T. C. Mills
27 works on record
Works
Predicting the Unpredictable?
Econometric modelling of financial time series
Composite monetary indicators for the United Kingdom
Modelling Trends and Cycles in Economic Time Series
Misspecification testing and robust estimation of the market model and their implications for event studies
Money substitutes and monetary policy in the United Kingdom 1923 to 1974
Capital flows and the excess burden of the exchange rate regime
Modelling skewness and kurtosis in the London Stock Exchange FT-SE return distributions
Interest rates, unemployment and conduct of monetary policy
Short-term real interest rates in the U.K
Testing the present value model of equity prices for the U.K. stock market
Trend growth in British industrial output, 1700-1913
Estimating the permanent component of U.K. stock prices using multivariate evidence on both prices and dividends
Are there asymmetries or nonlinearities in U.K. output?
Unemployment fluctuations in the U.S
Sensitivity and stability of the U. K. demand for money function
Assessing the predictability of U.K. stock market returns using statistics based on multiperiod returns
Estimating betas for the FT-SE industry baskets
Business cycle asymmetries and nonlinearities in U.K. macroeconomic time series
The information content of sterling M3 revisited
Is there long-term memory in U.K. stock returns?
Modelling real returns on U.K. Government stocks
Some new evidence of a risk premium in the determination of the U.S. dollar vis-a-vis the currencies of the other G-5 members
Segmented trends and the power of unit root tests
Infrequent permanent shocks and the unit root in quarterly U.K. output
How predictable really are financial markets?
Modelling changing trend rates of output growth