Professor David Peel
EconomicsThe Management School
Other affiliations: Lancaster Centre for Forecasting, Gulf One Lancaster Centre for Economic Research
Undergraduate: ECON 202, ECON203
Postgraduate (MSc): ECON 400
BA Warwick University
David Peel is a Professor in Economics. He was educated at University of Warwick. He has held previous posts at the University of Liverpool, Aberystwyth and University of Cardiff. Professor Peel has published widely on empirical and theoretical issues in macroeconomics and the economics of gambling markets.
He has published pioneering papers in the application of nonlinear –ESTAR models to purchasing power parity deviations, the political theory of the business cycle, uncertainty and football attendance , central banks with asymmetric preferences and political popularity series modelled as fractional processes.
He is currently working on speculative bubbles, purchasing power parity, forecast evaluation, the implications of different specifications of utility functions for the favourite –longshot bias observed in some gambling markets. Applications of the wild bootstrap. Professor Peel is a member of the editorial boards of Journal Of Forecasting, Applied Economics, Applied Financial Economics,Applied Economics Letters, Journal Of Business Finance cand Accounting, Singapore Journal Of Economics. Outside work David is married with two children and his leisure interests include sport, chess and movies.
Modelling of macroeconomic relationships particularly applications of non-linear time series to macroeconomic time series such as purchasing power parity, inflation.
Economics of independent central banks. Political theory of business cycle-voting behaviour. Economics of gambling markets.
- An example of an optimal forecast exhibiting decreasing bias with increasing forecast horizon
Aretz, K. & Peel, D. 10/2013 In: Bulletin of Economic Research. 65, 4, p. 362-371. 10 p.
- Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets
Peel, D. 06/2013 In: Economics Letters. 119, 3, p. 264-267. 4 p.
- Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study
Pavlidis, E., Paya, I. & Peel, D. 02/2013 In: Studies in Nonlinear Dynamics and Econometrics. 17, 3, p. 297-312. 16 p.
- Nonlinear dynamics in economics and finance and unit root testing
Pavlidis, E., Paya, I., Peel, D. & Siriopoulos, C. 2013 In: European Journal of Finance. 19, 6, p. 572-588. 17 p.
- Higher-order moments in the theory of diversification and portfolio composition
Niguez, T., Paya, I., Peel, D. & Perote, J. 2013 The Department of Economics, (Economics Working Paper Series), 26 p.