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Number of items: 217.
2018
Filippou, Ilias, Gozluklu, Arie Eskenazi and Taylor, Mark P. (2018) Global political risk and currency momentum. Journal of Financial and Quantitative Analysis, 53 (5). pp. 2227-2259. doi:10.1017/S0022109018000686 ISSN 0022-1090.
2017
Filippou, Ilias and Taylor, Mark P. (2017) Common macro factors and currency premia. Journal of Financial and Quantitative Analysis, 52 (4). pp. 1731-1763. doi:10.1017/S0022109017000424 ISSN 0022-1090.
2015
Boero, Gianna , Mavromatis, Kostas and Taylor, Mark P. (2015) Real exchange rates and transition economies. Journal of International Money and Finance, 56 . pp. 23-35. doi:10.1016/j.jimonfin.2015.04.002 ISSN 0261-5606.
Gelman, Maria, Jochem, Axel, Reitz, Stefan and Taylor, Mark P. (2015) Real financial market exchange rates and capital flows. Journal of International Money and Finance, 54 . pp. 50-69. S0261560615000194. doi:10.1016/j.jimonfin.2015.02.004 ISSN 0261-5606.
Reitz, Stefan, Schmidt, Markus A. and Taylor, Mark P. (2015) Financial intermediation and the role of price discrimination in the foreign exchange market. The European Journal of Finance, 21 (8). pp. 629-645. doi:10.1080/1351847X.2013.830139 ISSN 1351-847X.
2014
Sager, Michael and Taylor, Mark P. (2014) Generating currency trading rules from the term structure of forward foreign exchange premia. Journal of International Money and Finance, Volume 44 . pp. 230-250. doi:10.1016/j.jimonfin.2013.03.005 ISSN 02615606.
Mankiw, Nicholas Gregory and Taylor, Mark P. (2014) Economics. Andover : South-Western Cengage Learning. ISBN 9781408093795
Mankiw , N. Gregory and Taylor, Mark P. (2014) Macroeconomics. Andover: Cengage Learning. ISBN 9781408081976
2013
Reitz, Stefan and Taylor, Mark P. (2013) The Danish krone-euro exchange rate and Danmark Nationalbank intervention operations. Studies in Nonlinear Dynamics and Econometrics, 17 (3). doi:10.1515/snde-2012-0016 ISSN 1558-3708.
Taylor, Mark P. (2013) What is good university financial management? Perspectives: Policy and Practice in Higher Education , Volume 17 (Number 4). pp. 141-147. doi:10.1080/13603108.2013.835289 ISSN 1360-3108 .
Mankiw, N. Gregory, Taylor, Mark P. and Ashwin, Andrew (2013) Business economics. Andover: Cengage Learning. ISBN 9781408069813
Taylor, Mark P. and Manzur, Meher , eds. (2013) Recent developments in exchange rate economics. An Elgar research collection; The International library of critical writings in economics, . Cheltenham, UK ; Northampton, MA : Edward Elgar. ISBN 9781781954447
2012
Taylor, Mark P. (2012) The entrepreneurial university in the twenty-first century. London Review of Education, Vol.10 (No.3). pp. 289-305. doi:10.1080/14748460.2012.729885 ISSN 1474-8460.
Reitz, Stefan and Taylor, Mark P. (2012) FX intervention in the Yen-US dollar market : a coordination channel perspective. International Economics and Economic Policy, Vol.9 (No.2). pp. 111-128. doi:10.1007/s10368-012-0208-5 ISSN 1612-4804.
Kim, Hyeyoen and Taylor, Mark P. (2012) Large datasets, factor-augmented and factor-only vector autoregressive models, and the economic consequences of Mrs Thatcher. Economica, Volume 79 (Number 314). pp. 378-410. doi:10.1111/j.1468-0335.2011.00879.x ISSN 0013-0427.
Sentance, Andrew, Taylor, Mark P. and Wieladek, Tomasz (2012) How the UK economy weathered the financial storm. Journal of International Money and Finance, Vol.31 (No.1). pp. 102-123. doi:10.1016/j.jimonfin.2011.11.007 ISSN 02615606.
Taylor, Mark P. (2012) Shared governance in the modern university. Higher Education Quarterly, Volume 67 (Number 1). pp. 80-94. doi:10.1111/hequ.12003 ISSN 0951-5224.
2011
Reitz, Stefan, Ruelke, Jan C. and Taylor, Mark P. (2011) On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates. Economic Record, Vol.87 (No.278). pp. 465-479. doi:10.1111/j.1475-4932.2011.00723.x ISSN 0013-0249.
Reitz, Stefan, Schmidt, Markus A. and Taylor, Mark P. (2011) End-user order flow and exchange rate dynamics β a dealer's perspective. European Journal of Finance, Vol.17 (No.2). pp. 153-168. doi:10.1080/13518471003651925 ISSN 1351-847X.
Taylor, Mark P. (2011) Perspectives on econometrics and applied economics : a tribute to Sir Clive Granger. London, UK: Routledge. ISBN 978-0-415-69308-0
Taylor, Mark P. (2011) The applied economics of industry: introduction and overview. Applied Economics, Vol.43 (No.22). pp. 2863-2864. doi:10.1080/00036846.2011.608266 ISSN 0003-6846.
Taylor, Mark P. (2011) The applied economics of labour : introduction and overview. Applied Economics, Volume 43 (Number 4). pp. 387-388. ISSN 0003-6846 doi:10.1080/00036846.2011.555957
Taylor, Mark P. (2011) The applied economics of trade : introduction and overview. Applied Economics, Volume 43 (Number 13). pp. 1565-1566. ISSN 0003-6846 doi:10.1080/00036846.2011.587304
Taylor, Mark P. and Clarida, Richard, eds. (2011) The global financial crisis. London: Routledge. ISBN 9780415589147
2010
Melvin, Michael, Saborowski, Christian, Sager, Michael and Taylor, Mark P. (2010) Bank of England interest rate announcements and the foreign exchange market. International Journal of Central Banking, Vol.6 (No.3). pp. 211-247. ISSN 1815-4654.
Reitz, Stefan, Stadtmann, Georg and Taylor, Mark P. (2010) The effects of Japanese interventions on FX-forecast heterogeneity. Economics Letters, Vol.108 (No.1). pp. 62-64. doi:10.1016/j.econlet.2010.04.007 ISSN 0165-1765.
Taylor, Mark P. (2010) Purchasing power parity and real exchange rates. London: Routledge. ISBN 9780415558655
2009
Melvin, Michael and Taylor, Mark P. (2009) The global financial crisis: causes, threats and opportunities. Introduction and overview. Journal of International Money and Finance, Vol.28 (No.8 Sp. Iss. SI). pp. 1243-1245. ISSN 02615606 doi:10.1016/j.jimonfin.2009.08.002
Taylor, Mark P. (2009) Editorial: Long-run purchasing power parity and real exchange rates: introduction and overview. Applied Economics Letters, Vol.16 (No.1). pp. 1-4. ISSN 1350-4851 doi:10.1080/13504850802704280
Taylor, Mark P. (2009) The applied economics of agriculture: introduction and overview. Applied Economics, Vol.41 (No.1). pp. 1-3. doi:10.1080/00036840802704236 ISSN 0003-6846.
Taylor, Mark P. (2009) The applied economics of economic growth: introduction and overview. Applied Economics, Vol.41 (No.13). pp. 1575-1577. ISSN 0003-6846 doi:10.1080/00036840903016613
Taylor, Mark P. (2009) The applied economics of employment: introduction and overview. Applied Economics, Vol.41 (No.19). pp. 2385-2387. ISSN 0003-6846 doi:10.1080/00036840903119342
Taylor, Mark P. (2009) The applied economics of fiscal policy: introduction and overview. Applied Economics, Vol.41 (No.7). pp. 811-813. ISSN 0003-6846 doi:10.1080/00036840902840393
Taylor, Mark P. (2009) The applied economics of health: introduction and overview. Applied Economics, Vol.41 (No.4). pp. 413-415. ISSN 0003-6846 doi:10.1080/00036840902757241
Taylor, Mark P. (2009) The applied economics of monetary policy: introduction and overview. Applied Economics, Vol.41 (No.16). pp. 1991-1993. ISSN 0003-6846 doi:10.1080/00036840903083142
Taylor, Mark P. (2009) The applied economics of money and inflation: introduction and overview. Applied Economics, Vol.41 (No.10). pp. 1199-1201. ISSN 0003-6846 doi:10.1080/00036840902920641
Taylor, Mark P. (2009) The applied economics of sport: introduction and overview. Applied Economics, Vol.41 (No.25). pp. 3189-3191. ISSN 0003-6846 doi:10.1080/00036840903385257
Taylor, Mark P. (2009) The applied economics of transport: introduction and overview. Applied Economics, Vol.41 (No.22). pp. 2789-2791. ISSN 0003-6846 doi:10.1080/00036840903283379
Melvin, Michael and Taylor, Mark P. (2009) The crisis in the foreign exchange market. In: Conference on Global Financial Crisis - Causes, Threats and Opportunities, Warwick Univ Business Sch, Warwick, England, April 06, 2009. Published in: Journal of International Money and Finance, Vol.28 (No.8 Sp. Iss. SI). pp. 1317-1330. doi:10.1016/j.jimonfin.2009.08.006 ISSN 02615606.
Grinold, Richard C. and Taylor, Mark P. (2009) The opportunity set : market opportunities and the effective breadth of a portfolio. Journal of Portfolio Management, Vol.35 (No.2). pp. 12-24. doi:10.3905/JPM.2009.35.2.012 ISSN 0095-4918.
2008
Lothian, James R. and Taylor, Mark P. (2008) Real exchange rates over the past two centuries: how important is the Harrod-Balassa-Samuelson effect? Economic Journal, Vol.118 (No.532). pp. 1742-1763. doi:10.1111/j.1468-0297.2008.02188.x ISSN 0013-0133.
Kohlscheen, E. and Taylor, Mark P. (2008) International liquidity swaps : is the Chiang Mai Initiative pooling reserves efficiently? International Journal of Finance & Economics, Vol.13 (No.4). pp. 323-332. doi:10.1002/ijfe.381 ISSN 1076-9307.
Lothian, James R. and Taylor, Mark P. (2008) Real exchange rates over the past two centuries : how important is the Harrod-Balassa-Samuelson effect? Economic Journal, Vol.118 (No.532). pp. 1742-1763. doi:10.1111/j.1468-0297.2008.02188.x ISSN 0013-0133.
Sager, Michael and Taylor, Mark P. (2008) Commercially available order flow data and exchange rate movements : Caveat emptor. Journal of Money, Credit & Banking, Vol.40 (No.4). pp. 583-625. doi:10.1111/j.1538-4616.2008.00129.x ISSN 0022-2879.
Reitz, Stefan and Taylor, Mark P. (2008) The coordination channel of foreign exchange intervention : a nonlinear microstructural analysis. European Economic Review, Vol.52 (No.1). pp. 55-76. doi:10.1016/j.euroecorev.2007.06.023 ISSN 0014-2921.
Hyeyoen, Kim and Taylor, Mark P. (2008) Real Variables, Nonlinearity and European Real Exchange Rates. In: NBER International Seminar on Macroeconomics. NBER Book Series NBER International Seminar on Macroeconomics (Chapter 4). United States: National Bureau of Economic Research, pp. 157-193. ISBN 978-0-226-10732-5
Juvenal, Luciana and Taylor, Mark P. (2008) Threshold adjustment of deviations from the law of one price. Studies in Nonlinear Dynamics and Econometrics (Online), Vol.12 (No.3). Article 8. doi:10.2202/1558-3708.1520 ISSN 1558-3708.
2007
Mody, Ashoka and Taylor, Mark P. (2007) Regional vulnerability : the case of East Asia. JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 26 (8). pp. 1292-1310. doi:10.1016/j.jimonfin.2007.06.012 ISSN 0261-5606.
Menkhoff, Lukas and Taylor, Mark P. (2007) The obstinate passion of foreign exchange professionals: Technical analysis. Journal of Economic Literature, 45 (4). pp. 936-972. ISSN 0022-0515 doi:10.1257/jel.45.4.936
Neely, Christopher J. and Taylor, Mark P. (2007) Exchange rate intervention. International Journal of Finance & Economics, Vol.12 (No.2). pp. 107-108. ISSN 1076-9307 doi:10.1002/ijfe.331
Mody, Ashoka, Sarno, Lucio and Taylor, Mark P. (2007) A cross-country financial accelerator: evidence from North America and Europe. Journal of International Money and Finance, Vol.26 (No.1). pp. 149-165. doi:10.1016/j.jimonfin.2006.10.009 ISSN 0261-5606.
2006
Taylor, Mark P. and Davradakis, Emmanuel (2006) Interest rate setting and inflation targeting: Evidence of a nonlinear Taylor rule for the United Kingdom. STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, 10 (4). ISSN 1081-1826.
Menkhoff, Lukas and Taylor, Mark P. (2006) The obstinate passion of Foreign Exchange Professionals: technical analysis. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.769).
Clarida, Richard H., Sarno, Lucio, Taylor, Mark P. and Valente, Giorgio (2006) The role of asymmetries and regime shifts in the term structure of interest rates. The Journal of Business, Vol.79 (No.3). pp. 1193-1224. doi:10.1086/500674 ISSN 0021-9398.
Taylor, Mark P. and Davradakis, Emmanuel (2006) Interest rate setting and inflation targeting : evidence of a nonlinear Taylor rule for the United Kingdom. Studies in Nonlinear Dynamics & Econometrics, Vol.10 (No.4). doi:10.2202/1558-3708.1359 ISSN 1558-3708.
Kohlscheen, Emanuel and Taylor, Mark P. (2006) International liquidity swaps: is the Chiang Mai Initiative pooling reserves efficiently? Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.752).
Mody, Ashoka and Taylor, Mark P. (2006) Regional vulnerability: the case of East Asia. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.776).
2005
Mody, Ashoka, Sarno, Lucio and Taylor, Mark P. (2005) A cross-country financial accelerator: evidence from North America and Europe. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.503).
Coakley, Jerry, Flood, Robert P., Fuertes, Ana M. and Taylor, Mark P. (2005) Purchasing power parity and the theory of general relativity : the first tests. Journal of International Money and Finance, 24 (2). pp. 293-316. doi:10.1016/j.jimonfin.2004.12.008 ISSN 0261-5606.
Taylor, Mark P. (2005) Official foreign exchange intervention as a coordinating signal in the dollar-yen market. Pacific Economic Review, 10 (1). pp. 73-82. doi:10.1111/j.1468-0106.2005.00261.x ISSN 1361-374X.
2004
Taylor, Alan M. and Taylor, Mark P. (2004) The purchasing power parity debate. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.449).
Mody, Ashoka and Taylor, Mark P. (2004) Financial predictors of real activity and the financial accelerator. Economics Letters, 82 (2). pp. 167-172. doi:10.1016/j.econlet.2002.11.001 ISSN 0165-1765.
Taylor, Mark P. (2004) Is official exchange rate intervention effective? Economica, 71 (281). pp. 1-11. doi:10.1111/j.0013-0427.2004.00354.x ISSN 0013-0427.
Sarno, Lucio, Taylor, Mark P. and Chowdhury, Ibrahim (2004) Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study. Journal of International Money and Finance, 23 (1). pp. 1-25. doi:10.1016/j.jimonfin.2003.10.004 ISSN 0261-5606.
Taylor, Mark P. and Branson, Elena Tchernykh (2004) Asymmetric arbitrage and default premiums between the US and Russian financial markets. IMF Staff Papers, 51 (2). pp. 257-275. doi:10.2307/30035875 ISSN 1020-7635.
Sagar, Michael J. and Taylor, Mark P. (2004) The impact of European Central Bank Governing Council announcements on the foreign exchange market : a microstructural analysis. In: 12th International Conference on Banking and Finance, Univ Rome, Rome, ITALY, Dec 2003. Published in: Journal of International Money and Finance, 23 (7-8). pp. 1043-1051. doi:10.1016/j.jimonfin.2004.08.002 ISSN 0261-5606.
Taylor, Alan M. and Taylor, Mark P. (2004) The purchasing power parity debate. Journal of Economic Perspectives, 18 (4). pp. 135-158. doi:10.1257/0895330042632744 ISSN 0895-3309.
2003
Sarno, Lucio, Taylor, Mark P. and Peel, David A. (2003) Nonlinear equilibrium correction in US real money balances, 1869-1997. Journal of Money, Credit and Banking, 35 (5). pp. 787-799. ISSN 0022-2879.
Taylor, Mark P. (2003) Purchasing power parity. Review of International Economics, 11 (3). pp. 436-452. doi:10.1111/1467-9396.00394 ISSN 0965-7576.
Clarida, Richard H. and Taylor, Mark P. (2003) Nonlinear permanent - temporary decompositions in macroeconomics and finance. In: Conference of the Royal-Economic-Society, University of Warwick, UK, 25-27 Mar 2002. Published in: Economic Journal, 113 (486). C125-C139. doi:10.1111/1468-0297.00118 ISSN 0013-0133.
Sarno, Lucio and Taylor, Mark P. (2003) The economics of exchange rates. Cambridge UK: Cambridge University Press. ISBN 9780521485845
Mody, Ashoka and Taylor, Mark P. (2003) Common vulnerabilities. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.375).
Mody, Ashoka and Taylor, Mark P. (2003) International capital crunches: the time-varying role of informational asymmetries. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.375).
Taylor, Mark P. (2003) Is official exchange rate intervention effective? Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.375).
Kilian, Lutz and Taylor, Mark P. (2003) Why is it so difficult to beat the random walk forecast of exchange rates? In: Conference on Empirical Exchange Rate Models, Madison, Wisconsin, US, 28-29 Sep 2001. Published in: Journal of International Economics, 60 (1). pp. 85-107. doi:10.1016/S0022-1996(02)00060-0 ISSN 0022-1996.
Mody, Ashoka and Taylor, Mark P. (2003) The high-yield spread as a predictor of real economic activity : evidence of a financial accelerator for the United States. IMF Staff Papers, 50 (3). pp. 373-402. ISSN 1020-7635.
2002
Sarno, Lucio, Taylor, Mark P. and Chowdhury, Ibrahim (2002) Non-linear dynamics in deviations from the law of one price: a broad-based empirical study. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.337).
Sarno, Lucio and Taylor, Mark P. (2002) Purchasing power parity and the real exchange rate. IMF Staff Papers, 49 (1). pp. 65-105. ISSN 1020-7635
Sarno, Lucio, Taylor, Mark P. and Peel, D. (2002) Non-linear equilibrium correction in US real money balances, 1869-1997. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.324).
Clarida, Richard H., Sarno, Lucio, Taylor, Mark P. and Valente, Giorgio (2002) The out-of-sample success of term structure models as exchange rate predictors: a step beyond. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.328).
Peel, David A. and Taylor, Mark P. (2002) Covered interest rate arbitrage in the interwar period and the Keynes-Einzig Conjecture. Journal of Money, Credit and Banking, 31 (1). ISSN 0022-2879.
Gallagher, Liam A. and Taylor, Mark P. (2002) Permanent and temporary components of stock prices : evidence from assessing macroeconomic shocks. SOUTHERN ECONOMIC JOURNAL, 69 (2). pp. 345-362. ISSN 0038-4038.
Sarno, Lucio and Taylor, Mark P. (2002) Recent developments in the economics of exchange rates. Aldershot, UK: Edward Elgar.
Sarno, Lucio and Taylor, Mark P. (2002) Recent developments in the economics of exchange rates. Aldershot, UK: Edward Elgar.
Gallagher, Liam and Taylor, Mark P. (2002) Speculation and financial markets. The International library of critical writings in economics, 1 & 2 (143). Cheltenham, UK: Edward Elgar. ISBN 9781840644067
Gallagher, Liam A. and Taylor, Mark P. (2002) The stock return-inflation puzzle revisited. Economics Letters, 75 (2). pp. 147-156. doi:10.1016/S0165-1765(01)00613-9 ISSN 0165-1765.
2001
Taylor, Mark P. and Sarno, Lucio (2001) Real exchange rate dynamics in transition economies : a nonlinear analysis. Studies in Nonlinear Dynamics and Econometrics, Vol.5 (No.3). pp. 153-177. doi:10.2202/1558-3708.1077 ISSN 1558-3708.
Kilian, Lutz and Taylor, Mark P. (2001) Why is it so difficult to beat the random walk forecast of exchange rates? Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.302).
Sarno, Lucio and Taylor, Mark P. (2001) Purchasing power parity and the real exchange rate. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.291).
Sarno, Lucio and Taylor, Mark P. (2001) The microstructure of the foreign exchange market. Princeton studies in international economics (89). Princeton, New Jersey, US: Princeton University. ISBN 9780881652611
Taylor, Mark P., Peel, D. and Sarno, Lucio (2001) Nonlinear mean-reversion in real exchange rates: towards a solution to the purchasing power parity puzzles. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.265).
Mody, Ashoka, Taylor, Mark P. and Kim, Jung Yeon (2001) Modelling fundamentals for forecasting capital flows to emerging markets. International Journal of Finance & Economics, 6 (3). pp. 201-216. doi:10.1002/ijfe.159 ISSN 1076-9307.
Taylor, Mark P., Peel, David A. and Sarno, Lucio (2001) Nonlinear mean-reversion in real exchange rates : toward a solution to the purchasing power parity puzzles. International Economic Review, 42 (4). pp. 1015-1042. ISSN 0020-6598.
Sarno, Lucio and Taylor, Mark P. (2001) Official intervention in the foreign exchange market: is it effective, and, if so, how does it work? Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.269).
Taylor, Mark P. and Iannizzotto, Matteo (2001) On the mean-reverting properties of target zone exchange rates : a cautionary note. Economics Letters, 71 (1). pp. 117-129. doi:10.1016/S0165-1765(00)00402-X ISSN 0165-1765.
Gallagher, Liam A. and Taylor, Mark P. (2001) Risky arbitrage, limits of arbitrage, and nonlinear adjustment in the dividend-price ratio. Economic Inquiry, 39 (4). pp. 524-536. doi:10.1093/ei/39.4.524 ISSN 0095-2583.
Clarida, Richard H., Sarno, Lucio, Taylor, Mark P. and Valente, Giorgio (2001) The out-of-sample success of term structure models as exchange rate predictors : a step beyond. In: Conference on Empirical Exchange Rate Models, Madison, Wisconsin, US, 28-29 Sep 2001. Published in: Journal of International Economics, 60 (1). pp. 61-83. doi:10.1016/S0022-1996(02)00059-4 ISSN 0022-1996.
2000
Gallagher, Liam A. and Taylor, Mark P. (2000) Measuring the temporary component of stock prices : robust multivariate analysis. Economics Letters, 67 (2). pp. 193-200. doi:10.1016/S0165-1765(99)00258-X ISSN 0165-1765.
Taylor, Mark P. and Peel, David A. (2000) Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals. Journal of International Money and Finance, 19 (1). pp. 33-53. doi:10.1016/S0261-5606(99)00044-3 ISSN 0261-5606.
Girardin, Eric, Sarno, Lucio and Taylor, Mark P. (2000) Private consumption behaviour, liquidity constraints and financial deregulation in France : a nonlinear analysis. Empirical Economics, 25 (2). pp. 351-368. doi:10.1007/s001810000021 ISSN 0377-7332.
Lothian, James R. and 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, 19 (5). pp. 759-764. ISSN 0261-5606.
1999
Sarno, Lucio and Taylor, Mark P. (1999) The persistence of capital inflows and the behaviour of stock prices in East Asia emerging markets: some empirical evidence. Discussion Paper. London: Centre for Economic Policy Research (Great Britain). Discussion paper (Centre for Economic Policy Research (Great Britain)) (No.215).
Girardin, Eric, Sarno, Lucio and Taylor, Mark P. (1999) Composantes permanente et transitoire de l'Γ©pargne et de l'investissement : une Γ©tude empirique des flux internationaux de capitaux au Japon. Γconomie & prΓ©vision, 140 (4). pp. 117-131. doi:10.3406/ecop.1999.5979 ISSN 0249-4744.
Leamer, Edward E. and Taylor, Mark P. (1999) Estimating growth equations for previously centrally planned economies : Dealing with dubious data and disparate information. Journal of Macroeconomics, 21 (4). pp. 639-672. doi:10.1016/S0164-0704(99)80000-7 ISSN 0164-0704.
Bayoumi, Tamim, Sarno, Lucio and Taylor, Mark P. (1999) European capital flows and regional risk. The Manchester School, 67 (1). pp. 21-38. doi:10.1111/1467-9957.00131 ISSN 1463-6786.
Sarno, Lucio and 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, 18 (4). pp. 637-657. doi:10.1016/S0261-5606(99)00018-2 ISSN 0261-5606.
Iannizzotto, Matteo and Taylor, Mark P. (1999) The target zone model, non-linearity and mean reversion : is the honeymoon really over? The Economic Journal, 109 (454). pp. 96-110. doi:10.1111/1468-0297.00419 ISSN 0013-0133.
1998
Sarno, Lucio and Taylor, Mark P. (1998) Exchange controls, international capital flows and saving-investment correlations in the UK : an empirical investigation. Weltwirtschaftliches Archiv - Review of World Economics, 134 (1). pp. 69-98. doi:10.1007/BF02707579 ISSN 0043-2636.
Sarno, Lucio and Taylor, Mark P. (1998) Hot money, accounting labels and the permanence of capital flows to developing countries : an empirical investigation. Journal of Development Economics, 59 (2). pp. 337-364. doi:10.1016/S0304-3878(99)00016-4 ISSN 0304-3878.
Taylor, Mark P. and Peel, David A. (1998) Periodically collapsing stock price bubbles : a robust test. Economics Letters, 61 (2). pp. 221-228. doi:10.1016/S0165-1765(98)00171-2 ISSN 0165-1765.
Sarno, Lucio and Taylor, Mark P. (1998) Real exchange rates under the recent float : unequivocal evidence of mean reversion. Economics Letters, 60 (2). pp. 131-137. doi:10.1016/S0165-1765(98)00106-2 ISSN 0165-1765.
Sarno, Lucio and Taylor, Mark P. (1998) Real interest rates, liquidity constraints and financial deregulation : private consumption behavior in the U.K. Journal of Macroeconomics, 20 (2). pp. 221-242. doi:10.1016/S0164-0704(98)00055-X ISSN 0164-0704.
Sarno, Lucio and Taylor, Mark P. (1998) Real interest rates, liquidity constraints, and financial deregulation : private consumption behaviour in the UK. Journal of Macroeconomics, 20 (2). pp. 221-242. doi:doi: 10.1016/S0164-0704(98)00055-X ISSN 0164-0704.
Sarno, Lucio and Taylor, Mark P. (1998) Savings-investment correlations : transitory versus permanent. The Manchester School, 66 (S). pp. 17-38. doi:10.1111/1467-9957.66.s.2 ISSN 1463-6786.
Taylor, Mark P. and Sarno, Lucio (1998) The behavior of real exchange rates during the post-Bretton Woods period. Journal of International Economics, 46 (2). pp. 281-312. doi:10.1016/S0022-1996(97)00054-8 ISSN 0022-1996.
Robinson, T. A. and Taylor, Mark P. (1998) The effects of regulation and regulatory risk in the UK electricity distribution industry. Annals of Public and Cooperative Economics, 69 (3). pp. 331-346. doi:10.1111/1467-8292.00084 ISSN 1370-4788.
1997
Michael, Panos, Peel, David A. and Taylor, Mark P. (1997) Ajustement non linéaire vers le taux de change d'équilibre à long terme. Le modèle monétaire revisité. Revue économique, 48 (3). p. 653. doi:10.2307/3502850 ISSN 0035-2764.
Taylor, Mark P. and Sarno, Lucio (1997) Capital Flows to Developing Countries : Long- and Short-Term Determinants. The World Bank Economic Review, 11 (3). pp. 451-470. ISSN 0258-6770.
Gallagher, Liam A., Sarno, Lucio and Taylor, Mark P. (1997) Estimating the mean-reverting component in stock prices : a cross-country comparison. Scottish Journal of Political Economy, 44 (5). pp. 566-582. doi:10.1111/1467-9485.00075 ISSN 0036-9292.
Robinson, T. A. and Taylor, Mark P. (1997) Regulatory uncertainty and the volatility of regional electricity company share prices : the economic consequences of Professor Littlechild. Bulletin of Economic Research, 50 (1). pp. 37-46. doi:10.1111/1467-8586.00049 ISSN 0307-3378.
Clarida, Richard H. and Taylor, Mark P. (1997) The Term Structure of Forward Exchange Premiums and the Forecastability of Spot Exchange Rates: Correcting the Errors. The Review of Economics and Statistics, 79 (3). pp. 353-361.
1996
Lothian, James R. and Taylor, Mark P. (1996) Real Exchange Rate Behavior : The Recent Float from the Perspective of the Past Two Centuries. Journal of Political Economy, 104 (3). pp. 488-509. ISSN 0022-3808.
Bayoumi, Tamim A., Eichengreen, Barry J. and Taylor, Mark P. (1996) Modern perspectives on the gold standard. Cambridge; New York: Cambridge University Press. ISBN 9780511895456
Taylor, Mark P. and Bainaud, L. (1996) PrΓ©vision du taux de change dollar canadien contre dollar amΓ©ricain : une approche en termes de "fondamentaux". France. Ministere de l'Economie, des Finances et de l'Industrie. Economie et Prevision, 123 (2). pp. 45-51. 5789. doi:10.3406/ecop.1996.5789 ISSN 0249-4744.
Lothian, James R. and Taylor, Mark P. (1996) Real exchange rate behavior. Journal of International Money and Finance, 16 (6). pp. 945-954. doi:10.1016/S0261-5606(97)00014-4 ISSN 02615606.
Lothian, James R. and Taylor, Mark P. (1996) Real exchange rate behavior : the recent float from the perspective of the past two centuries. Journal of Political Economy, 104 (3). pp. 488-509. ISSN 0022-3808.
1995
Taylor, Mark P. (1995) Exchange rate modelling and macro fundamentals : failed partnership or open marriage? British Review of Economic Issues, 17 (42). pp. 1-41. ISSN 0141-4739.
Dooley, Michael P., Isard, Peter and Taylor, Mark P. (1995) Exchange rates, country-specific shocks, and gold. Applied Financial Economics, 5 (3). pp. 121-129. doi:10.1080/758522999 ISSN 0960-3107.
Bayoumi, Tamim and Taylor, Mark P. (1995) Macro-Economic Shocks, the ERM, and Tri-Polarity. The Review of Economics and Statistics, 77 (2). pp. 321-331. doi:10.2307/2109868 ISSN 0034-6535.
Artis, Michael J. and Taylor, Mark P. (1995) Misalignment, Debt Accumulation and Fundamental Equilibrium Exchange Rates. National Institute Economic Review, 153 . pp. 73-83. doi:10.1177/002795019515300106 ISSN 0027-9501.
Garber, Peter and Taylor, Mark P. (1995) Sand in the Wheels of Foreign Exchange Markets : A Sceptical Note. The Economic Journal, 105 (428). p. 173. doi:10.2307/2235327 ISSN 0013-0133.
1994
Taylor, Mark P. (1994) The Economics of Exchange Rates. Journal of Economic Literature, 33 (1). pp. 13-47. ISSN 0022-0515.
Taylor, Mark P. (1994) On the Reinterpretation of Money Demand Regressions. Journal of Money, Credit and Banking, 26 (4). pp. 851-866. doi:10.2307/2077951 ISSN 0022-2879.
MacDonald, Ronald and Taylor, Mark P. (1994) Reexamining the monetary approach to the exchange rate : the dollar-franc, 1976β90. Applied Financial Economics, 4 (6). pp. 423-430. doi:10.1080/758518674 ISSN 0960-3107.
Artis, Michael J. and Taylor, Mark P. (1994) The Stabilizing Effect of the ERM on Exchange Rates and Interest Rates : Some Nonparametric Tests. Staff Papers - International Monetary Fund, 41 (1). pp. 123-148. doi:10.2307/3867487 ISSN 0020-8027.
MacDonald, Ronald and 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, 13 (3). pp. 276-290. doi:10.1016/0261-5606(94)90029-9 ISSN 0261-5606.
1993
Agenor, Pierre-Richard and Taylor, Mark P. (1993) Analysing Credibility in High-Inflation Countries : A New Approach. The Economic Journal, 103 (417). p. 329. doi:10.2307/2234771 ISSN 0013-0133.
Masson, Paul R. and Taylor, Mark P. (1993) Fiscal policy within common currency areas. JCMS: Journal of Common Market Studies, 31 (1). pp. 29-44. doi:10.1111/j.1468-5965.1993.tb00446.x ISSN 0021-9886.
Taylor, Mark P. (1993) Modeling the demand for U.K. broad money, 1871-1913. The Review of Economics and Statistics, 75 (1). pp. 112-117. doi:10.2307/2109632 ISSN 0034-6535.
Frenkel, Jacob A. and Taylor, Mark P. (1993) Money demand and inflation in Yugoslavia 1980β1989. Journal of Macroeconomics, 15 (3). pp. 455-481. doi:10.1016/0164-0704(93)90004-6 ISSN 0164-0704.
Phylaktis, Kate and Taylor, Mark P. (1993) Money demand, the Cagan Model and the inflation tax : some Latin American evidence. The Review of Economics and Statistics, 75 (1). pp. 32-37. doi:10.2307/2109623 ISSN 0034-6535.
Masson, Paul R. and Taylor, Mark P. (1993) Policy issues in the operation of currency unions. Cambridge UK; New York: Cambridge University Press. ISBN 9780521434553
MacDonald, Ronald and Taylor, Mark P. (1993) Regional house prices in Britain : long-run relationships and short-run dynamics. Scottish Journal of Political Economy, 40 (1). pp. 43-55. doi:10.1111/j.1467-9485.1993.tb00636.x ISSN 0036-9292.
Agenor, Pierre-Richard and Taylor, Mark P. (1993) The causality between official and parallel exchange rates in developing countries. Applied Financial Economics, 3 (3). pp. 255-266. doi:10.1080/758535731 ISSN 0960-3107.
Macdonald, Ronald and Taylor, Mark P. (1993) The monetary approach to the exchange rate : rational expectations, long-run equilibrium, and forecasting. Staff Papers - International Monetary Fund, 40 (1). pp. 89-107. doi:10.2307/3867378 ISSN 0020-8027.
1992
Goldstein, Morris, Isard, Peter, Masson, Paul R. and Taylor, Mark P. (1992) Policy issues in the evolving international monetary system. Discussion Paper. United States: International Monetary Fund. International Monetary Fund. Occasional Papers (96).
Cuthbertson, Keith , Hall, Stephen G. and Taylor, Mark P. (1992) Applied econometric techniques. Michigan: Ann Arbor: University of Michigan Press. ISBN 9780472103287
Masson, Paul R. and Taylor, Mark P. (1992) Common currency areas and currency unions : an analysis of the issues I. JOICE: Journal of International and Comparative Economics, 1 . pp. 231-250. ISSN 0940-4821.
Masson, Paul R. and Taylor, Mark P. (1992) Common currency areas and currency unions : an analysis of the issues II. JOICE: Journal of International and Comparative Economics, 1 . pp. 265-294. ISSN 0940-4821.
Taylor, Mark P. (1992) Dollar-sterling exchange rate in the 1920s : purchasing power parity and the Norman conquest of $4.86. Applied Economics, 24 (8). pp. 803-811. doi:10.1080/00036849200000050 ISSN 0003-6846.
MacDonald, Ronald and Taylor, Mark P. (1992) Exchange rate economics : a survey. Staff Papers - International Monetary Fund, 39 (1). p. 1. doi:10.2307/3867200 ISSN 0020-8027.
MacDonald, Ronald and Taylor, Mark P. (1992) Exchange rate economics. Vol. 1. International library of critical writings in economics, 1 (16). Aldershot, UK: Edward Elgar. ISBN 9781852784096
MacDonald, Ronald and Taylor, Mark P. (1992) Exchange rate economics. Vol. 2. International library of critical writings in economics, 2 (16). Aldershot, UK: Edward Elgar. ISBN 9781852784096
Taylor, Mark P. (1992) Modelling the yield curve. The Economic Journal, 102 (412). pp. 524-537. doi:10.2307/2234289 ISSN 0013-0133.
Agenor, Pierre-Richard and Taylor, Mark P. (1992) Testing for credibility effects. Staff Papers - International Monetary Fund, 39 (3). p. 545. doi:10.2307/3867473 ISSN 0020-8027.
Goodhart, C. A. E. and Taylor, Mark P. (1992) Why don't individuals speculate in the forward foreign exchange market? Scottish Journal of Political Economy, 39 (1). pp. 1-13. doi:10.1111/j.1467-9485.1992.tb00600.x ISSN 0036-9292.
Cuthbertson, Keith and 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,, 60 (1). pp. 1-22. ISSN 0025-2034.
Phylaktis, Kate and Taylor, Mark P. (1992) The monetary dynamics of sustained high inflation : Taiwan, 1945-1949. Southern Economic Journal, 58 (3). p. 610. doi:10.2307/1059829 ISSN 0038-4038.
MacDonald, Ronald and Taylor, Mark P. (1992) A stable US money demand function, 1874β1975. Economics Letters, 39 (2). pp. 191-198. doi:10.1016/0165-1765(92)90289-B ISSN 0165-1765.
Taylor, Mark P. and Allen, Helen (1992) The use of technical analysis in the foreign exchange market. Journal of International Money and Finance, 11 (3). pp. 304-314. doi:10.1016/0261-5606(92)90048-3 ISSN 0261-5606.
1991
MacDonald, Ronald and Taylor, Mark P. (1991) Exchange Rates, Policy Convergence, and the European Monetary System. The Review of Economics and Statistics, 73 (3). p. 553. doi:10.2307/2109585 ISSN 0034-6535.
Taylor, Mark P. (1991) Money and financial markets. Cambridge UK: Blackwell. ISBN 9780631179825
MacDonald, Ronald and Taylor, Mark P. (1991) Risk, efficiency and speculation in the 1920s foreign exchange market : An overlapping data analysis. Weltwirtschaftliches Archiv, 127 (3). pp. 500-523. doi:10.1007/BF02707733 ISSN 0043-2636.
Fraser, Patricia, Taylor, Mark P. and Webster, Alan (1991) An empirical examination of long-run purchasing power parity as theory of international commodity arbitrage. Applied Economics, 23 (11). pp. 1749-1759. doi:10.1080/00036849100000070 ISSN 0003-6846.
Taylor, Mark P. (1991) The hyperinflation model of money demand revisited. Journal of Money, Credit and Banking, 23 (3). pp. 327-351. doi:10.2307/1992749 ISSN 0022-2879.
MacDonald, Ronald and Taylor, Mark P. (1991) The monetary approach to the exchange rate. Economics Letters, 37 (2). pp. 179-185. doi:10.1016/0165-1765(91)90128-8 ISSN 0165-1765.
1990
Allen, Helen and Taylor, Mark P. (1990) Charts, Noise and Fundamentals in the London Foreign Exchange Market. The Economic Journal, 100 (400). pp. 49-59. doi:10.2307/2234183 ISSN 0013-0133.
Taylor, Mark P. (1990) Ex ante purchasing power parity : some evidence based on vector autoregressions in the time domain. Empirical Economics, 15 (1). pp. 77-91. doi:10.1007/BF01972465 ISSN 0377-7332.
Fraser, Patricia and Taylor, Mark P. (1990) Modeling risk in the interwar foreign exchange market. Scottish Journal of Political Economy, 37 (3). pp. 241-258. doi:10.1111/j.1467-9485.1990.tb00585.x ISSN 0036-9292.
Cuthbertson, Keith and Taylor, Mark P. (1990) Money demand, expectations, and the forward-looking model. Journal of policy modelling, 12 (2). pp. 289-315. doi:10.1016/0161-8938(90)90032-A ISSN 0161-8938.
Taylor, Mark P. (1990) On unit roots and real exchange rates : empirical evidence and Monte Carlo Analysis. Applied Economics, 22 (10). pp. 1311-1321. doi:10.1080/00036849000000103 ISSN 0003-6846.
Courakis, Anthony S. and Taylor, Mark P. (1990) Private behaviour and government policy in interdependent economies. Oxford, UK: Clarendon Press; Oxford University Press. ISBN 9780198283256
Fraser, Patricia and Taylor, Mark P. (1990) Some efficient tests of international real interest rate parity1. Applied Economics, 22 (8). pp. 1083-1092. doi:10.1080/00036849000000136 ISSN 0003-6846.
Taylor, Mark P. (1990) The balance of payments : new perspectives on open-economy macroeconomics. Aldershot: Edward Elgar. ISBN 9781852780265
Cuthbertson, Keith and Taylor, Mark P. (1990) βThe case of the missing moneyβ and the Lucas critique. Journal of Macroeconomics, 12 (3). pp. 437-454. doi:10.1016/0164-0704(90)90007-W ISSN 0164-0704.
MacDonald, Ronald and Taylor, Mark P. (1990) The term structure of forward foreign exchange premia : the interwar experience. The Manchester School, 58 (1). pp. 54-65. doi:10.1111/j.1467-9957.1990.tb00408.x ISSN 1463-6786.
1989
Artis, Michael J. and Taylor, Mark P. (1989) Abolishing exchange control : the UK experience. Greek Economic Review, 11 . pp. 19-48.
Cuthbertson, Keith and Taylor, Mark P. (1989) Anticipated and unanticipated variables in the demand for MI in the U.K. The Manchester School, 57 (4). pp. 319-339. doi:10.1111/j.1467-9957.1989.tb00820.x ISSN 1463-6786.
Allen, Helen and Taylor, Mark P. (1989) Chart Analysis And The Foreign Exchange Market. Review Of Futures Markets, 8 (2). 9. ISSN 0898-011X.
Allen, Helen and Taylor, Mark P. (1989) Chart Analysis and the Foreign Exchange Market. Bank Of England Quarterly Bulletin, 29 . pp. 548-551. ISSN 0005-5166.
Taylor, Mark P. (1989) Covered Interest Arbitrage and Market Turbulence. The Economic Journal, 99 (396). pp. 376-391. doi:10.2307/2234031 ISSN 0013-0133.
MacDonald, Ronald and Taylor, Mark P. (1989) Exchange rates and open economy macroeconomics. Oxford, UK: Basil Blackwell. ISBN 0631162380
Taylor, Mark P. (1989) Expectations, risk and uncertainty in the foreign exchange market : some results based on survey data. The Manchester School, 57 (2). pp. 142-153. doi:10.1111/j.1467-9957.1989.tb00807.x ISSN 1463-6786.
MacDonald, Ronald and Taylor, Mark P. (1989) Foreign exchange market efficiency and cointegration. Economics Letters, 29 (1). pp. 63-68. doi:10.1016/0165-1765(89)90174-2 ISSN 0165-1765.
Fraser, Patricia and Taylor, Mark P. (1989) International Parity Conditions. Greek Economic Review, 11 . pp. 257-290.
MacDonald, Ronald and Taylor, Mark P. (1989) International Parity Conditions : Some New Evidence. Bulletin of Economic Research, 41 . pp. 255-271. doi:10.1111/j.1467-8586.1989.tb00342.x ISSN 0307-3378.
Taylor, Mark P. and Tonks, Ian (1989) The Internationalisation of Stock Markets and the Abolition of U.K. Exchange Control. The Review of Economics and Statistics, 71 (2). p. 332. doi:10.2307/1926980 ISSN 0034-6535.
Hall, Stephen A., Miles, David K. and Taylor, Mark P. (1989) Modelling asset prices with time-varying betas. The Manchester School, 57 (4). pp. 340-356. doi:10.1111/j.1467-9957.1989.tb00821.x ISSN 1463-6786.
MacDonald, Ronald and Taylor, Mark P. (1989) Modelling risk premia in commodity forward prices : some evidence from the London Metal Exchange. Review Of Futures Markets, 8 . pp. 200-221. ISSN 0898-011X.
Mills, Terence C. and Taylor, Mark P. (1989) Random walk components in output and exchange rates : some robust tests on UK data. Bulletin of Economic Research, 41 (2). pp. 123-136. doi:10.1111/j.1467-8586.1989.tb00284.x ISSN 0307-3378.
MacDonald, Ronald and Taylor, Mark P. (1989) Rational expectations, risk and efficiency in the London Metal Exchange : an empirical analysis. Applied Economics, 21 (2). pp. 143-153. doi:10.1080/773142466 ISSN 0003-6846.
Taylor, Mark P. (1989) Vector autoregressive tests of uncovered interest rate parity with allowance for conditional heteroscedasticity. Scottish Journal of Political Economy, 36 . pp. 238-252. ISSN 0036-9292.
Artis, Michael J. and Taylor, Mark P. (1989) The achievements of the European monetary system. The Economic and Social Review, 20 (2). pp. 121-145. ISSN 0012-9984.
1988
Cuthbertson, Keith and Taylor, Mark P. (1988) Alternative scale variables in the demand for money in the US. Cyprus Journal of Economics, 1 . pp. 102-110. ISSN 1025-5508.
Taylor, Mark P. (1988) Learning and rationality : an empirical analysis of investment managers' stock market predictions. Annales d'Economie et de Statistique, 8 . pp. 43-57.
Taylor, Mark P. and McMahon, Patrick C. (1988) Long-run purchasing power parity in the 1920s. European Economic Review , 32 (1). pp. 179-197. doi:10.1016/0014-2921(88)90041-4 ISSN 0014-2921.
MacDonald, Ronald and Taylor, Mark P. (1988) Metal prices, efficiency and cointegration : some evidence from the London Metal Exchange. Bulletin of Economic Research, 40 (3). pp. 235-240. doi:10.1111/j.1467-8586.1988.tb00268.x ISSN 0307-3378.
Cuthbertson, Keith and Taylor, Mark P. (1988) Monetary anticipations and the demand for money in the U.S. : further results. Southern Economic Journal, 55 (2). p. 326. doi:10.2307/1059106 ISSN 0038-4038.
MacDonald, Ronald and Taylor, Mark P. (1988) Testing rational expectations and efficiency in the London Metal Exchange. Oxford Bulletin of Economics and Statistics, 50 (1). pp. 41-52. doi:10.1111/j.1468-0084.1988.mp50001003.x ISSN 0305-9049.
Taylor, Mark P. (1988) What do Investment Managers Know? An Empirical Analysis of Practitionersβ Predictions. Economica, 55 . pp. 185-202. ISSN 0013-0427.
Taylor, Mark P. (1988) A dymimic model of forward foreign exchange risk, with estimates for three major exchange rates. The Manchester School, 56 (1). pp. 55-68. doi:10.1111/j.1467-9957.1988.tb01318.x ISSN 1463-6786.
Taylor, Mark P. (1988) An empirical examination of long-run purchasing power parity using cointegration techniques. Applied Economics, 20 (10). pp. 1369-1381. doi:10.1080/00036848800000107 ISSN 0003-6846.
1987
Taylor, Mark P. (1987) Covered Interest Parity : A High-Frequency, High-Quality Data Study. Economica, 54 (216). p. 429. doi:10.2307/2554178 ISSN 0013-0427.
Cuthbertson, Keith and Taylor, Mark P. (1987) The Demand for Money : A Dynamic Rational Expectations Model. The Economic Journal, 97 . pp. 65-76. doi:10.2307/3038230 ISSN 0013-0133.
Taylor, Mark P. (1987) Financial innovation, inflation and the stability of the demand for broad money in the United Kingdom. Bulletin of Economic Research, 39 (3). pp. 225-233. doi:10.1111/j.1467-8586.1987.tb00243.x ISSN 0307-3378.
Cuthbertson, Keith and Taylor, Mark P. (1987) Macroeconomic systems. Oxford, UK; New York: Basil Blackwell. ISBN 9780631143413
Cuthbertson, Keith and Taylor, Mark P. (1987) Monetary anticipations and the demand for money : some evidence for the U.K. Weltwirtschaftliches Archiv - Review of World Economics, 123 (3). pp. 509-520. doi:10.1007/BF02707759 ISSN 0043-2636.
Taylor, Mark P. (1987) On Granger causality and the monetary approach to the balance of payments. Journal of Macroeconomics, 9 (2). pp. 239-253. doi:10.1016/0164-0704(87)90043-7 ISSN 0164-0704.
Taylor, Mark P. (1987) On Long-Run Solutions to Dynamic Econometric Equations Under Rational Expectations. The Economic Journal, 97 (385). pp. 215-218. doi:10.2307/2233332 ISSN 0013-0133.
Taylor, Mark P. (1987) Risk premia and foreign exchange : a multiple time series approach to testing uncovered interest-rate parity. Weltwirtschaftliches Archiv - Review of World Economics, 123 (4). pp. 579-591. doi:10.1007/BF02708567 ISSN 0043-2636.
Taylor, Mark P. (1987) Testing the exogeneity specification underlying the monetary approach to the balance of payments : some UK evidence. Applied Economics, 19 (5). pp. 651-661. doi:10.1080/00036848700000030 ISSN 0003-6846.
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, 49 (3). pp. 323-333. doi:10.1111/j.1468-0084.1987.mp49003005.x ISSN 0305-9049.
Taylor, Mark P. (1987) The simple analytics of implicit labour contracts. Bulletin of Economic Research, 39 (1). pp. 1-27. doi:10.1111/j.1467-8586.1987.tb00229.x ISSN 0307-3378.
1986
Cuthbertson, Keith and 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, 1 (4). pp. 355-365. ISSN 0883-7252.
Taylor, Mark P. (1986) From the general to the specific : the demand for M2 in three European countries. Empirical Economics, 11 (4). pp. 243-261. doi:10.1007/BF01977004 ISSN 0377-7332.
Taylor, Mark P. (1986) A varying-parameter emprical model of balance of payments determination under fixed exchange rates : results for the UK and West Germany. Applied Economics, 18 (6). pp. 567-582. doi:10.1080/00036848600000078 ISSN 0003-6846.
1984
Spanos, Aris and 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, 46 (4). pp. 329-340. doi:10.1111/j.1468-0084.1984.mp46004004.x ISSN 0305-9049.
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