Recent publications
Article
Hall, SG, Tavlas, GS & Wang, Y 2026, 'Forecasting Inflation in the Presence of Structural Breaks: A Time-Varying Parameter Approach', Journal of Forecasting, vol. 45, no. 4, pp. 2102-2111. https://doi.org/10.1002/for.70137
Gefang, D, Hall, SG, Tavlas, GS & Wang, Y 2026, 'The great financial crisis and contagious bank ratings downgrades', Journal of Financial Stability, vol. 84, 101529. https://doi.org/10.1016/j.jfs.2026.101529
Gefang, D, Hall, SG, Tavlas, GS & Wang, Y 2025, 'Does one size fit all? The country-specific effects of ECB monetary policy', European Economic Review, vol. 175, 105025. https://doi.org/10.1016/j.euroecorev.2025.105025
Hall, SG, Tavlas, GS, Trapani, L & Wang, Y 2025, 'On the Detection of Structural Breaks: The Case of the Covid Shock', Journal of Forecasting, vol. 44, no. 3, pp. 1042-1070. https://doi.org/10.1002/for.3238
Giannellis, N, Hall, SG, Kouretas, GP, Tavlas, GS & Wang, Y 2025, 'Policymaking in Periods of Structural Changes and Structural Breaks: Rolling Windows Revisited', Journal of Forecasting, vol. 44, no. 3, pp. 851-855. https://doi.org/10.1002/for.3269
Argiri, E, Hall, SG, Momtsia, A, Papadopoulou, DM, Skotida, I, Tavlas, GS & Wang, Y 2024, 'An evaluation of the inflation forecasting performance of the European Central Bank, the Federal Reserve, and the Bank of England', Journal of Forecasting, vol. 43, no. 4, pp. 932-947. https://doi.org/10.1002/for.3063
Hall, SG, Tavlas, GS, Wang, Y & Gefang, D 2024, 'Inflation forecasting with rolling windows: An appraisal', Journal of Forecasting, vol. 43, no. 4, pp. 827-851. https://doi.org/10.1002/for.3059
Gefang, D, Hall, SG, Tavlas, GS & Wang, Y 2024, 'Quantifying spillovers among regions', Journal of International Money and Finance, vol. 140, 102993. https://doi.org/10.1016/j.jimonfin.2023.102993
Hall, SG, Tavlas, GS & Wang, Y 2023, 'Drivers and spillover effects of inflation: The United States, the euro area, and the United Kingdom☆', Journal of International Money and Finance, vol. 131, 102776. https://doi.org/10.1016/j.jimonfin.2022.102776
Hall, SG, Tavlas, GS & Wang, Y 2023, 'Forecasting inflation: The use of dynamic factor analysis and nonlinear combinations', Journal of Forecasting, vol. 42, no. 3, pp. 514-529. https://doi.org/10.1002/for.2948
Abstract
Kandasamy, D, Morris, D & Wang, Y 2025, 'The Year Abroad programme', 5th Birmingham Business School Education Conference, Birmingham, United Kingdom, 11/09/25 - 11/09/25 pp. 74-75. <https://www.birmingham.ac.uk/documents/college-social-sciences/business/events/2025/5th-birmingham-business-school-education-conference-the-conference-book.pdf>
Editorial
Giannellis, N, Hall, SG, Kouretas, GP, Tavlas, GS & Wang, Y 2026, 'Macroeconomic and Financial Forecasting in the Aftermath of the Covid Shock: Inflation Forecasting With Large Language Models', Journal of Forecasting, vol. 45, no. 5, pp. 2115-2121. https://doi.org/10.1002/for.70139
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