Research
Research
Publications
Reade, J., Pawlowski, T., Rambaccussing, D., Rossi, G. and Ramirez, P., Exploring Entertainment Utility from Football Games. Journal of Economic Behaviour and Organisation.
Golinski, A., Madeira J., & Rambaccussing, D. (2024). Return Predictability, Dividend Growth and the Persistence of the Price-Dividend Ratio. International Journal of Forecasting. https://doi.org/10.1016/j.ijforecast.2024.03.005
Harris, R. D., Mazibas, M., & Rambaccussing, D. (2024). Bitcoin Replication Using Machine Learning. International Review of Financial Analysis. https://doi.org/10.1016/j.irfa.2024.103207
Rambaccussing, D., & Kwiatkowski, A. (2023). The nexus between national and regional reporting of economic news: Evidence from the United Kingdom and Scotland. Bulletin of Economic Research. https://doi.org/10.1111/boer.12428
Rambaccussing, D., 2021. The price–rent ratio inequality in Scottish Cities: fluctuations in discount rates and expected rent growth. SN Business & Economics, 1(9), pp.1-15.https://doi.org/10.1007/s43546-021-00116-y
Rambaccussing D., and Kwiatkowski, A (2020) Forecasting with news sentiment: Evidence from UK newspapers. International Journal of Forecasting, Special Issue : Text-based data and forecasting. https://doi.org/10.1016/j.ijforecast.2020.04.002
Rambaccussing D., and Mazibas , M(2020) True versus Spurious Long Memory in Cryptocurrencies. Journal of Risk and Financial Management, Special Issue: Recent Developments in Cryptocurrency Markets: Co-movements, Spillovers, and Forecasting. https://doi.org/10.3390/jrfm13090186
Bowden, J., Kwiatkowski, A., & Rambaccussing, D. (2019). Economy through a lens: Distortions of policy coverage in UK national newspapers. Journal of Comparative Economics, 47(4), 881-906. https://doi.org/10.1016/j.jce.2019.07.002
Brown, A., Rambaccussing, D., Reade, J. J., & Rossi, G. (2018). Forecasting with social media: evidence from tweets on soccer matches. Economic Inquiry, 56(3), 1748-1763. http://dx.doi.org/10.1111/ecin.12506
Russell, B., & Rambaccussing, D. (2019). Breaks and the statistical process of inflation: the case of estimating the ‘modern’long-run Phillips curve. Empirical Economics, 56(5), 1455-1475. https://doi.org/10.1007/s00181-017-1404-5
Rambaccussing, D., & Power, D. (2018). Expected returns and expected dividend growth in Europe: Legal origin, institutional, and financial determinants. International Journal of Finance & Economics, 23(4), 533-545. https://doi.org/10.1002/ijfe.1636
Rambaccussing, D., & Power, D. (2017). Sources of fluctuations in the UK equity market: What drives stock returns ? European Journal of Finance, 24(6), 499-516. http://dx.doi.org/10.1080/1351847X.2017.1335649
Davidson J.E.H. and Rambaccussing D. (2015) A test of long-memory hypothesis based on self-similarity" Journal of Time Series Econometrics 7(2) (2015) 115-142. https://doi.org/10.1515/jtse-2013-0036
"Fractional Integration, return predictability and unconditional risk: Evidence from African Frontier Markets" African Review of Economics and Finance, 1(2) (2010)
Working papers
Rambaccussing D, Menzies C and Kwiatkowski (2024) MPC Member Speeches and Expected Inflation: The impact of tonality on yield curves.
Reade, J., Pawlowski, T., Rambaccussing, D., Rossi, G., & Ramirez, P. Exploring Entertainment Utility from Football Games. Available at SSRN 4527822.
Grants
Economic Futures (Principal Investigator) - June 2021
Carnegie Association of Universities (Principal Investigator) - June 2018
Twitter Big Data Grant (Principal Investigator) - April 2014 (Co-investigators: Dr James Reade (Reading), Dr Giambattista Rossi (Birbeck)
Scottish Institute of Research Economists Early Career Grant - January 2015