My main research interests are in macroeconomics. However, the fact that Dynamic Stochastic General Equilibrium (DSGE) modelling has taken over the literature means that very little of interest to me is published in the academic journals these days. As a result I have moved more and more towards applied econometrics in my published research. Where possible I have put links to electronic versions of the papers and to data sets / program code where appropriate.
You can find my REPEC entry at the following URL:
This is link to a contribution I made to an Economic and Social Data Services project:
Turner, P and Wood, J, (2020)‘New perspectives on Henry Ludwell Moore's use of harmonic analysis’, Journal of the History of Economic Thought (forthcoming)
Turner, P, (2019). ‘Critical values for the Durbin-Watson test in large samples’, Applied Economics Letters. [DOI: 10.1080/13504851.2019.1691711] Code
Shaheen, R and Turner, P, (2019). ‘Fiscal multipliers and the level of economic activity: a structural threshold VAR model for the UK’, Applied Economics.[DOI: 10.1080/00036846.2019.1679347] Data
Turner, P. M. (2018). ‘Price-cost mark-ups in UK Industry’, Applied Economics Letters, 21(2), pp. 1557-61 [DOI: 10.1080/13504851.2018.1430328] Data
Turner, P. and Wood, J.A, (2017). Non-Linear Exchange Rate Pass Through in Industrial Economies. Applied Economics.[DOI: 10.1080/00036846.2016.1197374] Data
Yan, M., Zhang, D, Hall, M.J.B and Turner, P, (2017). How liquid are banks: Some evidence from the United Kingdom . Journal of Banking Regulation.18 (2),pp. 163 - 179. [DOI: 10.1057/jbr.2016.3]
Yan, M, Hall, M.J.B. and Turner, P. (2014) ‘Estimating Liquidity Risk Using the Exposure-Based Cash-Flow-at-Risk Approach: An Application to the UK Banking Sector’, International Journal of Finance and Economics, 19(3), July, pp. 225-238.
Turner, P. and Wood, J. A. (2014), ‘Teaching the Multiplier: The Value of a Quantitative Approach’, International Review of Economics Education, 16, pp. 147-155.
Forest, J and Turner, P. (2013) ‘Alternative estimators of cointegrating parameters in models with nonstationary data: an application to US export demand’ Applied Economics, 45(5), pp. 629-636 [Link] US Export Data Code
Turner, P. (2010) ‘Power
Properties of the CUSUM and CUSUMSQ Tests for Parameter Instability’, Applied
Economics Letters, Vol 17, pp. 1049-1053. [Link]
Turner, P. (2010) ‘Why does no-one teach undergraduate macroeconomics using the Dynamic Stochastic General Equilibrium model?’ Journal for Economic Educators, Vol 10, No 2. Fall. [Link]
Turner, P. (2009) ‘Multiple search paths and the general-to-specific methodology’, Journal of Modern Applied Statistical Methods, Vol 8 , No 2, November, pp. 505-510. [Link] Code1 Code2
Turner, P. (2009) ‘Testing for Cointegration using the Johansen Method: Are we using the correct critical values’, Journal of Applied Econometrics, Vol 24, pp. 825-831. [Link] Code
Ozdemir A. and Turner, P., (2008) ‘A Monetary Disequilibrium Model for
A. and Turner, P. (2005), ‘Critical Values for an F-test for
Cointegration in a Multivariate Model’, Applied Economics, Vol 37, No 3,
pp. 265-270. [Link]
Gascoigne, J. and Turner, P. (2004) ‘Asymmetries in Bank of
Tlelima, T. and Turner, P.
(2004). ‘The Demand for Money in
Chappell, D. and Turner, P., (2003) “The Taylor Rule and Dynamic Stability in a Small Macroeconomic Model”, Economic Notes: Review of Banking, Finance and Monetary Economics, 32(3), pp. 361–370.
Holly, S., Turner, P. and Weeks, M. (2003) ‘Asymmetric Adjustment and Bias in Estimation of an Equilibrium Relationship from a Cointegrating Vector’, Computational Economics, Vol 21, pp. 195-202. [Link] Code