Exploring the international linkages of the euro area: a global VAR analysis S Dees, F Mauro, MH Pesaran, LV Smith
Journal of applied econometrics 22 (1), 1-38, 2007
1241 2007 More powerful panel data unit root tests with an application to mean reversion in real exchange rates LV Smith, S Leybourne, TH Kim, P Newbold
Journal of Applied Econometrics 19 (2), 147-170, 2004
412 2004 Panel unit root tests in the presence of a multifactor error structure MH Pesaran, LV Smith, T Yamagata
Journal of Econometrics 175 (2), 94-115, 2013
336 2013 Forecasting economic and financial variables with global VARs MH Pesaran, T Schuermann, LV Smith
International journal of forecasting 25 (4), 642-675, 2009
264 2009 Long run macroeconomic relations in the global economy S Dees, S Holly, MH Pesaran, LV Smith
Economics 1 (1), 20070003, 2007
213 2007 Observation of Single Top Quark Production in Association with a AM Sirunyan, A Tumasyan, W Adam, F Ambrogi, E Asilar, T Bergauer, ...
Physical review letters 122 (13), 132003, 2019
168 2019 Search for the Higgs Boson Decaying to Two Muons in Proton-Proton Collisions at AM Sirunyan, A Tumasyan, W Adam, F Ambrogi, E Asilar, T Bergauer, ...
Physical review letters 122 (2), 021801, 2019
155 2019 What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR M Hashem Pesaran, L Vanessa Smith, RP Smith
International Journal of Finance & Economics 12 (1), 55-87, 2007
147 2007 GVAR Toolbox 2.0 LV Smith, A Galesi
University of Cambridge: Judge Business School, 2014
140 2014 Empirical evidence on jumps in the term structure of the US Treasury market M Dungey, M McKenzie, LV Smith
Journal of Empirical Finance 16 (3), 430-445, 2009
140 2009 Tests for a change in persistence against the null of difference‐stationarity S Leybourne, TH Kim, V Smith, P Newbold
The Econometrics Journal 6 (2), 291-311, 2003
124 2003 Identification of new Keynesian Phillips curves from a global perspective S Dees, MH Pesaran, LV Smith, RP Smith
Journal of Money, Credit and Banking 41 (7), 1481-1502, 2009
113 2009 Observation of Two Excited AM Sirunyan, A Tumasyan, W Adam, F Ambrogi, T Bergauer, ...
Physical review letters 122 (13), 132001, 2019
99 2019 A multiple testing approach to the regularisation of large sample correlation matrices N Bailey, MH Pesaran, LV Smith
Journal of Econometrics 208 (2), 507-534, 2019
65 2019 The GVAR approach and the dominance of the US economy A Chudik, V Smith
Federal Reserve Bank of Dallas, 2013
53 2013 Constructing Multi‐Country Rational Expectations Models S Dees, M Hashem Pesaran, L Vanessa Smith, RP Smith
Oxford Bulletin of Economics and Statistics 76 (6), 812-840, 2014
51 2014 GVAR Toolbox 1.1 LV Smith, A Galesi
URL www-cfap. jbs. cam. ac. uk/research/gvartoolbox/index. html, 2011
44 2011 On the epidemic of financial crises N Demiris, T Kypraios, L Vanessa Smith
Journal of the Royal Statistical Society Series A: Statistics in Society 177 …, 2014
40 2014 Firm level return–volatility analysis using dynamic panels LV Smith, T Yamagata
Journal of Empirical Finance 18 (5), 847-867, 2011
32 2011 GVAR toolbox 2.0–User guide LV Smith, A Galesi
CFAP & CIMF, 2014
28 2014 