Prof Ralf Becker

Senior Lecturer in Economics

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Publications

  1. 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

  2. Published

    A Multivariate Kernel Approach to Forecasting the Variance Covariance of Stock Market Returns

    Becker, R., O'Neill, R. & Clements, A., 2018, In: Econometrics. 6, 1, 27 p.

    Research output: Contribution to journalArticlepeer-review

  3. 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

  4. 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

  5. Published

    An empirical analysis of mean reversion of the S&P 500’s P/E ratios

    Becker, R., Lee, J. & Gup, B., 2010, In: Journal of Economics and Finance.

    Research output: Contribution to journalArticlepeer-review

  6. 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

  7. 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

  8. Published

    Doing Economics

    Tipoe, E. & Becker, R., 2019

    Research output: Other contribution

  9. Published

    Flipping quantitative tutorials

    Becker, R. & Proud, S., 2018, In: International Review of Economics Education.

    Research output: Contribution to journalArticlepeer-review

  10. Published

    Flipping the Classroom: Old Ideas, New Technologies

    Becker, R. & Birdi, A., 2018, In: International Review of Economics Education.

    Research output: Contribution to journalArticle

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