43
H index
108
i10 index
7197
Citations
David F. Hendry : Citation Profile
Oxford University (98% share) | RESEARCH PRODUCTION: 152 Articles 125 Papers 8 Books 6 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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52 years (1966 - 2018). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with David F. Hendry. | Is cited by:
| Cites to:
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Main data
Where David F. Hendry has published?
Recent works citing David F. Hendry (2018 and 2017)
| Year | Title of citing document | |
|---|---|---|
| 2017 | The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment. (2017). Tabor, Morten ; Johansen, Soren ; Rahbek, Anders ; Frydman, Roman . In: CREATES Research Papers. RePEc:aah:create:2017-23. Full description at Econpapers || Download paper | |
| 2017 | Nonlinear models in macroeconometrics. (2017). Teräsvirta, Timo ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-32. Full description at Econpapers || Download paper | |
| 2019 | The analysis of marked and weighted empirical processes of estimated residuals. (2019). Nielsen, Bent ; Johansen, Soren ; Berenguer-Rico, Vanessa . In: CREATES Research Papers. RePEc:aah:create:2019-06. Full description at Econpapers || Download paper | |
| 2019 | Trends of Macroeconomic Models. (2019). Polbin, A V ; Yu, M. In: Administrative Consulting. RePEc:acf:journl:y:2019:id:1036. Full description at Econpapers || Download paper | |
| 2018 | DE LAS CAUSAS PRÓXIMAS A LAS CAUSAS PROFUNDAS DEL CRECIMIENTO ECONÓMICO DE BOLIVIA ENTRE 1950 Y 2015.. (2018). Machicado Salas, Carlos. In: Development Research Working Paper Series. RePEc:adv:wpaper:201809. Full description at Econpapers || Download paper | |
| 2017 | Polypropylene Price Dynamics: Input Costs or Downstream Demand?. (2017). Ripple, Ronald D ; de Mello, Lurion M. In: The Energy Journal. RePEc:aen:journl:ej38-4-demello. Full description at Econpapers || Download paper | |
| 2018 | Would a discount on fruits and vegetables provide more relative welfare to the poor? Evaluating the impact of policy mechanisms. (2018). Rolando, Dominique J. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273848. Full description at Econpapers || Download paper | |
| 2017 | Interest Rate Liberalization, Financial Development and Economic Growth in subSaharan African Economies. (2017). Tajudeen, Egbetunda ; Ademola, Balogun Abdulganiy ; Olusola, Ayinde Taofeek. In: African Journal of Economic Review. RePEc:ags:afjecr:264568. Full description at Econpapers || Download paper | |
| 2018 | Price Transmission Analysis: the Case of Milk Products in Russia. (2018). Kharin, S. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276092. Full description at Econpapers || Download paper | |
| 2018 | European Market for Mercosur Agricultural Exports: An econometric study of commodity trade flows. (2018). Niemi, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275934. Full description at Econpapers || Download paper | |
| 2018 | Protecting the Swiss milk market from foreign price shocks: Public border protection vs. quality differentiation. (2018). Hillen, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276015. Full description at Econpapers || Download paper | |
| 2018 | Factor affecting the palm oil boom in Indonesia: a time series analysis. (2018). Bentivoglio, D ; Finco, A ; Bucci, G. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277129. Full description at Econpapers || Download paper | |
| 2018 | The Dynamic Properties of Natural Resource Prices. (2018). Ghoshray, Atanu. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277210. Full description at Econpapers || Download paper | |
| 2017 | The Regulation of Public Service Broadcasters : Should there be more advertising on television?. (2017). Deer, Lachlan ; Sturgeon, Paul ; Smith, Jeremy ; Crawford, Gregory S. In: Economic Research Papers. RePEc:ags:uwarer:269092. Full description at Econpapers || Download paper | |
| 2018 | FISCAL CREDIBILITY AND CENTRAL BANK CREDIBILITY: HOW DO WE BUILD THEM? EMPIRICAL EVIDENCE FROM BRAZIL. (2018). Nicolay, Rodolfo ; Montes, Gabriel ; de Oliveira, Ana Jordania. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:43. Full description at Econpapers || Download paper | |
| 2017 | From Inflation Targeting to achieving Economic Growth. (2017). Carrera, Cesar. In: Working Papers. RePEc:apc:wpaper:2017-092. Full description at Econpapers || Download paper | |
| 2018 | Predictability between the Number of Foreign Direct Investment Contracts and Actually Utilized Foreign Direct Investment in China. (2018). Li, Chen. In: Business, Management and Economics Research. RePEc:arp:bmerar:2018:p:15-19. Full description at Econpapers || Download paper | |
| 2017 | Trend Changes in Stock Prices of Petrochemical Firms in the A-Share Market, China. (2017). Zou, Gao Lu . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:149-156. Full description at Econpapers || Download paper | |
| 2018 | Analysis of Ghana,s Imports and Exports. (2018). Mensah, Alice Constance ; Okyere, Ebenezer. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2018:p:1-6. Full description at Econpapers || Download paper | |
| 2018 | Differences Between Prices of Goods and Services in China. (2018). Zou, Gao Lu . In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:24-27. Full description at Econpapers || Download paper | |
| 2018 | Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1606.00092. Full description at Econpapers || Download paper | |
| 2017 | Empirical analysis of daily cash flow time series and its implications for forecasting. (2017). Salas-Molina, Francisco ; Martin, Francisco J ; Serra, Joan ; Rodr, Juan A. In: Papers. RePEc:arx:papers:1611.04941. Full description at Econpapers || Download paper | |
| 2018 | Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807. Full description at Econpapers || Download paper | |
| 2018 | Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing. (2018). Hatemi-J, Abdulnasser ; Hacker, Scott R. In: Papers. RePEc:arx:papers:1805.08991. Full description at Econpapers || Download paper | |
| 2018 | Generalized Log-Normal Chain-Ladder. (2018). Kuang, D ; Nielsen, B. In: Papers. RePEc:arx:papers:1806.05939. Full description at Econpapers || Download paper | |
| 2019 | Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025. Full description at Econpapers || Download paper | |
| 2019 | Forecast Encompassing Tests for the Expected Shortfall. (2019). Schnaitmann, Julie ; Dimitriadis, Timo . In: Papers. RePEc:arx:papers:1908.04569. Full description at Econpapers || Download paper | |
| 2018 | The Determinants of CPI Inflation in Bangladesh, 1980-2016. (2018). Alam, Mohammad Mahabub. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2018:p:441-461. Full description at Econpapers || Download paper | |
| 2018 | An Empirical Investigation on the European Housing Market Prices. (2018). Bruzzo, Alessia ; Mazzoli, Marco. In: Review of Economics & Finance. RePEc:bap:journl:180203. Full description at Econpapers || Download paper | |
| 2017 | Bank loan components, uncertainty and monetary transmission mechanism. (2017). Pirozhkova, Ekaterina. In: BCAM Working Papers. RePEc:bbk:bbkcam:1702. Full description at Econpapers || Download paper | |
| 2017 | Monetary Aggregates and Monetary Policy in Peru. (2017). Lahura, Erick. In: BCAM Working Papers. RePEc:bbk:bbkcam:1704. Full description at Econpapers || Download paper | |
| 2017 | A suite of inflation forecasting models. (2017). Alvarez, Luis ; Sanchez, Isabel. In: Occasional Papers. RePEc:bde:opaper:1703. Full description at Econpapers || Download paper | |
| 2017 | The cyclicality of the income elasticity of trade. (2017). Sbracia, Massimo ; Mancini, Michele ; di Nino, Virginia ; DiNino, Virginia ; Borin, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1126_17. Full description at Econpapers || Download paper | |
| 2017 | Identifying Dornbuschs Exchange Rate Overshooting with Structural VECs: Evidence from Mexico. (2017). Hernandez, Juan ; Chiquiar, Daniel ; Capistrán, Carlos ; Juan, Hernandez ; Daniel, Chiquiar ; Carlos, Capistran . In: Working Papers. RePEc:bdm:wpaper:2017-11. Full description at Econpapers || Download paper | |
| 2017 | Explaining Inflation with a Classical Dichotomy Model and Switching Monetary Regimes: Mexico 1932-2013. (2017). Daniel, Garces Diaz . In: Working Papers. RePEc:bdm:wpaper:2017-20. Full description at Econpapers || Download paper | |
| 2017 | Compositional Changes in Public Expenditure and Economic Growth: Time Series Evidence from Pakistan. (2017). Hussain, Ibrar ; Rafiq, Muhmmad ; Khan, Zahoor. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:1:p:1-20. Full description at Econpapers || Download paper | |
| 2019 | Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713. Full description at Econpapers || Download paper | |
| 2018 | Out‐of‐sample stock return predictability in emerging markets. (2018). Bahrami, Afsaneh ; Uylangco, Katherine ; Shamsuddin, Abul. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:727-750. Full description at Econpapers || Download paper | |
| 2018 | Evaluating research and education performance in Indian agricultural development. (2018). Schimmelpfennig, David ; Rada, Nicholas. In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:3:p:395-406. Full description at Econpapers || Download paper | |
| 2018 | Structural Breaks and Energy Consumption in the Gulf Cooperation Council Countries: Are Random Shocks Transitory or Permanent?. (2018). Osman, Mohamed ; Gachino, Geoffrey ; Hoque, Ariful. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:4:p:446-455. Full description at Econpapers || Download paper | |
| 2019 | Does money have a role in the inflation process? Evidence from Australia. (2019). Hossain, Akhand Akhtar. In: Australian Economic Papers. RePEc:bla:ausecp:v:58:y:2019:i:2:p:113-129. Full description at Econpapers || Download paper | |
| 2018 | OPENNESS AND STRUCTURAL LABOR MARKET REFORMS: EX ANTE COUNTERFACTUALS. (2018). Lastauskas, Povilas ; Stakenas, Julius. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:36:y:2018:i:4:p:723-757. Full description at Econpapers || Download paper | |
| 2019 | How justified is abandoning money in the conduct of monetary policy in Australia on the grounds of instability in the money‐demand function?. (2019). Hossain, Akhand Akhtar. In: Economic Notes. RePEc:bla:ecnote:v:48:y:2019:i:2:n:e12131. Full description at Econpapers || Download paper | |
| 2017 | Foreign direct investment and inequality in developing countries: Does sector matter?. (2017). Bogliaccini, Juan A ; Patrick, . In: Economics and Politics. RePEc:bla:ecopol:v:29:y:2017:i:3:p:209-236. Full description at Econpapers || Download paper | |
| 2017 | The open economy trilemma in Latin America: A three-decade analysis. (2017). de Mendonça, Helder ; da Silva, Igor ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: International Finance. RePEc:bla:intfin:v:20:y:2017:i:2:p:135-154. Full description at Econpapers || Download paper | |
| 2018 | Hedge Fund Styles and their Contagion from the Equity Market. (2018). Kim, Tae Yoon ; Lee, Hee Soo. In: International Review of Finance. RePEc:bla:irvfin:v:18:y:2018:i:1:p:91-112. Full description at Econpapers || Download paper | |
| 2018 | UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES. (2018). Veiga, Helena ; Ruiz, Esther ; Gonalves, Joo Henrique . In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:388-419. Full description at Econpapers || Download paper | |
| 2018 | MIS†SPECIFICATION TESTING IN RETROSPECT. (2018). Spanos, Aris. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:541-577. Full description at Econpapers || Download paper | |
| 2018 | PITFALLS IN CROSS‐SECTION STUDIES WITH INTEGRATED REGRESSORS: A SURVEY AND NEW DEVELOPMENTS. (2018). Bekiros, Stelios ; Sweeney, Richard J ; Sjo, BO. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:4:p:1045-1073. Full description at Econpapers || Download paper | |
| 2017 | Partial Structural Break Identification. (2017). Taamouti, Abderrahim ; Han, Chulwoo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:2:p:145-164. Full description at Econpapers || Download paper | |
| 2017 | Meta-Regression Models and Observational Research. (2017). Bruns, Stephan B. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:5:p:637-653. Full description at Econpapers || Download paper | |
| 2017 | Bayesian analysis of Hong Kongs housing price dynamics. (2017). Wu, Tommy ; Wong, Ken ; Cheng, Michael . In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:312-331. Full description at Econpapers || Download paper | |
| 2017 | Exchange rate misalignments and the external balance under a pegged currency system. (2017). Gnimassoun, Blaise. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:5:p:949-974. Full description at Econpapers || Download paper | |
| 2017 | Prior Commitment and Uncertainty in Complex Economic Systems: Reinstating History in the Core of Economic Analysis. (2017). Foster, John. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:64:y:2017:i:4:p:392-418. Full description at Econpapers || Download paper | |
| 2019 | Global Determinants of the Gold Price: A Multivariate Cointegration Analysis. (2019). Murach, Michael. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:66:y:2019:i:1:p:198-214. Full description at Econpapers || Download paper | |
| 2018 | Temporal disaggregation by dynamic regressions: Recent developments in Italian quarterly national accounts. (2018). Bisio, Laura ; Moauro, Filippo . In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:4:p:471-494. Full description at Econpapers || Download paper | |
| 2017 | The economic cost of capital: a VECM approach for estimating and testing the banking sectors response to changes in capital ratios. (2017). Straughan, Michael ; de Ramon, S J A ; De-Ramon, Sebastian . In: Bank of England working papers. RePEc:boe:boeewp:0663. Full description at Econpapers || Download paper | |
| 2018 | Paradise lost? A brief history of DSGE macroeconomics. (2018). Gulan, Adam. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_022. Full description at Econpapers || Download paper | |
| 2018 | THE PRIVATE CONSUMPTION FUNCTION IN ISRAEL. (2018). Barak, Arnon. In: Israel Economic Review. RePEc:boi:isrerv:v:16:y:2018:i:1:p:65-103. Full description at Econpapers || Download paper | |
| 2017 | The private consumption function in Israel. (2017). Barak, Arnon. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2017.04b. Full description at Econpapers || Download paper | |
| 2018 | Nowcasting Japanese GDPs. (2018). Hirakata, Naohisa ; Kyosuke, Naohisa Hirakata. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e18. Full description at Econpapers || Download paper | |
| 2017 | Earning a Peace Dividend in a Crisis Environment: The Greek Case. (2017). ZOMBANAKIS, GEORGE ; Bragoudakis, Zacharias ; Μπραγουδάκης, Ζαχαρίας ; George, Zombanakis ; Zacharias, Bragoudakis. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:23:y:2017:i:3:p:15:n:1. Full description at Econpapers || Download paper | |
| 2017 | The Quantification of Structural Reforms in OECD Countries: A New Framework. (2017). Ãgert, Balázs ; Gal, Peter ; Egert, Balazs. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6420. Full description at Econpapers || Download paper | |
| 2017 | The Impact of Economic Globalization on the Shadow Economy in Egypt. (2017). Farzanegan, Mohammad Reza ; Hassan, Mai . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6424. Full description at Econpapers || Download paper | |
| 2017 | Is Something Really Wrong with Macroeconomics?. (2017). Reis, Ricardo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6446. Full description at Econpapers || Download paper | |
| 2018 | Long run analysis of trade openness on economic growth for Pakistan; Evidence from standard and optimal time series tests. (2018). Rocha de Sousa, Miguel ; Israr, Fahad. In: CEFAGE-UE Working Papers. RePEc:cfe:wpcefa:2018_01. Full description at Econpapers || Download paper | |
| 2017 | Is Something Really Wrong with Macroeconomics?. (2017). Reis, Ricardo. In: Discussion Papers. RePEc:cfm:wpaper:1713. Full description at Econpapers || Download paper | |
| 2017 | An Overview of Inflation-Targeting Frameworks: Institutional Arrangements, Decision-making, & the Communication of Monetary Policy. (2017). Pérez, Andrés ; Naudon, Alberto. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:811. Full description at Econpapers || Download paper | |
| 2017 | CONFIDENCE AND OVERCONFIDENCE IN BANKING. (2017). Silipo, Damiano Bruno ; Hlebik, Sviatlana ; Verga, Giovanni . In: Working Papers. RePEc:clb:wpaper:201703. Full description at Econpapers || Download paper | |
| 2019 | Dos tradiciones en la medición del ciclo: historia general y desarrollos en Colombia. (2019). Enciso, Enrique Lopez. In: Tiempo y Economía. RePEc:col:000485:017226. Full description at Econpapers || Download paper | |
| 2017 | Long-run Money Demand in Switzerland. (2017). Gerlach, Stefan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12356. Full description at Econpapers || Download paper | |
| 2017 | The Regulation of Public Service Broadcasters: Should there be more advertising on television?. (2017). Smith, Jeremy ; Deer, Lachlan ; Sturgeon, Paul ; Crawford, Gregory S. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12428. Full description at Econpapers || Download paper | |
| 2018 | The Money View Versus the Credit View. (2018). Nelson, Edward ; Baker, Sarah ; Lopez-Salido, David J. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12982. Full description at Econpapers || Download paper | |
| 2019 | Comparing Forecasting Performance with Panel Data. (2019). Zhu, Yinchu ; Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13746. Full description at Econpapers || Download paper | |
| 2017 | Trends in distributional characteristics : Existence of global warming. (2017). Gonzalo, Jesus ; Gadea, MarÃa. In: UC3M Working papers. Economics. RePEc:cte:werepe:24121. Full description at Econpapers || Download paper | |
| 2019 | Investment Climate Effects on Alternative Firm-Level Productivity Measures. (2019). Escribano, Alvaro ; Guasch, Luis J ; Pena, Jorge. In: UC3M Working papers. Economics. RePEc:cte:werepe:28639. Full description at Econpapers || Download paper | |
| 2017 | Estimating non-stationary common factors : Implications for risk sharing. (2017). Poncela, Pilar ; Corona, Francisco ; Ortega, Esther Ruiz . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24585. Full description at Econpapers || Download paper | |
| 2017 | 22 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis. (2017). Espasa, Antoni ; Terrades, Antoni Espasa ; Senra, Eva . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24678. Full description at Econpapers || Download paper | |
| 2017 | Discovering pervasive and non-pervasive common cycles. (2017). Terrades, Antoni Espasa ; Real, Guillermo Carlomagno. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:25392. Full description at Econpapers || Download paper | |
| 2019 | Who Is Successful in Foreign Exchange Margin Trading? New Survey Evidence from Japan. (2019). Iwatsubo, Ken ; Hayo, Bernd. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_026. Full description at Econpapers || Download paper | |
| 2017 | Model Uncertainty and Exchange Rate Forecasting. (2017). Markiewicz, Agnieszka ; Kouwenberg, Roy ; Verhoeks, Ralph . In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:52:y:2017:i:01:p:341-363_00. Full description at Econpapers || Download paper | |
| 2018 | HAR Testing for Spurious Regression in Trend. (2018). Phillips, Peter ; Wang, Xiaohu ; Zhang, Yonghui ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2153. Full description at Econpapers || Download paper | |
| 2019 | Some Important Macro Points. (2019). Fair, Ray C. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2165r. Full description at Econpapers || Download paper | |
| 2017 | Credit, House Prices and the Macroeconomy in Cyprus. (2017). Michail, Nektarios A ; Eracleous, Elena ; Cleanthous-Petoussi, Lena. In: Working Papers. RePEc:cyb:wpaper:2017-3. Full description at Econpapers || Download paper | |
| 2018 | DELFI 2.0, DNBs Macroeconomic Policy Model of the Netherlands. (2018). Vermeulen, Robert ; Kearney, Ide ; Berben, Robert-Paul. In: DNB Occasional Studies. RePEc:dnb:dnbocs:1605. Full description at Econpapers || Download paper | |
| 2017 | The Quantification of Structural Reforms in OECD countries: A New Framework. (2017). Ãgert, Balázs ; Gal, Peter ; Egert, Balazs. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-15. Full description at Econpapers || Download paper | |
| 2018 | Eternal Debt and Economic Growth in Nigeria: An ARDL Approach. (2018). Rahaj, Adegboyega Raymond. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2018:i:4:p:581-596. Full description at Econpapers || Download paper | |
| 2018 | DETERMINANTS OF HOUSEHOLD FINAL CONSUMPTION EXPENDITURES IN ASIAN COUNTRIES: A PANEL MODEL, 1991-2015. (2018). Arapova, Ekaterina. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:18:y:2018:i:1_8. Full description at Econpapers || Download paper | |
| 2017 | Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons. (2017). Chevillon, Guillaume. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-17010. Full description at Econpapers || Download paper | |
| 2018 | Discretionary fiscal policy and sovereign risk. (2018). Montes, Gabriel ; Valpassos, Iven Silva. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00081. Full description at Econpapers || Download paper | |
| 2017 | Global inflation: the role of food, housing and energy prices. (2017). Parker, Miles. In: Working Paper Series. RePEc:ecb:ecbwps:20172024. Full description at Econpapers || Download paper | |
| 2018 | Mixed frequency models with MA components. (2018). Marcellino, Massimiliano ; Stevanovi, Dalibor ; Foroni, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20182206. Full description at Econpapers || Download paper | |
| 2018 | The Determinants of CO2 Emissions in Malaysia: A New Aspect. (2018). Puah, Chin-Hong ; Joseph, Justina ; Teo, Cia-Ling ; Chin, Mui-Yin . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-23. Full description at Econpapers || Download paper | |
| 2018 | Factors Affecting the Indonesian Palm Oil Market in Food and Fuel Industry: Evidence from a Time Series Analysis. (2018). Bentivoglio, Deborah ; Bucci, Giorgia ; Finco, Adele . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-7. Full description at Econpapers || Download paper | |
| 2017 | Forecasting in a Mixed Up World: Nowcasting Hawaii Tourism. (2017). Fuleky, Peter ; Bonham, Carl ; Jones, James ; Hirashima, Ashley . In: Annals of Tourism Research. RePEc:eee:anture:v:63:y:2017:i:c:p:191-202. Full description at Econpapers || Download paper | |
| 2019 | A review of research on tourism demand forecasting. (2019). Park, Jinah ; Song, Haiyan. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:338-362. Full description at Econpapers || Download paper | |
| 2019 | The combination of interval forecasts in tourism. (2019). Liu, Anyu ; Zhou, Menglin ; Wu, Doris Chenguang. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:363-378. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
David F. Hendry is editor of
| Journal | |
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| Oxford Bulletin of Economics and Statistics |
David F. Hendry has edited the books:
| Year | Title | Type | Cited |
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Works by David F. Hendry:
| Year | Title | Type | Cited |
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| 2007 | Selecting a Regression Saturated by Indicators In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Selecting a Regression Saturated by Indicators.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2011 | The Properties of Model Selection when Retaining Theory Variables In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The Properties of Model Selection when Retaining Theory Variables.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2002 | Forecast Failure, Expectations Formation and the Lucas Critique In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
| 2000 | Forecast Failure, Expectations Formation, and the Lucas Critique.(2000) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 1991 | An Econometric Analysis of U.K. Money Demand in Monetary Trends in the United States and the United Kingdom by Milton Friedman and Anna Schwartz. In: American Economic Review. [Full Text][Citation analysis] | article | 36 |
| 2000 | Explaining Cointegration Analysis: Part 1 In: The Energy Journal. [Full Text][Citation analysis] | article | 171 |
| 2001 | Explaining Cointegration Analysis: Part II.(2001) In: The Energy Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 171 | article | |
| 2000 | Explaining Cointegration Analysis: Part II.(2000) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 171 | paper | |
| 1996 | MULTI-STEP ESTIMATION FOR FORECASTING In: Economic Research Papers. [Full Text][Citation analysis] | paper | 77 |
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| 2009 | In memory of Clive Granger: an advisory board member of the journal In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Nowcasting from disaggregates in the face of location shifts In: Journal of Forecasting. [Full Text][Citation analysis] | article | 14 |
| 2001 | Forecasting Non-Stationary Economic Time Series In: MIT Press Books. [Citation analysis] | book | 139 |
| 1994 | An evaluation of forecasting using leading indicators In: Economics Papers. [Full Text][Citation analysis] | paper | 8 |
| 1995 | On the interactions of unit roots and exogeneity In: Economics Papers. [Full Text][Citation analysis] | paper | 18 |
| 2001 | Computationally-intensive Econometrics using a Distributed Matrix-programming Language In: Economics Papers. [Full Text][Citation analysis] | paper | 4 |
| 2001 | Model Identification and Non-unique Structure In: Economics Papers. [Full Text][Citation analysis] | paper | 2 |
| 2001 | Forecasting in the Presence of Structural Breaks and Policy Regime Shifts In: Economics Papers. [Full Text][Citation analysis] | paper | 5 |
| 2003 | Sub-sample Model Selection Procedures in Gets Modelling In: Economics Papers. [Full Text][Citation analysis] | paper | 2 |
| 2004 | Robustifying Forecasts from Equilibrium-Correction Models In: Economics Papers. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Parallel Computation in Econometrics: A Simplified Approach In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Log income versus linear income: an application of the encompassing principl In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
| 1996 | The UK Demand for Broad Money over the Long run In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
| 1983 | On Keynesian Model Building and the Rational Expectations Critique: A Question of Methodology. In: Cambridge Journal of Economics. [Citation analysis] | article | 0 |
| 2010 | Professor Sir Clive W.J. Granger and Cointegration In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1988 | The Encompassing Implications of Feedback versus Feedforward Mechanisms in Econometrics. In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 50 |
| 1989 | A Re-analysis of Confluence Analysis. In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 5 |
| 1994 | HUS Revisited. In: Oxford Review of Economic Policy. [Citation analysis] | article | 26 |
| 2000 | Reformulating Empirical Macroeconomic Modelling. In: Oxford Review of Economic Policy. [Citation analysis] | article | 10 |
| 1985 | Monetary Economic Myth and Econometric Reality. In: Oxford Review of Economic Policy. [Citation analysis] | article | 25 |
| 2018 | The future of macroeconomics: macro theory and models at the Bank of England In: Oxford Review of Economic Policy. [Full Text][Citation analysis] | article | 12 |
| 1972 | Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study In: Review of Economic Studies. [Full Text][Citation analysis] | article | 11 |
| 1980 | An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification In: Review of Economic Studies. [Full Text][Citation analysis] | article | 18 |
| 1986 | Econometric Evaluation of Linear Macro-Economic Models In: Review of Economic Studies. [Full Text][Citation analysis] | article | 234 |
| 1992 | The Demand for M1 in the U.S.A., 1960–1988 In: Review of Economic Studies. [Full Text][Citation analysis] | article | 77 |
| 2000 | Modelling UK Inflation over the Long Run In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2007 | A Low-Dimension Collinearity-Robust Test for Non-linearity In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Automatic Selection for Non-linear Models In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Econometric Modelling of Changing Time Series In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | An Automatic Test of Super Exogeneity In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 34 |
| 2010 | Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Climate Change: Lessons for our Future from the Distant Past In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | On the Mathematical Basis of Inter-temporal Optimization In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2011 | A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Empirical Economic Model Discovery and Theory Evaluation In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Empirical Economic Model Discovery and Theory Evaluation.(2011) In: Rationality, Markets and Morals. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2011 | Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Forecasting breaks and forecasting during breaks In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2011 | On Not Evaluating Economic Models by Forecast Outcomes In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | An Open-model Forecast-error Taxonomy In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Forecasting from Structural Econometric Models In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Forecasting by factors, by variables, or both? In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Some Fallacies in Econometric Modelling of Climate Change In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2013 | Semi-automatic Non-linear Model selection In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Step-indicator Saturation In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 20 |
| 2013 | Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2014 | Statistical Model Selection with Big Data In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | An Overview of Forecasting Facing Breaks In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | An Overview of Forecasting Facing Breaks.(2016) In: Journal of Business Cycle Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2016 | Improving the Teaching of Econometrics In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Policy Analysis, Forediction, and Forecast Failure In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | The impact of integrated measurement errors on modeling long-run macroeconomic time series.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 1990 | TESTING THE LUCAS CRITIQUE: A REVIEW. In: Economics Series Working Papers. [Citation analysis] | paper | 48 |
| 1989 | Testing the Lucas Critique: A Review.(1989) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 1990 | Testing the Lucas Critique: A Review.(1990) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 1990 | EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR. In: Economics Series Working Papers. [Citation analysis] | paper | 52 |
| 1992 | On the Limitations of Comparing Mean Square Forecast Errors. In: Economics Series Working Papers. [Citation analysis] | paper | 47 |
| 1992 | Forecasting in Cointegrated Systems. In: Economics Series Working Papers. [Citation analysis] | paper | 25 |
| 1995 | Dynamic Econometrics In: OUP Catalogue. [Citation analysis] | book | 506 |
| 1993 | Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data In: OUP Catalogue. [Citation analysis] | book | 495 |
| 2000 | Econometrics: Alchemy or Science?: Essays in Econometric Methodology In: OUP Catalogue. [Citation analysis] | book | 25 |
| 2007 | The Bernoulli model, from Econometric Modeling: A Likelihood Approach In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 23 |
| 2007 | Preface to Econometric Modeling: A Likelihood Approach In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 33 |
| 2012 | Mis-specification Testing: Non-Invariance of Expectations Models of Inflation In: Working Paper series. [Full Text][Citation analysis] | paper | 3 |
| 2014 | Misspecification Testing: Non-Invariance of Expectations Models of Inflation.(2014) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 1988 | Encompassing In: National Institute Economic Review. [Full Text][Citation analysis] | article | 3 |
| 2001 | An Historical Perspective on Forecast Errors In: National Institute Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2009 | NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING In: National Institute Economic Review. [Full Text][Citation analysis] | article | 21 |
| 2005 | Forecasting Aggregates by Disaggregates In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 14 |
| 1994 | Can Econometrics Improve Economic Forecasting? In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 9 |
| 2008 | Automatic selection of indicators in a fully saturated regression In: Computational Statistics. [Full Text][Citation analysis] | article | 101 |
| 2008 | Automatic selection of indicators in a fully saturated regression.(2008) In: Computational Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 101 | article | |
| 1998 | Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK In: Empirical Economics. [Full Text][Citation analysis] | article | 68 |
| 1998 | Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 1999 | On winning forecasting competitions in economics In: Spanish Economic Review. [Full Text][Citation analysis] | article | 20 |
| 2011 | Revisiting UK consumers’ expenditure: cointegration, breaks and robust forecasts In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2010 | RESEARCH AND THE ACADEMIC: A TALE OF TWO CULTURES In: Economics Discussion / Working Papers. [Full Text][Citation analysis] | paper | 0 |
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