Prof Ralf Becker

Senior Lecturer in Economics

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Publications

  1. 2019
  2. Published

    Doing Economics

    Tipoe, E. & Becker, R., 2019

    Research output: Other contribution

  3. 2018
  4. 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

  5. Published

    Flipping quantitative tutorials

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

    Research output: Contribution to journalArticlepeer-review

  6. Published

    Flipping the Classroom: Old Ideas, New Technologies

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

    Research output: Contribution to journalArticle

  7. 2017
  8. 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

  9. 2014
  10. 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

  11. 2013
  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 journalArticlepeer-review

  13. 2012
  14. 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

  15. 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

  16. 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

  17. 2010
  18. 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

  19. 2009
  20. 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

  21. 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

  22. 2008
  23. 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

  24. 2007
  25. 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

  26. 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

  27. 2006
  28. 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

  29. 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

  30. 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

  31. 2004
  32. 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

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