George Madison Lady
Personal Details
First Name: | George |
Middle Name: | Madison |
Last Name: | Lady |
Suffix: | |
RePEc Short-ID: | pla239 |
| |
Affiliation
Economics Department
Temple University
Philadelphia, Pennsylvania (United States)https://liberalarts.temple.edu/academics/departments-and-programs/economics
RePEc:edi:edtemus (more details at EDIRC)
Research output
Jump to: ArticlesArticles
- Buck, Andrew J. & Lady, George M., 2005. "Falsifying economic models," Economic Modelling, Elsevier, vol. 22(5), pages 777-810, September.
- Lady, George M., 1995. "Robust economic models," Journal of Economic Dynamics and Control, Elsevier, vol. 19(3), pages 481-501, April.
- Bopp, Anthony E. & Lady, George M., 1991. "A comparison of petroleum futures versus spot prices as predictors of prices in the future," Energy Economics, Elsevier, vol. 13(4), pages 274-282, October.
- Lady, George M, 1983. "The Structure of Qualitatively Determinate Relationships," Econometrica, Econometric Society, vol. 51(1), pages 197-218, January.
- Lady, George M. & Maybee, John S., 1983. "Qualitatively invertible matrices," Mathematical Social Sciences, Elsevier, vol. 6(3), pages 397-407, December.
- Bopp, Anthony & Lady, George M., 1982. "On measuring the effects of higher energy prices," Energy Economics, Elsevier, vol. 4(4), pages 218-224, October.
- Alt, Christopher & Bopp, Anthony & Lady, George, 1979. "Econometric analysis of the 1974/75 decline in petroleum consumption in the USA : Some policy implications," Energy Economics, Elsevier, vol. 1(1), pages 27-32, January.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Articles
- Buck, Andrew J. & Lady, George M., 2005.
"Falsifying economic models,"
Economic Modelling, Elsevier, vol. 22(5), pages 777-810, September.
Cited by:
- Andrew J. Buck & George M. Lady, 2014.
"A New Approach to Model Verification, Falsification and Selection,"
DETU Working Papers
1403, Department of Economics, Temple University.
- Andrew J. Buck & George M. Lady, 2015. "A New Approach to Model Verification, Falsification and Selection," Econometrics, MDPI, vol. 3(3), pages 1-28, June.
- Lady, George M. & Quirk, James P., 2007. "The scope of the LeChatelier Principle," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 381(C), pages 351-365.
- W D A Bryant, 2009. "General Equilibrium:Theory and Evidence," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6875, August.
- Buck, Andrew J. & Lady, George M., 2012.
"Structural sign patterns and reduced form restrictions,"
Economic Modelling, Elsevier, vol. 29(2), pages 462-470.
- Andrew J. Buck & George M. Lady, 2011. "Structural Sign Patterns and Reduced Form Restrictions," DETU Working Papers 1102, Department of Economics, Temple University.
- Andrew J. Buck & George M. Lady, 2011.
"Structural Models, Information and Inherited Restrictions,"
DETU Working Papers
1103, Department of Economics, Temple University.
- Lady, George M. & Buck, Andrew J., 2011. "Structural models, information and inherited restrictions," Economic Modelling, Elsevier, vol. 28(6), pages 2820-2831.
- Andrew J. Buck & George M. Lady, 2010. "An Expanded Scope For Qualitative Economics," DETU Working Papers 1007, Department of Economics, Temple University.
- Andrew J. Buck & George M. Lady, 2010. "Qualitative Matrices and Information," DETU Working Papers 1003, Department of Economics, Temple University.
- Paul Oslington, 2012. "General Equilibrium: Theory and Evidence," The Economic Record, The Economic Society of Australia, vol. 88(282), pages 446-448, September.
- Andrew J. Buck & George M. Lady, 2014.
"A New Approach to Model Verification, Falsification and Selection,"
DETU Working Papers
1403, Department of Economics, Temple University.
- Lady, George M., 1995.
"Robust economic models,"
Journal of Economic Dynamics and Control, Elsevier, vol. 19(3), pages 481-501, April.
Cited by:
- Andrew J. Buck & George M. Lady, 2015. "Estimating a Falsified Model: Some Impossibility Theorems," DETU Working Papers 1506, Department of Economics, Temple University.
- Andrew J. Buck & George M. Lady, 2016. "Estimating a Falsified Model," DETU Working Papers 1601, Department of Economics, Temple University.
- Bopp, Anthony E. & Lady, George M., 1991.
"A comparison of petroleum futures versus spot prices as predictors of prices in the future,"
Energy Economics, Elsevier, vol. 13(4), pages 274-282, October.
Cited by:
- Chu, Pyung Kun & Hoff, Kristian & Molnár, Peter & Olsvik, Magnus, 2022. "Crude oil: Does the futures price predict the spot price?," Research in International Business and Finance, Elsevier, vol. 60(C).
- Shrestha, Keshab & Philip, Sheena & Peranginangin, Yessy, 2020. "Contributions of Crude Oil Exchange Traded Funds in Price Discovery Process," American Business Review, Pompea College of Business, University of New Haven, vol. 23(2), pages 393-407, November.
- Shrestha, Keshab, 2014. "Price discovery in energy markets," Energy Economics, Elsevier, vol. 45(C), pages 229-233.
- Nuhu Isah & Abdul Talib Bon, 2017. "Application of Markov Model in Crude Oil Price Forecasting," Traektoriâ Nauki = Path of Science, Altezoro, s.r.o. & Dialog, vol. 3(8(25)), pages 1007-1012, August.
- Naser, Hanan, 2016. "Estimating and forecasting the real prices of crude oil: A data rich model using a dynamic model averaging (DMA) approach," Energy Economics, Elsevier, vol. 56(C), pages 75-87.
- Pankaj Kumar GUPTA & Sunita RAVI, 2012. "Commodity Market Inefficiencies and Inflationary Pressures - India’s Economic Policy Dilemma," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 31-38.
- Aruga Kentaka, 2011. "Market Efficiency in the Non-Genetically Modified Soybean Futures Market," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 9(1), pages 1-13, December.
- Frankel, Jeffrey & Rose, Andrew K., 2010.
"Determinants of Agricultural and Mineral Commodity Prices,"
Working Paper Series
rwp10-038, Harvard University, John F. Kennedy School of Government.
- Jeffrey A Frankel & Andrew K Rose, 2010. "Determinants of Agricultural and Mineral Commodity Prices," RBA Annual Conference Volume (Discontinued), in: Renée Fry & Callum Jones & Christopher Kent (ed.),Inflation in an Era of Relative Price Shocks, Reserve Bank of Australia.
- Frankel, Jeffrey A. & Rose, Andrew K., 2010. "Determinants of Agricultural and Mineral Commodity Prices," Scholarly Articles 4450126, Harvard Kennedy School of Government.
- Claudio Dicembrino & Pasquale Lucio Scandizzo, 2012. "The Fundamental and Speculative Components of the Oil Spot Price: A Real Option Value Approach," CEIS Research Paper 229, Tor Vergata University, CEIS, revised 18 Apr 2012.
- Frankel, Jeffrey A., 2013.
"Effects of Speculation and Interest Rates in a "Carry Trade" Model of Commodity Prices,"
Working Paper Series
rwp13-022, Harvard University, John F. Kennedy School of Government.
- Jeffrey A. Frankel, 2013. "Effects of Speculation and Interest Rates in a "Carry Trade" Model of Commodity Prices," NBER Working Papers 19463, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey A., 2014. "Effects of speculation and interest rates in a “carry trade” model of commodity prices," Journal of International Money and Finance, Elsevier, vol. 42(C), pages 88-112.
- Dergiades, Theologos & Madlener, Reinhard & Christofidou, Georgia, 2012.
"The Nexus between Natural Gas Spot and Futures Prices at NYMEX: Do Weather Shocks and Non-Linear Causality in Low Frequencies Matter?,"
FCN Working Papers
17/2012, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), revised Sep 2013.
- Dergiades, Theologos & Madlener, Reinhard & Christofidou, Georgia, 2018. "The nexus between natural gas spot and futures prices at NYMEX: Do weather shocks and non-linear causality in low frequencies matter?," The Journal of Economic Asymmetries, Elsevier, vol. 18(C), pages 1-1.
- Phillip A. Cartwright & Natalija Riabko, 2019. "Do spot food commodity and oil prices predict futures prices?," Review of Quantitative Finance and Accounting, Springer, vol. 53(1), pages 153-194, July.
- James D. Hamilton, 2008.
"Understanding Crude Oil Prices,"
NBER Working Papers
14492, National Bureau of Economic Research, Inc.
- James D. Hamilton, 2009. "Understanding Crude Oil Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 179-206.
- Scarpa, Elisa & Longo, Chiara & Manera, Matteo & Markandya, Anil, 2007.
"Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting,"
International Energy Markets Working Papers
12118, Fondazione Eni Enrico Mattei (FEEM).
- Matteo Manera & Chiara Longo & Anil Markandya & Elisa Scarpa, 2007. "Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting," Working Papers 2007.4, Fondazione Eni Enrico Mattei.
- Nicolau, Mihaela & Palomba, Giulio, 2015. "Dynamic relationships between spot and futures prices. The case of energy and gold commodities," Resources Policy, Elsevier, vol. 45(C), pages 130-143.
- Phillip A. Cartwright & Natalija Riabko, 2016. "Further evidence on the explanatory power of spot food and energy commodities market prices for futures prices," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 579-605, October.
- Chen, Shyh-Wei & Lin, Shih-Mo, 2014. "Non-linear dynamics in international resource markets: Evidence from regime switching approach," Research in International Business and Finance, Elsevier, vol. 30(C), pages 233-247.
- Menzie D. Chinn & Olivier Coibion, 2010.
"The Predictive Content of Commodity Futures,"
NBER Working Papers
15830, National Bureau of Economic Research, Inc.
- Menzie D. Chinn & Olivier Coibion, 2014. "The Predictive Content of Commodity Futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(7), pages 607-636, July.
- Menzie D. Chinn & Olivier Coibion, 2010. "The Predictive Content of Commodity Futures," Working Papers 89, Department of Economics, College of William and Mary.
- Mihaela NICOLAU & Giulio PALOMBA & Ilaria TRAINI, 2013. "Are Futures Prices Influenced by Spot;Prices or Vice-versa? An Analysis of Crude;Oil, Natural Gas and Gold Markets," Working Papers 394, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Giliola Frey & Matteo Manera & Anil Markandya & Elisa Scarpa, 2009. "Econometric Models for Oil Price Forecasting: A Critical Survey," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 10(01), pages 29-44, April.
- Salah Abosedra, 2005. "Futures versus univariate forecast of crude oil prices," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 29(4), pages 231-241, December.
- Nandha, Mohan & Faff, Robert, 2008. "Does oil move equity prices? A global view," Energy Economics, Elsevier, vol. 30(3), pages 986-997, May.
- Wang, Yudong & Wu, Chongfeng, 2013. "Are crude oil spot and futures prices cointegrated? Not always!," Economic Modelling, Elsevier, vol. 33(C), pages 641-650.
- Andrea Bastianin & Matteo Manera & Anil Markandya & Elisa Scarpa, 2011.
"Oil Price Forecast Evaluation with Flexible Loss Functions,"
Working Papers
2011.91, Fondazione Eni Enrico Mattei.
- Bastianin, Andrea & Manera, Matteo & Markandya, Anil & Scarpa, Elisa, 2011. "Oil Price Forecast Evaluation with Flexible Loss Functions," Energy: Resources and Markets 120042, Fondazione Eni Enrico Mattei (FEEM).
- Mamatzakis, E. & Koutsomanoli-Filippaki, A., 2014. "Testing the rationality of DOE's energy price forecasts under asymmetric loss preferences," Energy Policy, Elsevier, vol. 68(C), pages 567-575.
- Cartwright, Phillip A. & Riabko, Natalija, 2015. "Measuring the effect of oil prices on wheat futures prices," Research in International Business and Finance, Elsevier, vol. 33(C), pages 355-369.
- Robert E. Looney & David A. Schrady & Ronald L. Brown, 2001. "Estimating the Economic Benefits of Forward-Engaged Naval Forces," Interfaces, INFORMS, vol. 31(4), pages 74-86, August.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin, 2013. "The causal nexus between oil prices and equity market in the U.S.: A regime switching model," Energy Economics, Elsevier, vol. 39(C), pages 271-282.
- Raven Molloy & Hui Shan, 2010. "The effect of gasoline prices on household location," Working Papers 2010/28, Institut d'Economia de Barcelona (IEB).
- Sanders, Dwight R. & Manfredo, Mark R. & Boris, Keith, 2009. "Evaluating information in multiple horizon forecasts: The DOE's energy price forecasts," Energy Economics, Elsevier, vol. 31(2), pages 189-196.
- Abosedra, Salah & Baghestani, Hamid, 2004. "On the predictive accuracy of crude oil futures prices," Energy Policy, Elsevier, vol. 32(12), pages 1389-1393, August.
- Carlos Caceres & Leandro Medina, 2012. "Measures of Fiscal Risk in Hydrocarbon-Exporting Countries," IMF Working Papers 2012/260, International Monetary Fund.
- Morris, Adele C. & Neill, Helen R. & Coulson, N. Edward, 2020. "Housing supply elasticity, gasoline prices, and residential property values," Journal of Housing Economics, Elsevier, vol. 48(C).
- Faff, Robert W. & Brailsford, Timothy J., 1999. "Oil price risk and the Australian stock market," Journal of Energy Finance & Development, Elsevier, vol. 4(1), pages 69-87, June.
- Lady, George M, 1983.
"The Structure of Qualitatively Determinate Relationships,"
Econometrica, Econometric Society, vol. 51(1), pages 197-218, January.
Cited by:
- Lady, George M., 1995. "Robust economic models," Journal of Economic Dynamics and Control, Elsevier, vol. 19(3), pages 481-501, April.
- Buck, Andrew J. & Lady, George M., 2012.
"Structural sign patterns and reduced form restrictions,"
Economic Modelling, Elsevier, vol. 29(2), pages 462-470.
- Andrew J. Buck & George M. Lady, 2011. "Structural Sign Patterns and Reduced Form Restrictions," DETU Working Papers 1102, Department of Economics, Temple University.
- Berndsen, R.J., 1992. "Qualitative reasoning and knowledge representation in economic models," Other publications TiSEM 81fd6886-b744-4c37-9dac-4, Tilburg University, School of Economics and Management.
- Andrew J. Buck & George M. Lady, 2011.
"Structural Models, Information and Inherited Restrictions,"
DETU Working Papers
1103, Department of Economics, Temple University.
- Lady, George M. & Buck, Andrew J., 2011. "Structural models, information and inherited restrictions," Economic Modelling, Elsevier, vol. 28(6), pages 2820-2831.
- Quirk, James, 1997. "Qualitative comparative statics," Journal of Mathematical Economics, Elsevier, vol. 28(2), pages 127-154, September.
- Andrew J. Buck & George M. Lady, 2010. "An Expanded Scope For Qualitative Economics," DETU Working Papers 1007, Department of Economics, Temple University.
- J S Maybee & H Voogd, 1984. "Qualitative Impact Analysis through Sign-Solvability: A Review," Environment and Planning B, , vol. 11(4), pages 365-376, December.
- Buck, Andrew J. & Lady, George M., 2005. "Falsifying economic models," Economic Modelling, Elsevier, vol. 22(5), pages 777-810, September.
- Andrew J. Buck & George M. Lady, 2010. "Qualitative Matrices and Information," DETU Working Papers 1003, Department of Economics, Temple University.
- Lady, George M. & Maybee, John S., 1983.
"Qualitatively invertible matrices,"
Mathematical Social Sciences, Elsevier, vol. 6(3), pages 397-407, December.
Cited by:
- Lady, George M., 1995. "Robust economic models," Journal of Economic Dynamics and Control, Elsevier, vol. 19(3), pages 481-501, April.
- Buck, Andrew J. & Lady, George M., 2012.
"Structural sign patterns and reduced form restrictions,"
Economic Modelling, Elsevier, vol. 29(2), pages 462-470.
- Andrew J. Buck & George M. Lady, 2011. "Structural Sign Patterns and Reduced Form Restrictions," DETU Working Papers 1102, Department of Economics, Temple University.
- Andrew J. Buck & George M. Lady, 2011.
"Structural Models, Information and Inherited Restrictions,"
DETU Working Papers
1103, Department of Economics, Temple University.
- Lady, George M. & Buck, Andrew J., 2011. "Structural models, information and inherited restrictions," Economic Modelling, Elsevier, vol. 28(6), pages 2820-2831.
- George Lady, 2000. "Topics in nonparametric comparative statics and stability," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 6(1), pages 67-83, February.
- J S Maybee & H Voogd, 1984. "Qualitative Impact Analysis through Sign-Solvability: A Review," Environment and Planning B, , vol. 11(4), pages 365-376, December.
- Andrew J. Buck & George M. Lady, 2010. "Qualitative Matrices and Information," DETU Working Papers 1003, Department of Economics, Temple University.
- Bopp, Anthony & Lady, George M., 1982.
"On measuring the effects of higher energy prices,"
Energy Economics, Elsevier, vol. 4(4), pages 218-224, October.
Cited by:
- Zohreh Salimian & Marjan Kordbacheh & Mehdi Sadeghi Shahdani & Vahab Mokarizadeh, 2012. "Analyzing the Effects of the Iranian Energy Subsidy Reform Plan on Short-Run Marginal Generation Cost of Electricity Using Extended Input-Output Price Model," International Journal of Energy Economics and Policy, Econjournals, vol. 2(4), pages 250-262.
- Bhattacharyya, Subhes C., 1996. "Applied general equilibrium models for energy studies: a survey," Energy Economics, Elsevier, vol. 18(3), pages 145-164, July.
- Alt, Christopher & Bopp, Anthony & Lady, George, 1979.
"Econometric analysis of the 1974/75 decline in petroleum consumption in the USA : Some policy implications,"
Energy Economics, Elsevier, vol. 1(1), pages 27-32, January.
Cited by:
- W. A. Donnelly, 1982. "The Regional Demand for Petrol in Australia," The Economic Record, The Economic Society of Australia, vol. 58(4), pages 317-327, December.
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