Dr John Hunter
Senior Lecturer
Marie Jahoda 258
- Email: john.hunter@brunel.ac.uk
- Tel: +44 (0)1895 266648
Karanasos, M., Yfanti, S. and Hunter, J. (2021) 'Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises'. Annals of Operations Research, 313 (2). pp. 1077 - - 1116. ISSN: 0254-5330 Open Access Link
Tabaghdehi, SAH. and Hunter, J. (2019) 'Long-run price behaviour in the gasoline market - The role of exogeneity'. Journal of Business Research, 116. pp. 620 - 627. ISSN: 0148-2963 Open Access Link
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 [unpublished]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) 'Extracting long-run information from energy prices: The role of exogeneity'. SSRN Electronic Journal.Open Access Link
Hunter, J. and Menla Ali, F. (2014) 'Money demand instability and real exchange rate persistence in the monetary model of USD-JPY exchange rate'. Economic Modelling, 40. pp. 42 - 51. ISSN: 0264-9993 Open Access Link
Caporale, GM., Hunter, J. and Menla Ali, F. (2014) 'On the linkages between stock prices and exchange rates: evidence from the banking crisis of 2007-2010'. International Review of Financial Analysis, 33. pp. 87 - 103. ISSN: 1057-5219 Open Access Link
Hunter, J. (2014) 'Special Issue for the European Economics and Finance Society Conference 2012 in Koç University Istanbul'. Economic Modelling, 36. pp. 539 - 540. ISSN: 0264-9993
Hunter, J. and Wu, F. (2014) 'Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies'. 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 [unpublished]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) 'Arbitrage, market definition and monitoring a time series approach'. SSRN Electronic Journal. pp. 1 - 28.Open Access Link
Hunter, J. and Wu, F. (2012) 'Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies'.EEFS2012. Koç. 13 - 17 June. Elsevier. pp. 557 - 565. ISSN: 0264-9993 Open Access Link
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.Open Access Link
Hunter, J. and Burke, SP. (2011) 'Long-run equilibrium price targetting'. Quantitative and Qualitative Analysis in the Social Sciences, 5 (1). pp. 26 - 36.Open Access Link
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) 'An empirical investigation of the relationship between the real economy and stock returns for the United States'. Journal of Policy Modeling, 31 (1). pp. 133 - 143. ISSN: 0161-8938 Open Access Link
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]
Burke, SP. and Hunter, J. (2008) 'Common trends, cointegration and competitive price behaviour'. SSRN Journal. pp. 1 - 9.Open Access Link
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) 'Aggregate economy risk and company failure: an examination of UK quoted firms in the early 1990s'. 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 Open Access Link
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.Open Access Link
Hunter, J. and Ioannidis, C. (2004) 'Identifying and solving multivariate rational expectations models'. Economics and Finance Working papers, Brunel University.Open Access Link
Serguieva, A. and Hunter, J. (2004) 'Fuzzy interval methods in investment risk appraisal'. 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.Open Access Link
Hunter, J., Ioannidis, C., Iossa, E. and Skerratt, L. (2001) 'Measuring consumer detriment under conditions of imperfect information'. Place of publication: OFT.Open Access Link
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.Open Access Link
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) 'Failure risk: a comparative study of UK and Russian firms'. 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.Open Access Link
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.Open Access Link
Hunter, J. (1994) 'Tests of Cointegrating Exogeneity for PPP and Uncovered Interest Rate Parity for the UK'. 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) 'Cointegrating exogeneity'. 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) 'Cross arbitrage and specification in exchange rate models'. Economics Letters, 18 (4). pp. 375 - 376. ISSN: 0165-1765