Prof Ralf Becker

Senior Lecturer in Economics

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Publications

  1. Published

    What is the Globalisation of Inflation?

    Altansukh, G., Becker, R., Bratsiotis, G. J. & Osborn, D., 5 Nov 2017, In: Journal of Economic Dynamics and Control. 74, p. 1-27

    Research output: Contribution to journalArticlepeer-review

  2. Published

    The jump component of S&P 500 volatility and the VIX index

    Becker, R., Clements, A. E. & McClelland, A., Jun 2009, In: Journal of Banking and Finance. 33, 6, p. 1033-1038 5 p.

    Research output: Contribution to journalArticlepeer-review

  3. Published

    A threshold cointegration analysis of interest rate pass-through to UK mortgage rates

    Becker, R., Osborn, D. R. & Yildirim, D., Nov 2012, In: Economic Modelling. 29, 6, p. 2504-2513 9 p.

    Research output: Contribution to journalArticlepeer-review

  4. Published

    Weighted smooth transition regressions

    Becker, R. & Osborn, D. R., Aug 2012, In: Journal of Applied Econometrics. 27, 5, p. 795-811 16 p.

    Research output: Contribution to journalArticlepeer-review

  5. Published

    The impact of monetary policy in the UK on the relationship between the term structure of interest rates and future inflation

    Becker, R., Hurn, A. & Bardsen, G., 2004, Advances in Economics and Econometrics: Theory and Applications. Becker, R. & Hurn, A. (eds.). Edward Elgar Publishing Ltd

    Research output: Chapter in Book/Report/Conference proceedingChapter

  6. Published

    Selecting volatility forecasting models for portfolio allocation purposes

    Becker, R., Clements, A. E., Doolan, M. B. & Hurn, A. S., Mar 2014, In: International Journal of Forecasting. 31, p. 849-861 12 p.

    Research output: Contribution to journalArticlepeer-review

  7. Published

    Modeling Electricity Prices in Point Process

    Becker, R., Clements, A. E. & Zainudin, W., 2012, In: Journal of Energy Markets.

    Research output: Contribution to journalArticlepeer-review

  8. Published

    Modelling inflation and money demand using a fourier-series approximation

    Becker, R., R., U., Hurn, A., Enders, W., Milas, U. (ed.), Rothman, C. (ed.), Dijk, P. V. (ed.), Wildasin, D. (ed.) & D., U. (ed.), 2006, Nonlinear Time Series Analysis of Business Cycles. Amsterdam: Elsevier BV

    Research output: Chapter in Book/Report/Conference proceedingChapter

  9. Published

    Using discrete-time techniques to test continuous-time models for nonlinearity in drift

    Becker, R. & Hurn, A. S., 5 Jan 2004, In: Mathematics and Computers in Simulation. 64, 1, p. 121-131 10 p.

    Research output: Contribution to journalArticlepeer-review

  10. Published

    Are combination forecasts of S&P 500 volatility statistically superior?

    Becker, R. & Clements, A. E., Jan 2008, In: International Journal of Forecasting. 24, 1, p. 122-133 11 p.

    Research output: Contribution to journalArticlepeer-review

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