Dr David Byers

Teaching profile

Year 1: Statistics Lectures on BS1652 Macroeconomics;
Year 2: Empirical Economics, BS2556;
Year 3: Public Finance, BS3562;

Postgraduate:
Econometrics, BSP816
Statistics Presessional Course

Research interests

Applied Non-Linear and Long Memory Time Series Analysis

Selected publications

Byers, J.D. and Peel D.A., 'Nonlinear Adjustment of Real Wages, Employment and Output in the UK.' Applied Economics, 26, 1994, pp 459-463.

Byers, J.D. and Peel D.A., 'Forecasting Industrial Production using Nonlinear Methods.' J. of Forecasting, 14, 1995, pp 352-363.

Byers, J.D. and Peel D.A., 'Long Memory Risk Premia in Exchange Rates', The Manchester School, 64, 1996, pp 421-438.

Byers, J.D., Peel D.A and J.E.H. Davidson., 'Modelling Political Popularity: An Analysis of Long Range Dependence in Opinion Poll Series.' J. of the Royal Statistical Society, 160, 1997, pp 471-490.

Byers, J.D., Peel D.A and J.E.H. Davidson., 'The Dynamics of Aggregate Political Popularity: Evidence from Eight Countries'. Electoral Studies, 19, 2000, pp 49-62.

Byers, J.D. and Peel D.A., 'Non-Linear Dynamics of Inflation in High Inflation Economies' With D.A.Peel. The Manchester School, 68, Supplement, 2000, pp 24-39.

Byers, J.D. and Peel D.A., 'Volatility Persistence in Asset Markets: Long Memory in High/Low Prices'. Applied Financial Economics, 11, 2001, pp 253-260,

Byers, J.D., Peel D.A and J.E.H. Davidson., ‘Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004’. Studies in Nonlinear Dynamics & Econometrics: Vol. 10, 2006.

Byers, J.D., Peel D.A. and D.A. Thomas, ‘Habit, Aggregation and Long Memory: Evidence from Television Audience Data’, Applied Economics, Volume 39, 2007, pages 321 - 327

Byers, J.D., Peel D.A and J.E.H. Davidson., ‘The Long Memory Model of Political Support: Some Further Results’, Applied Economics, Vol. 39, 2007, pp 2547 – 2552.