Dr John Hunter
Senior Lecturer
Marie Jahoda 258
- Email: john.hunter@brunel.ac.uk
- Tel: +44 (0)1895 266648
- Economics
Karanasos, M., Yfanti, S. and Hunter, J. (2021) ''. Annals of Operations Research, 313 (2). pp. 1077 - - 1116. ISSN: 0254-5330
Tabaghdehi, SAH. and Hunter, J. (2019) ''. Journal of Business Research, 116. pp. 620 - 627. ISSN: 0148-2963
Hunter, J., Burke, SP. and Canepa, A. (2017) 'Multivariate Modelling of Non-stationary Economic Time Series'. Basingstoke: Palgrave Macmillan. ISSN 10: 1-137-31303-X ISSN 13: 978-1-137-31303-4
Barrell, R., Hunter, J. and Nahhas, A. (2014) 'Does Exchange Rate Volatility Affect Foreign Direct Investment? Evidence from the G-7 Countries'.Royal Economics Society Conference. University of Manchester. [unpublished]
Hunter, J. and Tabaghdehi, S. (2014) ''. SSRN Electronic Journal.
Hunter, J. and Menla Ali, F. (2014) ''. Economic Modelling, 40. pp. 42 - 51. ISSN: 0264-9993
Caporale, GM., Hunter, J. and Menla Ali, F. (2014) ''. International Review of Financial Analysis, 33. pp. 87 - 103. ISSN: 1057-5219
Hunter, J. (2014) ''. Economic Modelling, 36. pp. 539 - 540. ISSN: 0264-9993
Hunter, J. and Wu, F. (2014) ''. Economic Modelling, 36. pp. 557 - 565. ISSN: 0264-9993
Tabaghdehi, A. and Hunter, J. (2013) 'Cointegration, Exogeneity and Isolating Long-run Price behavior'.XVI Applied Economics Meeting. University of Granada, Spain. [unpublished]
Burke, S. and Hunter, J. (2012) ''. SSRN Electronic Journal. pp. 1 - 28.
Hunter, J. and Wu, F. (2012) ''.EEFS2012. Koç. 13 - 17 June. Elsevier. pp. 557 - 565. ISSN: 0264-9993
Tabaghdehi, A. and Hunter, J. (2012) 'Cointegration and US Regional Gasoline Prices: Testing market efficiency from the stationarity of price proportions'.Micro-econometrics and Public Policy Conference. National University of Ireland, Galway. [unpublished]
Hunter, J. and Wu, F. (2011) 'Multifactor consumption based asset pricing model of the UK Stock Market: The US Stock Market as a wealth reference'.Money Macro Finance Annual Conference. University of Birmingham. 15 - 17 September. University of Birmingham.
Hunter, J. and Burke, SP. (2011) 'Long-run equilibrium price targetting'. Quantitative and Qualitative Analysis in the Social Sciences, 5 (1). pp. 26 - 36.
Hunter, J. and Burke, SP. (2010) 'Cointegration, common trends and long-run arbitrage'.Conference on Macro and Financial Economics. Brunel University. 27 [unpublished]
Gregoriou, A., Hunter, J. and Wu, F. (2009) ''. Journal of Policy Modeling, 31 (1). pp. 133 - 143. ISSN: 0161-8938
Hunter, J. and Wu, F. (2009) 'A multifactor consumption based asset pricing model of the UK stock market: the US stock market as a wealth'.EEFS Conference. Warsaw. [unpublished]
Hunter, J. and S. P. Burke. (2008) ''. SSRN Journal. pp. 1 - 9.
Hunter, J. and Ioannidis, C. (2008) 'Matrix polynomial conditions for the existence of rational expectations solutions'.The Econometrics Study Group Conference. Bristol. [unpublished]
Burke, S. and Hunter, J. (2007) 'The Wold representation, degree of non-cointegration and the Johansen trace test'. Quantitative and Qualitative Analysis in Social Sciences (QASS), 1 (3). pp. 21 - 39.
Beirne, J., Hunter, J. and Simpson, M. (2007) 'Is the real exchange rate stationary? The application of similar tests for a unit root in the univariate and panel cases'. Quantitative and Qualitative Analysis in Social Sciences (QASS), 1 (2). pp. 55 - 70.
Hunter, J. and Burke, SP. (2007) 'Common trends, cointegration and competitive price behaviour'.ESRC Econometrics Study Group Annual Conference 2007. Bristol University. [unpublished]
Hunter, J. and Burke, SP. (2007) 'Common trends, cointegration and competitive price behaviour'.Royal Economics Society Conference. Warwick. [unpublished]
Hunter, J. and Isachenkova, N. (2006) ''. Journal of Policy Modeling, 28 (8). pp. 911 - 919. ISSN: 0161-8938
Burke, SP. and Hunter, J. (2005) 'Modelling non-stationary economic time series: a multivariate approach'. London: Palgrave Macmillan. ISSN 13: 9781403902023
Hunter, J. and Ioannidis, C. (2004) 'Identifying asymmetric, multi-period Euler equations estimated by non-linear IV/GMM'.Royal Economic Society Annual Conference. University of Swansea, Wales. 5 - 7 April. Royal Economic Society.
Hunter, J. and Ioannidis, C. (2004) 'Identifying and solving multivariate rational expectations models'. Economics and Finance Working papers, Brunel University.
Serguieva, A. and Hunter, J. (2004) ''. Fuzzy Sets and Systems, 142 (3). pp. 443 - 466. ISSN: 0165-0114
Hunter, J. and Isachenkova, N. (2002) 'A panel analysis of UK industrial company failure'. Cambridge Business Reasearch Centre, Cambridge University.
Hunter, J., Ioannidis, C., Iossa, E. and Skerratt, L. (2001) 'Measuring consumer detriment under conditions of imperfect information'. Place of publication: OFT.
Serguieva, A., Hunter, J. and Kalganova, T. (2001) 'Soft computing in investment appraisal'.EUSFLAT Conf.. European Society for Fuzzy Logic and Technology. pp. 214 - 219.
Bauwens, L. and Hunter, J. (2001) 'IDENTIFICATION AND EXOGENEITY IN THE LONG-RUN'. EC-Squared Conference in Causality and Exogeneity in Economics.
Hunter, J. and Ioannidis, C. (2001) 'Identification and identifiability of non-linear IV/GMM Estimators'. LACEA conference, Montevideo, Uruguay.
Hunter, J. and Isachenkova, N. (2001) ''. Journal of Policy Modeling, 23 (5). pp. 511 - 521. ISSN: 0161-8938
Hunter, J. and Bauwens, L. (2000) 'Identifying long-run behaviour with non-stationary data'. Université Catholique de Louvain.
Hunter, J. and Serguieva, A. (2000) 'Project risk evaluation using an alternative to the standard present value criteria'. Neural Network World, 10 (1-2). pp. 157 - 172. ISSN: 1210-0552
Hunter, J., Ioannidis, C. and Monoyios, M. (2000) 'Transaction costs and nonlinear adjustment in option prices'. Neural Network World, 10 (1). pp. 255 - 269. ISSN: 1210-0552
Fairclough, D. and Hunter, J. (1998) 'The ex-ante classification of take-over targets using neural networks', in Refenes, APN., Burgess, AN. and Moody, E. (eds.) Decision technologies for computational finance. Springer. , 2. ISBN 10: 0792383087. ISBN 13: 978-0792383086.
Dunne, JP. and Hunter, J. (1998) 'The allocation of government expenditure in the UK: a forward looking dynamic model'. International Institute of Public Finance Conference, Cordoba, Argentina.
Hunter, J. and Dislis, C. (1996) 'Cointegration representation, identification and estimation'.
Hunter, J. and Simpson, M. (1996) 'Exogeneity and identification in a model of the UK effective exchange rate'. Brunel University.
Hunter, J. (1994) ''. Journal of Policy Modeling, 14 (4). pp. 453 - 463. ISSN: 0161-8938
Hunter, J. (1992) 'Global identification of linear rational expectations models'.
Hunter, J. (1990) ''. Economics Letters, 34 (1). pp. 33 - 35. ISSN: 0165-1765
Hunter, J. (1989) 'The effect of cointegration on solutions to rational expectations models'. European Econometrics Society Conference in Munich.
Smith, RP. and Hunter, J. (1985) ''. Economics Letters, 18 (4). pp. 375 - 376. ISSN: 0165-1765