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L. Vanessa Smith
L. Vanessa Smith
Verified email at york.ac.uk
Title
Cited by
Cited by
Year
Exploring the international linkages of the euro area: a global VAR analysis
S Dees, F Mauro, MH Pesaran, LV Smith
Journal of applied econometrics 22 (1), 1-38, 2007
10722007
More powerful panel data unit root tests with an application to mean reversion in real exchange rates
LV Smith, S Leybourne, TH Kim, P Newbold
Journal of Applied Econometrics 19 (2), 147-170, 2004
3282004
Panel unit root tests in the presence of a multifactor error structure
MH Pesaran, LV Smith, T Yamagata
Journal of Econometrics 175 (2), 94-115, 2013
2702013
Forecasting economic and financial variables with global VARs
MH Pesaran, T Schuermann, LV Smith
International journal of forecasting 25 (4), 642-675, 2009
2342009
Long run macroeconomic relations in the global economy
S Dees, S Holly, MH Pesaran, LV Smith
Economics 1 (1), 2007
2002007
Empirical evidence on jumps in the term structure of the US Treasury market
M Dungey, M McKenzie, LV Smith
Journal of Empirical Finance 16 (3), 430-445, 2009
1352009
What if the UK or Sweden had joined the euro in 1999? An empirical evaluation using a Global VAR
M Hashem Pesaran, L Vanessa Smith, RP Smith
International Journal of Finance & Economics 12 (1), 55-87, 2007
1352007
Search for the Higgs Boson Decaying to Two Muons in Proton-Proton Collisions at
AM Sirunyan, A Tumasyan, W Adam, F Ambrogi, E Asilar, T Bergauer, ...
Physical review letters 122 (2), 021801, 2019
1292019
Tests for a change in persistence against the null of difference‐stationarity
S Leybourne, TH Kim, V Smith, P Newbold
The Econometrics Journal 6 (2), 291-311, 2003
1212003
Observation of Single Top Quark Production in Association with a Boson in Proton-Proton Collisions at
AM Sirunyan, A Tumasyan, W Adam, F Ambrogi, E Asilar, T Bergauer, ...
Physical review letters 122 (13), 132003, 2019
1162019
GVAR Toolbox 2.0
L Smith, A Galesi
University of Cambridge: Judge Business School, 2014
1092014
Identification of new Keynesian Phillips curves from a global perspective
S Dees, MH Pesaran, LV Smith, RP Smith
Journal of Money, Credit and Banking 41 (7), 1481-1502, 2009
1022009
Observation of Two Excited States and Measurement of the Mass in Collisions at
AM Sirunyan, A Tumasyan, W Adam, F Ambrogi, T Bergauer, ...
Physical review letters 122 (13), 132001, 2019
672019
A multiple testing approach to the regularisation of large sample correlation matrices
N Bailey, MH Pesaran, LV Smith
Journal of Econometrics 208 (2), 507-534, 2019
502019
GVAR Toolbox 1.1
LV Smith, A Galesi
URL www-cfap. jbs. cam. ac. uk/research/gvartoolbox/index. html, 2011
432011
Constructing Multi‐Country Rational Expectations Models
S Dees, M Hashem Pesaran, L Vanessa Smith, RP Smith
Oxford Bulletin of Economics and Statistics 76 (6), 812-840, 2014
372014
On the epidemic of financial crises
N Demiris, T Kypraios, L Vanessa Smith
Journal of the Royal Statistical Society: Series A (Statistics in Society …, 2014
272014
Firm level return–volatility analysis using dynamic panels
LV Smith, T Yamagata
Journal of Empirical Finance 18 (5), 847-867, 2011
272011
Rejoinder to comments on forecasting economic and financial variables with global VARs
MH Pesaran, T Schuermann, LV Smith
International Journal of Forecasting 25 (4), 703, 2009
232009
The basic GVAR DdPS model
F di Mauro, LV Smith
The GVAR handbook: Structure and applications of a macro model of the global …, 2013
132013
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Articles 1–20