Loughborough University
Leicestershire, UK
LE11 3TU
+44 (0)1509 263171
Loughborough University

Loughborough University Research Publications


Publications for Terence Mills

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Journal Articles

Mills, T (2019) Stochastic modelling of rainfall for the island of Ireland, Theoretical and Applied Climatology, 138(1-2), ISSN: 0177-798X. DOI: 10.1007/s00704-019-02838-4.

Mills, TC and Patterson, K (2015) CARMICHAEL’S ARCTAN TREND: PRECURSOR OF SMOOTH TRANSITION FUNCTIONS, Journal of the History of Economic Thought, 37(4), pp.537-557, ISSN: 1053-8372. DOI: 10.1017/s1053837215000462.

Downward, P, Dawson, P, Mills, T (2015) Sports participation as an investment in (subjective) health: a time series analysis of the life course, Journal of Public Health, 38(4), pp.504-510, ISSN: 1741-3850. DOI: 10.1093/pubmed/fdv164.

Crafts, N and Mills, TC (2015) Self-defeating austerity? Evidence from 1930s' Britain, European Review of Economic History, 19(2), pp.109-127, ISSN: 1361-4916. DOI: 10.1093/ereh/heu024.

Iddon, CR, Mills, T, Giridharan, R, Lomas, K (2014) The influence of hospital ward design on resilience to heat waves: an exploration using distributed lag models, Energy and Buildings, 86, pp.573-588, ISSN: 0378-7788. DOI: 10.1016/j.enbuild.2014.09.053.

Mills, TC and Patterson, KD (2014) Modelling the trend: The historical origins of some modern methods and ideas, Journal of Economic Surveys, 29(3), pp.527-548, ISSN: 1467-6419. DOI: 10.1111/joes.12073.

Mills, TC (2014) Time series modelling of temperatures: an example from Kefalonia, Meteorological Applications, 21(3), pp.578-584, ISSN: 1350-4827. DOI: 10.1002/met.1379.

Crafts, N and Mills, TC (2013) Rearmament to the rescue? New estimates of the impact of Keynesian policies in 1930s' Britain, Journal of Economic History, 73(4), pp.1077-1104, ISSN: 0022-0507. DOI: 10.1017/S0022050713000880.

Mills, TC (2013) Breaks and unit roots in global and hemispheric temperatures: An updated analysis, Climatic Change, 118(3-4), pp.745-755, ISSN: 0165-0009. DOI: 10.1007/s10584-012-0672-5.

Mills, TC (2013) Time series modelling of temperatures: An example from Kefalonia, Meteorological Applications, ISSN: 1350-4827. DOI: 10.1002/met.1379.

Mills, TC (2013) Yule's lambdagram revisited and reclaimed, Economics and Finance Research: an Open Access Journal, 1, pp.1-12, DOI: 10.1080/21649480.2012.751518.

Mills, TC (2013) Constructing U.K. core inflation, Econometrics - Open Acees Journal, 1(1), pp.32-52, DOI: 10.3390/econometrics1010032.

Dawson, P, Downward, P, Mills, TC (2013) Olympic news and attitudes towards the Olympics: a compositional time-series analysis of how sentiment is affected by events, Journal of Applied Statistics, ISSN: 0266-4763. DOI: 10.1080/02664763.2013.868417.

Chen, X and Mills, TC (2012) Measuring the Euro area output gap using a multivariate unobserved components model containing phase shifts, Empirical Economics, 43(2), pp.671-692, ISSN: 0377-7332. DOI: 10.1007/s00181-011-0495-7.

Mills, TC (2012) Semi-parametric modelling of temperature records, JOURNAL OF APPLIED STATISTICS, 39(2), pp.361-383, ISSN: 0266-4763. DOI: 10.1080/02664763.2011.590190.

Mills, TC (2012) Box-Jenkins Modelling of Global Temperatures, Journal of Statistics: Advances in Theory and Applications, 7(1), pp.49-65.

Mills, TC (2011) Bradford Smith: An Econometrician Decades Ahead of His Time, OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 73(2), pp.276-285, ISSN: 0305-9049. DOI: 10.1111/j.1468-0084.2010.00615.x.

Mills, TC, Tsay, RS, Young, PC (2011) Introduction to Special Issue Commemorating the 50th Anniversary of the Kalman Filter and 40th Anniversary of Box and Jenkins, JOURNAL OF FORECASTING, 30(1), pp.1-5, ISSN: 0277-6693. DOI: 10.1002/for.1202.

Mills, TC (2010) 'Skinning a cat': Alternative models of representing temperature trends, Climatic Change, 101(3), pp.415-426, ISSN: 0165-0009. DOI: 10.1007/s10584-010-9801-1.

Mills, TC (2010) Is global warming real? Analysis of structural time series models of global and hemispheric temperatures, Journal of Cosmology, 8, pp.1947-1954.

Mills, TC (2010) Skinning a cat: stochastic models for assessing temperature trends, Climatic Change, 101(3-4), pp.415-426, ISSN: 0165-0009. DOI: 10.1007/s10584-010-9801-1.

Mills, TC (2010) Forecasting compositional time series, Quality and Quantity, 44, pp.673-690, ISSN: 0033-5177. DOI: 10.1007/s11135-009-9229-8.

Drake, L and Mills, TC (2010) Trends and cycles in Euro area real GDP, Applied Economics, 42(11), pp.1397-1401, ISSN: 0003-6846. DOI: 10.1080/00036840701721372.

Mills, TC, Tsay, RS, Young, PC (2010) Introduction to the Special Issue, Journal of Forecasting, 29(8), pp.673-680, ISSN: 0277-6693.

Chen, X and Mills, TC (2009) Evaluating growth cycle syncronisation in the EU, Economic Modelling, 26, pp.342-351.

Mills, TC (2009) How robust is the long-run relationship between temperature and radiative forcing?, Climatic Change, 94, pp.351-361, DOI: 10.1007/s10584-008-9525-7.

Mills, TC (2009) Modelling trends and cycles in economic time series: Historical perspective and future development, Climometrica, 3, pp.221-244, DOI: 10.1007/s11698-008-0031-y.

Mills, TC (2009) Forecasting obesity trends in England, Journal of the Royal Statistical Society, Series A, 172, pp.107-117.

Crafts, N and Mills, TC (2009) From Malthus to Solow: How did the Malthusian economy really evolve?, Journal of Macroeconomics, 31, pp.68-93, DOI: 10.1016/j.jmacro.2007.08.2007.

Mills, TC (2009) Modelling current temperature trends, Journal of Data Science, 7, pp.89-97.

Mills, TC (2009) Klein and Kosobud's great ratios revisited, Quantitative Analysis in Social Science, 3(3), pp.12-42.

Mills, TC (2009) Severe hypothesis testing in economics, Journal of Quantitative Economics, 7(1), pp.1-19, ISSN: 0971-1554.

Fan, L and Mills, TC (2009) Size and power properties of tests of the martingale hypothesis: A Monte Carlo study, International Journal of Computational Economics and Econometrics, 1(1), pp.48-63, ISSN: 1757-1189.

Mills, TC (2008) Exploring historical economic relationships: Two and a half centuries of British interest rates and inflation, Cliometrica, 2, pp.213-228, DOI: 10.1007/s11698-007-0023-3.

Mills, TC (2008) Predicting body fat using weight-height indices, Journal of Applied Statistics, 35, pp.1131-1138.

Mills, TC (2007) Time Series Modelling of Two Millennia of Northern Hemisphere Temperatures: Long Memory or Level Shifts?, Journal of the Royal Statistical Society, Series A, 170(1), pp.83-94, ISSN: 0964-1998. DOI: 10.1111/j.1467-985X.2006.0043.x.

Mills, TC (2007) Liver Cirrhosis and Alcohol Consumption in the UK: Time Series Modelling of Recent Trends, Statistical Modelling, 7, pp.91-103, ISSN: 1471-082X.

Mills, TC, Gallagher, D, Wang, J, Heshka, S (2007) Modelling the Statistical Relationship Between Body Fat and the BMI, International Journal of Body Composition Research, 5(2), pp.73-79.

Mills, TC (2007) A Note on Trend Decompositions: the 'Classical' Approach Revisited with an Application to Surface Temperature Trends, Journal of Applied Statistics, 34(7), pp.963-972, ISSN: 0266-4763.

Crofts, N, Mills, TC, Mulatu, A (2007) Total Factor Productivity on Britain's Railways, 1852 - 1912: a reappraisal of the evidence, Explorations in Economic History, 44, pp.608-634, ISSN: 0014-4983. DOI: 10.1016/j.eeh.2007.01.002.

Mills, TC (2007) Modelling Compositional Data in Economics, Indian Economic Journal, 55(3), pp.99-115.

Mills, TC (2007) A note on trend decomposition: The 'Classical' approach revisited with an application to surface temperature trends, JOURNAL OF APPLIED STATISTICS, 34(8), pp.963-972, ISSN: 0266-4763. DOI: 10.1080/02664760701590418.

Mills, TC (2006) Modelling current trends in Northern Hemisphere temperatures, INTERNATIONAL JOURNAL OF CLIMATOLOGY, 26(7), pp.867-884, ISSN: 0899-8418. DOI: 10.1002/joc.1286.

Mosedale, TJ, Stephenson, DB, Collins, M, Mills, TC (2006) Granger causality of coupled climate processes: Ocean feedback on the North Atlantic oscillation, JOURNAL OF CLIMATE, 19(7), pp.1182-1194, ISSN: 0894-8755. DOI: 10.1175/JCLI3653.1.

Mosedale, TJ, Stephenson, DB, Collins, M, Mills, TC (2006) Granger Causality of Coupled Climate Processes: Ocean Feedback on the North Atlantic Oscillation, Journal of Climate, 19(7), pp.1182-1194, DOI: 10.1175/JCLI3653.1.

Mills, TC (2006) Modelling Current Trends in Northern Hemisphere Temperatures, International Journal of Climatology, 26, pp.867-884, DOI: 10.1992/joc1286.

Mills, TC and Wang, P (2006) Modelling Regime Shift Behaviour in Asian Real Interest Rates, Economic Modelling, 23, pp.952-966, ISSN: 0264-9993. DOI: 10.1016/j.econmod.2006.04.007.

Mills, TC and Wood, GE (2006) Policy Rules and Price Level Flexibility: an Historical Exploration, Indian Economic Journal, 54(3), pp.95-110, ISSN: 0019-4662.

Crafts, NFR and Mills, TC (2005) TFP Growth in British and German Manufacturing, Economic Journal, 115, pp.649-670, ISSN: 0013-0133. DOI: 10.1111/j.1468-0297.2005.01013.x.

Mills, TC (2005) Modelling precipitation trends in England and wales, METEOROLOGICAL APPLICATIONS, 12(2), pp.169-176, ISSN: 1350-4827. DOI: 10.1017/S1350482705001611.

Capie, FH, Mills, TC, Wood, GE (2005) Gold as a Hedge Against the Dollar, Journal of International Financial Markets, Institutions and Money, 15(6), pp.343-352.

Allen, WA and Mills, TC (2005) How Forecasts Evolve - the Growth Forecasts of the Federal Reserve and the Bank of England, National Institute Economic Review, 193, pp.4-10.

Mills, TC (2005) Modelling Precipitation Trends in England and Wales, Meteorological Applications, 12(3)), pp.169-176.

Drake, LM and Mills, TC (2005) A New Empirically Weighted Monetary Aggregate for the US, Economic Inquiry, 43(1), pp.138-157, ISSN: 1465-7295. DOI: 10.1093/ei/cbi010.

Mills, TC (2005) Predicting Body Fat Using Data on the BMI, Journal of Statistics Education, 13(2), pp.1-12.

Harvey, D and Mills, TC (2005) Evidence for Common Features in G7 Macroeconomic Time Series, Applied Economics, 37(2), pp.165-175, ISSN: 0003-6846.

Harvey, DI and Mills, TC (2005) Corrigendum to 'Common Features in UK Sectoral Output', Economic Modelling, 22(2), pp.207-211.

Harvey, DI and Mills, TC (2005) Erratum: "Common features in UK sectoral output" (Economic Modelling (2002) vol. 19 (91-104) S026499930000064X), Economic Modelling, 22(1), pp.207-211, ISSN: 0264-9993. DOI: 10.1016/j.econmod.2004.02.001.

Mills, TC (2005) Predicting body fat using data on the BMI, Journal of Statistics Education, 13(2), ISSN: 1069-1898. DOI: 10.1080/10691898.2005.11910560.

Harvey, DI and Mills, TC (2004) Tests for Stationarity in Series with Endogenously Determined Structural Change, Oxford Bulletin of Economics and Statistics, 66(5), pp.863-894, ISSN: 0305-9049. DOI: 10.1111/j.1468-0084.2004.105_1.x.

Crafts, N and Mills, TC (2004) Was 19th century British growth steam-powered?: the climacteric revisited, EXPLORATIONS IN ECONOMIC HISTORY, 41(2), pp.156-171, ISSN: 0014-4983. DOI: 10.1016/j.eeh.2003.10.001.

Mills, TC (2004) Modelling changes in volatility in the North Atlantic oscillation, Atmospheric Science Letters, 5(5), pp.78-81, ISSN: 1530-261X. DOI: 10.1002/asl.66.

Mills, TC and Crafts, NFR (2004) Sectoral Output Trends and Cycles in Victorian Britain, Economic Modelling, 21(1), pp.217-232, ISSN: 0264-9993.

Crafts, NFR and Mills, TC (2004) After the Industrial Revolution: The Climacteric Revisited, Explorations in Economic History, 41(1), pp.156-171, ISSN: 0014-4983.

Mills, TC (2004) Is the North Atlantic Oscillation a Random Walk? A Comment with Further Results, International Journal of Climatology, 24, pp.377-383.

Mills, TC (2004) Modelling Changes in Volatility in the North Atlantic Oscillation, Atmospheric Science Letters, 5(1), pp.78-81.

Mills, TC (2004) Statistical Analysis of Daily Gold Price Data, Physica A, 338, pp.559-566, ISSN: 0378-4371.

Mills, TC (2004) Exploring the Relationship Between Gold and the Dollar, Significance, 1(2), pp.113-115.

Mills, TC (2004) Time Series Modelling of Trends in Northern Hemisphere Average Temperature Series, Energy and Environment, 15, pp.743-753.

Harvey, DI and Mills, TC (2003) A Note on Busetti-Harvey Tests for Stationarity in Series with Structural Breaks, Journal of Time Series Analysis, 24(2), pp.159-164, ISSN: 0143-9782. DOI: 10.1111/1467-9892.00300.

Markellos, RN, Mills, TC, Siriopoulos, C (2003) Intradaily Behaviour of Listed and Unlisted Security Basket Indices in the Emerging Greek Stock Market, Managerial Finance, 29(9), pp.29-54.

Harvey, DI and Mills, TC (2003) Modelling Trends in Central England Temperatures, Journal of Forecasting, 22(1), pp.35-47, ISSN: 0277-6693.

Mills, TC and Wang, P (2003) Regime Shifts in European Real Interest Rates, Weltwirtschaftliches Archiv, 139(1), pp.66-81, ISSN: 1610-2878.

Mills, TC and Wang, P (2003) Estimating the Permanent and Transitory Components of the UK Business Cycle, Economic Issues, 8(1), pp.1-14, ISSN: 1363-7029.

Mills, TC and Wang, P (2003) Have Output Growth Rates Stabilised? Evidence from the G7 Economies, Scottish Journal of Political Economy, 50(3), pp.232-246.

Mills, TC and Pentecost, EJ (2003) Is there a Relationship Between Real Exchange Rate Movements and the Output Cycle? Economic Modelling, 20, pp.593-603, ISSN: 0264-9993.

Markellos, RN and Mills, TC (2003) Asset Pricing Dynamics, European Journal of Finance, 9(6), pp.533-556, ISSN: 1351-847X.

Mills, TC and Wang, P (2003) Multivariate Markov Switching Common Factor Models for the UK, Bulletin of Economic Research, 55(2), pp.177-193, ISSN: 0307-3378.

Harvey, DI and Mills, TC (2003) Modelling trends in central England temperatures, JOURNAL OF FORECASTING, 22(1), pp.35-47, ISSN: 0277-6693. DOI: 10.1002/for.857.

Mills, TC and Wang, P (2003) Regime shifts in European real interest rates, WELTWIRTSCH ARCH, 139(1), pp.66-81, ISSN: 0043-2636.

Mills, TC and Wang, P (2003) Regime shifts in European real interest rates, REVIEW OF WORLD ECONOMICS, 139(1), pp.66-81, ISSN: 1610-2878. DOI: 10.1007/BF02659608.

Mills, TC and Jordanov, JV (2003) The Size Effect and the Random Walk Hypothesis: Evidence from the London Stock Exchange Using Markov Chains, Applied Financial Economics, 13(11), pp.807-815, ISSN: 0960-3107.

Mills, TC and Wood, GE (2002) Wages and prices in the UK, APPLIED ECONOMICS, 34(17), pp.2143-2149, ISSN: 0003-6846. DOI: 10.1080/00036840210135845.

Harvey, DI and Mills, TC (2002) Unit Roots and Double Smooth Transitions, Journal of Applied Statistics, 29(5), pp.675-683.

Harvey, DI and Mills, TC (2002) Common Features in UK Sectoral Output, Economic Modelling, 19(1), pp.91-104.

Mills, TC and Wang, P (2002) Plucking Models of Business Cycle Fluctuations, Empirical Economics, 26(2), pp.255-276, ISSN: 0377-7332.

Mills, TC and Wood, GE (2002) Wages and Prices in the UK, Applied Economics, 34(17), pp.2143-2149, ISSN: 0003-6846.

Mills, TC and Wang, P (2002) Plucking models of business cycle fluctuations: Evidence from the G-7 countries, Empirical Economics, 27(2), pp.255-276, ISSN: 0377-7332. DOI: 10.1007/s001810100096.

Markellos, RN and Mills, TC (2001) Unit roots in CAPM?, APPLIED ECONOMICS LETTERS, 8(8), pp.499-502, ISSN: 1350-4851. DOI: 10.1080/13504850010017690.

Mills, TC (2001) Great Ratios and common Cycles: Do They Exist for the UK? Bulletin of Economic Research, 53(1), pp.35-51, ISSN: 0307-3378.

Mills, TC and Jordanov, JV (2001) Lead-Lag Patterns Between Small and Large Size Portfolios in the London Stock Exchange, Applied Financial Economics, 11(5), pp.489-495, ISSN: 0960-3107.

Mills, TC (2001) Business Cycle Asymmetry and Duration Dependence: An International Perspective, Journal of Applied Statistics, 28(6), pp.713-724, ISSN: 0266-4763.

Mills, TC (2001) Statistical Analysis of High Frequency Data from the Athens Stock Exchange, Physica A, 293, pp.566-572, ISSN: 0378-4371.

Harvey, DI and Mills, TC (2001) Modelling Global Temperature Trends Using Cointegration and Smooth Transitions, Statistical Modelling, 1(2), pp.143-159, ISSN: 1471-082X.

Mills, TC and Pentecost, EJ (2001) The Real Exchange Rate and the Output Response in Four EU Accession Countries, Emerging Markets Review, 2(4), pp.418-430.

Drake, LM and Mills, TC (2001) A New Empirical Weighted Monetary Aggregate for the UK, International Journal of Finance and Economics, 6(3), pp.217-234, ISSN: 1076-9307.

Mills, TC (2001) Great ratios and common cycles: Do they exist for the UK?, Bulletin of Economic Research, 53(1), pp.35-51, ISSN: 0307-3378. DOI: 10.1111/1467-8586.00116.

Mills, TC (2000) Business cycle volatility and economic growth: a reassessment, JOURNAL OF POST KEYNESIAN ECONOMICS, 23(1), pp.107-116, ISSN: 0160-3477. DOI: 10.1080/01603477.2000.11490273.

Mills, TC, Siriopoulos, C, Markellos, R, Harizanis, D (2000) Seasonality in the Athens Stock Exchange, Applied Financial Economics, 10(2), pp.137-142.

Mills, TC and Crafts, NFR (2000) Afer the Golden Age: A Long Run Perspective on Growth Rates that Speeded Up, Slowed Down and Still Differ, Manchester School, 68(1), pp.68-91.

Mills, TC and Holmes, MJ (1999) Common Trends and Cycles in European Industrial Production: Exchange Rate Regimes and Economic Convergence, Manchester School, 67(4), pp.557-587, ISSN: 1463-6786.

Mills, TC and Pepper, GT (1999) Assessing the Forecasters: An Analysis of the Forecasting Records of the Treasury, the LBS and the National Institute, International Journal of Forecasting, 15(3), pp.249-259, ISSN: 0169-2070.

Mills, TC (1998) Quantitative financial economics: Stocks, bonds and foreign exchange, ECONOMICA, 65(259), pp.455-456, ISSN: 0013-0427.

Markellos, R and Mills, TC (1998) Complexity Reduction for Co-Trending Variables, Journal of Computational Intelligence in Finance, 6(4), pp.6-13, ISSN: 1092-7018.

Mills, TC (1998) Recent Developments in Modelling Nonstationary Vector Autoregressions, Journal of Economic Surveys, 12(3), pp.279-312, ISSN: 0950-0804.

Leybourne, SJ, Mills, TC, Newbold, P (1998) Spurious Rejections by Dickey-Fuller Tests in the Presence of a Break Under the Null, Journal of Econometrics, 87(1), pp.191-203, ISSN: 0304-4076.

Mills, TC (1997) Stylized Facts on the Temporal and Distributional Properties of Daily FT-SE Returns, Applied Financial Economics, 7, pp.599-604.

Mills, TC (1997) Technical Analysis and the London Stock Exchange: Testing Trading Rules Using the FT30, INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2(4), pp.319-331, ISSN: 1076-9307.

Mills, TC (1997) Technical Analysis and the London Stock Exchange: Testing Trading Rules Using the FT30, International Journal of Finance and Economics, 2(4), pp.319-331, ISSN: 1076-9307.

Coutts, JA, Mills, TC, Roberts, J (1997) Parameter Stability in the Market Model: Tests and Time Varying Parameter Estimation with UK Data, The Statistician, 46(1), pp.57-70, ISSN: 0039-0526.

Mills, TC, Pelloni, G, Zervoyianni, A (1997) Unemployment Fluctuations in the UK: 1958-1992, Applied Economics Letters, 4, pp.253-255.

Coutts, JA, Mills, TC, Roberts, J (1997) Time Series and Cross-Section Parameter Stability in the Market Model: The Implications for Event Studies, European Journal of Finance, 3(3), pp.243-259, ISSN: 1351-847X.

Crafts, NFR and Mills, TC (1997) Endogenous Innovation, Trend Growth and the British Industrial Revolution, Journal of Economic History, 57(4), pp.950-956.

Mills, TC (1996) Non-linear forecasting of financial time series: An overview and some new models, JOURNAL OF FORECASTING, 15(3), pp.127-135, ISSN: 0277-6693.

Mills, TC (1996) Nonlinear Forecasting of Financial Time Series: An Overview and Some New Models, Journal of Forecasting, 15(3), pp.127-135.

Leybourne, SJ, McCabe, BPM, Mills, TC (1996) Randomized Unit Root Processes for Modelling and Forecasting Financial Time Series: Theory and Applications, Journal of Forecasting, 15(3), pp.253-270, ISSN: 0277-6693.

Coutts, JA, Mills, TC, Roberts, J (1996) Misspecification Testing and Robust Estimation of the Market Model and Their Implications for Event Studies, Applied Economics, 28, pp.559-566.

Mills, TC and Crafts, NFR (1996) Modelling Trends and Cycles in Economic History, The Statistician, 45(2), pp.153-159.

Mills, TC and Crafts, NFR (1996) Trend Growth in British Industrial Output, 1700-1913: A Reappraisal, Explorations in Economic History, 33(2), pp.277-295, ISSN: 0014-4983.

Mills, TC, Pelloni, G, Zervoyianni, A (1996) Cyclical Unemployment and Sectoral Shifts: Further Tests of the Lilien Hypothesis for the UK, Economics Letters, 52(1), pp.55-60.

Coutts, JA, Mills, TC, Roberts, J (1996) The Market Model and Event Study Methodology: A Rejoinder, International Review of Financial Issues, 5(1), pp.83-86.

Mills, TC (1996) The Econometrics of the 'Market Model': Cointegration, Error Correction and Exogeneity, International Journal of Finance and Economics, 1(3), pp.275-286.

Mills, TC and Coutts, JA (1996) Misspecification Testing and Robust Estimation of the Market Model: Estimating Betas for the FTSE Industry Baskets, European Journal of Finance, 2(4), pp.319-331.

Mills, TC and Crafts, NFR (1996) Modelling trends in economic history, JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES D-THE STATISTICIAN, 45(2), pp.153-159, ISSN: 0039-0526.

Mills, TC (1996) The econometrics of the 'market model': Cointegration, error correction and exogeneity, International Journal of Finance and Economics, 1(4), pp.275-286, ISSN: 1076-9307. DOI: 10.1002/(SICI)1099-1158(199610)1:4<275::AID-IJFE25>3.0.CO;2-7.

Mills, TC (1995) Are there Asymmetries or Nonlinearities in UK Output? Applied Economics, 27(12), pp.1211-1217, ISSN: 0003-6846.

Mills, TC (1995) Estimating the Permanent Component of UK Stock Prices Using Multivariate Evidence on Both Prices and Dividends, Journal of Business Finance and Accounting, 22(5), pp.671-680, ISSN: 0306-686X.

Mills, TC (1995) Modelling Skewness and Kurtosis in the London Stock Exchange FT-SE Index Return Distributions, The Statistician, 44(3), pp.323-332, ISSN: 0039-0526.

Mills, TC (1995) Business Cycle Asymmetries and Non-linearities in UK Macroeconomic Time Series, Richerche Economiche, 49, pp.97-124, ISSN: 0035-5054.

Coutts, JA and Mills, TC (1995) Anomalies and Calendar Affects in the New FT-SE Indices, European Journal of Finance, 1(1), pp.79-93, ISSN: 1351-847X.

Coutts, JA, Mills, TC, Roberts, J (1995) Testing Cumulative Prediction Errors in Event Study Methodology, Journal of Forecasting, 14(2), pp.107-115, ISSN: 0277-6693.

Coutts, JA, Mills, TC, Roberts, J (1995) Misspecification of the Market Model: The Implications for Event Studies, Applied Economics Letters, 2(2), pp.163-165.

Capie, FH and Mills, TC (1995) British Bank Conservatism in the Late 19th Century, Explorations in Economic History, 32(August), pp.409-420, ISSN: 0014-4983.

Mills, TC, Pelloni, G, Zervoyianni, A (1995) Unemployment Fluctuations in the US: Further Tests of the Sectoral-Shifts Hypothesis, Review of Economics and Statistics, 77(2), pp.294-304, ISSN: 0034-6535.

Mills, TC (1994) Infrequent Permanent Shocks and the Unit Root in Quarterly UK Output, Bulletin of Economic Research, 46, pp.91-94.

Crafts, NFR and Mills, TC (1994) Trends in Real Wages in Britain, 1750-1913, Explorations in Economic History, 31, pp.176-194.

Mills, TC (1994) Segmented Trends and the Stochastic Properties of UK Output, Applied Economics Letters, 1, pp.132-133.

Mills, TC and Pikoulakis, E (1994) The Random Walk Hypothesis of the Exchange Rate: Implications for a Risk Premium, Economics Letters, 45, pp.203-205.

Crafts, NFR and Mills, TC (1994) The Industrial Revolution as a Macroeconomic Epoch: An Alternative View, Economic History Review, 47, pp.769-775.

Coutts, JA, Mills, TC, Roberts, J (1994) The Market Model and Event Study Methodology, International Review of Financial Issues, 3, pp.149-171.

Crafts, NFR and Mills, TC (1994) Trends in Real Wages in Britain, 1750-1913, Explorations in Economic History, 31, pp.176-194, ISSN: 0014-4983.

Chatfield, C, Hibon, M, Lawrence, M, Makridakis, S, Mills, TC, Ord, K, Simmons, LF (1993) The M2-Competition: A Real-Time Judgementally Based Forecasting Study, International Journal of Forecasting, 9, pp.5-22.

Mills, TC (1993) The M2-Competition: Some Personal Reflections, International Journal of Forecasting, 9, p.26.

Mills, TC (1993) Testing the Present Value Model of Equity Prices for the UK Stock Market, Journal of Business Finance and Accounting, 20, pp.803-813.

Mills, TC and Wood, GE (1993) Does the Exchange Rate Regime AFfect the Economy? Federal Reserve Bank of St Louis Review, 75(July/August), pp.3-20.

Mills, TC (1993) Is there Long Term Memory in UK Stock Returns? Applied Financial Economics, 3, pp.303-306.

Mills, AG and Mills, TC (1992) Modelling the Seasonal Pattern in UK Macroeconomic Time Series, Journal of the Royal Statistical Society, Series A, 155, pp.61-75.

Capie, FH and Mills, TC (1992) Money and Business Cycles in the United States, 1870-1913: A Re-examination of Friedman and Schwartz, Explorations in Economic History, 29, pp.251-273.

Mills, TC (1992) How Robust is the Finding that Innovations to UK Output are Persistent? Scottish Journal of Political Economy, 39, pp.154-166.

Crafts, NFR and Mills, TC (1992) Trends and Cycles in UK Industrial Production: A Reply to Newbold and Agiakloglu, Journal of the Royal Statistical Society, Series A, 155, pp.457-459.

Mills, AG and Mills, TC (1992) Modelling the Seasonal Pattern in UK Macroeconomic Time Series, Journal of the Royal Statistical Society, Series A, 155, pp.61-75, ISSN: 0035-9238.

Capie, FH and Mills, TC (1992) Money and Business Cycles in the United States, 1870-1913: A Re-examination of Friedman and Schwartz, Explorations in Economic History, 29, pp.251-273, ISSN: 0014-4983.



Books

Mills, TC (2013) Analysing Economic Data: A Concise Introduction, Palgrave Macmillan, ISBN: 978-1-137-36983-3. DOI: 10.1057/9781137369840.

Mills, TC (2013) Matrix Representation of Regression Models: A Primer, Lulu.com.

Mills, TC (2013) A Very British Affair. Six Britons and the Development of Time Series Analysis during the 20th Century, Palgrave Macmillan, ISBN: 978-0-230-34818-9.

Mills, TC and Patterson, K (ed) (2011) Palgrave Handbook of Econometrics, Volume 2: Applied Econometrics, Palgrave MacMillan, ISBN: 9781403918000.

Wood, GE, Mills, TC, Crafts, N (ed) (2011) Monetary and Banking History, Taylor & Francis US, ISBN: 9780415451468.

Wood, G, Mills, TC, Crafts, N (2011) Monetary and banking history: Essays in honour of forrest capie,ISBN: 9780203832295. DOI: 10.4324/9780203832295.

Mills, TC and Patterson, K (ed) (2009) Palgrave Handbook of Econometrics, Volume 2: Applied Econometrics, Palgrave Macmillan, ISBN: 978-1-4039-1799-7.

Mills, TC and Patterson, K (ed) (2009) Palgrave Handbook of Econometrics, Volume 2: Applied Econometrics, Palgrave MacMillan, ISBN: 9781403918000.

Mills, TC and Maskellos, RN (2008) The Econometric Modelling of Financial Time Series, 3rd Edition, Cambridge University Press.

Mills, TC and Markellos, RN (2008) The econometric modelling of financial time series,ISBN: 9780521883818. DOI: 10.1017/CBO9780511817380.

Mills, TC and Patterson, K (ed) (2006) Palgrave Handbook of Econometrics: Volume 1, Econometric Theory, Palgrave Macmillan, ISBN: 1-4039-4155-6.

Mills, TC and Patterson, K (ed) (2006) Palgrave Handbook of econometrics, Volume 1: Theory.

Mills, TC (2003) Modelling Trends and Cycles in Economic Time Series, Palgrave Macmillan, ISBN: 1-4039-0209-7.

Mills, TC (2002) The Econometric Modelling of Financial Time Series (Chinese edition), Economic Science Press.

Mills, TC (ed) (2002) Forecasting Financial Markets (2 volumes), Edward Elgar, ISBN: 1-84064-497-4.

Mills, TC (ed) (2002) Long Term Trends and Business Cycles (2 volumes), Edward Elgar, ISBN: 1-84064-786-8.

Mills, TC (1999) The Econometric Modelling of Financial Time Series, 2nd Edition, Cambridge University Press.

Mills, TC (ed) (1999) Economic Forecasting, 2 volumes, Edward Elgar, ISBN: 1-85278-866-6.

Markellos, R, Mills, TC, Siriopoulos, C (1996) Handbook of Neural Network Analysis with EXPO/NeuralNet, Leading Market Technologies Inc.

Markellos, R, Mills, TC, Siriopoulos, C (1996) Portfolio Trading with EXPO/BasketTrader, Leading Market Technologies Inc.

Mills, TC (1992) The Econometric Modelling of Financial Time Series, Cambridge University Press.



Chapters

Mills, TC (2016) Trends, cycles, and structural breaks in cliometrics. In Handbook of Cliometrics, pp.509-534, ISBN: 9783642404054. DOI: 10.1007/978-3-642-40406-1_21.

Mills, TC and Wood, G (2011) Two-and-a-half centuries of British interest rates, monetary regimes and inflation. In Monetary and Banking History: Essays in Honour of Forrest Capie, pp.158-177, ISBN: 9780415749947.

Mills, TC, Wood, GE, Crafts, N (2011) Introduction. In Wood, GE, Mills, TC, Crafts, N (ed) Monetary and Banking History, Taylor & Francis US, pp.1-9, ISBN: 9780415451468.

Mills, TC and Wood, GE (2011) Two-and-a-half centuries of British interest rates, monetary regimes and inflation. In Wood, GE, Mills, TC, Crafts, N (ed) Monetary and Banking History, Taylor & Francis US, pp.138-177, ISBN: 9780415451468.

Crafts, N and Mills, TC (2011) The price-cost mark-up in the UK: a long-run perspective. In Wood, GE, Mills, TC, Crafts, N (ed) Monetary and Banking History, Taylor & Francis US, pp.287-300, ISBN: 9780415451468.

Mills, TC (2011) Forecasting financial time series. In Clements, MP and Hendry, DF (ed) The Oxford Handbook of Economic forecasting, Oxford university Press, pp.499-524.

Mills, TC and Paterson, K (2009) Editor's Introduction. In Mills, TC and Paterson, K (ed) Palgrave Handbook of Econometrics, Volume 2: Applied Econometrics, Palgrave Macmillan, pp.xi-xxxiii, ISBN: 978-1-4039-1799-7.

Dotsis, G, Markellos, RN, Mills, TC (2009) Estimation of continuous-Time Stochastic Volatility Models. In Dotsis, G, Markellos, RN, Mills, TC (ed) Palgrave Handbook of Econometrics, Volume 2: Applied Econometrics, Pagrave Macmillan, pp.951-971, ISBN: 978-1-4039-1799-7.

Dotsis, G, Markellos, RN, Mills, TC (2009) Estimation of Continuous-Time Stochastic Volatility Models. In Mills, TC and Patterson, K (ed) Palgrave Handbook of Econometrics, Volume 2: Applied Econometrics, Palgrave Macmillan, pp.951-971, ISBN: 978-1-4039-1799-7.

Mills, TC and Markellos, RN (2009) Nonlinear Time Series in Financial Economics. In Meyers, RA (ed) Encyclopedia of Complxity and System Science, Springer-Verlag, Article 214, ISBN: 978-0-387-75888-6.

Mills, TC (2009) Signal and noise decomposition of nonstationary time series. In Ed, ATM (ed) Economic Forecasting, Nova Science, pp.120-155, ISBN: 978-1-60741-068-3.

Mills, TC and Patterson, K (2006) Editor's Introduction. In Mills, TC and Patterson, KE (ed) Palgrave Handbook of Econometrics, Volume 1: Econometric Theory, Palgrave Macmillan, pp.xiii-xxv, ISBN: 1-4039-4155-6.

Mills, TC (2004) Econometrics. In Kuper, A and Kuper, JE (ed) The Social Science Encyclopedia, Third Edition, Volume 1, Routledge, pp.258-260, ISBN: 0-415-34774-2.

Leybourne, SJ, Mills, TC, Newbold, P (2003) Spurious Rejections by Dickey-Fuller Tests in the Presence of a Break Under the Null. In Newbold, P and Leybourne, SJE (ed) Recent Developments in Time Series, Edward Elgar, pp.428-442.

Mills, TC (2001) Forecasting Financial Variables. In Clements, MP and Hendry, DFE (ed) Companion to Economic Forecasting, Blackwell, pp.510-538.

Mills, TC (2000) Recent Developments in Modelling Trends and Cycles in Economic Time Series and their Relevance to Quantitative Economic History. In Wrigley, CJE (ed) The First World War and the International Economy, Edward Elgar, pp.34-51.

Gavridis, M, Markellos, R, Mills, TC (1999) High Frequency Random Walks?. In Lequeux, PE (ed) The Financial Markets Tick-by-Tick: Insights in Financial Markets Microstructure, Wiley, pp.227-254, ISBN: 0-471-98160-5.

Mills, TC and Markellos, R (1999) A Methodology for Improving Beta Estimates. In Siriopoulos, CE (ed) Topics in Financial Economics and Risk Analysis, Paratiritis, pp.423-430, ISBN: 960-374-052-7.

Crafts, NFR and Mills, TC (1996) Europe's Golden Age: An Econometric Investigation of Changing Trend Rates of Growth. In van Ark, B and Crafts, NFRE (ed) Quantitative Aspects of Europe's Post-War Growth, Cambridge University Press, pp.415-431, ISBN: 0 521 49627 6.

Mills, TC (1996) Unit Roots, Shocks and VARs and Their Place in History: An Introductory Guide. In Bayoumi, T, Eichengreen, B, Taylor, eds, MP (ed) Modern Perspectives on the Gold Standard, Cambridge University Press, pp.17-51.

Coll, C and Edwards, D (1996) Introduction. In Coll, C and Edwards, DE (ed) Teaching, learning and classroom discourse: Approaches to the study of educational discourse, Fundación Aprendizaje, pp.1-2, ISBN: 84 921753 1 1.

Mills, TC and Wood, GE (1994) Capital Flows and the Excess Burden of the Exchange Rate Regime. In Sapsford, D and Balasubramanyam, VNE (ed) The Economics of International Investment, Edward Elgar, pp.147-174.

Capie, FH, Mills, TC, Wood, GE (1994) Central Bank Independence: An Exploratory Data Analysis. In Silos, PE (ed) Varieties of Monetary Reforms: Lessons and Experiences on the Road to Monetary Union, Kluwer Academic, pp.95-131.

Mills, TC, Pelloni, G, Zervoyianni, A (1993) Sectoral Shifts and Unemployment Fluctuations: A Test of the Lilen Hypothesis for the UK. In Unknown Parent Title, Istituto di Ricerca Sulla Dinamica dei Sistemi Economici, p.22, ISBN: 88 7247 035 8.

Mills, TC, Pelloni, G, Zervoyianni, A (1993) Unemployment Fluctuations in the US: Further Tests of the Sectoral Shifts and Reallocation Timing Hypotheses. In Unknown Parent Title, Istituto di Ricerca Sulla Dinamica dei Sistemi Economici, p.19, ISBN: 88 7247 030 7.

Mills, TC (1992) An Economic Historian's Introduction to Modern Time Series Techniques in Econometrics. In Crafts, NFR and Broadberry, SNE (ed) Britain in the International Economy 1870-1939, Cambridge University Press, pp.28-46.

Crafts, NFR and Mills, TC (1992) British Economic Fluctuations 1851-1913: A Perspective Based on Growth Theory. In Crafts, NFR and Broadberry, SNE (ed) Britain in the International Economy 1870-1939, Cambridge University Press, pp.98-134.

Mills, TC and Wood, GE (1992) Money and Interest Rates in Britain from 1870-1913. In Crafts, NFR and Broadberry, SN (ed) Britain in the International Economy 1870-1939, Cambridge University Press, pp.199-217.

Mills, TC (1992) Signal Extraction. In Eatwell, J, Milgate, M, Newman, eds, P (ed) The New Palgrave Dictionary of Money and Finance, Macmillan, pp.453-455.

Mills, TC (1992) How Predictable Really are Financial Markets?. In Unknown Parent Title, University of Hull Press, p.25.



School/Dept Working Papers

Harvey, DI and Mills, TC (2002) Tests for Stationarity in Series with Endogenously Determined Structural Change.

Drake, LM and Mills, TC (2002) A New Empirically Weighted Monetary Aggregate for the US.

Drake, LM and Mills, TC (2002) Is M3 an Appropriate Aggregate for Guiding ECB Monetary Policy?.

Mills, TC and Wang, P (2001) Regime Shifts in European Real Interest Rates.

Harvey, DI and Mills, TC (2001) A Note on Busetti-Harvey Tests for Stationarity in Series with Structural Breaks.

Mills, TC and Wang, P (2001) Is There a Relationship Between Real Exchange Rate Movements and the Output Cycle?.

Crafts, N and Mills, TC (2001) TFP Growth in British and German Manufacturing, 1950-1996.

Mills, TC and Wang, P (2001) Multivariate Markov Switching, Common Factor Models for the UK.

Mills, TC and Wang, P (2001) Estimating the Permanent and the Transitory Components of the UK Business Cycle.

Harvey, DI and Mills, TC (2000) Modelling Trends in Central England Temperatures.

Harvey, DI and Mills, TC (2000) Unit Roots and Double Smooth Transitions.

Mills, TC (2000) Business Cycle Asymmetry and Duration Dependence: An International Perspective.

Mills, TC and Pentecost, EJ (2000) The Real Exchange Rate and the Output Response in Four EU Accession Countries.

Mills, TC and Wang, P (2000) Plucking Models of Business Cycle Fluctuations: Evidence from the G7 Countries.

Mills, TC (1999) Business Cycle Volatility and Economic Growth: A Reassessment.

Harvey, DI and Mills, TC (1999) Common Features in UK Sectoral Output.

Harvey, DI and Mills, TC (1999) Evidence for Common Features in G7 Macroeconomic Time Series.

Mills, TC (1999) Great Ratios and Common Cycles: Do They Exist for the UK.

Mills, TC and Jordanov, J (1999) The Small Firm Effect and the Random Walk Hypothesis: Evidence from the London Stock Exchange Using Markov Chains.

Mills, TC and Jordanov, J (1999) Lead-Lag Patterns Between Small and Large Size Portfolios in the London Stock Exchange.

Mills, TC and Pepper, GT (1997) Assessing the Forecasters: An Analysis of the Forecasting Records of the Treasury, the LBS and the National Institute.

Mills, TC (1996) Modelling Returns Distributions: A Survey of Recent Developments and Some New Evidence.

Leybourne, SJ, Mills, TC, Newbold, P (1996) A Smooth Transition to Convergence? Evidence from Post-War Western Europe.

Mills, TC and Presley, JR (1996) Would Contemporary Empiricism Have Supported the Keynesian Revolution? Testing the Keynesian Debate on Wages and Unemployment for the Pre-1914 Period.

Mills, TC (1996) Recent Developments in Modelling Non-Stationary Vector Autoregressions.

Leybourne, SJ, Mills, TC, Newbold, P (1996) Spurious Rejections by Dickey-Fuller Tests in the Presence of a Break Under the Null.

Mills, TC and Crafts, NFR (1996) After the Golden Age: A Long Run Perspective on Growth Rates that Speeded Up, Slowed Down and Still Differ.

Mills, TC and Holmes, MJ (1996) Common Trends and Cycles in European Industrial Production: Exchange Rate Regimes and Economic Convergence.

Mills, TC (1996) Technical Analysis and the London Stock Exchange: Testing Trading Rules Using the FT30.

Capie, FH, Mills, TC, Wood, GE (1993) Central Bank Independence: What is it and what will it do for us?.

Mills, TC (1992) Predicting the Unpredictable: Science and Guesswork in Financial Market Forecasting.



Reports

Capie, F, Mills, TC, Wood, G (2004) Gold as a Hedge Against the US Dollar, p.36, World Gold Council, Research Study No. 30.



Other

Mills, TC, Tsay, RS, Young, PC (2010) Journal of Forecasting, Special Issue celebrating the 40th anniversary of the publication of Box and Jenkins and the 50th anniversary of the publication of Kalman's paper.

Markellos, R and Mills, TC (1997) EXPO/Econometrics^{TM} User's Guide.

Mills, TC (1996) Journal of Forecasting.

Mills, TC (1995) Hamilton, J, ``Time Series Analysis''.



Getting in touch

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