Prof Ralf Becker

Senior Lecturer in Economics

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Publications

  1. 2004
  2. 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

  3. 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

  4. Published

    A general test for time dependence in parameters

    Becker, R., Enders, W. & Hurn, S., Nov 2004, In: Journal of Applied Econometrics. 19, 7, p. 899-906 7 p.

    Research output: Contribution to journalArticlepeer-review

  5. 2006
  6. 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

  7. Published

    A stationarity test in the presence of an unknown number of smooth breaks

    Becker, R., Enders, W. & Lee, J., May 2006, In: Journal of Time Series Analysis. 27, 3, p. 381-409 28 p.

    Research output: Contribution to journalArticlepeer-review

  8. Published

    On the informational efficiency of S&P500 implied volatility

    Becker, R., Clements, A. E. & White, S. I., Aug 2006, In: North American Journal of Economics and Finance. 17, 2, p. 139-153 14 p.

    Research output: Contribution to journalArticlepeer-review

  9. 2007
  10. Published

    Does implied volatility provide any information beyond that captured in model-based volatility forecasts?

    Becker, R., Clements, A. E. & White, S. I., Aug 2007, In: Journal of Banking and Finance. 31, 8, p. 2535-2549 14 p.

    Research output: Contribution to journalArticlepeer-review

  11. Published

    Modelling spikes in electricity prices

    Becker, R., Hurn, S. & Pavlov, V., Dec 2007, In: Economic Record. 83, 263, p. 371-382 11 p.

    Research output: Contribution to journalArticlepeer-review

  12. 2008
  13. 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

  14. 2009
  15. Published

    Measuring Chinese business cycles with dynamic factor models

    Becker, R., Wang, J. M., Gao, T. M. & McNown, R., Mar 2009, In: Journal of Asian Economics. 20, 2, p. 89-97 8 p.

    Research output: Contribution to journalArticlepeer-review

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