Research Papers

Tests for equal forecast accuracy under unconditional heteroskedasticity

David I. Harvey, Stephen J. Leybourne and Yang Zu

Forthcoming in Journal of Applied Econometrics

Improved tests for stock return predictability

David I. Harvey, Stephen J. Leybourne and A. M. Robert Taylor

Forthcoming in Econometric Reviews

Bonferroni-type tests for return predictability with possibly trending predictors

Sam Astill, David I. Harvey, Stephen J. Leybourne and A. M. Robert Taylor

Real-time monitoring procedures for early detection of bubbles

Emily J. Whitehouse, David I. Harvey and Stephen J. Leybourne

Unit root tests for explosive financial bubbles in the presence of deterministic level shifts

David I. Harvey, Stephen J. Leybourne, Benjamin S. Tatlow and Yang Zu

A new heteroskedasticity-robust test for explosive bubbles

David I. Harvey, Stephen J. Leybourne, A. M. Robert Taylor and Yang Zu

Systemic risk in banking, fire sales, and macroeconomic disasters

Spiros Bougheas, David I. Harvey, Alan Kirman and Douglas Nelson