Mike Ellington

Mike Ellington

University of Liverpool - Liverpool / United Kingdom
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5202597
person_outline Mike Ellington's MOST POPULAR ARTICLES
1-) Persistence in financial connectedness and systemic riskJ Baruník, M EllingtonEuropean Journal of Operational Research 314 (1), 393-407, 202444*2024
2-) Financial market illiquidity shocks and macroeconomic dynamics: Evidence from the UKM EllingtonJournal of Banking & Finance 89, 225-236, 2018412018
3-) Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VARM Ellington, C Florackis, C MilasJournal of International Money and Finance 72, 93-117, 2017262017
4-) The Case for Divisia Monetary Statistics: A Bayesian Time-varying ApproachM EllingtonJournal of Economic Dynamics and Control 96, 26-41, 2018262018
5-) Global liquidity, money growth and UK inflationM Ellington, C MilasJournal of Financial Stability 42, 67-74, 2019192019