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Economics and Finance

D-Index
40
Citations
10203
World Ranking
2249
National Ranking
265

Overview

Terence C. Mills is affiliated with Loughborough University in the United Kingdom. Their research spans multiple fields, primarily within Economics, Econometrics and Finance, as well as Environmental Science. The main areas of study include Economics and Econometrics, General Economics, Econometrics and Finance, Global and Planetary Change, Atmospheric Science, and Finance.

Their work involves a variety of topics such as Monetary Policy and Economic Impact, Market Dynamics and Volatility, Climate Variability and Models, Meteorological Phenomena and Simulations, Financial Risk and Volatility Modeling, Economic Growth and Productivity, and Complex Systems and Time Series Analysis.

Frequent coauthors collaborating with Mills include Nicholas Crafts and Frances Mills. Nicholas Crafts appears repeatedly as a collaborator, reflecting a sustained research partnership.

Terence C. Mills has contributed to several publication venues, with multiple works appearing in Research Square. Other publication outlets include the National Institute Economic Review, European Review of Economic History, The Economic Journal, and National Accounting Review.

Notable recent papers authored or coauthored by Mills are:

  • Modelling Current Temperature Trends (2021), Journal of Data Science
  • Modelling the link between Covid-19 cases, hospital admissions and deaths in England (2022), National Accounting Review
  • IS THE UK PRODUCTIVITY SLOWDOWN UNPRECEDENTED? (2020), National Institute Economic Review (coauthored with Nicholas Crafts)
  • Sooner than you think: the Pre-1914 UK Productivity Slowdown was Victorian not Edwardian (2020), European Review of Economic History (coauthored with Nicholas Crafts)
  • Considering the Counterfactual: Real Wages in the First Industrial Revolution (2021), The Economic Journal (coauthored with Nicholas Crafts)

Mills has also published a book titled Modelling Trends and Cycles in Economic Time Series (2021) under the Palgrave texts in econometrics series, which has received citations within academic circles.

Best Publications

  • The Econometric Modelling of Financial Time Series

    Terence C. Mills

  • Time series techniques for economists

    Terence C. Mills

  • Time Series Techniques for Economists

    Terence C. Mills

  • Gold as a hedge against the dollar

    Forrest Capie;Terence C. Mills;Geoffrey Wood

  • The M2-competition: A real-time judgmentally based forecasting study

    Spyros Makridakis;Chris Chatfield;Michèle Hibon;Michael Lawrence

  • Spurious rejections by Dickey–Fuller tests in the presence of a break under the null

    Stephen J Leybourne;Terence C. Mills;Paul Newbold

  • Calendar effects in the London Stock Exchange FT–SE indices

    Terence C. Mills;J. Andrew Coutts

  • Granger Causality of Coupled Climate Processes: Ocean Feedback on the North Atlantic Oscillation

    Timothy J. Mosedale;David B. Stephenson;Matthew Collins;Terence C. Mills

  • Technical Analysis and the London Stock Exchange: Testing Trading Rules Using the FT30

    Terence C. Mills

  • Palgrave Handbook of Econometrics

    Terence C. Mills;Kerry Patterson

  • Modelling Trends and Cycles in Economic Time Series

    Terence C. Mills

  • From Malthus to Solow: How did the Malthusian economy really evolve?

    Nicholas Crafts;Terence C. Mills

  • Modelling Skewness and Kurtosis in the London Stock Exchange Ft-Se Index Return Distributions

    Terence C. Mills

  • The Econometric Modelling of Financial Time Series

    Terence C. Mills;Raphael Markellos

  • Seasonality in the Athens stock exchange

    T. C. Mills;C. Siriopoulos;R. N. Markellos;D. Harizanis

  • Trends and Cycles in British Industrial Production, 1700–1913

    N. F. R. Crafts;S. J. Leybourne;T. C. Mills

  • Applied Time Series Analysis: A Practical Guide to Modeling and Forecasting

    Terence C. Mills

  • Is there long-term memory in UK stock returns?

    Terence C. Mills

  • Trends in Real Wages in Britain, 1750-1913

    N.F.R. Crafts;Terence C. Mills

  • The Econometric Modelling of Financial Time Series: Contents

    Unknown

  • Palgrave handbook of econometrics. Volume 1. Econometric theory

    K. D. Patterson;T. C. Mills

  • The Econometric Modelling of Financial Time Series: References

    Terence C. Mills;Raphael N. Markellos

Frequent Co-Authors

Nicholas Crafts
Nicholas Crafts University of Sussex
Geoffrey Wood
Geoffrey Wood University of Western Ontario
David I. Harvey
David I. Harvey University of Nottingham
Jennifer Roberts
Jennifer Roberts University of Sheffield
Stephen J. Leybourne
Stephen J. Leybourne University of Nottingham
Charles Goodhart
Charles Goodhart London School of Economics and Political Science
Paul Downward
Paul Downward Loughborough University
Mark Patrick Taylor
Mark Patrick Taylor Macquarie University
Matthew Collins
Matthew Collins University of Exeter
David B. Stephenson
David B. Stephenson University of Exeter

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