2024
Baruník, J., & Ellington, M. (2024). Persistence in financial connectedness and systemic risk. European Journal of Operational Research, 314(1), 393-407. doi:10.1016/j.ejor.2023.11.023DOI: 10.1016/j.ejor.2023.11.023
2023
ELLINGTON, M., MARTIN, C., & WANG, B. (2024). Revisiting Real Wage Rigidity. Journal of Money, Credit and Banking, 56(2-3), 613-626. doi:10.1111/jmcb.13056DOI: 10.1111/jmcb.13056
2022
Ellington, M., Stamatogiannis, M. P., & Zheng, Y. (2022). A study of cross-industry return predictability in the Chinese stock market. INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 83. doi:10.1016/j.irfa.2022.102249DOI: 10.1016/j.irfa.2022.102249
ELLINGTON, M. (2022). The Empirical Relevance of the Shadow Rate and the Zero Lower Bound. Journal of Money, Credit and Banking, 54(6), 1605-1635. doi:10.1111/jmcb.12881DOI: 10.1111/jmcb.12881
Fat Tails, Serial Dependence, and Implied Volatility Index Connections (Journal article)
Ellington, M. (2022). Fat Tails, Serial Dependence, and Implied Volatility Index Connections. European Journal of Operational Research. doi:10.1016/j.ejor.2021.09.038DOI: 10.1016/j.ejor.2021.09.038
2021
Ellington, M. (2021). The Empirical Relevance of the Shadow Rate and the Zero Lower Bound. Journal of Money, Credit and Banking. doi:10.1111/jmcb.12881DOI: 10.1111/jmcb.12881
Ellington, M., Fu, X., & Zhu, Y. (2023). Real estate illiquidity and returns: A time-varying regional perspective. INTERNATIONAL JOURNAL OF FORECASTING, 39(1), 58-72. doi:10.1016/j.ijforecast.2021.08.005DOI: 10.1016/j.ijforecast.2021.08.005
Ellington, M., & Milas, C. (2021). On the economic impact of aggregate liquidity shocks: The case of the UK. The Quarterly Review of Economics and Finance, 80, 737-752. doi:10.1016/j.qref.2018.09.008DOI: 10.1016/j.qref.2018.09.008
Ellington, M., Martin, C., & Wang, B. (2021). Search Frictions and Evolving Labour Market Dynamics. Journal of Economic Dynamics and Control. doi:10.1016/j.jedc.2021.104104DOI: 10.1016/j.jedc.2021.104104
2020
2019
Global Liquidity, Money Growth and UK Inflation (Journal article)
Ellington, M., & Milas, K. (2019). Global Liquidity, Money Growth and UK Inflation. Journal of Financial Stability, 42, 67-74. doi:10.1016/j.jfs.2019.05.012DOI: 10.1016/j.jfs.2019.05.012
Ellington, M., & Milas, C. (2019). Global liquidity, money growth and UK inflation. Journal of Financial Stability, 42, 67-74. doi:10.1016/j.jfs.2019.05.012DOI: 10.1016/j.jfs.2019.05.012
2018
Milas, K. C., & Ellington, M. T. (2018). On what grounds would we be able to achieve a better withdrawal deal?. Retrieved from https://www.ft.com/content/a9e3cb10-e99f-11e8-a34c-663b3f553b35
Ellington, M. (2018). The case for Divisia monetary statistics: A Bayesian time-varying approach. Journal of Economic Dynamics and Control, 96, 26-41. doi:10.1016/j.jedc.2018.10.001DOI: 10.1016/j.jedc.2018.10.001
Financial market illiquidity shocks and macroeconomic dynamics: Evidence from the UK (Journal article)
Ellington, M. T. (2018). Financial Market Illiquidity Shocks and Macroeconomic Dynamics: Evidence from the UK. Journal of Banking and Finance, 89, 225-236. doi:10.1016/j.jbankfin.2018.02.013DOI: 10.1016/j.jbankfin.2018.02.013
Ellington, M. T. (2018). Grant us full access now to the Whitehall results. [Financial Times Letter].
2017
Ellington, M. T., Milas., & Florakis. (2017). Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time-varying Parameter VAR. Journal of International Money and Finance, 72, 93-117. doi:10.1016/j.jimonfin.2016.12.002DOI: 10.1016/j.jimonfin.2016.12.002
2016
Uncertainty Shocks and the UK Economy from 1762 to 2015 (Journal article)
Ellington, M. (2016). Uncertainty Shocks and the UK Economy from 1762 to 2015.
Undated
Is Broader Better? A Monetary Approach to Forecasting Economic Activity (Journal article)
Ellington, M., & Michalski, M. (n.d.). Is Broader Better? A Monetary Approach to Forecasting Economic Activity.