D-Index & Metrics Best Publications

D-Index & Metrics 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.

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 43 Citations 8,368 315 World Ranking 1172 National Ranking 130

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Macroeconomics
  • Econometrics

Stephen G. Hall focuses on Econometrics, Cointegration, Statistics, Financial economics and Monetary economics. He connects Econometrics with Disequilibrium in his study. His research integrates issues of Identification, Endogeneity, Yield, Mathematical economics and Spurious relationship in his study of Cointegration.

In the subject of general Financial economics, his work in Market efficiency and Autoregressive conditional heteroskedasticity is often linked to Bulgarian and Free market, thereby combining diverse domains of study. His Monetary economics study combines topics in areas such as Developing country, Panel data, Volatility and Export performance. His research in Linear combination intersects with topics in Consensus forecast, Inflation and Minification.

His most cited work include:

  • Applied econometric techniques (250 citations)
  • Combining density forecasts (192 citations)
  • Combining density forecasts (192 citations)

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

The scientist’s investigation covers issues in Econometrics, Monetary economics, Macroeconomics, Cointegration and Estimation. The Econometrics study combines topics in areas such as Kalman filter, Statistics, Exchange rate and Inflation. His study of Monte Carlo method is a part of Statistics.

Stephen G. Hall has researched Exchange rate in several fields, including Econometric model and Foreign direct investment. His research in the fields of Currency, Moneyness and Foreign exchange market overlaps with other disciplines such as Sovereignty. His biological study deals with issues like Financial system, which deal with fields such as Market liquidity.

He most often published in these fields:

  • Econometrics (60.00%)
  • Monetary economics (24.23%)
  • Macroeconomics (16.34%)

What were the highlights of his more recent work (between 2012-2021)?

  • Econometrics (60.00%)
  • Financial crisis (18.03%)
  • Monetary economics (24.23%)

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

Stephen G. Hall mainly investigates Econometrics, Financial crisis, Monetary economics, Financial system and Sovereignty. His Econometrics study combines topics from a wide range of disciplines, such as Purchasing power parity, Estimation and Inflation. His studies deal with areas such as Panel data and International economics as well as Financial crisis.

His work on Covered bond as part of general Monetary economics research is frequently linked to Intervention, bridging the gap between disciplines. The Financial system study which covers Spillover effect that intersects with Convergence, Variables and Developing country. In general Sovereignty study, his work on Sovereign credit often relates to the realm of Pooling, thereby connecting several areas of interest.

Between 2012 and 2021, his most popular works were:

  • ARIMA Models and the Box-Jenkins Methodology (55 citations)
  • Fundamentally Wrong: Market Pricing of Sovereigns and the Greek Financial Crisis (30 citations)
  • Fundamentally Wrong: Market Pricing of Sovereigns and the Greek Financial Crisis (30 citations)

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

  • Statistics
  • Macroeconomics
  • Inflation

His primary areas of investigation include Econometrics, Monetary economics, Sovereignty, Financial crisis and Sovereign credit. His Econometrics research includes themes of Macroeconomics, Investment and Statistics. The various areas that Stephen G. Hall examines in his Macroeconomics study include Variables and Yield.

His Statistics research includes elements of Purchasing power parity and Relative purchasing power parity. His study in Monetary economics is interdisciplinary in nature, drawing from both Bond and Security market. His research in Financial crisis focuses on subjects like International economics, which are connected to Test, Panel data and Rest.

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

Applied econometric techniques

Keith Cuthbertson;Keith Cuthbertson;Stephen G. Hall;Mark P. Taylor.
(1991)

777 Citations

Applied econometric techniques

Keith Cuthbertson;Keith Cuthbertson;Stephen G. Hall;Mark P. Taylor.
(1991)

777 Citations

AN APPLICATION OF THE GRANGER & ENGLE TWO-STEP ESTIMATION PROCEDURE TO UNITED KINGDOM AGGREGATE WAGE DATA*

S. G. Hall.
Oxford Bulletin of Economics and Statistics (2009)

353 Citations

AN APPLICATION OF THE GRANGER & ENGLE TWO-STEP ESTIMATION PROCEDURE TO UNITED KINGDOM AGGREGATE WAGE DATA*

S. G. Hall.
Oxford Bulletin of Economics and Statistics (2009)

353 Citations

Testing Causality Between Team Performance and Payroll: The Cases of Major League Baseball and English Soccer

Stephen Hall;Stefan Szymanski;Andrew S. Zimbalist.
Journal of Sports Economics (2002)

341 Citations

Testing Causality Between Team Performance and Payroll: The Cases of Major League Baseball and English Soccer

Stephen Hall;Stefan Szymanski;Andrew S. Zimbalist.
Journal of Sports Economics (2002)

341 Citations

Detecting periodically collapsing bubbles: a Markov‐switching unit root test

Stephen G. Hall;Stephen G. Hall;Zacharias Psaradakis;Martin Sola;Martin Sola.
Journal of Applied Econometrics (1999)

318 Citations

Detecting periodically collapsing bubbles: a Markov‐switching unit root test

Stephen G. Hall;Stephen G. Hall;Zacharias Psaradakis;Martin Sola;Martin Sola.
Journal of Applied Econometrics (1999)

318 Citations

Combining density forecasts

Stephen G. Hall;Stephen G. Hall;James Mitchell.
International Journal of Forecasting (2007)

307 Citations

Combining density forecasts

Stephen G. Hall;Stephen G. Hall;James Mitchell.
International Journal of Forecasting (2007)

307 Citations

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