Prof Ralf Becker

Senior Lecturer in Economics

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ORCID: 0000-0002-0594-6386
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Publications

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  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 journal › Article › peer-review

    DOI: 10.1002/jae.751
  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 journal › Article › peer-review

    DOI: 10.3390/econometrics6010007
  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 journal › Article › peer-review

    DOI: 10.1111/j.1467-9892.2006.00478.x
  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 journal › Article › peer-review

    DOI: 10.1016/j.econmod.2012.08.004
  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 journal › Article › peer-review

    DOI: DOI: 10.1007/s12197-010-9145-8
  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 journal › Article › peer-review

    DOI: 10.1016/j.ijforecast.2007.09.001
  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 journal › Article › peer-review

    DOI: 10.1016/j.jbankfin.2006.11.013
  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 journal › Article › peer-review

    DOI: 10.1016/j.iree.2018.01.004
  10. Published

    Flipping the Classroom: Old Ideas, New Technologies

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

    Research output: Contribution to journal › Article

    DOI: 10.1016/j.iree.2018.06.001
  11. 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 journal › Article › peer-review

    DOI: 10.1016/j.asieco.2008.10.003
  12. Published

    Modeling electricity price events as point processes

    Becker, R., Clements, A. E. & Zainudin, W. N. R. A., 31 Jul 2013, In: Journal of Energy Markets. 6

    Research output: Contribution to journal › Article › peer-review

  13. Published

    Modeling Electricity Prices in Point Process

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

    Research output: Contribution to journal › Article › peer-review

  14. 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 proceeding › Chapter

  15. 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 journal › Article › peer-review

    DOI: 10.1111/j.1475-4932.2007.00427.x
  16. 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 journal › Article › peer-review

    DOI: 10.1016/j.najef.2005.10.002
  17. 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 journal › Article › peer-review

    DOI: 10.1016/j.ijforecast.2013.11.007
  18. 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 proceeding › Chapter

  19. 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 journal › Article › peer-review

    DOI: 10.1016/j.jbankfin.2008.10.015
  20. 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 journal › Article › peer-review

    DOI: 10.1016/j.matcom.2003.07.001
  21. 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 journal › Article › peer-review

    DOI: 10.1002/jae.1222
  22. 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 journal › Article › peer-review

    DOI: 10.1016/j.jedc.2016.09.006

Research Explorer downloads

169
Flipping the Classroom: Old Ideas, New Technologies

Research output: Contribution to journal › Article

93
What is the Globalisation of Inflation?

Research output: Contribution to journal › Article › peer-review

26
Flipping quantitative tutorials

Research output: Contribution to journal › Article › peer-review