STAMP used in recent research

• Martyn Duffy has used STAMP in the paper `Tobacco consumption and policy in the United Kingdom' (Applied Economics, 2006, 38, 1235–1257). The abstract and the paper can be found here.

• Fabio Busetti and Andrew Harvey have used STAMP in their paper `Testing for Trend' (forthcoming in Econometric Theory) for a time series on global warming with somewhat worrying implications. Click here for the pdf file.

• Lenten and Moosa also have used STAMP to study global warming, see `An empirical investigation into long-term climate change in Australia' (Environmental Modelling and Software, 2003). They find that temperature has an upward trend in many centres of Australia. The abstract and the paper can be found by clicking here.

• Siem Jan Koopman and Andre Lucas have used STAMP in paper `Business and Default Cycles for Credit Risk' (Journal of Applied Econometrics, 2005) where they disentangle credit cycles from business cycles. Cyclical co-movements between default rates are detected but not with real GDP. The abstract and the paper can be found by clicking here.