James R. Lothian

Economics and Econometrics · 2000–2011

A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom James R. Lothian trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Mark P. Taylor
  2. Lutz Kilian
  3. Lucio Sarno
  4. David Peel
  5. Halbert White
  6. Richard T. Baillie
  7. Alan M. Taylor
  8. David K. Backus
  9. M. Obstfeld

Who trusts James R. Lothian overall

  1. Mark P. Taylor
  2. A. Verdelhan
  3. J. C. Cuestas

Papers from James R. Lothian's perspective

Ordered by how strongly the researchers James R. Lothian trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Why is it so Difficult to Beat the Random Walk Rorecast of Exchange Rates? (Social Science Research Network)
  2. The forward premium anomaly is not as bad as you think
  3. Affine Term Structure Models and the Forward Premium Anomaly
  4. Uncovered Interest Parity in Crisis: The Interest Rate Defence in the 1990s
  5. Asymptotic Inference about Predictive Ability
  6. A Reality Check for Data Snooping
  7. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
  8. Exchange rate dynamics in a model of pricing-to-market
  9. Tests of Equal Forecast Accuracy and Encompassing for Nested Models
  10. The purchasing power parity persistence paradigm

Their papers