Richard T Baillie

Dados Biográficos

ID5730592
NOMERichard T Baillie
PRENOMESRichard T
SOBRENOMEBaillie
ASSINATURABAILLIE R T
AFILIAÇÕESMichigan State University
ORCID0000-0002-4534-0063
VERIFICADOSim
TOTAL DE OBRAS10
TOTAL DE CITAÇÕES5
TOTAL COMO AUTOR10
TOTAL COMO EDITOR0
PRIMEIRO ANO DE PUBLICAÇÃO1989
ANO MAIS RECENTE DE PUBLICAÇÃO2023
ÍNDICE H1

  • Approximating long-memory processes with low-order autoregressions

    Open AccessRichard T Baillie, Dooyeon Cho et al.ARTICLEEmpirical Economics2023

  • An examination of the public discourse on benefit claimants in the media

    Richard T BaillieARTICLEJournal of Poverty and Social…2011Citada por: 5

  • Testing for Neglected Nonlinearity in Long-Memory Models

    Richard T Baillie, George KapetaniosARTICLEJournal of Business and Economic…2007

    This article constructs tests for the presence of nonlinearity of unknown form in addition to a fractionally integrated, long-memory component in a time series process. The tests are based on artificial neural network approximations and do not restrict the parametric form of the nonlinearity. Some theoretical results for the new tests are obtained, and detailed simulation evidence on the power of the tests is presented. The new methodology is the…

  • The Message in Daily Exchange Rates

    Richard T Baillie, Tim BollerslevARTICLEJournal of Business and Economic…2002

    Formal testing procedures confirm the presence of a unit root in the autoregressive ploynomial of the univariate time series representation of daily exchange-rate data. the first differences of the logarithms of daily spot rates are approximately uncorrelated through time, and a generalized autoregressive conditional heteroscedasticity model with daily dummy variables and conditionally t-distributed errors is found to provide a good representatio…

  • [Real and Spurious Long-Memory Properties of Stock-Market Data]

    Richard T BaillieARTICLEJournal of Business and Economic…1998

  • Primary Commodity Prices

    Richard T Baillie, Leslie Ann Winters et al.ARTICLEThe Economic Journal1991

    Journal Article Primary Commodity Prices: Economic Models and Policy Get access Primary Commodity Prices: Economic Models and Policy. Edited by L. ALAN WINTERS and DAVID SAPSFORD. (Cambridge and New York: Cambridge University Press, 1990. Pp. xviii + 310. à à à à £35.00 hardback, US$54.50 hardback. ISBN o 521 38550 4.) Richard T. Baillie Richard T. Baillie Michigan State University Search for other works by this author on: Oxford Academic Google …

  • The Foreign Exchange Market

    David Miles, Richard T Baillie et al.ARTICLEEconomica1990

    1. Historical development and institutions 2. The theory of efficient markets 3. Models of exchange rate behaviour 4. Econometric methodology 5. Expectation models 6. Statistical properties of exchange rate series 7. The forward rate as a predictor of the future spot rate 8. Purchasing power and interest rate parity theories: empirical evidence 9. Exchange rate forecasting and conclusions

  • The Foreign Exchange Market

    Patrick Minford, Richard T Baillie et al.ARTICLEThe Economic Journal1990

    Journal Article The Foreign Exchange Market: Theory and Econometric Evidence Get access The Foreign Exchange Market: Theory and Econometric Evidence. By RICHARD BAILLIE and PATRICK MCMAHON. (Cambridge and New York: Cambridge University Press, 1989. Pp. xiii + 259. £25.00 hardback. ISBN 0 521 30761 9.) Patrick Minford Patrick Minford University of Liverpool Search for other works by this author on: Oxford Academic Google Scholar The Economic Journ…

  • The Message in Daily Exchange Rates

    Richard T Baillie, Tim BollerslevARTICLEJournal of Business and Economic…1989

    Formal testing procedures confirm the presence of a unit root in the autoregressive polynomial of the univariate time series representation of daily exchange-rate data. The first differences of the logarithms of daily spot rates are approximately uncorrelated through time, and a generalized autoregressive conditional heteroscedasticity model with daily dummy variables and conditionally t-distributed errors is found to provide a good representatio…

  • The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets

    Richard T Baillie, Robert J HodrickARTICLEThe Economic Journal1989

    Journal Article The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets Get access The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets. By J. HODRICK ROBERT. (London: Harwood Academic Publishers, 1987. Pp. viii+174. US$37.00, US$18.00. ISBN 3 7186 0415 9.) Richard T. Baillie Richard T. Baillie Michigan State University Search for other works by this author on: Oxford Academic G…