2026 David I. Harvey: Economics and Finance Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Economics and Finance	31	3546	3229	400	372	107	5726

Overview

David I. Harvey is affiliated with the University of Nottingham in the United Kingdom. Their research primarily spans the fields of Economics, Econometrics, and Finance, with a focus on subfields including Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Management Science and Operations Research, and General Health Professions.

Their work addresses several key topics such as Market Dynamics and Volatility, Monetary Policy and Economic Impact, Financial Risk and Volatility Modeling, Complex Systems and Time Series Analysis, Financial Markets and Investment Strategies, Banking stability, regulation, efficiency, and Insurance and Financial Risk Management.

Recent publications by David I. Harvey include:

Date-stamping multiple bubble regimes, 2020, Journal of Empirical Finance
Real-time detection of regimes of predictability in the US equity premium, 2020, Journal of Applied Econometrics
Simple tests for stock return predictability with good size and power properties, 2021, Journal of Econometrics

Other notable papers related to their research interests but authored by frequent collaborators include:

CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility, 2021, Journal of Financial Econometrics
Journal submissions, review and editorial decision patterns during initial COVID-19 restrictions, 2021, Food Policy

David I. Harvey has collaborated frequently with colleagues including Stephen J. Leybourne, Yang Zu, Robert Taylor, Sam Astill, and Emily J. Whitehouse.

Their research has appeared regularly in several academic venues, reflecting their ongoing contribution to their fields. These venues include:

Oxford Bulletin of Economics and Statistics
Journal of Applied Econometrics
Journal of Time Series Analysis
Journal of Agricultural Economics
Journal of Business and Economic Statistics

In addition to journal publications, David I. Harvey has contributed to academic literature through book publications. One such title is Simple Tests for Stock Return Predictability with Improved Size and Power Properties, published by the University of Essex in 2020.

Best Publications

Testing the equality of prediction mean squared errors

David Harvey;Stephen Leybourne;Paul Newbold

2286
Citations
The Prebisch-Singer Hypothesis: Four centuries of evidence

David I. Harvey;Neil M. Kellard;Jakob B. Madsen;Mark E. Wohar

439
Citations
A Powerful Test for Linearity When the Order of Integration is Unknown

David I Harvey;Stephen J Leybourne;Bin Xiao

239
Citations
Tests for explosive financial bubbles in the presence of non-stationary volatility

David I. Harvey;Stephen J. Leybourne;Robert Sollis;A.M. Robert Taylor

191
Citations
Testing for time series linearity

David I. Harvey;Stephen J. Leybourne

154
Citations
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION

David I. Harvey;Stephen J. Leybourne;A.M. Robert Taylor

153
Citations
Tests for multiple forecast encompassing

David Harvey;Paul Newbold

132
Citations
Modified tests for a change in persistence

David I. Harvey;Stephen J. Leybourne;A.M. Robert Taylor

127
Citations
SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS

David I. Harvey;Stephen J. Leybourne;A.M. Robert Taylor

125
Citations
Forecast combination and encompassing

Michael P. Clements;David I. Harvey

121
Citations
A simple, robust and powerful test of the trend hypothesis

David I. Harvey;Stephen J. Leybourne;A.M. Robert Taylor

99
Citations
TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND

David Harris;David I. Harvey;Stephen J. Leybourne;A.M. Robert Taylor

94
Citations
Combining probability forecasts

Michael P. Clements;David I. Harvey

94
Citations
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics

David I. Harvey;Stephen J. Leybourne;A.M. Robert Taylor

91
Citations
Unit roots and double smooth transitions

David I. Harvey;Terence C. Mills

81
Citations
Forecast encompassing tests and probability forecasts

Michael P. Clements;David Ian Harvey

77
Citations
Innovational Outlier Unit Root Tests With an Endogenously Determined Break in Level

David I. Harvey;Stephen J. Leybourne;Paul Newbold

70
Citations
Analysis of a panel of UK macroeconomic forecasts

David I. Harvey;Stephen J. Leybourne;Paul Newbold

65
Citations
Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble

David I. Harvey;Stephen J. Leybourne;Robert Sollis

47
Citations
Testing for unit roots in the presence of uncertainty over both the trend and initial condition

David I. Harvey;Stephen J. Leybourne;A.M. Robert Taylor

44
Citations
The evaluation of economic forecasts

David Harvey

2
Citations
A powerful test for linearity when the order of integration is unknown [Revised to become No. 07/06 above]

David I. Harvey;Stephen J. Leybourne;Bin Xiao

0
Citations

Frequent Co-Authors

Stephen J. Leybourne University of Nottingham

A. M. Robert Taylor University of Essex

Terence C. Mills Loughborough University

Michael P. Clements University of Reading

Jakob B. Madsen University of Western Australia

Mark E. Wohar University of Nebraska at Omaha

Carlo A. Favero Bocconi University

Dick van Dijk Erasmus University Rotterdam

Kenneth F. Wallis University of Warwick

Rik Brydson University of Leeds

External Links

Personal website of David I. Harvey Google Scholar page

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