David F. Hendry : Citation Profile

Are you David F. Hendry?

Oxford University (98% share)
Rimini Centre for Economic Analysis (RCEA) (2% share)

45

H index

109

i10 index

7448

Citations

RESEARCH PRODUCTION:

147

Articles

133

Papers

8

Books

6

Chapters

EDITOR:

4

Books edited

1

Series edited

RESEARCH ACTIVITY:

   54 years (1966 - 2020). See details.
   Cites by year: 137
   Journals where David F. Hendry has often published
   Relations with other researchers
   Recent citing documents: 159.    Total self citations: 129 (1.7 %)

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   Permalink: http://citec.repec.org/phe33
   Updated: 2021-01-16    RAS profile: 2020-09-03    
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Relations with other researchers

Works with:

Castle, Jennifer (12)

Doornik, Jurgen (7)

Martinez, Andrew (4)

Pretis, Felix (2)

Clements, Michael (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with David F. Hendry.

Is cited by:

Ericsson, Neil (361)

Marcellino, Massimiliano (151)

Qin, Duo (73)

muellbauer, john (72)

Pesaran, M (71)

Nymoen, Ragnar (69)

Clements, Michael (66)

Mizon, Grayham (57)

Aron, Janine (54)

Johansen, Soren (52)

Banerjee, Anindya (47)

Cites to:

Castle, Jennifer (124)

Johansen, Soren (113)

Doornik, Jurgen (106)

Mizon, Grayham (96)

Clements, Michael (85)

Santos, Carlos (83)

Ericsson, Neil (66)

Krolzig, Hans-Martin (63)

Engle, Robert (50)

Phillips, Peter (48)

Reichlin, Lucrezia (37)

Main data

Where David F. Hendry has published?

Journals with more than one article published# docs
Journal of Econometrics20
Oxford Bulletin of Economics and Statistics19
Economic Journal10
International Journal of Forecasting8
Scottish Journal of Political Economy6
Econometrics Journal5
Journal of Applied Econometrics5
Review of Economic Studies4
Econometric Theory4
Oxford Review of Economic Policy4
International Economic Review3
Econometrica3
Journal of Business & Economic Statistics3
National Institute Economic Review3
Empirical Economics3
European Economic Review3
Scandinavian Journal of Economics2
Econometrics2
The Energy Journal2
Journal of Time Series Econometrics2
Econometric Reviews2
Journal of Economic Surveys2
Capitalism and Society2
Computational Statistics2
Oxford Economic Papers2

Working Papers Series with more than one paper published# docs
Economics Series Working Papers / University of Oxford, Department of Economics54
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)11
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University4
Economic Research Papers / University of Warwick - Department of Economics3
Discussion Papers / University of Copenhagen. Department of Economics3
Working Paper Series / European Central Bank3
Economics Working Papers / European University Institute3
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics3
Working Paper series / Rimini Centre for Economic Analysis2

Recent works citing David F. Hendry (2021 and 2020)

YearTitle of citing document
2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103.

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2020Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719.

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2020Farm types and precision agriculture adoption: crops, regions, soil variability, and farm size. (2020). Schimmelpfennig, David ; Lowenberg-Deboer, James. In: Agri-Tech Economics Papers. RePEc:ags:haaepa:304070.

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2020Farm types and precision agriculture adoption: crops, regions, soil variability, and farm size. (2020). Schimmelpfennig, David ; Lowenberg-Deboer, James. In: Land, Farm & Agribusiness Management Department. RePEc:ags:haaewp:304070.

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2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:66-103.

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2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

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2020Forecast Encompassing Tests for the Expected Shortfall. (2019). Schnaitmann, Julie ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1908.04569.

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2020Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144.

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2020Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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2020The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation. (2020). Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:2005.01835.

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2020Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2020Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary. (2020). Schnaitmann, Julie ; Liu, Xiaochun ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2009.07341.

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2020Forecasting With Factor-Augmented Quantile Autoregressions: A Model Averaging Approach. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.12263.

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2020Commodity Prices and Global Economic Activity: a derived-demand approach. (2020). Gaglianone, Wagner ; Issler, Joo Victor ; de Carvalho, Osmani Teixeira ; Duarte, Angelo Montalverne. In: Working Papers Series. RePEc:bcb:wpaper:539.

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2020Bridge Proxy-SVAR: estimating the macroeconomic effects of shocks identified at high-frequency. (2020). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1274_20.

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2020Shocks to food market systems: A network approach. (2020). Kshirsagar, Varun ; Baffes, John. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:1:p:111-129.

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2020A similarity‐based approach for macroeconomic forecasting. (2020). Marcellino, Massimiliano ; Kapetanios, G ; Dendramis, Y. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:801-827.

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2020The United Kingdom and the stability of the Euro area: From Maastricht to Brexit. (2020). Macchiarelli, Corrado ; Campos, Nauro. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1792-1808.

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2020Carbon pricing and the elasticity of CO2 emissions. (2020). Pretis, F ; Dolphin, G ; Rafaty, R. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20116.

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2020The Race between Population and Technology: Real Wages in the First Industrial Revolution. (2020). Crafts, Nicholas ; Mills, Terence C. In: CAGE Online Working Paper Series. RePEc:cge:wacage:502.

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2020States and Wars: China’s Long March towards Unity and its Consequences, 221 BC – 1911 AD. (2020). Ma, Debin ; Shuo, Chen. In: CAGE Online Working Paper Series. RePEc:cge:wacage:505.

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2020Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models. (2020). Favero, Carlo A ; Melone, Alessandro. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14417.

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2020A Similarity-based Approach for Macroeconomic Forecasting. (2020). Dendramis, Yiannis ; Kapetanios, George ; Marcellino, Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14469.

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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2020Macroeconomic Conditions and Health in Britain: Aggregation, Dynamics and Local Area Heterogeneity. (2020). Janke, Katharina ; Lee, Kevin ; Propper, Carol ; Shields, Kalvinder K. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14507.

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2020The role of exchange rate in remittance inflows: Evidence from Indonesia. (2020). Kuncoro, Haryo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00900.

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2020A cointegration model of money and wealth. (2020). Assenmacher, Katrin ; Beyer, Andreas. In: Working Paper Series. RePEc:ecb:ecbwps:20202365.

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2020Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area. (2020). Sokol, Andrej ; Porqueddu, Mario ; Chalmoviansk, Jakub. In: Working Paper Series. RePEc:ecb:ecbwps:20202501.

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2020Revisiting the Anomalous Relationship between Inflation and Real Estate Investment Trust Returns in Presence of Structural Breaks: Empirical Evidence from the USA and the UK. (2020). Sarkar, Nityananda ; Das, Mahamitra. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-31.

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2020Stationarity Properties of Renewable Energy Consumption in the Commonwealth of Independent States. (2020). Yasar, Nermin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-23.

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2020The Energy and Gross Domestic Product Causality Nexus in Latin America 1900-2010. (2020). Leiva, Benjamin ; Rubio-Varas, Mar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-54.

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2020Dynamic Modeling Using Vector Error-correction Model: Studying the Relationship among Data Share Price of Energy PGAS Malaysia, AKRA, Indonesia, and PTT PCL-Thailand. (2020). Warsono, Warsono ; Usman, Mustofa ; Widiarti, Widiarti ; Wamiliana, Wamiliana ; Putri, Almira Rizka ; Russel, Edwin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-42.

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2020Machine learning based very short term load forecasting of machine tools. (2020). Abele, Eberhard ; Weigold, Matthias ; Walther, Jessica ; Dietrich, Bastian. In: Applied Energy. RePEc:eee:appene:v:276:y:2020:i:c:s0306261920309521.

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2020Macroeconomic implications of population aging: Evidence from Japan. (2020). Wong, Koi ; McNown, Robert ; Goh, Soo Khoon. In: Journal of Asian Economics. RePEc:eee:asieco:v:68:y:2020:i:c:s1049007820300427.

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2020Forward-looking agents and inflation in an oil-producing country: Evidence from Iran. (2020). Jafari, Mahboubeh ; Kia, Amir. In: Journal of Asian Economics. RePEc:eee:asieco:v:69:y:2020:i:c:s104900782030097x.

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2020A multilevel index of heterogeneous short-term and long-term debt dynamics. (2020). Golinelli, Roberto ; Bottazzi, Laura ; Bontempi, Maria. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301103.

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2020A Keynesian Dynamic Stochastic Disequilibrium model for business cycle analysis. (2020). Schoder, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:117-132.

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2020Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend. (2020). Rumler, Fabio ; Mihailov, Alexander ; McKnight, Stephen. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:383-393.

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2020Sovereign default risk, debt uncertainty and fiscal credibility: The case of Brazil. (2020). Souza, Ivan ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302316.

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2020Evaluating the sustainability of Italian public finances. (2020). Postigliola, Michele ; Piergallini, Alessandro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300772.

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2020A time-varying diffusion index forecasting model. (2020). Zhang, Yonghui ; Wei, Jie. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302172.

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2020Trends in distributional characteristics: Existence of global warming. (2020). Gonzalo, Jesus ; Gadea, Maria Dolores. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:153-174.

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2020A multicointegration model of global climate change. (2020). Stern, David ; Csereklyei, Zsuzsanna ; Bruns, Stephan B. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:175-197.

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2020Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis. (2020). Teräsvirta, Timo ; Holt, Matthew ; Terasvirta, Timo. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:198-215.

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2020Econometric modelling of climate systems: The equivalence of energy balance models and cointegrated vector autoregressions. (2020). Pretis, Felix. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:256-273.

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2020Statistical approximation of high-dimensional climate models. (2020). Schmedders, Karl ; Lontzek, Thomas S ; Judd, Kenneth L ; Miftakhova, Alena . In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:67-80.

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2020Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects. (2020). Zinde-Walsh, Victoria ; Galbraith, John W. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:609-632.

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2020Microeconometric dynamic panel data methods: Model specification and selection issues. (2020). Kiviet, Jan F. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:16-45.

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2020The effect of explanatory variables on income: A tool that allows a closer look at the differences in income. (2020). Berger, Moritz ; Tutz, Gerhard. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:28-41.

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2020A financial accelerator in the business sector of a macroeconometric model of a small open economy. (2020). Hammersland, Roger ; Benedictow, Andreas. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:1:s0939362518300578.

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2020Electricity incentives for agriculture in Saudi Arabia. Is that relevant to remove them?. (2020). Shannak, Sa'd, ; Hasanov, Fakhri J. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520303293.

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2020Regional heterogeneous drivers of electricity demand in Saudi Arabia: Modeling regional residential electricity demand. (2020). Darandary, Abdulelah ; Mikayilov, Jeyhun I ; Alatawi, Hatem ; al Atawi, Hatem ; Hasanov, Fakhri J ; Alyamani, Ryan. In: Energy Policy. RePEc:eee:enepol:v:146:y:2020:i:c:s0301421520305176.

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2020Quantile partial adjustment model with application to predicting energy demand in China. (2020). Cheng, Fenfen ; Zhou, Kaile ; Yang, Shanlin. In: Energy. RePEc:eee:energy:v:191:y:2020:i:c:s0360544219322145.

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2020Predicting stock returns in the presence of COVID-19 pandemic: The role of health news. (2020). Vo, Xuan Vinh ; Salisu, Afees. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301903.

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2020Information, prices and efficiency in an online betting market. (2020). Singleton, Carl ; Reade, J ; Elaad, Guy. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319306440.

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2020Too much of a good thing? Speculative effects on commodity futures curves. (2020). van Huellen, Sophie. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418118302295.

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2020Forecasting bulk prices of Bordeaux wines using leading indicators. (2020). Paroissien, Emmanuel. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:292-309.

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2020Forecasting commodity prices out-of-sample: Can technical indicators help?. (2020). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:666-683.

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2020Election forecasting: Too far out?. (2020). Wlezien, Christopher ; Lewis-Beck, Michael ; Jennings, Will. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:949-962.

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2020Automatic Interpretable Retail forecasting with promotional scenarios. (2020). Gurlek, Ragip ; Ali, Ozden Gur. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1389-1406.

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2020Forecasting and forecast narratives: The Bank of England Inflation Reports. (2020). Reade, J ; Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1488-1500.

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2020GDP forecasts: Informational asymmetry of the SPF and FOMC minutes. (2020). Bespalova, Olga. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1531-1540.

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2021Boosting nonlinear predictability of macroeconomic time series. (2021). Virtanen, Timo ; Kauppi, Heikki. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:151-170.

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2020Long-run price behaviour in the gasoline market - The role of exogeneity. (2020). Hunter, John ; Asieh, Seyedeh. In: Journal of Business Research. RePEc:eee:jbrese:v:116:y:2020:i:c:p:620-627.

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2020The third round of euro area enlargement: Are the candidates ready?. (2020). Kunovac, Davor ; Kotarac, Karlo ; Deskar-Krbi, Milan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301613.

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2020Likelihood-based tests for parameter constancy in I(2) CVAR models with an application to fixed-term deposit data. (2020). Kurita, Takamitsu. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:178:y:2020:i:c:s0047259x19300910.

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2020How do monetary transmission channels influence inflation in the short and long run? Evidence from the QQE regime in Japan. (2020). Lau, Wee Yeap ; Yip, Tien-Ming. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300049.

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2020Policy implications of the Lucas Critique empirically tested along the global financial crisis. (2020). Orhan, Mehmet ; Simsek, Esra ; Karimova, Amira. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:1:p:153-172.

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2020Economic liberalization in Egypt: A way to reduce the shadow economy?. (2020). Farzanegan, Mohammad Reza ; Hassan, Mai ; Badreldin, Ahmed Mohamed . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:2:p:307-327.

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2020Natural resources and human development: Evidence from mineral-dependent African countries using exploratory graphical analysis. (2020). Claveria, Oscar ; Perez, Claudia . In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305860.

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2020Stationarity of prices of precious and industrial metals using recent unit root methods: Implications for markets’ efficiency. (2020). Wahab, Bashir ; Adewuyi, Adeolu O ; Adeboye, Olusegun S. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719305987.

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2020Optimising forecasting models for inventory planning. (2020). Barrow, Devon K ; Trapero, Juan R ; Kourentzes, Nikolaos. In: International Journal of Production Economics. RePEc:eee:proeco:v:225:y:2020:i:c:s0925527319304323.

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2020The effect of economic uncertainty on inventory and working capital for manufacturing firms. (2020). Jaber, Mohamad Y ; Moussawi-Haidar, Lama ; Dbouk, Wassim. In: International Journal of Production Economics. RePEc:eee:proeco:v:230:y:2020:i:c:s0925527320302516.

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2020Is fiscal policy effective in Brazil? An empirical analysis. (2020). Marçal, Emerson ; de Prince, Diogo ; Maral, Emerson ; Holland, Marcio ; MarcioHolland, . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:40-52.

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2020An empirical analysis of loan supply and demand in the euro area. (2020). Jung, Alexander. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:187-201.

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2020Narrow Money Demand in Indonesia and in Other Transitional Economies – Model Selection and Forecasting. (2020). Osinska, Magdalena ; Kufel, Pawel ; Błażejowski, Marcin ; Blazejowski, Marcin ; Kwiatkowski, Jacek. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:4:p:1291-1311.

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2020Property prices and Covid-19 related administrative closures: What are the implications?. (2020). McQuinn, Kieran. In: Papers. RePEc:esr:wpaper:wp661.

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2020Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach. (2020). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:88961.

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2020Balanced Growth Approach to Tracking Recessions. (2020). Richard, Jean-Francois ; Boczo, Marta. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:14-:d:349491.

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2020Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others?. (2020). Clements, Michael. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:16-:d:354665.

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2020Forecast Accuracy Matters for Hurricane Damage. (2020). Martinez, Andrew. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:18-:d:357835.

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2020BACE and BMA Variable Selection and Forecasting for UK Money Demand and Inflation with Gretl. (2020). Błażejowski, Marcin ; Kufel, Pawe ; Kwiatkowski, Jacek ; Baejowski, Marcin. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:21-:d:361756.

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2020Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature. (2020). Johansen, Soren ; Schmith, Torben ; Hillebrand, Eric. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:4:p:41-:d:438688.

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2020Effects of International Crude Oil Prices on Energy Consumption in China. (2020). Chau, Kwong Wing ; Zou, Gaolu. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:15:p:3891-:d:391968.

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2020Elasticity Analysis of Fossil Energy Sources for Sustainable Economies: A Case of Gasoline Consumption in Turkey. (2020). Mukhtarov, Shahriyar ; Aydin, Ridvan ; Yuksel, Serhat ; Diner, Hasan ; Mikayilov, Jeyhun I. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:3:p:731-:d:317837.

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2020Do High Oil Prices Obstruct the Transition to Renewable Energy Consumption?. (2020). Mukhtarov, Shahriyar ; Muradov, Vugar ; Humbatova, Sugra ; Mikayilov, Jeyhun I. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:11:p:4689-:d:368893.

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2020The Relationship between Renewable Energy and Human Development in OECD Countries: A Panel Data Analysis. (2020). Akkucuk, Ulas ; Yayla, Yunus Emre ; Sakar, Emre ; Sasmaz, Mahmut Unsal. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:18:p:7450-:d:411631.

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2020The Impact of Interest Rate, Exchange Rate and European Business Climate on Economic Growth in Romania: An ARDL Approach with Structural Breaks. (2020). Ifrim, Mihaela ; Cautisanu, Cristina ; Hatmanu, Mariana. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2798-:d:340203.

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2020Revisiting Energy Demand Relationship: Theory and Empirical Application. (2020). Mikayilov, Jeyhun I ; Hasanov, Fakhri J. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2919-:d:342086.

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2020Forecast Accuracy Matters for Hurricane Damages. (2020). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2020-003.

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2020Nowcasting Unemployment Insurance Claims in the Time of COVID-19. (2020). Sinclair, Tara ; Larson, William D. In: Working Papers. RePEc:gwc:wpaper:2020-004.

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2020Extracting Information from Different Expectations. (2020). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2020-008.

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2020Assessing the long-term impact of agricultural research on productivity: Evidence from France. (2020). Schmitt, Bertrand ; Simioni, Michel ; Musolesi, Antonio ; Butault, Jean-Pierre ; Orozco, Valerie ; Lemarie, Stephane. In: Post-Print. RePEc:hal:journl:hal-02794533.

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2020Financial Conditions and Monetary Policy in Uruguay: An MS-VAR Approach. (2017). Bucacos, Elizabeth . In: IDB Publications (Working Papers). RePEc:idb:brikps:8275.

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2020An econometric analysis of the underground economy and tax evasion in Kuwait. (2020). Viswanathan, Kuperan K ; Dahalan, Jauhari ; Mohammed, Awadh Ahmed. In: International Journal of Business and Globalisation. RePEc:ids:ijbglo:v:25:y:2020:i:3:p:307-331.

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2020Role of money in the monetary policy: A New Keynesian and new monetarist perspective. (2020). Ghosh, Taniya ; Hatekar, Neeraj R ; Adil, Masudul Hasan. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2020-005.

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2020A New Index of Housing Sentiment. (2020). Pedersen, Thomas Q ; Moller, Stig V ; Bork, Lasse. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:4:p:1563-1583.

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2020On the Performance of US Fiscal Forecasts: Government vs. Private Information. (2020). Jalles, Joao ; An, Zidong. In: Working Papers REM. RePEc:ise:remwps:wp01302020.

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2020Investment Home Bias in the European Union. (2020). Martins, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp01402020.

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More than 100 citations found, this list is not complete...

David F. Hendry is editor of

Journal
Oxford Bulletin of Economics and Statistics

David F. Hendry has edited the books:

YearTitleTypeCited

Works by David F. Hendry:

YearTitleTypeCited
2007Selecting a Regression Saturated by Indicators In: CREATES Research Papers.
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2007Selecting a Regression Saturated by Indicators.(2007) In: Discussion Papers.
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2011The Properties of Model Selection when Retaining Theory Variables In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2011The Properties of Model Selection when Retaining Theory Variables.(2011) In: Discussion Papers.
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This paper has another version. Agregated cites: 0		paper
2002Forecast Failure, Expectations Formation and the Lucas Critique In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article8
2000Forecast Failure, Expectations Formation, and the Lucas Critique.(2000) In: Economics Papers.
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1991An 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]		article69
1989An econometric analysis of UK money demand in MONETARY TRENDS IN THE UNITED STATES AND THE UNITED KINGDOM by Milton Friedman and Anna J. Schwartz.(1989) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
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2000Explaining Cointegration Analysis: Part 1 In: The Energy Journal.
[Full Text][Citation analysis]		article193
2001Explaining Cointegration Analysis: Part II.(2001) In: The Energy Journal.
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2000Explaining Cointegration Analysis: Part II.(2000) In: Discussion Papers.
[Full Text][Citation analysis]
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1996MULTI-STEP ESTIMATION FOR FORECASTING In: Economic Research Papers.
[Full Text][Citation analysis]		paper78
1996Multi-step Estimation for Forecasting..(1996) In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
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1996Multi-Step Estimation for Forecasting.(1996) In: The Warwick Economics Research Paper Series (TWERPS).
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1998FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS In: Economic Research Papers.
[Full Text][Citation analysis]		paper41
2001Forecasting with difference-stationary and trend-stationary models.(2001) In: Econometrics Journal.
[Citation analysis]
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2000Forecasting with Difference-Stationary and Trend-Stationary Models.(2000) In: Economics Series Working Papers.
[Full Text][Citation analysis]
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1998Forecasting with Difference-Stationary and Trend-Stationary Models..(1998) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
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1979EXOGENEITY In: Economic Research Papers.
[Full Text][Citation analysis]		paper48
1983Exogeneity.(1983) In: LIDAM Reprints CORE.
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1983Exogeneity..(1983) In: Econometrica.
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1979Exogeneity.(1979) In: The Warwick Economics Research Paper Series (TWERPS).
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1998Exogeneity, Cointegration, and Economic Policy Analysis. In: Journal of Business & Economic Statistics.
[Citation analysis]		article73
1998Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers.
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2007Co-Breaking: Recent Advances and a Synopsis of the Literature In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article43
2011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article103
2010Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate.(2010) In: Working Paper Series.
[Full Text][Citation analysis]
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2011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
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2000Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan In: The Economic Record.
[Full Text][Citation analysis]		article0
2000Reconstructing Aggregate Euro‐zone Data In: Journal of Common Market Studies.
[Full Text][Citation analysis]		article24
1998Inference in Cointegrating Models: UK M1 Revisited In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article49
2016DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article13
2016Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation.(2016) In: Economics Series Working Papers.
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1996Obituary: Jan Tinbergen, 1903–94 In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article0
1983On High and Low R2 Contributions. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article1
1984An Econometric Model of United Kingdom Building Societies. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article1
1986Using PC-GIVE in Econometrics Teaching. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article4
1986Econometric Modelling with Cointegrated Variables: An Overview. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article127
1991Using PC-NAIVE in Teaching Econometrics. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article0
1992Testing Integration and Cointegration: An Overview. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article17
1996The Econometric Analysis of Economic Policy. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article24
1996The Econometric Analysis of Economic Policy..(1996) In: Economics Working Papers.
[Citation analysis]
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2003Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2003Consistent Model Selection by an Automatic Gets Approach* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article26
2004We Ran One Regression In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article99
2004We Ran One Regression.(2004) In: Economics Papers.
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2005Regression Models with Data‐based Indicator Variables In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article24
2004Regression Models with Data-based Indicator Variables.(2004) In: Economics Papers.
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2004Regression Models with Data-based Indicator Variables.(2004) In: Economics Papers.
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2005Guest Editors’ Introduction: Information in Economic Forecasting In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article9
2005Evaluating a Model by Forecast Performance* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article8
2008Foreword In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2008Guest Editors’ Introduction to Special Issue on Encompassing In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article2
2008Log Income vs. Linear Income: An Application of the Encompassing Principle* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article6
1991Log Income vs. Linear Income: An Application of the Encompassing Principle.(1991) In: Working Papers.
[Citation analysis]
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2008Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article3
2013Model Selection in Equations with Many ‘Small’ Effects In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article2
2011Model Selection in Equations with Many Small Effects.(2011) In: Economics Series Working Papers.
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2012Model Selection in Equations with Many Small Effects.(2012) In: Working Paper series.
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1998The Demand for Broad Money in the United Kingdom, 1878–1993 In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article18
1997The demand for broad money in the United Kingdom, 1878-1993.(1997) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
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2004The Nobel Memorial Prize for Clive W. J. Granger In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article7
2016Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article2
1966SURVEY OF STUDENT INCOME AND EXPENDITURE AT ABERDEEN UNIVERSITY 1963-64 AND 1964-65 In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article0
1983Econometric Modelling: The Consumption Function in Retrospect. In: Scottish Journal of Political Economy.
[Citation analysis]		article31
2013Econometric Modelling: The ‘Consumption Function’ In Retrospect.(2013) In: Scottish Journal of Political Economy.
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1994Modelling Linear Dynamic Econometric Systems. In: Scottish Journal of Political Economy.
[Citation analysis]		article64
1997The Implications for Econometric Modelling of Forecast Failure In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article0
2013Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220 In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article0
Beyer-Doornik-Hendry In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]		paper0
2008Economic Forecasting in a Changing World In: Capitalism and Society.
[Full Text][Citation analysis]		article14
2009Comment on Excessive Ambitions (by Jon Elster) In: Capitalism and Society.
[Full Text][Citation analysis]		article0
2011Econometric Modelling of Time Series with Outlying Observations In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article11
2011Evaluating Automatic Model Selection In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article35
2010Evaluating Automatic Model Selection.(2010) In: Economics Series Working Papers.
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2007AUTOMATIC TESTS for SUPER EXOGENEITY In: Working Papers de Economia (Economics Working Papers).
[Full Text][Citation analysis]		paper6
1985Small-Sample Properties of ARCH Estimators and Tests. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article37
1987Recent developments in the theory of encompassing In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper10
1983The econometric analysis of economic time series In: LIDAM Reprints CORE.
[Citation analysis]		paper19
2006Forecasting Economic Aggregates by Disaggregates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper41
2006Forecasting economic aggregates by disaggregates.(2006) In: Working Paper Series.
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1985Procrustean Econometrics: Stretching and Squeezing Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
1995The Foundations of Econometric Analysis In: Cambridge Books.
[Citation analysis]		book46
1997The Foundations of Econometric Analysis.(1997) In: Cambridge Books.
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1998Forecasting Economic Time Series In: Cambridge Books.
[Citation analysis]		book472
1998Forecasting Economic Time Series.(1998) In: Cambridge Books.
[Citation analysis]
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1996Encompassing and Specificity In: Econometric Theory.
[Full Text][Citation analysis]		article5
2003J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY In: Econometric Theory.
[Full Text][Citation analysis]		article8
2005A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING In: Econometric Theory.
[Full Text][Citation analysis]		article9
2015MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY In: Econometric Theory.
[Full Text][Citation analysis]		article21
2012Model Discovery and Trygve Haavelmos Legacy.(2012) In: Economics Series Working Papers.
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2017John Denis Sargan at the London School of Economics In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
1975Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper5
1975The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
1975A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
2001Economic forecasting: some lessons from recent research In: Working Paper Series.
[Full Text][Citation analysis]		paper72
2002Economic Forecasting: Some Lessons from Recent Research.(2002) In: Royal Economic Society Annual Conference 2002.
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2003Economic forecasting: some lessons from recent research.(2003) In: Economic Modelling.
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2001Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Papers.
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2001Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Series Working Papers.
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2003The Properties of Automatic Gets Modelling In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]		paper138
2005The Properties of Automatic GETS Modelling.(2005) In: Economic Journal.
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2003The Properties of Automatic Gets Modelling.(2003) In: Economics Papers.
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1993The Demand for M1 in the USA: A Reply. In: Economic Journal.
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1995Macro-economic Forecasting and Modelling. In: Economic Journal.
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1995Econometrics and Business Cycle Empirics. In: Economic Journal.
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1997John Denis Sargan. In: Economic Journal.
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1997The Econometrics of Macroeconomic Forecasting. In: Economic Journal.
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2001Constructing Historical Euro-Zone Data. In: Economic Journal.
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2000Constructing Historical Euro-Zone Data..(2000) In: Economics Working Papers.
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1978Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England. In: Economic Journal.
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1978Econometric Modelling of the Aggregate Time-Series Relationship between Consumers Expenditure and Income in the United Kingdom. In: Economic Journal.
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1988Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment. In: Economic Journal.
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2004Unpredictability and the Foundations of Economic Forecasting In: Econometric Society 2004 Australasian Meetings.
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2004Unpredictability and the Foundations of Economic Forecasting.(2004) In: Economics Papers.
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1974Stochastic Specification in an Aggregate Demand Model of the United Kingdom. In: Econometrica.
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1977The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems. In: Econometrica.
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2000A General Forecast-error Taxonomy In: Econometric Society World Congress 2000 Contributed Papers.
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1998Foreword by the Editors In: Econometrics Journal.
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1999Improving on Data mining reconsidered by K.D. Hoover and S.J. Perez In: Econometrics Journal.
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2002Modelling methodology and forecast failure In: Econometrics Journal.
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2004Pooling of forecasts In: Econometrics Journal.
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2001Pooling of Forecasts.(2001) In: Economics Papers.
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1997On congruent econometric relations : A comment In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article8
2001Computer automation of general-to-specific model selection procedures In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article149
2000Computer Automation of General-to-Specific Model Selection Procedures.(2000) In: Economics Series Working Papers.
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1999Computer Automation of General-to-Specific Model Selection Procedures.(1999) In: Computing in Economics and Finance 1999.
[Citation analysis]
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1984Monte carlo experimentation in econometrics In: Handbook of Econometrics.
[Full Text][Citation analysis]		chapter46
1984Dynamic specification In: Handbook of Econometrics.
[Full Text][Citation analysis]		chapter142
2006Forecasting with Breaks In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]		chapter47
2011On adding over-identifying instrumental variables to simultaneous equations In: Economics Letters.
[Full Text][Citation analysis]		article1
2001Achievements and challenges in econometric methodology In: Journal of Econometrics.
[Full Text][Citation analysis]		article19
1980Autoreg: a computer program library for dynamic econometric models with autoregressive errors In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
2006Robustifying forecasts from equilibrium-correction systems In: Journal of Econometrics.
[Full Text][Citation analysis]		article51
2010Forecasting with equilibrium-correction models during structural breaks In: Journal of Econometrics.
[Full Text][Citation analysis]		article17
2008Forecasting with Equilibrium-correction Models during Structural Breaks.(2008) In: Economics Series Working Papers.
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2010A low-dimension portmanteau test for non-linearity In: Journal of Econometrics.
[Full Text][Citation analysis]		article19
2010A Low-Dimension Portmanteau Test for Non-linearity.(2010) In: Economics Series Working Papers.
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2012Model selection when there are multiple breaks In: Journal of Econometrics.
[Full Text][Citation analysis]		article46
2008Model Selection when there are Multiple Breaks.(2008) In: Economics Series Working Papers.
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1981Model formulation to simplify selection when specification is uncertain In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2013Forecasting by factors, by variables, by both or neither? In: Journal of Econometrics.
[Full Text][Citation analysis]		article22
2014Model selection in under-specified equations facing breaks In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
2010Model Selection in Under-specified Equations Facing Breaks.(2010) In: Economics Series Working Papers.
[Full Text][Citation analysis]
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2014Unpredictability in economic analysis, econometric modeling and forecasting In: Journal of Econometrics.
[Full Text][Citation analysis]		article15
2013Unpredictability in Economic Analysis, Econometric Modeling and Forecasting.(2013) In: Economics Papers.
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2011Unpredictability in Economic Analyis, Econometric Modelling and Forecasting.(2011) In: Economics Series Working Papers.
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1982A reply to Professors Maasoumi and Phillips In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
1982On the formulation of empirical models in dynamic econometrics In: Journal of Econometrics.
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1974Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
1988Econometric analysis of small linear systems using PC-FIML In: Journal of Econometrics.
[Full Text][Citation analysis]		article8
1990An analogue model of phase-averaging procedures In: Journal of Econometrics.
[Full Text][Citation analysis]		article8
1987An analogue model of phase-averaging procedures.(1987) In: International Finance Discussion Papers.
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1976The structure of simultaneous equations estimators In: Journal of Econometrics.
[Full Text][Citation analysis]		article25
1993Testing superexogeneity and invariance in regression models In: Journal of Econometrics.
[Full Text][Citation analysis]		article138
1990TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS..(1990) In: Economics Series Working Papers.
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This paper has another version. Agregated cites: 138		paper
1994Encompassing in stationary linear dynamic models In: Journal of Econometrics.
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1996Cointegration tests in the presence of structural breaks In: Journal of Econometrics.
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1993Cointegration tests in the presence of structural breaks.(1993) In: International Finance Discussion Papers.
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1979The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors In: Journal of Econometrics.
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1981Interpreting econometric evidence : The behaviour of consumers expenditure in the UK In: European Economic Review.
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1991The response of consumption to income: A cross-country investigation : by John Y. Campbell and N. Gregory Mankiw In: European Economic Review.
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1991Modeling the demand for narrow money in the United Kingdom and the United States In: European Economic Review.
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1990Modeling the demand for narrow money in the United Kingdom and the United States.(1990) In: International Finance Discussion Papers.
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1997An empirical study of seasonal unit roots in forecasting In: International Journal of Forecasting.
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1998Forecasting economic processes In: International Journal of Forecasting.
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2005Non-parametric direct multi-step estimation for forecasting economic processes In: International Journal of Forecasting.
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2004Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes.(2004) In: Economics Papers.
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2004Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes.(2004) In: Economics Series Working Papers.
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2008Elusive return predictability: Discussion In: International Journal of Forecasting.
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2015Robust approaches to forecasting In: International Journal of Forecasting.
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2014Robust Approaches to Forecasting.(2014) In: Economics Series Working Papers.
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