Neglected Tropical Diseases, Public Library of Science, vol. 8(2), pages 1-14, February.
  28. Reitz Stefan & Taylor Mark P., 2013. "The Danish krone-euro exchange rate and Danmark Nationalbank intervention operations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(3), pages 239-249, May.
  29. David Beer & Mark Taylor, 2013. "The Hidden Dimensions of the Musical Field and the Potential of the New Social Data," Sociological Research Online, , vol. 18(2), pages 11-21, May.
  30. Ashoka Mody & Mark P. Taylor, 2013. "International capital crunches: the time-varying role of informational asymmetries," Applied Economics, Taylor & Francis Journals, vol. 45(20), pages 2961-2973, July.
  31. Hyeyoen Kim & Mark P. Taylor, 2012. "Large Datasets, Factor‐augmented and Factor‐only Vector Autoregressive Models, and the Economic Consequences of Mrs Thatcher," Economica, London School of Economics and Political Science, vol. 79(314), pages 378-410, April.
  32. Stefan Reitz & Mark Taylor, 2012. "FX intervention in the Yen-US dollar market: a coordination channel perspective," International Economics and Economic Policy, Springer, vol. 9(2), pages 111-128, June.
  33. Sentance, Andrew & Taylor, Mark P. & Wieladek, Tomasz, 2012. "How the UK economy weathered the financial storm," Journal of International Money and Finance, Elsevier, vol. 31(1), pages 102-123.
  34. Mark Taylor, 2011. "Reform the PhD system or close it down," Nature, Nature, vol. 472(7343), pages 261-261, April.
  35. Mark Taylor, 2011. "The applied economics of trade: introduction and overview," Applied Economics, Taylor & Francis Journals, vol. 43(13), pages 1565-1566.
  36. Taylor, Mark P. & Jenkins, Stephen P. & Sacker, Amanda, 2011. "Financial capability and psychological health," Journal of Economic Psychology, Elsevier, vol. 32(5), pages 710-723.
  37. Mark Taylor, 2011. "The applied economics of industry: introduction and overview," Applied Economics, Taylor & Francis Journals, vol. 43(22), pages 2863-2864.
  38. Mark Taylor, 2011. "Special issue in honour of Clive Granger," Applied Financial Economics, Taylor & Francis Journals, vol. 21(1-2), pages 1-2.
  39. Stefan Reitz & Markus Schmidt & Mark Taylor, 2011. "End-user order flow and exchange rate dynamics - a dealer's perspective," The European Journal of Finance, Taylor & Francis Journals, vol. 17(2), pages 153-168.
  40. Stefan Reitz & Jan C. Rülke & Mark P. Taylor, 2011. "On the Nonlinear Influence of Reserve Bank of Australia Interventions on Exchange Rates," The Economic Record, The Economic Society of Australia, vol. 87(278), pages 465-479, September.
  41. Mark Taylor, 2011. "The applied economics of labour: introduction and overview," Applied Economics, Taylor & Francis Journals, vol. 43(4), pages 387-388.
  42. Reitz, Stefan & Stadtmann, Georg & Taylor, Mark P., 2010. "The effects of Japanese interventions on FX-forecast heterogeneity," Economics Letters, Elsevier, vol. 108(1), pages 62-64, July.
  43. Mark Taylor, 2010. "Introduction to Applied Financial Economics Volume 20, 2010," Applied Financial Economics, Taylor & Francis Journals, vol. 20(1-2), pages 1-1.
  44. Mark Taylor, 2010. "The global financial crisis: introduction and overview," Applied Financial Economics, Taylor & Francis Journals, vol. 20(1-2), pages 3-5.
  45. Mark Taylor, 2009. "The applied economics of employment: introduction and overview," Applied Economics, Taylor & Francis Journals, vol. 41(19), pages 2385-2387.
  46. Mark P. Taylor & Hyeyoen Kim, 2009. "Real Variables, Nonlinearity, and European Real Exchange Rates," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 5(1), pages 157-193.
  47. Mark Taylor, 2009. "The applied economics of monetary policy: introduction and overview," Applied Economics, Taylor & Francis Journals, vol. 41(16), pages 1991-1993.
  48. Mark Taylor, 2009. "The applied economics of health: introduction and overview," Applied Economics, Taylor & Francis Journals, vol. 41(4), pages 413-415.
  49. Mark Taylor, 2009. "The applied economics of sport: introduction and overview," Applied Economics, Taylor & Francis Journals, vol. 41(25), pages 3189-3191.
  50. Mark Taylor, 2009. "The applied economics of money and inflation: introduction and overview," Applied Economics, Taylor & Francis Journals, vol. 41(10), pages 1199-1201.
  51. Mark Taylor, 2009. "The applied economics of fiscal policy: introduction and overview," Applied Economics, Taylor & Francis Journals, vol. 41(7), pages 811-813.
  52. Mark Taylor, 2009. "The applied economics of economic growth: introduction and overview," Applied Economics, Taylor & Francis Journals, vol. 41(13), pages 1575-1577.
  53. Mark Taylor, 2009. "The applied economics of agriculture: introduction and overview," Applied Economics, Taylor & Francis Journals, vol. 41(1), pages 1-3.
  54. Melvin, Michael & Taylor, Mark P., 2009. "The global financial crisis: Causes, threats and opportunities. Introduction and overview," Journal of International Money and Finance, Elsevier, vol. 28(8), pages 1243-1245, December.
  55. Mark Taylor, 2009. "The applied economics of transport: introduction and overview," Applied Economics, Taylor & Francis Journals, vol. 41(22), pages 2789-2791.
  56. Mark Taylor, 2009. "Editorial: Long-run purchasing power parity and real exchange rates: introduction and overview," Applied Economics Letters, Taylor & Francis Journals, vol. 16(1), pages 1-4.
  57. Melvin, Michael & Taylor, Mark P., 2009. "The crisis in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 28(8), pages 1317-1330, December.
  58. Michael Sager & Mark P. Taylor, 2008. "Commercially Available Order Flow Data and Exchange Rate Movements: "Caveat Emptor"," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(4), pages 583-625, June.
  59. Juvenal Luciana & Taylor Mark P., 2008. "Threshold Adjustment of Deviations from the Law of One Price," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(3), pages 1-46, September.
  60. E. Kohlscheen & M. P. Taylor, 2008. "International liquidity swaps: is the Chiang Mai Initiative pooling reserves efficiently?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(4), pages 323-332.
  61. JamesR. Lothian & MarkP. Taylor, 2008. "Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?," Economic Journal, Royal Economic Society, vol. 118(532), pages 1742-1763, October.
  62. Reitz, Stefan & Taylor, Mark P., 2008. "The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis," European Economic Review, Elsevier, vol. 52(1), pages 55-76, January.
  63. Lukas Menkhoff & Mark P. Taylor, 2007. "The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis," Journal of Economic Literature, American Economic Association, vol. 45(4), pages 936-972, December.
  64. Christopher J. Neely & Mark P. Taylor, 2007. "Exchange rate intervention," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 107-108.
  65. Mody, Ashoka & Taylor, Mark P., 2007. "Regional vulnerability: The case of East Asia," Journal of International Money and Finance, Elsevier, vol. 26(8), pages 1292-1310, December.
  66. Mody, Ashoka & Sarno, Lucio & Taylor, Mark P., 2007. "A cross-country financial accelerator: Evidence from North America and Europe," Journal of International Money and Finance, Elsevier, vol. 26(1), pages 149-165, February.
  67. Mark Taylor, 2006. "Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought," Applied Financial Economics, Taylor & Francis Journals, vol. 16(1-2), pages 1-17.
  68. Richard H. Clarida & Lucio Sarno & Mark P. Taylor & Giorgio Valente, 2006. "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," The Journal of Business, University of Chicago Press, vol. 79(3), pages 1193-1224, May.
  69. Michael J. Sager & Mark P. Taylor, 2006. "Aspects of foreign exchange market microstructure: editors' introduction," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(1), pages 1-2.
  70. Taylor Mark P. & Davradakis Emmanuel, 2006. "Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 10(4), pages 1-20, December.
  71. Michael J. Sager & Mark P. Taylor, 2006. "Under the microscope: the structure of the foreign exchange market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(1), pages 81-95.
  72. Coakley, Jerry & Flood, Robert P. & Fuertes, Ana M. & Taylor, Mark P., 2005. "Purchasing power parity and the theory of general relativity: the first tests," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 293-316, March.
  73. Mark P. Taylor, 2004. "Estimating structural macroeconomic shocks through long-run recursive restrictions on vector autoregressive models: the problem of identification," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 229-244.
  74. Mody, Ashoka & Taylor, Mark P., 2004. "Financial predictors of real activity and the financial accelerator," Economics Letters, Elsevier, vol. 82(2), pages 167-172, February.
  75. Sarno, Lucio & Taylor, Mark P. & Chowdhury, Ibrahim, 2004. "Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study," Journal of International Money and Finance, Elsevier, vol. 23(1), pages 1-25, February.
  76. Alan M. Taylor & Mark P. Taylor, 2004. "The Purchasing Power Parity Debate," Journal of Economic Perspectives, American Economic Association, vol. 18(4), pages 135-158, Fall.
  77. Mark P. Taylor & Elena Tchernykh Branson, 2004. "Asymmetric Arbitrage and Default Premiums Between the U.S. and Russian Financial Markets," IMF Staff Papers, Palgrave Macmillan, vol. 51(2), pages 1-3.
  78. Sager, Michael J. & Taylor, Mark P., 2004. "The impact of European Central Bank Governing Council announcements on the foreign exchange market: a microstructural analysis," Journal of International Money and Finance, Elsevier, vol. 23(7-8), pages 1043-1051.
  79. Mark P. Taylor & Lucio Sarno, 2004. "International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates: the resolution of a conundrum," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(1), pages 15-23.
  80. Ashoka Mody & Mark P. Taylor, 2003. "The High-Yield Spread as a Predictor of Real Economic Activity: Evidence of a Financial Accelerator for the United States," IMF Staff Papers, Palgrave Macmillan, vol. 50(3), pages 1-3.
  81. Clarida, Richard H. & Sarno, Lucio & Taylor, Mark P. & Valente, Giorgio, 2003. "The out-of-sample success of term structure models as exchange rate predictors: a step beyond," Journal of International Economics, Elsevier, vol. 60(1), pages 61-83, May.
  82. Richard H. Clarida & Mark P. Taylor, 2003. "Nonlinear Permanent - Temporary Decompositions in Macroeconomics and Finance," Economic Journal, Royal Economic Society, vol. 113(486), pages 125-139, March.
  83. Mark P. Taylor, 2003. "Purchasing Power Parity," Review of International Economics, Wiley Blackwell, vol. 11(3), pages 436-452, August.
  84. Sarno, Lucio & Taylor, Mark P & Peel, David A, 2003. "Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 35(5), pages 787-799, October.
  85. Kilian, Lutz & Taylor, Mark P., 2003. "Why is it so difficult to beat the random walk forecast of exchange rates?," Journal of International Economics, Elsevier, vol. 60(1), pages 85-107, May.
  86. L. Sarno & M. P. Taylor, 2003. "An empirical investigation of asset price bubbles in Latin American emerging financial markets," Applied Financial Economics, Taylor & Francis Journals, vol. 13(9), pages 635-643.
  87. Peel, David A & Taylor, Mark P, 2002. "Covered Interest Rate Arbitrage in the Interwar Period and the Keynes-Einzig Conjecture," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(1), pages 51-75, February.
  88. René Böheim & Mark P. Taylor, 2002. "Tied Down Or Room To Move? Investigating The Relationships Between Housing Tenure, Employment Status And Residential Mobility In Britain," Scottish Journal of Political Economy, Scottish Economic Society, vol. 49(4), pages 369-392, September.
  89. Lucio Sarno & Mark P. Taylor, 2002. "Purchasing Power Parity and the Real Exchange Rate," IMF Staff Papers, Palgrave Macmillan, vol. 49(1), pages 1-5.
  90. Liam A. Gallagher & Mark P. Taylor, 2002. "Permanent and Temporary Components of Stock Prices: Evidence from Assessing Macroeconomic Shocks," Southern Economic Journal, John Wiley & Sons, vol. 69(2), pages 345-362, October.
  91. Gallagher, Liam A. & Taylor, Mark P., 2002. "The stock return-inflation puzzle revisited," Economics Letters, Elsevier, vol. 75(2), pages 147-156, April.
  92. Taylor, Mark P & Peel, David A & Sarno, Lucio, 2001. "Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(4), pages 1015-1042, November.
  93. Mark P. Taylor & Lucio Sarno, 2001. "Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?," Journal of Economic Literature, American Economic Association, vol. 39(3), pages 839-868, September.
  94. Mark P. Taylor, 2001. "Self–Employment and Windfall Gains in Britain: Evidence from Panel Data," Economica, London School of Economics and Political Science, vol. 68(272), pages 539-565, November.
  95. Gallagher, Liam A & Taylor, Mark P, 2001. "Risky Arbitrage, Limits of Arbitrage, and Nonlinear Adjustment in the Dividend-Price Ratio," Economic Inquiry, Western Economic Association International, vol. 39(4), pages 524-536, October.
  96. Taylor Mark P. & Sarno Lucio, 2001. "Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(3), pages 1-26, October.
  97. Taylor, Mark P. & Iannizzotto, Matteo, 2001. "On the mean-reverting properties of target zone exchange rates: a cautionary note," Economics Letters, Elsevier, vol. 71(1), pages 117-129, April.
  98. G. T. Marklund & N. Ivchenko & T. Karlsson & A. Fazakerley & M. Dunlop & P.-A. Lindqvist & S. Buchert & C. Owen & M. Taylor & A. Vaivalds & P. Carter & M. André & A. Balogh, 2001. "Temporal evolution of the electric field accelerating electrons away from the auroral ionosphere," Nature, Nature, vol. 414(6865), pages 724-727, December.
  99. Ashoka Mody & Mark Taylor & Jung Yeon Kim, 2001. "Forecasting capital flows to emerging markets: a Kalman filtering approach," Applied Financial Economics, Taylor & Francis Journals, vol. 11(6), pages 581-589.
  100. Mody, Ashoka & Taylor, Mark P & Kim, Jung Yeon, 2001. "Modelling Fundamentals for Forecasting Capital Flows to Emerging Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(3), pages 201-216, July.
  101. Eric Girardin & Lucio Sarno & Mark P. Taylor, 2000. "Private consumption behaviour, liquidity constraints and financial deregulation in France: a nonlinear analysis," Empirical Economics, Springer, vol. 25(2), pages 351-368.
  102. A. N. Andreyev & M. Huyse & P. Van Duppen & L. Weissman & D. Ackermann & J. Gerl & F. P. Hessberger & S. Hofmann & A. Kleinböhl & G. Münzenberg & S. Reshitko & C. Schlegel & H. Schaffner & P. Cagarda , 2000. "A triplet of differently shaped spin-zero states in the atomic nucleus 186Pb," Nature, Nature, vol. 405(6785), pages 430-433, May.
  103. Mark P. Taylor, 2000. "Taking Stock of EMU: Editorial," Journal of Common Market Studies, Wiley Blackwell, vol. 38(4), pages 557-561, November.
  104. Taylor, Mark P. & Peel, David A., 2000. "Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals," Journal of International Money and Finance, Elsevier, vol. 19(1), pages 33-53, February.
  105. Gallagher, Liam A. & Taylor, Mark P., 2000. "Measuring the temporary component of stock prices: robust multivariate analysis," Economics Letters, Elsevier, vol. 67(2), pages 193-200, May.
  106. Lothian, James R. & Taylor, Mark P., 2000. "Purchasing power parity over two centuries: strengthening the case for real exchange rate stability: A reply to Cuddington and Liang," Journal of International Money and Finance, Elsevier, vol. 19(5), pages 759-764, October.
  107. Taylor, Mark P, 1999. "Real Interest Rates and Macroeconomic Activity," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 15(2), pages 95-113, Summer.
  108. Leamer, Edward E. & Taylor, Mark P., 1999. "Estimating growth equations for previously centrally planned economies: Dealing with dubious data and disparate information," Journal of Macroeconomics, Elsevier, vol. 21(4), pages 639-671.
  109. Éric Girardin & Lucio Sarno & Mark P. Taylor, 1999. "Composantes permanente et transitoire de l'épargne et de l'investissement : une étude empirique des flux internationaux de capitaux au Japon," Économie et Prévision, Programme National Persée, vol. 140(4), pages 117-131.
  110. Iannizzotto, Matteo & Taylor, Mark P, 1999. "The Target Zone Model, Non-linearity and Mean Reversion: Is the Honeymoon Really Over?," Economic Journal, Royal Economic Society, vol. 109(454), pages 96-110, March.
  111. Sarno, Lucio & Taylor, Mark P., 1999. "Hot money, accounting labels and the permanence of capital flows to developing countries: an empirical investigation," Journal of Development Economics, Elsevier, vol. 59(2), pages 337-364, August.
  112. Mark Taylor, 1999. "Editorial," Applied Economics, Taylor & Francis Journals, vol. 31(1), pages 1-1.
  113. Sarno, Lucio & Taylor, Mark P., 1999. "Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests," Journal of International Money and Finance, Elsevier, vol. 18(4), pages 637-657, August.
  114. Tamim Bayoumi & Lucio Sarno & Mark P. Taylor, 1999. "European Capital Flows and Regional Risk," Manchester School, University of Manchester, vol. 67(1), pages 21-38, January.
  115. Sarno, Lucio & Taylor, Mark P., 1998. "Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behavior in the U.K," Journal of Macroeconomics, Elsevier, vol. 20(2), pages 221-242, April.
  116. Sarno, Lucio & Taylor, Mark P., 1998. "Real exchange rates under the recent float: unequivocal evidence of mean reversion," Economics Letters, Elsevier, vol. 60(2), pages 131-137, August.
  117. Peel, David A. & Taylor, Mark P., 1998. "The slope of the yield curve and real economic activity: tracing the transmission mechanism," Economics Letters, Elsevier, vol. 59(3), pages 353-360, June.
  118. Robinson, T A & Taylor, Mark P, 1998. "Regulatory Uncertainty and the Volatility of Regional Electricity Company Share Prices: The Economic Consequences of Professor Littlechild," Bulletin of Economic Research, Wiley Blackwell, vol. 50(1), pages 37-46, January.
  119. M Taylor & T Unwin & S J Bailey & P K Falconer & R J Bennett, 1998. "Reviews: An Unruly World? Globalization, Governance and Geography: Justice, Society and Nature: An Exploration of Political Ecology, Modern Public Economics, Innovations in Public Management: Perspect," Environment and Planning C, , vol. 16(6), pages 769-774, December.
  120. T. A. Robinson & M. P. Taylor, 1998. "The Effects of Regulation and Regulatory Risk in the UK Electricity Distribution Industry," Annals of Public and Cooperative Economics, Wiley Blackwell, vol. 69(3), pages 331-346, September.
  121. Taylor, Mark P. & Sarno, Lucio, 1998. "The behavior of real exchange rates during the post-Bretton Woods period," Journal of International Economics, Elsevier, vol. 46(2), pages 281-312, December.
  122. Lucio Sarno & Mark Taylor, 1998. "Exchange controls, international capital flows and saving-investment correlations in the UK: An empirical investigation," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 134(1), pages 69-98, March.
  123. Taylor, Mark P. & Peel, David A., 1998. "Periodically collapsing stock price bubbles: a robust test," Economics Letters, Elsevier, vol. 61(2), pages 221-228, November.
  124. Sarno, Lucio & Taylor, Mark P, 1998. "Savings-Investment Correlations: Transitory versus Permanent," The Manchester School of Economic & Social Studies, University of Manchester, vol. 66(0), pages 17-38, Supplemen.
  125. Taylor, Mark P & Sarno, Lucio, 1997. "Capital Flows to Developing Countries: Long- and Short-Term Determinants," The World Bank Economic Review, World Bank, vol. 11(3), pages 451-470, September.
  126. Liam A. Gallagher & Lucio Sarno & Mark P. Taylor, 1997. "Estimating the Mean‐reverting Component in Stock Prices: A Cross‐country comparison," Scottish Journal of Political Economy, Scottish Economic Society, vol. 44(5), pages 566-582, November.
  127. Richard H. Clarida & Mark P. Taylor, 1997. "The Term Structure Of Forward Exchange Premiums And The Forecastability Of Spot Exchange Rates: Correcting The Errors," The Review of Economics and Statistics, MIT Press, vol. 79(3), pages 353-361, August.
  128. Taylor, Mark P, 1997. "Special Issue on Technical Analysis and Financial Markets: Editor's Introduction," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 2(4), pages 263-266, October.
  129. Panos Michael & David A. Peel & Mark P. Taylor, 1997. "Ajustement non linéaire vers le taux de change d'équilibre à long terme. Le modèle monétaire revisité," Revue Économique, Programme National Persée, vol. 48(3), pages 653-659.
  130. Lothian, James R. & Taylor, Mark P., 1997. "Real exchange rate behavior," Journal of International Money and Finance, Elsevier, vol. 16(6), pages 945-954, December.
  131. Lothian, James R & Taylor, Mark P, 1996. "Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries," Journal of Political Economy, University of Chicago Press, vol. 104(3), pages 488-509, June.
  132. Mark P. Taylor & L. Bainaud, 1996. "Prévision du taux de change dollar canadien contre dollar américain : une approche en termes de "fondamentaux"," Économie et Prévision, Programme National Persée, vol. 123(2), pages 45-51.
  133. Artis, Michael J. & Taylor, Mark P., 1995. "Misalignment, Debt Accumulation and Fundamental Equilibrium Exchange Rates," National Institute Economic Review, National Institute of Economic and Social Research, vol. 153, pages 73-83, August.
  134. Bayoumi, Tamim & Taylor, Mark P, 1995. "Macro-economic Shocks, the ERM, and Tri-polarity," The Review of Economics and Statistics, MIT Press, vol. 77(2), pages 321-331, May.
  135. Mark P. Taylor, 1995. "The Economics of Exchange Rates," Journal of Economic Literature, American Economic Association, vol. 33(1), pages 13-47, March.
  136. Garber, Peter & Taylor, Mark P, 1995. "Sand in the Wheels of Foreign Exchange Markets: A Sceptical Note," Economic Journal, Royal Economic Society, vol. 105(428), pages 173-180, January.
  137. Taylor, Mark P, 1994. "On the Reinterpretation of Money Demand Regressions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 26(4), pages 851-866, November.
  138. MacDonald, Ronald & Taylor, Mark P., 1994. "The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk," Journal of International Money and Finance, Elsevier, vol. 13(3), pages 276-290, June.
  139. Michael J. Artis & Mark P. Taylor, 1994. "The Stabilizing Effect of the ERM on Exchange Rates and Interest Rates: Some Nonparametric Tests," IMF Staff Papers, Palgrave Macmillan, vol. 41(1), pages 123-148, March.
  140. Frenkel, Jacob A. & Taylor, Mark P., 1993. "Money demand and inflation in Yugoslavia 1980-1989," Journal of Macroeconomics, Elsevier, vol. 15(3), pages 455-481.
  141. Phylaktis, Kate & Taylor, Mark P, 1993. "Money Demand, the Cagan Model and the Inflation Tax: Some Latin American Evidence," The Review of Economics and Statistics, MIT Press, vol. 75(1), pages 32-37, February.
  142. Taylor, Mark P, 1993. "Modeling the Demand for U.K. Broad Money, 1871-1913," The Review of Economics and Statistics, MIT Press, vol. 75(1), pages 112-117, February.
  143. Agenor, Pierre-Richard & Taylor, Mark P, 1993. "Analysing Credibility in High-Inflation Countries: A New Approach," Economic Journal, Royal Economic Society, vol. 103(417), pages 329-336, March.
  144. Paul R. Masson & Mark P. Taylor, 1993. "Fiscal Policy within Common Currency Areas," Journal of Common Market Studies, Wiley Blackwell, vol. 31(1), pages 29-44, March.
  145. McDonald, Ronald & Taylor, Mark P, 1993. "Regional House Prices in Britain: Long-Run Relationships and Short-Run Dynamics," Scottish Journal of Political Economy, Scottish Economic Society, vol. 40(1), pages 43-55, February.
  146. Ronald Macdonald & Mark P. Taylor, 1993. "The Monetary Approach to the Exchange Rate: Rational Expectations, Long-Run Equilibrium, and Forecasting," IMF Staff Papers, Palgrave Macmillan, vol. 40(1), pages 89-107, March.
  147. Goodhart, Charles A E & Taylor, Mark P, 1992. "Why Don't Individuals Speculate in the Forward Foreign Exchange Market?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 39(1), pages 1-13, February.
  148. Taylor, Mark P. & Allen, Helen, 1992. "The use of technical analysis in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 11(3), pages 304-314, June.
  149. Pierre-Richard Agénor & Mark P. Taylor, 1992. "Testing for Credibility Effects," IMF Staff Papers, Palgrave Macmillan, vol. 39(3), pages 545-571, September.
  150. Cuthbertson, Keith & Taylor, Mark P, 1992. "A Comparison of the Rational Expectations and the General-to-Specific Approaches to Modelling the Demand for M1," The Manchester School of Economic & Social Studies, University of Manchester, vol. 60(1), pages 1-22, March.
  151. Ronald Macdonald & Mark P. Taylor, 1992. "Exchange Rate Economics: A Survey," IMF Staff Papers, Palgrave Macmillan, vol. 39(1), pages 1-57, March.
  152. Taylor, Mark P, 1992. "Modelling the Yield Curve," Economic Journal, Royal Economic Society, vol. 102(412), pages 524-537, May.
  153. MacDonald, Ronald & Taylor, Mark P., 1992. "A stable US money demand function, 1874-1975," Economics Letters, Elsevier, vol. 39(2), pages 191-198, June.
  154. MacDonald, Ronald & Taylor, Mark P, 1991. "Exchange Rates, Policy Convergence, and the European Monetary System," The Review of Economics and Statistics, MIT Press, vol. 73(3), pages 553-558, August.
  155. Taylor, Mark P, 1991. "The Hyperinflation Model of Money Demand Revisited," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 23(3), pages 327-351, August.
  156. MacDonald, Ronald & Taylor, Mark P., 1991. "The monetary approach to the exchange rate : Long-run relationships and coefficient restrictions," Economics Letters, Elsevier, vol. 37(2), pages 179-185, October.
  157. MacDonald, Ronald & Taylor, Mark P, 1990. "The Term Structure of Forward Foreign Exchange Premia: The Inter-war Experience," The Manchester School of Economic & Social Studies, University of Manchester, vol. 58(1), pages 54-65, March.
  158. Cuthbertson, Keith & Taylor, Mark P., 1990. ""The case of the missing money" and the Lucas critique," Journal of Macroeconomics, Elsevier, vol. 12(3), pages 437-454.
  159. Taylor, M P, 1990. "Ex Ante Purchasing Power Parity: Some Evidence Based on Vector Autoregressions in the Time Domain," Empirical Economics, Springer, vol. 15(1), pages 77-91.
  160. Cuthbertson, Keith & Taylor, Mark, 1990. "Reply to Goodfriend's comments on "Money demand, expectations and the forward looking model"," Journal of Policy Modeling, Elsevier, vol. 12(2), pages 323-324.
  161. Allen, Helen & Taylor, Mark P, 1990. "Charts, Noise and Fundamentals in the London Foreign Exchange Market," Economic Journal, Royal Economic Society, vol. 100(400), pages 49-59, Supplemen.
  162. Fraser, Patricia & Taylor, Mark P, 1990. "Modelling Risk in the Interwar Foreign Exchange Market," Scottish Journal of Political Economy, Scottish Economic Society, vol. 37(3), pages 241-258, August.
  163. Cuthbertson, Keith & Taylor, Mark P., 1990. "Money demand, expectations, and the forward-looking model," Journal of Policy Modeling, Elsevier, vol. 12(2), pages 289-315.
  164. Taylor, Mark P, 1989. "Expectations, Risk and Uncertainty in the Foreign Exchange Market: Some Results Based on Survey Data," The Manchester School of Economic & Social Studies, University of Manchester, vol. 57(2), pages 142-153, June.
  165. Taylor, Mark P, 1989. "Covered Interest Arbitrage and Market Turbulence," Economic Journal, Royal Economic Society, vol. 99(396), pages 376-391, June.
  166. Taylor, Mark P, 1989. "Vector Autoregressive Tests of Uncovered Interest Rate Parity with Allowance for Conditional Heteroscedasticity," Scottish Journal of Political Economy, Scottish Economic Society, vol. 36(3), pages 238-252, August.
  167. Mills, Terence C & Taylor, Mark P, 1989. "Random Walk Components in Output and Exchange Rates: Some Robust Tests on UK Data," Bulletin of Economic Research, Wiley Blackwell, vol. 41(2), pages 123-135, April.
  168. Hall, Stephen G & Miles, David K & Taylor, Mark P, 1989. "Modelling Asset Prices with Time-Varying Betas," The Manchester School of Economic & Social Studies, University of Manchester, vol. 57(4), pages 340-356, December.
  169. MacDonald, Ronald & Taylor, Mark P., 1989. "Foreign exchange market efficiency and cointegration : Some evidence from the recent float," Economics Letters, Elsevier, vol. 29(1), pages 63-68.
  170. MacDonald, Ronald & Taylor, Mark P, 1989. "Interest Rate Parity: Some New Evidence," Bulletin of Economic Research, Wiley Blackwell, vol. 41(4), pages 255-274, October.
  171. Taylor, Mark P & Tonks, Ian, 1989. "The Internationalisation of Stock Markets and the Abolition of U.K. Exchange Control," The Review of Economics and Statistics, MIT Press, vol. 71(2), pages 332-336, May.
  172. Cuthbertson, Keith & Taylor, Mark P, 1989. "Anticipated and Unanticipated Variables in the Demand for M1 in the U.K," The Manchester School of Economic & Social Studies, University of Manchester, vol. 57(4), pages 319-339, December.
  173. MacDonald, Ronald & Taylor, Mark P, 1988. "Metals Prices, Efficiency and Cointegration: Some Evidence from the London Metal Exchange," Bulletin of Economic Research, Wiley Blackwell, vol. 40(3), pages 235-239, June.
  174. Taylor, Mark P. & McMahon, Patrick C., 1988. "Long-run purchasing power parity in the 1920s," European Economic Review, Elsevier, vol. 32(1), pages 179-197, January.
  175. Taylor, Mark P, 1988. "A DYMIMIC Model of Forward Foreign Exchange Risk, with Estimates for Three Major Exchange Rates," The Manchester School of Economic & Social Studies, University of Manchester, vol. 56(1), pages 55-68, March.
  176. MacDonald, Ronald & Taylor, Mark P, 1988. "Testing Rational Expectations and Efficiency in the London Metal Exchange," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 50(1), pages 41-52, February.
  177. Taylor, Mark P., 1987. "On granger causality and the monetary approach to the balance of payments," Journal of Macroeconomics, Elsevier, vol. 9(2), pages 239-253.
  178. Taylor, Mark P, 1987. "The Simple Analytics of Implicit Labour Contracts," Bulletin of Economic Research, Wiley Blackwell, vol. 39(1), pages 1-27, January.
  179. Taylor, Mark P, 1987. "On Long-run Solutions to Dynamic Econometric Equations under Rational Expectations [A Cautionary Note on the Interpretation of Long-run Equilibrium Solutions in Conventional Macro Models]," Economic Journal, Royal Economic Society, vol. 97(385), pages 215-218, March.
  180. Cuthbertson, Keith & Taylor, Mark P, 1987. "The Demand for Money: A Dynamic Rational Expectations Model," Economic Journal, Royal Economic Society, vol. 97(388a), pages 65-76, Supplemen.
  181. Taylor, Mark P, 1987. "Financial Innovation, Inflation and the Stability of the Demand for Broad Money in the United Kingdom," Bulletin of Economic Research, Wiley Blackwell, vol. 39(3), pages 225-233, July.
  182. Taylor, Mark P, 1987. "The Role of Speculation in the Forward Exchange Market: Some Consistent Estimates Assuming Rational Expectations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 49(3), pages 323-333, August.
  183. Mark Taylor, 1987. "Risk premia and foreign exchange: A multiple time series approach to testing uncovered interest-rate parity," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 123(4), pages 579-591, December.
  184. Mark P. Taylor, 1987. "Learning and Rationality: an Empirical Study of Investment Managers' Stock Market Predictions," Annals of Economics and Statistics, GENES, issue 8, pages 43-57.
  185. M Taylor, 1986. "The Product-Cycle Model: A Critique," Environment and Planning A, , vol. 18(6), pages 751-761, June.
  186. Cuthbertson, Keith & Taylor, Mark P, 1986. "Monetary Anticipation and the Demand for Money in the U.K.: Testing Rationality in the Shock-Absorber Hypothesis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(4), pages 355-365, October.
  187. Taylor, M P, 1986. "From the General to the Specific: The Demand for M2 in Three," Empirical Economics, Springer, vol. 11(4), pages 243-261.
  188. Spanos, Aris & Taylor, Mark P, 1984. "The Monetary Approach to the Balance of Payments: A Critical Appraisal of Some Empirical Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 46(4), pages 329-340, November.
  189. D Seamon & I G Cullen & D R Mainz & P Hall & M Taylor & A Charlesworth, 1977. "Review: Place and Placelessness, Paths in Space—Time Environments: A Time-Geographic Study of Movement Possibilities of Individuals, Industrial Location and Planning in the United Kingdom, New-Town ," Environment and Planning A, , vol. 9(8), pages 961-972, August.
  190. Forge-Zirkler, K. & Ballard, R. & Taylor, M., . "Profitable Biodiverse Wool Production Systems for the Northern Tablelands of NSW: Science and Extension Working Together," Extension Farming Systems Journal - EFS Journal, Australasian Farm Business Management Network, vol. 7(2).

Chapters

  1. Ilias Filippou & My T. Nguyen & Mark P. Taylor, 2024. "Investor attention to news on financial integration and currency returns," Chapters, in: Guglielmo M. Caporale (ed.), Handbook of Financial Integration, chapter 3, pages 57-73, Edward Elgar Publishing.
  2. Mark P. Taylor & Hyeyoen Kim, 2009. "Real Variables, Nonlinearity, and European Real Exchange Rates," NBER Chapters, in: NBER International Seminar on Macroeconomics 2008, pages 157-193, National Bureau of Economic Research, Inc.
  3. Richard H. Clarida & Manuela Goretti & Mark P. Taylor, 2007. "Are There Thresholds of Current Account Adjustment in the G7?," NBER Chapters, in: G7 Current Account Imbalances: Sustainability and Adjustment, pages 169-204, National Bureau of Economic Research, Inc.
  4. Robert P. Flood & Mark P. Taylor, 1996. "Exchange Rate Economics: What's Wrong with the Conventional Macro Approach?," NBER Chapters, in: The Microstructure of Foreign Exchange Markets, pages 261-302, National Bureau of Economic Research, Inc.

Books

  1. Mark P. Taylor & Meher Manzur (ed.), 2013. "Recent Developments in Exchange Rate Economics," Books, Edward Elgar Publishing, number 15160.
  2. Bayoumi,Tamim & Eichengreen,Barry & Taylor,Mark P. (ed.), 2008. "Modern Perspectives on the Gold Standard," Cambridge Books, Cambridge University Press, number 9780521063517, January.
  3. Sarno,Lucio & Taylor,Mark P., 2003. "The Economics of Exchange Rates," Cambridge Books, Cambridge University Press, number 9780521485845, January.
  4. Lucio Sarno & Mark P. Taylor (ed.), 2002. "New Developments in Exchange Rate Economics," Books, Edward Elgar Publishing, volume 0, number 2115.
  5. Liam A. Gallagher & Mark P. Taylor (ed.), 2002. "Speculation and Financial Markets," Books, Edward Elgar Publishing, volume 0, number 2114.
  6. Bayoumi,Tamim & Eichengreen,Barry & Taylor,Mark P. (ed.), 1997. "Modern Perspectives on the Gold Standard," Cambridge Books, Cambridge University Press, number 9780521571692, January.
  7. Masson,Paul R. & Taylor,Mark P. (ed.), 1993. "Policy Issues in the Operation of Currency Unions," Cambridge Books, Cambridge University Press, number 9780521434553, January.
  8. Ronald MacDonald & Mark P. Taylor (ed.), 1991. "Exchange Rate Economics," Books, Edward Elgar Publishing, volume 0, number 569.
  9. Mark P. Taylor, 1989. "The Balance of Payments," Books, Edward Elgar Publishing, number 421.

Editorship

  1. International Journal of Finance & Economics, John Wiley & Sons, Ltd..
  2. Applied Economics Letters, Taylor & Francis Journals.
  3. Applied Financial Economics Letters, Taylor and Francis Journals.
  4. Applied Financial Economics, Taylor & Francis Journals.
  5. Applied Economics, Taylor & Francis Journals.
  6. International Journal of Finance & Economics, John Wiley & Sons, Ltd..

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:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works
  4. Number of Distinct Works, Weighted by Simple Impact Factor
  5. Number of Distinct Works, Weighted by Recursive Impact Factor
  6. Number of Distinct Works, Weighted by Number of Authors
  7. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Citations
  10. Number of Citations, Discounted by Citation Age
  11. Number of Citations, Weighted by Simple Impact Factor
  12. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Recursive Impact Factor
  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  20. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  21. h-index
  22. Number of Registered Citing Authors
  23. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  24. Number of Journal Pages
  25. Number of Journal Pages, Weighted by Simple Impact Factor
  26. Number of Journal Pages, Weighted by Recursive Impact Factor
  27. Number of Journal Pages, Weighted by Number of Authors
  28. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  29. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  30. Number of Abstract Views in RePEc Services over the past 12 months
  31. Number of Downloads through RePEc Services over the past 12 months
  32. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  33. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  34. Euclidian citation score
  35. Closeness measure in co-authorship network
  36. Betweenness measure in co-authorship network
  37. Breadth of citations across fields
  38. Wu-Index
  39. Record of graduates

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 42 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-IFN: International Finance (27) 2001-11-21 2001-12-14 2003-03-14 2003-03-14 2004-07-04 2005-02-13 2006-05-13 2006-07-15 2006-08-05 2006-11-04 2006-11-04 2006-11-25 2007-04-09 2007-05-19 2008-09-05 2009-06-17 2009-11-27 2010-05-29 2012-04-17 2013-03-02 2014-08-20 2015-01-09 2016-12-18 2019-08-26 2021-05-24 2021-05-24 2021-05-31. Author is listed
  2. NEP-CBA: Central Banking (16) 2006-05-13 2006-07-15 2006-07-21 2006-08-05 2006-11-04 2006-11-04 2006-11-25 2007-04-09 2007-05-19 2008-09-05 2009-06-17 2009-11-27 2010-05-29 2012-10-06 2013-03-02 2019-08-26. Author is listed
  3. NEP-MON: Monetary Economics (15) 2004-09-30 2005-06-14 2005-06-14 2006-07-15 2006-08-05 2006-11-04 2006-11-25 2008-09-05 2009-11-27 2010-05-29 2013-03-02 2015-01-09 2016-12-18 2019-08-26 2021-05-24. Author is listed
  4. NEP-MST: Market Microstructure (9) 2006-07-15 2006-08-05 2006-11-04 2006-11-25 2007-05-19 2009-06-17 2009-07-03 2010-05-29 2012-10-06. Author is listed
  5. NEP-FMK: Financial Markets (8) 2001-12-14 2003-03-14 2005-06-14 2005-06-14 2006-05-13 2006-07-15 2006-07-21 2006-08-05. Author is listed
  6. NEP-MAC: Macroeconomics (7) 2001-10-29 2001-12-04 2003-03-17 2005-06-14 2005-06-14 2013-03-02 2019-08-26. Author is listed
  7. NEP-OPM: Open Economy Macroeconomics (6) 2008-09-05 2014-08-20 2019-08-26 2021-05-24 2021-05-24 2021-06-14. Author is listed
  8. NEP-ETS: Econometric Time Series (3) 2002-07-08 2003-03-14 2007-04-09
  9. NEP-RMG: Risk Management (3) 2003-03-14 2021-05-31 2021-06-14
  10. NEP-CFN: Corporate Finance (2) 2005-06-14 2021-06-14
  11. NEP-COM: Industrial Competition (2) 2009-06-17 2012-10-06
  12. NEP-EEC: European Economics (2) 2005-06-14 2013-03-02
  13. NEP-FOR: Forecasting (2) 2009-06-17 2021-05-24
  14. NEP-GEO: Economic Geography (2) 2003-07-13 2007-01-14
  15. NEP-BEC: Business Economics (1) 2006-05-13
  16. NEP-BIG: Big Data (1) 2021-05-24
  17. NEP-CMP: Computational Economics (1) 2021-05-24
  18. NEP-CWA: Central and Western Asia (1) 2021-05-24
  19. NEP-DEM: Demographic Economics (1) 2013-08-23
  20. NEP-DEV: Development (1) 2007-01-14
  21. NEP-FDG: Financial Development and Growth (1) 2021-06-14
  22. NEP-HIS: Business, Economic and Financial History (1) 2005-02-13
  23. NEP-HPE: History and Philosophy of Economics (1) 2004-07-04
  24. NEP-INT: International Trade (1) 2021-05-31
  25. NEP-LAB: Labour Economics (1) 2013-08-23
  26. NEP-MFD: Microfinance (1) 2003-07-13
  27. NEP-MKT: Marketing (1) 2009-06-17
  28. NEP-SEA: South East Asia (1) 2007-01-14
  29. NEP-UPT: Utility Models and Prospect Theory (1) 2021-05-24

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