T. C. Mills

Are there asymmetries or nonlinea...

Are there asymmetries or nonlinearities in U.K. output?

Year unknown

Assessing the predictability of U...

Assessing the predictability of U.K. stock market returns using statistics based on multiperiod returns

Year unknown

Business cycle asymmetries and no...

Business cycle asymmetries and nonlinearities in U.K. macroeconomic time series

Year unknown

Capital flows and the excess burd...

Capital flows and the excess burden of the exchange rate regime

Year unknown

Composite monetary indicators for the United Kingdom

Year unknown

Econometric modelling of financial time series

Year unknown

Estimating betas for the FT-SE in...

Estimating betas for the FT-SE industry baskets

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Estimating the permanent componen...

Estimating the permanent component of U.K. stock prices using multivariate evidence on both prices and dividends

Year unknown

How predictable really are financ...

How predictable really are financial markets?

Year unknown

Infrequent permanent shocks and t...

Infrequent permanent shocks and the unit root in quarterly U.K. output

Year unknown

Interest rates, unemployment and ...

Interest rates, unemployment and conduct of monetary policy

Year unknown

Is there long-term memory in U.K....

Is there long-term memory in U.K. stock returns?

Year unknown

Misspecification testing and robu...

Misspecification testing and robust estimation of the market model and their implications for event studies

Year unknown

Modelling changing trend rates of...

Modelling changing trend rates of output growth

Year unknown

Modelling real returns on U.K. Go...

Modelling real returns on U.K. Government stocks

Year unknown

Modelling skewness and kurtosis i...

Modelling skewness and kurtosis in the London Stock Exchange FT-SE return distributions

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Modelling Trends and Cycles in Ec...

Modelling Trends and Cycles in Economic Time Series

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Money substitutes and monetary po...

Money substitutes and monetary policy in the United Kingdom 1923 to 1974

Year unknown

Predicting the Unpredictable?

Year unknown Terence C. Mills and T. C. Mills

Segmented trends and the power of...

Segmented trends and the power of unit root tests

Year unknown

Sensitivity and stability of the ...

Sensitivity and stability of the U. K. demand for money function

Year unknown

Short-term real interest rates in...

Short-term real interest rates in the U.K

Year unknown

Some new evidence of a risk premi...

Some new evidence of a risk premium in the determination of the U.S. dollar vis-a-vis the currencies of the other G-5 members

Year unknown

Testing the present value model o...

Testing the present value model of equity prices for the U.K. stock market

Year unknown

The information content of sterli...

The information content of sterling M3 revisited

Year unknown

Trend growth in British industria...

Trend growth in British industrial output, 1700-1913

Year unknown

Unemployment fluctuations in the U.S

Unemployment fluctuations in the U.S

Year unknown