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School of Economics
 

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David Harvey

Professor of Econometrics, Faculty of Social Sciences

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Biography

David has been a member of staff in the School of Economics since October 2003. He is a Professor of Econometrics. His research interests are in the area of time series econometrics, in particular tests for unit roots and structural change, forecast evaluation and applied time series analysis in general. He has published in journals such as the Journal of Econometrics, Journal of Business and Economic Statistics, Review of Economics and Statistics, Econometric Theory, Journal of Applied Econometrics, Econometrics Journal, Oxford Bulletin of Economics and Statistics, Journal of Forecasting, International Journal of Forecasting.

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Recent Publications

  • GEORGIEV, I., HARVEY, D.I., LEYBOURNE, S.J. and TAYLOR, A.M.R., 2018. Journal of Econometrics. 204, 101-118
  • ASTILL, S., HARVEY, D.I., LEYBOURNE, S.J., SOLLIS, R. and TAYLOR, A.M.R., 2018. Journal of Time Series Analysis. (In Press.)
  • ARISTIDOU, C., HARVEY, D.I. and LEYBOURNE, S.J., 2017. Journal of Time Series Econometrics. 9(1),
  • ASTILL, SAM, HARVEY, DAVID I., LEYBOURNE, STEPHEN J. and TAYLOR, A. M. ROBERT, 2017. ECONOMETRIC REVIEWS. 36(6-9), 651-666
  • GEORGIEV, I., HARVEY, D.I., LEYBOURNE, S.J. and TAYLOR, A.M.R., 2018. Journal of Econometrics. 204, 101-118
  • ASTILL, S., HARVEY, D.I., LEYBOURNE, S.J., SOLLIS, R. and TAYLOR, A.M.R., 2018. Journal of Time Series Analysis. (In Press.)
  • ARISTIDOU, C., HARVEY, D.I. and LEYBOURNE, S.J., 2017. Journal of Time Series Econometrics. 9(1),
  • ASTILL, SAM, HARVEY, DAVID I., LEYBOURNE, STEPHEN J. and TAYLOR, A. M. ROBERT, 2017. ECONOMETRIC REVIEWS. 36(6-9), 651-666
  • HARVEY, DAVID I., LEYBOURNE, STEPHEN J. and SOLLIS, ROBERT, 2017. JOURNAL OF EMPIRICAL FINANCE. 40, 121-138
  • DAVID I. HARVEY, NEIL M. KELLARD, JAKOB B. MADSEN and MARK E. WOHAR, 2017. World Development. 89, 57-70
  • DAVID I. HARVEY, STEPHEN J. LEYBOURNE and EMILY J. WHITEHOUSE, 2017. International Journal of Forecasting. 33, 833-847
  • DAVID I. HARVEY, STEPHEN J. LEYBOURNE and EMILY J. WHITEHOUSE, 2017. Testing for a unit root against ESTAR stationarity Studies in Nonlinear Dynamics and Econometrics. (In Press.)
  • I. GEORGIEV, DAVID I. HARVEY, STEPHEN J. LEYBOURNE and A. M. ROBERT TAYLOR, 2017. A bootstrap test for predictive regression invalidity Journal of Business and Economic Statistics. (In Press.)
  • HARVEY, D.I., LEYBOURNE, S.J., SOLLIS, R. and TAYLOR, A.M.R., 2016. Journal of Empirical Finance. 38, 548-574
  • HARVEY, DAVID I. and LEYBOURNE, STEPHEN J., 2016. ECONOMICS LETTERS. 145, 239-245
  • HARVEY, D.I, LEYBOURNE, S.J and SOLLIS, R., 2015. Journal of Financial Econometrics. 13, 166-187
  • CAVALIERE, G., HARVEY, D.I, LEYBOURNE, S.J and TAYLOR, A.M.R., 2015. Journal of Time Series Analysis. 36, 603-629
  • ASTILL, SAM, HARVEY, DAVID I., LEYBOURNE, STEPHEN J. and TAYLOR, A. M. ROBERT, 2015. Oxford Bulletin of Economics and Statistics. 77(6), 780-799
  • HARVEY, DAVID I. and LEYBOURNE, STEPHEN J., 2015. Journal of Econometrics. 184(2), 262-279
  • HARVEY, D.I., LEYBOURNE, S.J. and TAYLOR, A.M.R., 2014. Oxford Bulletin of Economics and Statistics. 76, 93-111
  • HARVEY, D.I., LEYBOURNE, S.J. and TAYLOR, A.M.R., 2014. On infimum Dickey鈥揊uller unit root tests allowing for a trend break under the null Computational Statistics & Data Analysis. 78, 235-242
  • HARVEY, D.I and LEYBOURNE, S.J, 2014. Economics Letters. 122, 64-68
  • HARVEY, D.I and LEYBOURNE, S.J, 2014. Oxford Bulletin of Economics and Statistics. 76, 623-642
  • ASTILL, S., HARVEY, D.I., LEYBOURNE, S.J. and TAYLOR, A.M.R., 2014. Journal of Empirical Finance. 29, 168-185 (In Press.)
  • HARVEY, D.I., ASTILL, S. and TAYLOR, A.M.R., 2013. Journal of Time Series Analysis. 34(4), 454-465
  • HARVEY, D.I., LEYBOURNE, S.J. and TAYLOR, A.M.R., 2013. Journal of Econometrics. n/a(n/a), n/a
  • HARVEY, D.I., LEYBOURNE, S.J. and TAYLOR, A.M.R., 2012. Journal of Econometrics. 167(1), 140-167
  • HARVEY, D.I., LEYBOURNE, S.J. and TAYLOR, A.M.R., 2012. Journal of Econometrics. 169(2), 188-195
  • HARVEY, D.I. and LEYBOURNE, S.J., 2012. Economics Letters. 117, 298-302
  • HARVEY, D.I., LEYBOURNE, S.J. and TAYLOR, A.M.R., 2011. Econometric Reviews. 30, 514-547
  • AHMAD, A.H,, HARVEY, D.I. and PENTECOST, E.J., 2011. Economics Letters. 113, 96-98
  • CAVALIERE, G., HARVEY, D.I., LEYBOURNE, S.J. and TAYLOR, A.M.R., 2011. Econometric Theory. 27(5), 957-991
  • HARRIS, D., HARVEY, D.I., LEYBOURNE, S.J. and SAKKAS, N.D., 2010. Econometric Theory. 26(1), 311-324
  • HARVEY, D.I., KELLARD, N.M., MADSEN, J.B. and WOHAR, M.E., 2010. Review of Economics and Statistics. 92(2), 367-377
  • HARVEY, D.I., LEYBOURNE, S.J. and TAYLOR, A.M.R., 2010. Journal of Time Series Analysis. 31, 292-302
  • HARVEY, D.I., LEYBOURNE, S.J. and TAYLOR, A.M.R., 2010. Journal of Econometrics. 157(2), 342-358
  • HARVEY, D.I., LEYBOURNE, S.J. and XIAO, L., 2010. Journal of Time Series Analysis. 31, 379-391
  • CLEMENTS, M.P. and HARVEY, D.I., 2010. Journal of Applied Econometrics. 25, 1028-1062
  • CLEMENTS, M.P. and HARVEY, D.I., 2010. International Journal of Forecasting. 27, 208-223
  • HARVEY, D.I., LEYBOURNE, S.J. and TAYLOR, A.M.R., 2009. Econometric Theory. 25(4), 995-1029
  • HARVEY, D.I., LEYBOURNE, S.J. and TAYLOR, A.M.R., 2009. Econometric Theory. 25(3), 587-636
  • CLEMENTS, M.P. and HARVEY, D.I., 2009. Forecast Combination and Encompassing. In: MILLS, T.C. and PATTERSON, K., eds., Palgrave Handbook of Econometrics, Volume 2: Applied Econometrics Palgrave Macmillan. 169-198
  • HARRIS, D., HARVEY, D.I., LEYBOURNE, S.J. and TAYLOR, A.M.R., 2009. Econometric Theory. 25(6), 1545-1588
  • HARVEY, DI, LEYBOURNE, SJ and TAYLOR, AMR, 2008. Econometrics Journal. 11(3), 409-442
  • HARVEY, D.I., LEYBOURNE, S.J. and XIAO, B., 2008. A powerful test for linearity when the order of integration is unknown Studies in Nonlinear Dynamics and Econometrics. 12(3), Article 2
  • HARVEY, D.I., LEYBOURNE, S.J. and TAYLOR, A.M.R., 2007. Journal of Econometrics. 141(2), 1302-1330
  • HARVEY, D. and LEYBOURNE, S., 2007. Econometrics Journal. 10, 149-165
  • HARVEY, D.I., LEYBOURNE, S. and TAYLOR, A.M.R., 2006. Journal of Econometrics. 134(2), 441-469
  • HARVEY, D.I. and LEYBOURNE, S.J., 2006. Journal of Time Series Analysis. 27(5), 739-752
  • HARVEY, D.I., LEYBOURNE, S. and TAYLOR, A., 2006. On Robust Trend Function Hypothesis Testing Studies in Nonlinear Dynamics and Econometrics. 10(1), Article 1
  • HARVEY, D. I. and VAN DIJK, D., 2006. Computational Statistics and Data Analysis. 50(10), 2734-2751
  • HARVEY, D.I. and LEYBOURNE, S.J., 2005. Econometrics Journal. 8(1), 97-111
  • HARVEY, D.I. and NEWBOLD, P., 2005. Oxford Bulletin of Economics and Statistics. 67(s1), 815-835
  • HARVEY, D. I. and MILLS, T. C., 2005. Economic Modelling. VOL 22(NUMBER 1), 207-211
  • HARVEY, D. I. and MILLS, T. C., 2005. Applied Economics. VOL 37(NUMB 2), 165-176
  • HARVEY, D. I., LEYBOURNE, S. J. and NEWBOLD, P., 2004. Oxford Bulletin of Economics and Statistics. VOL 66(NUMBER 1), 133-146
  • HARVEY, D. I. and MILLS, T. C., 2004. Oxford Bulletin of Economics and Statistics. VOL 66(NUMBER 5), 863-894
  • HARVEY, D. I., LEYBOURNE, S. J. and NEWBOLD, P., 2003. Applied Economics. VOL 35(PART 2), 163-178
  • HARVEY, D. I. and NEWBOLD, P., 2003. International Journal of Forecasting. VOL 19(NUMBER 4), 635-653
  • HARVEY, D. I. and MILLS, T. C., 2003. Journal of Time Series Analysis. VOL 24(PART 2), 159-164
  • HARVEY, D. I. and MILLS, T. C., 2003. Journal of Forecasting. VOL 22(PART 1), 35-48
  • HARVEY, D.I., LEYBOURNE, S.J. and NEWBOLD, P., 2002. Economics Letters. 76(2), 295-302
  • HARVEY, D. I. and MILLS, T. C., 2002. Journal of Applied Statistics. VOL 29(PART 5), 675-684
  • HARVEY, D. I. and MILLS, T. C., 2002. Economic Modelling. VOL 19(NUMBER 1), 91-104
  • HARVEY, D.I., LEYBOURNE, S.J. and NEWBOLD, P., 2001. Econometrics Journal. 4(1), S37-S55
  • HARVEY, D. I., LEYBOURNE, S. J. and NEWBOLD, P., 2001. Oxford Bulletin of Economics and Statistics. VOL 63(PART 5), 559-576
  • HARVEY, D.I. and MILLS, T., 2001. Statistical Modelling. 1, 143-159
  • HARVEY, D. and NEWBOLD, P., 2000. Journal of Applied Econometrics. VOL 15(PART 5), 471-482
  • DAVID I. HARVEY, STEPHEN J. LEYBOURNE and EMILY J. WHITEHOUSE, Testing for a unit root against ESTAR stationarity Studies in Nonlinear Dynamics and Econometrics. (In Press.)

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