D-Index & Metrics Best Publications

D-Index & Metrics

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 86 Citations 37,367 244 World Ranking 99 National Ranking 79

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Finance
  • Macroeconomics

His scientific interests lie mostly in Exchange rate, Econometrics, Purchasing power parity, Mean reversion and Float. His work is dedicated to discovering how Exchange rate, Random walk are connected with Short run and Dollar exchange rate and other disciplines. His Econometrics research is multidisciplinary, incorporating perspectives in Monte Carlo method, Multivariate statistics and Liberian dollar.

His Purchasing power parity research incorporates elements of Volatility, Keynesian economics and Autoregressive model. Mark P. Taylor has researched Mean reversion in several fields, including Arbitrage and Empirical research. Sample is closely connected to Null hypothesis in his research, which is encompassed under the umbrella topic of Float.

His most cited work include:

  • The Economics of Exchange Rates (1179 citations)
  • Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (908 citations)
  • The use of technical analysis in the foreign exchange market (889 citations)

What are the main themes of his work throughout his whole career to date?

Exchange rate, Monetary economics, Econometrics, Foreign exchange market and Financial economics are his primary areas of study. In the field of Exchange rate, his study on Purchasing power parity overlaps with subjects such as Intervention. His work in Purchasing power parity covers topics such as Float which are related to areas like Null hypothesis.

His Monetary economics study frequently involves adjacent topics like Volatility. His research integrates issues of Multivariate statistics and Random walk in his study of Econometrics. Mark P. Taylor works mostly in the field of Foreign exchange market, limiting it down to topics relating to Interest rate parity and, in certain cases, International finance.

He most often published in these fields:

  • Exchange rate (46.71%)
  • Monetary economics (40.12%)
  • Econometrics (37.33%)

What were the highlights of his more recent work (between 2009-2020)?

  • Monetary economics (40.12%)
  • Exchange rate (46.71%)
  • Currency (12.97%)

In recent papers he was focusing on the following fields of study:

Mark P. Taylor mostly deals with Monetary economics, Exchange rate, Currency, Foreign exchange market and Financial economics. His Monetary economics research is multidisciplinary, incorporating elements of Index, Capital, Value, Volatility and Econometric model. His work carried out in the field of Exchange rate brings together such families of science as Liberian dollar, Investment and Capital market.

While the research belongs to areas of Foreign exchange market, Mark P. Taylor spends his time largely on the problem of Technical analysis, intersecting his research to questions surrounding Variety. His biological study deals with issues like Profitability index, which deal with fields such as Econometrics. The Econometrics study combines topics in areas such as Sample and Model selection.

Between 2009 and 2020, his most popular works were:

  • Residential mobility, quality of neighbourhood and life course events (130 citations)
  • Financial capability and psychological health (68 citations)
  • Measuring Financial Capability and its Determinants Using Survey Data (64 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • Finance
  • Macroeconomics

His primary areas of investigation include Monetary economics, Exchange rate, Foreign exchange market, Panel data and Labour economics. His research in Monetary economics intersects with topics in Momentum, Carry, Predictability and Economic capital. His Predictability research includes themes of Foreign exchange and Emerging markets.

He connects Exchange rate with Economic Thought in his study. As a part of the same scientific family, he mostly works in the field of Foreign exchange market, focusing on Profitability index and, on occasion, Alternative trading system, Investment, Econometrics, Forward exchange rate and Variety. His studies deal with areas such as Relative purchasing power parity, International economics, Educational attainment and British Household Panel Survey as well as Panel data.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

The use of technical analysis in the foreign exchange market

Mark P. Taylor;Mark P. Taylor;Helen Allen.
Journal of International Money and Finance (1992)

1457 Citations

The Purchasing Power Parity Debate

Alan M. Taylor;Mark P. Taylor.
Research Papers in Economics (2004)

1352 Citations

The Economics of Exchange Rates

Lucio Sarno;Mark P. Taylor;Jeffery A. Frankel.
(2002)

1264 Citations

Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles

Mark P. Taylor;David A. Peel;Lucio Sarno.
International Economic Review (2001)

1250 Citations

Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries

James R. Lothian;Mark P. Taylor.
Journal of Political Economy (1996)

1124 Citations

The behavior of real exchange rates during the post-Bretton Woods period

Mark P. Taylor;Mark P. Taylor;Lucio Sarno.
Journal of International Economics (1998)

1061 Citations

Grundzüge der Volkswirtschaftslehre

N. Gregory Mankiw;Mark P. Taylor.
(2018)

991 Citations

Why is it so difficult to beat the random walk forecast of exchange rates

Lutz Kilian;Lutz Kilian;Lutz Kilian;Mark Peter Taylor;Mark Peter Taylor.
Journal of International Economics (2003)

972 Citations

Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?

Lucio Sarno;Mark P. Taylor.
Journal of Economic Literature (2001)

948 Citations

Exchange Rate Economics: A Survey

Ronald MacDonald;Mark P. Taylor.
IMF Staff Papers (1992)

824 Citations

Editorial Boards

Applied Economics Letters
(Impact Factor: 0.752)

Best Scientists Citing Mark P. Taylor

Lucio Sarno

Lucio Sarno

University of Cambridge

Publications: 78

Ronald MacDonald

Ronald MacDonald

University of Glasgow

Publications: 78

Frank Westerhoff

Frank Westerhoff

University of Bamberg

Publications: 58

Mohsen Bahmani-Oskooee

Mohsen Bahmani-Oskooee

University of Wisconsin–Milwaukee

Publications: 54

Menzie David Chinn

Menzie David Chinn

University of Wisconsin–Madison

Publications: 49

Lukas Menkhoff

Lukas Menkhoff

Humboldt-Universität zu Berlin

Publications: 49

Yin-Wong Cheung

Yin-Wong Cheung

City University of Hong Kong

Publications: 46

Guglielmo Maria Caporale

Guglielmo Maria Caporale

Brunel University London

Publications: 44

David Peel

David Peel

Lancaster University

Publications: 43

Luis A. Gil-Alana

Luis A. Gil-Alana

University of Navarra

Publications: 40

Stephen G. Hall

Stephen G. Hall

University of Leicester

Publications: 39

Alan M. Taylor

Alan M. Taylor

University of California, Davis

Publications: 37

Paul De Grauwe

Paul De Grauwe

London School of Economics and Political Science

Publications: 37

Paresh Kumar Kumar Narayan

Paresh Kumar Kumar Narayan

Monash University

Publications: 37

Imad A. Moosa

Imad A. Moosa

RMIT University

Publications: 35

Profile was last updated on December 6th, 2021.
Research.com Ranking is based on data retrieved from the Microsoft Academic Graph (MAG).
The ranking d-index is inferred from publications deemed to belong to the considered discipline.

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