47
H index
119
i10 index
9004
Citations
David F. Hendry : Citation Profile
Oxford University (98% share) | RESEARCH PRODUCTION: 158 Articles 138 Papers 8 Books 9 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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56 years (1966 - 2022). 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:
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Main data
Where David F. Hendry has published?
Recent works citing David F. Hendry (2022 and 2021)
| Year | Title of citing document | |
|---|---|---|
| 2020 | Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09. Full description at Econpapers || Download paper | |
| 2021 | Prediction: The Long and the Short of It. (2021). Heyen, Daniel ; Millner, Antony. In: American Economic Journal: Microeconomics. RePEc:aea:aejmic:v:13:y:2021:i:1:p:374-98. Full description at Econpapers || Download paper | |
| 2021 | Vertikale Preisbeziehungen - Beziehungen zwischen Erzeuger- und Verbraucherpreisen. (2021). von Cramon-Taubadel, Stephan. In: IAMO Discussion Papers. RePEc:ags:iamodp:310088. Full description at Econpapers || Download paper | |
| 2021 | Improving ERSs Net Cash Income Forecasts using USDA Baseline Projections. (2021). Bora, Siddhartha. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:310528. Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper | |
| 2021 | The Relationship between Financial Development and Foreign Direct Investmentand its Impact on Economic Growth ofPakistan. (2021). Parveen, Sabiha ; Jan, Dil ; Khan, Usmanullah ; Sibt, Muhammad. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:3:y:2021:i:1:p:27-37. Full description at Econpapers || Download paper | |
| 2021 | A revisit of the unemployment rate, interest rate, GDP growth and Inflation of Pakistan: Whether Structural break or unit root?. (2021). Urooj, Amena ; Khan, Faridoon ; Muhammadullah, Sara. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:3:y:2021:i:2:p:80-92. Full description at Econpapers || Download paper | |
| 2020 | Impact of manufacturing PMI on stock market index: A study on Turkey. (2020). Ozturk, Ozcan ; Osman, Asfia Binte ; Yanik, Ramazan. In: Journal of Administrative and Business Studies. RePEc:apb:jabsss:2020:p:104-108. Full description at Econpapers || Download paper | |
| 2020 | Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786. Full description at Econpapers || Download paper | |
| 2021 | Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949. Full description at Econpapers || Download paper | |
| 2022 | Real-Time Real Economic Activity: Exiting the Great Recession and Entering the Pandemic Recession. (2020). Diebold, Francis X. In: Papers. RePEc:arx:papers:2006.15183. Full description at Econpapers || Download paper | |
| 2022 | Lasso Inference for High-Dimensional Time Series. (2020). Smeekes, Stephan ; Wilms, Ines ; Adamek, Robert. In: Papers. RePEc:arx:papers:2007.10952. Full description at Econpapers || Download paper | |
| 2021 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
| 2021 | Quantum Technology for Economists. (2021). Hull, Isaiah ; Sattath, OR ; Wendin, Goran ; Diamanti, Eleni. In: Papers. RePEc:arx:papers:2012.04473. Full description at Econpapers || Download paper | |
| 2021 | Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques. (2020). Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2012.08155. Full description at Econpapers || Download paper | |
| 2021 | Forecasting Commodity Prices Using Long Short-Term Memory Neural Networks. (2021). Dia, Khadim ; Traore, Fousseini ; Ly, Racine. In: Papers. RePEc:arx:papers:2101.03087. Full description at Econpapers || Download paper | |
| 2021 | A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19. (2021). Corona, Francisco ; Gonz, Graciela ; L'Opez, Jes'Us. In: Papers. RePEc:arx:papers:2101.10383. Full description at Econpapers || Download paper | |
| 2021 | Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem. (2021). Zoia, Maria Grazia ; Faliva, Mario. In: Papers. RePEc:arx:papers:2102.10626. Full description at Econpapers || Download paper | |
| 2021 | General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Papers. RePEc:arx:papers:2102.13393. Full description at Econpapers || Download paper | |
| 2021 | The role of Common Agricultural Policy (CAP) in enhancing and stabilising farm income: an analysis of income transfer efficiency and the Income Stabilisation Tool. (2021). Luigi, Biagini ; Severini, Simone. In: Papers. RePEc:arx:papers:2104.14188. Full description at Econpapers || Download paper | |
| 2021 | Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey. (2021). Rodrigo, Tomasa ; Ortiz, Alvaro ; Isa, Berk Orkun ; Mert, Seda Guler ; Barlas, Ali B ; Yazgan, Ege ; Soybilgen, Baris. In: Papers. RePEc:arx:papers:2107.03299. Full description at Econpapers || Download paper | |
| 2022 | Encompassing Tests for Nonparametric Regressions. (2022). Lapenta, Elia ; Lavergne, Pascal. In: Papers. RePEc:arx:papers:2203.06685. Full description at Econpapers || Download paper | |
| 2022 | GAM(L)A: An econometric model for interpretable Machine Learning. (2022). Laurent, S'Ebastien ; Hu, Sullivan ; Hacheme, Gilles ; Flachaire, Emmanuel. In: Papers. RePEc:arx:papers:2203.11691. Full description at Econpapers || Download paper | |
| 2022 | A Network Approach to Consumption. (2022). Mayerhoffer, Daniel M ; Schulz, Jan. In: Papers. RePEc:arx:papers:2203.14259. Full description at Econpapers || Download paper | |
| 2022 | Causal Discovery of Macroeconomic State-Space Models. (2022). Hall-Hoffarth, Emmet. In: Papers. RePEc:arx:papers:2204.02374. Full description at Econpapers || Download paper | |
| 2021 | Risk Analysis of China Stock Market During Economic Downturns–Based on GARCH-VaR and Wavelet Transformation Approaches. (2021). Tang, Zijie ; Li, Lei ; Cui, Yiwen. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:322-336. Full description at Econpapers || Download paper | |
| 2021 | . Full description at Econpapers || Download paper | |
| 2021 | Divisia Aggregates: A Literature Review and an Application to the Demand for Money in Paraguay. (2021). Sosa, Luis Molinas. In: Ensayos Económicos. RePEc:bcr:ensayo:v:1:y:2021:i:77:p:33-49. Full description at Econpapers || Download paper | |
| 2020 | On the Drivers of Inflation in Different Monetary Regimes. (2020). Diaz, Daniel Garces. In: Working Papers. RePEc:bdm:wpaper:2020-16. Full description at Econpapers || Download paper | |
| 2020 | Private Banking Credit and Economic Growth in Mexico: A State Level Panel Data Analysis 2005-2018. (2020). Flores, Miguel A ; Torre, Leonardo E. In: Working Papers. RePEc:bdm:wpaper:2020-17. Full description at Econpapers || Download paper | |
| 2021 | Nowcasting Colombian Economic Activity: DFM and Factor-MIDAS approaches. (2021). Rojas-Martinez, Carlos D ; Martinez-Cortes, Nicolas ; Galeano-Ramirez, Franky Juliano. In: Borradores de Economia. RePEc:bdr:borrec:1168. Full description at Econpapers || Download paper | |
| 2021 | Unraveling the Exogenous Forces Behind Analysts’ Macroeconomic Forecasts. (2021). Naranjo-Saldarriaga, Sara ; Moreno-Arias, Nicolas ; Forero-Alvarado, Santiago ; de Castro-Valderrama, Marcela. In: Borradores de Economia. RePEc:bdr:borrec:1184. Full description at Econpapers || Download paper | |
| 2021 | Nonconscious cognitive reasoning: A neglected ability shaping economic behavior. (2021). Curtin, Richard. In: Journal of Behavioral Economics for Policy. RePEc:beh:jbepv1:v:5:y:2021:i:s3:p:35-43. Full description at Econpapers || Download paper | |
| 2021 | L’importance du lien entre changement climatique et population pour le développement économique. (2021). Lesterquy, Pauline. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2021:236:05. Full description at Econpapers || Download paper | |
| 2020 | Use of Machine Learning Methods to Forecast Investment in Russia. (2020). Gareev, Mikhail. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:35-56. Full description at Econpapers || Download paper | |
| 2020 | Shocks 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. Full description at Econpapers || Download paper | |
| 2021 | INTERNATIONAL TRANSMISSION MECHANISM AND WORLD BUSINESS CYCLE. (2021). Shen, Yifan ; Abeysinghe, Tilak. In: Economic Inquiry. RePEc:bla:ecinqu:v:59:y:2021:i:1:p:510-531. Full description at Econpapers || Download paper | |
| 2021 | Macroeconomic Inequality from Reagan to Trump. Market Power, Wage Repression, Asset Price Inflation, and Industrial Decline. (2021). Komlos, John. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:318:p:450-453. Full description at Econpapers || Download paper | |
| 2021 | Measuring the impact of clean energy production on CO2 abatement in Denmark: Upper bound estimation and forecasting. (2021). Santucci de Magistris, Paolo ; Datta Gupta, Nabanita ; Christensen, Bent Jesper. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:1:p:118-149. Full description at Econpapers || Download paper | |
| 2021 | Sparsity concepts and estimation procedures for high?dimensional vector autoregressive models. (2021). Paparoditis, Efstathios ; Krampe, Jonas. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:5-6:p:554-579. Full description at Econpapers || Download paper | |
| 2022 | Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2022). Schweikert, Karsten. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:83-104. Full description at Econpapers || Download paper | |
| 2022 | On causal and non?causal cointegrated vector autoregressive time series. (2022). Swensen, Anders Rygh ; RyghSwensen, Anders. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:178-196. Full description at Econpapers || Download paper | |
| 2021 | The Consumption Euler Equation or the Keynesian Consumption Function?. (2021). Jansen, Eilev S ; Cappelen, Dne ; Boug, PL ; Swensen, Anders Rygh ; RyghSwensen, Anders. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:1:p:252-272. Full description at Econpapers || Download paper | |
| 2021 | Discovering Specific Common Trends in a Large Set of Disaggregates: Statistical Procedures, their Properties and an Empirical Application. (2021). Carlomagno, Guillermo ; Espasa, Antoni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:641-662. Full description at Econpapers || Download paper | |
| 2021 | Euro Area Income and Wealth Effects: Aggregation Issues. (2021). Zekaite, Zivile ; de Bondt, Gabe ; Herrero, Pablo ; Gieseck, Arne. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:6:p:1454-1474. Full description at Econpapers || Download paper | |
| 2021 | The effects of external shocks on the business cycle in China: A structural change perspective. (2021). Wagner, Helmut ; Murach, Michael. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:3:p:681-702. Full description at Econpapers || Download paper | |
| 2021 | Nowcasting South African gross domestic product using a suite of statistical models. (2021). Steenkamp, Daan ; Botha, Byron ; van Jaarsveld, Rossouw ; Reid, Geordie ; Olds, Tim. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:526-554. Full description at Econpapers || Download paper | |
| 2021 | Evaluating strange forecasts: The curious case of football match scorelines. (2021). Singleton, Carl ; Reade, J ; Brown, Alasdair. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:2:p:261-285. Full description at Econpapers || Download paper | |
| 2021 | Towards adopting inflation targeting: The credibility and limitations of monetary policy under the fixed exchange system—the case of Jordan. (2021). Cuestas, Juan ; Abu Asab, Noura. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:262-285. Full description at Econpapers || Download paper | |
| 2020 | Nowcasting Norwegian household consumption with debit card transaction data. (2020). Fastb, Tuva Marie ; Aastveit, Knut Are ; Torstensen, Kjersti Nss ; Paulsen, Kenneth Sterhagen ; Granziera, Eleonora. In: Working Paper. RePEc:bno:worpap:2020_17. Full description at Econpapers || Download paper | |
| 2021 | Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915. Full description at Econpapers || Download paper | |
| 2021 | Disaggregate income and wealth effects on private consumption in Greece. (2021). Pavlou, Georgia ; Sideris, Dimitrios. In: Working Papers. RePEc:bog:wpaper:293. Full description at Econpapers || Download paper | |
| 2021 | Growing Apart or Moving Together? Synchronization of Informal and Formal Economy Cycles Abstract:. (2021). Elgin, Ceyhun ; Kse, Ayhan M ; Yu, Shu ; Ohnsorge, Franziska. In: Working Papers. RePEc:bou:wpaper:2021/04. Full description at Econpapers || Download paper | |
| 2020 | A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior. (2020). Yukai, Yang ; Mns, Unosson ; Sebastian, Ankargren. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:2:p:41:n:4. Full description at Econpapers || Download paper | |
| 2021 | Variable Selection in Regression Models Using Global Sensitivity Analysis. (2021). Paruolo, Paolo ; Andrea, Saltelli ; William, Becker. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:2:p:187-233:n:5. Full description at Econpapers || Download paper | |
| 2020 | The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach. (2020). lucey, brian ; Bekiros, Stelios ; Brian, Lucey ; Stelios, Bekiros ; Christos, Avdoulas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:4:p:23:n:4. Full description at Econpapers || Download paper | |
| 2020 | Altruism born of suffering? The impact of an adverse health shock on pro-social behaviour. (2020). Smith, Sarah ; Petrie, Dennis ; Black, Nicole ; de Gruyter, Elaine. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:20/736. Full description at Econpapers || Download paper | |
| 2020 | Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2020). Sheng, Xuguang ; Peng, Huaming ; Lahiri, Kajal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8810. Full description at Econpapers || Download paper | |
| 2021 | Capital Flows and Emerging Markets Fluctuations. (2021). Lorca, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:898. Full description at Econpapers || Download paper | |
| 2021 | Searching for the Best Inflation Forecasters within a Consumer Perceptions Survey: Microdata Evidence from Chile. (2021). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:899. Full description at Econpapers || Download paper | |
| 2021 | The dynamics of oil prices, COVID-19, and exchange rates in five emerging economies in the atypical first quarter of 2020. (2021). Villarreal-Samaniego, Dacio. In: Estudios Gerenciales. RePEc:col:000129:019208. Full description at Econpapers || Download paper | |
| 2020 | Global Macro-Financial Cycles and Spillovers. (2020). Ha, Jongrim ; Kose, Ayhan ; Otrok, Christopher ; Prasad, Eswar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14404. Full description at Econpapers || Download paper | |
| 2021 | Dynamic factor models: does the specification matter?. (2021). Miranda, Karen Alejandra ; Poncela, Pilar ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32210. Full description at Econpapers || Download paper | |
| 2021 | Grounded in Methodology, Certified by Journals: The Rise and Evolution of a Mainstream in Economics. (2021). Pensieroso, Luca ; DeVroey, Michel ; de Vroey, Michel. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2021015. Full description at Econpapers || Download paper | |
| 2021 | Short- to medium-run forecasting of mobility with dynamic linear models. (2021). Visser, Hans ; Husby, Trond. In: Demographic Research. RePEc:dem:demres:v:45:y:2021:i:28. Full description at Econpapers || Download paper | |
| 2020 | Why is the Hong Kong housing market unaffordable? Some stylized facts and estimations. (2020). TANG, Edward Chi Ho ; Leung, Charles ; Ho, Edward Chi ; Yiu, Joe Cho. In: ISER Discussion Paper. RePEc:dpr:wpaper:1081. Full description at Econpapers || Download paper | |
| 2021 | TRADE OPENNESS AND ECONOMIC GROWTH IN MOZAMBIQUE. (2021). Fanta, Ashenafi Beyene ; Mashimbye, Lawrence. In: Regional and Sectoral Economic Studies. RePEc:eaa:eerese:v:21:y2021:i:2_3. Full description at Econpapers || Download paper | |
| 2021 | Effects of discretionary fiscal policy and fiscal communication on fiscal credibility: Empirical evidence from Brazil. (2021). Luna, Paulo Henrique ; Montes, Gabriel Caldas. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00873. Full description at Econpapers || Download paper | |
| 2021 | ECB-Global 2.0: a global macroeconomic model with dominant-currency pricing, tariffs and trade diversion. (2021). Georgiadis, Georgios ; Schumann, Ben ; Ricci, Martino ; Hildebrand, Sebastian ; van Roye, Bjorn. In: Working Paper Series. RePEc:ecb:ecbwps:20212530. Full description at Econpapers || Download paper | |
| 2021 | Capital flows-at-risk: push, pull and the role of policy. (2021). Sokol, Andrej ; Eguren Martin, Fernando ; Oneill, Cian ; von Dem, Lukas ; Eguren-Martin, Fernando. In: Working Paper Series. RePEc:ecb:ecbwps:20212538. Full description at Econpapers || Download paper | |
| 2020 | Stationarity 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. Full description at Econpapers || Download paper | |
| 2021 | The Causal Relationship between, Electricity Consumption and Economic Growth in Kingdom of Saudi Arabia: A Dynamic Causality Test. (2021). Khader, Sumaya Awad ; Mohammed, Ibrahim Abdelrasoul ; Boujedra, Faouzi Hedi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-41. Full description at Econpapers || Download paper | |
| 2021 | Study on the cointegration relationship between water supply and demand in the irrigation district with structural breaks. (2021). Shi, Xixi ; Li, Jiayi ; Xiao, Honglin ; Zhang, Jinping. In: Agricultural Water Management. RePEc:eee:agiwat:v:258:y:2021:i:c:s037837742100473x. Full description at Econpapers || Download paper | |
| 2022 | China’s pathways to peak carbon emissions: New insights from various industrial sectors. (2022). Song, Junnian ; He, Jianjian ; Tang, Yiqi ; Li, Chenglin ; Fang, Kai. In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921013349. Full description at Econpapers || Download paper | |
| 2022 | Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach. (2022). Wichitaksorn, Nuttanan. In: Journal of Asian Economics. RePEc:eee:asieco:v:78:y:2022:i:c:s1049007821001494. Full description at Econpapers || Download paper | |
| 2020 | Exploiting ergodicity in forecasts of corporate profitability. (2020). Milaković, Mishael ; Alfarano, Simone ; Mundt, Philipp. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919302155. Full description at Econpapers || Download paper | |
| 2021 | A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts. (2021). Kurita, Takamitsu ; Castle, Jennifer L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:128:y:2021:i:c:s0165188921000749. Full description at Econpapers || Download paper | |
| 2021 | Asymmetric impacts of economic policy uncertainty, capital cost, and raw material cost on China’s investment. (2021). Li, Fangfang ; Tian, Hao ; Pei, Hongxia ; Long, Shaobo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:129-144. Full description at Econpapers || Download paper | |
| 2021 | Quantifying sovereign risk in the euro area. (2021). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:76-96. Full description at Econpapers || Download paper | |
| 2021 | Measuring real–financial connectedness in the U.S. economy. (2021). Yilmaz, Kamil ; Uluceviz, Erhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001637. Full description at Econpapers || Download paper | |
| 2022 | Increasing storm risk, structural defense, and house prices in the Florida Keys. (2022). Kaufmann, Robert K ; Pollack, Adam B. In: Ecological Economics. RePEc:eee:ecolec:v:194:y:2022:i:c:s092180092200012x. Full description at Econpapers || Download paper | |
| 2021 | Did colonisation matter for comparative economic complexity?. (2021). Nvuh-Njoya, Youssouf ; Keneck-Massil, Joseph. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001282. Full description at Econpapers || Download paper | |
| 2020 | Statistical 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. Full description at Econpapers || Download paper | |
| 2021 | Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:833-860. Full description at Econpapers || Download paper | |
| 2021 | Boosting high dimensional predictive regressions with time varying parameters. (2021). Ng, Serena ; Yousuf, Kashif. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:60-87. Full description at Econpapers || Download paper | |
| 2021 | Forecasting stock returns with large dimensional factor models. (2021). Soccorsi, Stefano ; Massacci, Daniele ; Giovannelli, Alessandro. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:252-269. Full description at Econpapers || Download paper | |
| 2021 | Estimating income and price elasticities of residential electricity demand with Autometrics. (2021). Pellini, Elisabetta. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003078. Full description at Econpapers || Download paper | |
| 2021 | Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors. (2021). Koopman, Siem Jan ; Hillebrand, Eric ; Bennedsen, Mikkel. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000232. Full description at Econpapers || Download paper | |
| 2021 | Exogeneity in climate econometrics. (2021). Pretis, Felix. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s014098832100027x. Full description at Econpapers || Download paper | |
| 2021 | Climate change awareness: Empirical evidence for the European Union. (2021). Morana, Claudio ; Baiardi, Donatella. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000682. Full description at Econpapers || Download paper | |
| 2021 | Socio-macroeconomic impacts of implementing different post-Brexit UK energy reduction targets to 2030. (2021). Pollitt, Hector ; Clements, Lucy ; Brockway, Paul E ; Nieto, Jaime ; Barrett, John ; Sakai, Marco. In: Energy Policy. RePEc:eee:enepol:v:158:y:2021:i:c:s0301421521004262. Full description at Econpapers || Download paper | |
| 2021 | Study on the impacts of Shanghai crude oil futures on global oil market and oil industry based on VECM and DAG models. (2021). Di, Peng ; Zhang, QI ; Farnoosh, Arash. In: Energy. RePEc:eee:energy:v:223:y:2021:i:c:s0360544221002991. Full description at Econpapers || Download paper | |
| 2021 | Can both Bitcoin and gold serve as safe-haven assets? — A comparative analysis based on the NARDL model. (2021). Lang, Kun ; Tian, Hao ; Pei, Hongxia ; Long, Shaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002404. Full description at Econpapers || Download paper | |
| 2021 | Measuring the systemic importance of banks. (2021). Sakellaris, Plutarchos ; Moratis, Georgios. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000383. Full description at Econpapers || Download paper | |
| 2021 | Wood market cartel in Finland 1997–2004: Analyzing price effects using the indicator approach. (2021). Toppinen, Anne ; Wang, Lanhui ; Korhonen, Jaana ; Kuuluvainen, Jari. In: Forest Policy and Economics. RePEc:eee:forpol:v:124:y:2021:i:c:s1389934120307061. Full description at Econpapers || Download paper | |
| 2021 | Nowcasting Russian GDP using forecast combination approach. (2021). Zhemkov, Michael. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:10-24. Full description at Econpapers || Download paper | |
| 2020 | Election forecasts: Cracking the Danish case. (2020). Lewis-Beck, Michael S ; Nadeau, Richard. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:892-898. Full description at Econpapers || Download paper | |
| 2021 | Boosting 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. Full description at Econpapers || Download paper | |
| 2021 | On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation. (2021). Kunst, Robert ; Costantini, Mauro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:445-460. Full description at Econpapers || Download paper | |
| 2021 | Treating and Pruning: New approaches to forecasting model selection and combination using prediction intervals. (2021). Jeon, Jooyoung ; Cyrino, Fernando Luiz ; Meira, Erick. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:547-568. Full description at Econpapers || Download paper | |
| 2021 | Forecast encompassing tests for the expected shortfall. (2021). Schnaitmann, Julie ; Dimitriadis, Timo. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:604-621. Full description at Econpapers || Download paper | |
| 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:
| Year | Title | Type | Cited |
|---|
Works by David F. Hendry:
| Year | Title | Type | Cited |
|---|---|---|---|
| 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 | 1 |
| 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: 1 | paper | |
| 2002 | Forecast Failure, Expectations Formation and the Lucas Critique In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 9 |
| 2000 | Forecast Failure, Expectations Formation, and the Lucas Critique.(2000) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | 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 | 111 |
| 1989 | An 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] This paper has another version. Agregated cites: 111 | paper | |
| 2000 | Explaining Cointegration Analysis: Part 1 In: The Energy Journal. [Full Text][Citation analysis] | article | 259 |
| 2001 | Explaining Cointegration Analysis: Part II.(2001) In: The Energy Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 259 | article | |
| 2000 | Explaining Cointegration Analysis: Part II.(2000) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 259 | paper | |
| 1996 | MULTI-STEP ESTIMATION FOR FORECASTING In: Economic Research Papers. [Full Text][Citation analysis] | paper | 79 |
| 1996 | Multi-step Estimation for Forecasting..(1996) In: Oxford Bulletin of Economics and Statistics. [Citation analysis] This paper has another version. Agregated cites: 79 | article | |
| 1996 | Multi-Step Estimation for Forecasting.(1996) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 79 | paper | |
| 1998 | FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS In: Economic Research Papers. [Full Text][Citation analysis] | paper | 41 |
| 2001 | Forecasting with difference-stationary and trend-stationary models.(2001) In: Econometrics Journal. [Citation analysis] This paper has another version. Agregated cites: 41 | article | |
| 2000 | Forecasting with Difference-Stationary and Trend-Stationary Models.(2000) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 1998 | Forecasting with Difference-Stationary and Trend-Stationary Models..(1998) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 1979 | EXOGENEITY In: Economic Research Papers. [Full Text][Citation analysis] | paper | 48 |
| 1983 | Exogeneity.(1983) In: LIDAM Reprints CORE. [Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 1983 | Exogeneity..(1983) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | article | |
| 1979 | Exogeneity.(1979) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 2022 | Forecasting: theory and practice In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 1998 | Exogeneity, Cointegration, and Economic Policy Analysis. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 85 |
| 1998 | Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
| 2007 | Co-Breaking: Recent Advances and a Synopsis of the Literature In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 44 |
| 2011 | Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 121 |
| 2010 | Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 121 | paper | |
| 2011 | Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 121 | article | |
| 2000 | Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
| 2000 | Reconstructing Aggregate Euro?zone Data In: Journal of Common Market Studies. [Full Text][Citation analysis] | article | 25 |
| 1998 | Inference in Cointegrating Models: UK M1 Revisited In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 88 |
| 2002 | Applied Econometrics without Sinning In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 7 |
| 2016 | DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 17 |
| 2016 | Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation.(2016) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 1996 | Obituary: Jan Tinbergen, 1903–94 In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 0 |
| 1983 | On High and Low R2 Contributions. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 1 |
| 1984 | An Econometric Model of United Kingdom Building Societies. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 5 |
| 1986 | Using PC-GIVE in Econometrics Teaching. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 4 |
| 1986 | Econometric Modelling with Cointegrated Variables: An Overview. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 142 |
| 1991 | Using PC-NAIVE in Teaching Econometrics. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 0 |
| 1992 | Testing Integration and Cointegration: An Overview. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 19 |
| 1996 | The Econometric Analysis of Economic Policy. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 26 |
| 1996 | The Econometric Analysis of Economic Policy..(1996) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2003 | Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2003 | Consistent Model Selection by an Automatic Gets Approach* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 34 |
| 2004 | We Ran One Regression In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 110 |
| 2004 | We Ran One Regression.(2004) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 110 | paper | |
| 2005 | Regression Models with Data?based Indicator Variables In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 24 |
| 2004 | Regression Models with Data-based Indicator Variables.(2004) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2004 | Regression Models with Data-based Indicator Variables.(2004) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2005 | Guest Editors’ Introduction: Information in Economic Forecasting In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 10 |
| 2005 | Evaluating a Model by Forecast Performance* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 10 |
| 2008 | Foreword In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Guest Editors’ Introduction to Special Issue on Encompassing In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2008 | Log Income vs. Linear Income: An Application of the Encompassing Principle* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 8 |
| 1991 | Log Income vs. Linear Income: An Application of the Encompassing Principle.(1991) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2008 | Linear vs. Log?linear Unit?Root Specification: An Application of Mis?specification Encompassing* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2013 | Model Selection in Equations with Many ‘Small’ Effects In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2011 | Model Selection in Equations with Many Small Effects.(2011) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2012 | Model Selection in Equations with Many Small Effects.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1998 | The Demand for Broad Money in the United Kingdom, 1878–1993 In: Scandinavian Journal of Economics. [Full Text][Citation analysis] | article | 21 |
| 1997 | The demand for broad money in the United Kingdom, 1878-1993.(1997) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2004 | The Nobel Memorial Prize for Clive W. J. Granger In: Scandinavian Journal of Economics. [Full Text][Citation analysis] | article | 9 |
| 2016 | Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 2 |
| 1966 | SURVEY OF STUDENT INCOME AND EXPENDITURE AT ABERDEEN UNIVERSITY 1963-64 AND 1964-65 In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 1983 | Econometric Modelling: The Consumption Function in Retrospect. In: Scottish Journal of Political Economy. [Citation analysis] | article | 35 |
| 2013 | Econometric Modelling: The ‘Consumption Function’ In Retrospect.(2013) In: Scottish Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | article | |
| 1994 | Modelling Linear Dynamic Econometric Systems. In: Scottish Journal of Political Economy. [Citation analysis] | article | 68 |
| 1997 | The Implications for Econometric Modelling of Forecast Failure In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 36 |
| 2013 | Retrospective 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] | article | 0 |
| 2021 | Modeling and forecasting the COVID?19 pandemic time?series data In: Social Science Quarterly. [Full Text][Citation analysis] | article | 0 |
| Beyer-Doornik-Hendry In: Instructional Stata datasets for econometrics. [Full Text][Citation analysis] | paper | 0 | |
| 2008 | Economic Forecasting in a Changing World In: Capitalism and Society. [Full Text][Citation analysis] | article | 18 |
| 2009 | Comment on Excessive Ambitions (by Jon Elster) In: Capitalism and Society. [Full Text][Citation analysis] | article | 1 |
| 2011 | Econometric Modelling of Time Series with Outlying Observations In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 15 |
| 2011 | Evaluating Automatic Model Selection In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 53 |
| 2010 | Evaluating Automatic Model Selection.(2010) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
| 2007 | AUTOMATIC TESTS for SUPER EXOGENEITY In: Working Papers de Economia (Economics Working Papers). [Full Text][Citation analysis] | paper | 5 |
| 1985 | Small-Sample Properties of ARCH Estimators and Tests. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 38 |
| 1987 | Recent developments in the theory of encompassing In: LIDAM Discussion Papers CORE. [Citation analysis] | paper | 10 |
| 1983 | The econometric analysis of economic time series In: LIDAM Reprints CORE. [Citation analysis] | paper | 23 |
| 2006 | Forecasting Economic Aggregates by Disaggregates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 50 |
| 2006 | Forecasting economic aggregates by disaggregates.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 50 | paper | |
| 1985 | Procrustean Econometrics: Stretching and Squeezing Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 1995 | The Foundations of Econometric Analysis In: Cambridge Books. [Citation analysis] | book | 49 |
| 1997 | The Foundations of Econometric Analysis.(1997) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 49 | book | |
| 1998 | Forecasting Economic Time Series In: Cambridge Books. [Citation analysis] | book | 480 |
| 1998 | Forecasting Economic Time Series.(1998) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 480 | book | |
| 1996 | Encompassing and Specificity In: Econometric Theory. [Full Text][Citation analysis] | article | 5 |
| 2003 | J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY In: Econometric Theory. [Full Text][Citation analysis] | article | 8 |
| 2005 | A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING In: Econometric Theory. [Full Text][Citation analysis] | article | 9 |
| 2015 | MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY In: Econometric Theory. [Full Text][Citation analysis] | article | 21 |
| 2012 | Model Discovery and Trygve Haavelmos Legacy.(2012) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| In: . [Full Text][Citation analysis] | article | 3 | |
| 1988 | Encompassing.(1988) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| In: . [Full Text][Citation analysis] | article | 1 | |
| 2001 | An Historical Perspective on Forecast Errors.(2001) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| In: . [Full Text][Citation analysis] | article | 30 | |
| 2009 | NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING.(2009) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
| In: . [Full Text][Citation analysis] | article | 1 | |
| 2017 | John Denis Sargan at the London School of Economics In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 1975 | Testing 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] | paper | 5 |
| 1975 | The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1975 | A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Economic forecasting: some lessons from recent research In: Working Paper Series. [Full Text][Citation analysis] | paper | 84 |
| 2002 | Economic Forecasting: Some Lessons from Recent Research.(2002) In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | paper | |
| 2003 | Economic forecasting: some lessons from recent research.(2003) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | article | |
| 2001 | Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | paper | |
| 2001 | Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 84 | paper | |
| 2003 | The Properties of Automatic Gets Modelling In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] | paper | 155 |
| 2005 | The Properties of Automatic GETS Modelling.(2005) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 155 | article | |
| 2003 | The Properties of Automatic Gets Modelling.(2003) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 155 | paper | |
| 1993 | The Demand for M1 in the USA: A Reply. In: Economic Journal. [Full Text][Citation analysis] | article | 3 |
| 1995 | Macro-economic Forecasting and Modelling. In: Economic Journal. [Full Text][Citation analysis] | article | 26 |
| 1995 | Econometrics and Business Cycle Empirics. In: Economic Journal. [Full Text][Citation analysis] | article | 18 |
| 1997 | John Denis Sargan. In: Economic Journal. [Full Text][Citation analysis] | article | 2 |
| 1997 | The Econometrics of Macroeconomic Forecasting. In: Economic Journal. [Full Text][Citation analysis] | article | 35 |
| 2001 | Constructing Historical Euro-Zone Data. In: Economic Journal. [Full Text][Citation analysis] | article | 121 |
| 2000 | Constructing Historical Euro-Zone Data..(2000) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 121 | paper | |
| 1978 | Serial 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. [Full Text][Citation analysis] | article | 133 |
| 1978 | Econometric Modelling of the Aggregate Time-Series Relationship between Consumers Expenditure and Income in the United Kingdom. In: Economic Journal. [Full Text][Citation analysis] | article | 448 |
| 1988 | Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment. In: Economic Journal. [Full Text][Citation analysis] | article | 7 |
| 2004 | Unpredictability and the Foundations of Economic Forecasting In: Econometric Society 2004 Australasian Meetings. [Citation analysis] | paper | 7 |
| 2004 | Unpredictability and the Foundations of Economic Forecasting.(2004) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 1974 | Stochastic Specification in an Aggregate Demand Model of the United Kingdom. In: Econometrica. [Full Text][Citation analysis] | article | 12 |
| 1977 | The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems. In: Econometrica. [Full Text][Citation analysis] | article | 4 |
| 2000 | A General Forecast-error Taxonomy In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 4 |
| 1998 | Foreword by the Editors In: Econometrics Journal. [Citation analysis] | article | 0 |
| 1999 | Improving on Data mining reconsidered by K.D. Hoover and S.J. Perez In: Econometrics Journal. [Citation analysis] | article | 57 |
| 2002 | Modelling methodology and forecast failure In: Econometrics Journal. [Full Text][Citation analysis] | article | 32 |
| 2004 | Pooling of forecasts In: Econometrics Journal. [Full Text][Citation analysis] | article | 210 |
| 2001 | Pooling of Forecasts.(2001) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 210 | paper | |
| 1997 | On congruent econometric relations : A comment In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 12 |
| 2001 | Computer automation of general-to-specific model selection procedures In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 160 |
| 2000 | Computer Automation of General-to-Specific Model Selection Procedures.(2000) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 160 | paper | |
| 1999 | Computer Automation of General-to-Specific Model Selection Procedures.(1999) In: Computing in Economics and Finance 1999. [Citation analysis] This paper has another version. Agregated cites: 160 | paper | |
| 1984 | Monte carlo experimentation in econometrics In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 81 |
| 1984 | Dynamic specification In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 143 |
| 2006 | Forecasting with Breaks In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 90 |
| 2011 | On adding over-identifying instrumental variables to simultaneous equations In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2001 | Achievements and challenges in econometric methodology In: Journal of Econometrics. [Full Text][Citation analysis] | article | 22 |
| 1980 | Autoreg: a computer program library for dynamic econometric models with autoregressive errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2006 | Robustifying forecasts from equilibrium-correction systems In: Journal of Econometrics. [Full Text][Citation analysis] | article | 56 |
| 2010 | Forecasting with equilibrium-correction models during structural breaks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 18 |
| 2008 | Forecasting with Equilibrium-correction Models during Structural Breaks.(2008) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2010 | A low-dimension portmanteau test for non-linearity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 24 |
| 2010 | A Low-Dimension Portmanteau Test for Non-linearity.(2010) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2012 | Model selection when there are multiple breaks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 56 |
| 2008 | Model Selection when there are Multiple Breaks.(2008) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 56 | paper | |
| 1981 | Model formulation to simplify selection when specification is uncertain In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Forecasting by factors, by variables, by both or neither? In: Journal of Econometrics. [Full Text][Citation analysis] | article | 25 |
| 2014 | Model selection in under-specified equations facing breaks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2010 | Model Selection in Under-specified Equations Facing Breaks.(2010) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2014 | Unpredictability in economic analysis, econometric modeling and forecasting In: Journal of Econometrics. [Full Text][Citation analysis] | article | 22 |
| 2013 | Unpredictability in Economic Analysis, Econometric Modeling and Forecasting.(2013) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2011 | Unpredictability in Economic Analyis, Econometric Modelling and Forecasting.(2011) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 1982 | A reply to Professors Maasoumi and Phillips In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 1982 | On the formulation of empirical models in dynamic econometrics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 140 |
| 1974 | Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
| 1988 | Econometric analysis of small linear systems using PC-FIML In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
| 1990 | An analogue model of phase-averaging procedures In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
| 1987 | An analogue model of phase-averaging procedures.(1987) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 1976 | The structure of simultaneous equations estimators In: Journal of Econometrics. [Full Text][Citation analysis] | article | 29 |
| 1993 | Testing superexogeneity and invariance in regression models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 142 |
| 1990 | TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS..(1990) In: Economics Series Working Papers. [Citation analysis] This paper has another version. Agregated cites: 142 | paper | |
| 1994 | Encompassing in stationary linear dynamic models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
| 1996 | Cointegration tests in the presence of structural breaks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 118 |
| 1993 | Cointegration tests in the presence of structural breaks.(1993) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 118 | paper | |
| 1979 | The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
| 1981 | Interpreting econometric evidence : The behaviour of consumers expenditure in the UK In: European Economic Review. [Full Text][Citation analysis] | article | 33 |
| 1991 | The response of consumption to income: A cross-country investigation : by John Y. Campbell and N. Gregory Mankiw In: European Economic Review. [Full Text][Citation analysis] | article | 3 |
| 1991 | Modeling the demand for narrow money in the United Kingdom and the United States In: European Economic Review. [Full Text][Citation analysis] | article | 133 |
| 1990 | Modeling the demand for narrow money in the United Kingdom and the United States.(1990) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 133 | paper | |
| 1997 | An empirical study of seasonal unit roots in forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 44 |
| 1998 | Forecasting economic processes In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 50 |
| 2005 | Non-parametric direct multi-step estimation for forecasting economic processes In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 65 |
| 2004 | Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes.(2004) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | paper | |
| 2004 | Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes.(2004) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | paper | |
| 2008 | Elusive return predictability: Discussion In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2015 | Robust approaches to forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 19 |
| 2014 | Robust Approaches to Forecasting.(2014) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2017 | Evaluating multi-step system forecasts with relatively few forecast-error observations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 17 |
| 2016 | Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations.(2016) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2018 | Deciding between alternative approaches in macroeconomics In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 15 |
| 2016 | Deciding Between Alternative Approaches In Macroeconomics.(2016) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2020 | Card forecasts for M4 In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
| 2021 | Modelling non-stationary ‘Big Data’ In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2020 | Modelling Non-stationary Big Data.(2020) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2022 | Short-term forecasting of the coronavirus pandemic In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2009 | The long-run determinants of UK wages, 1860-2004 In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 18 |
| 2008 | The Long-Run Determinants of UK Wages, 1860-2004.(2008) In: Economics Series Working Papers. [Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 1992 | An econometric analysis of TV advertising expenditure in the United Kingdom In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 17 |
| 2006 | A comment on Specification searches in spatial econometrics: The relevance of Hendrys methodology In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 13 |
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| 2013 | Anthropogenic influences on atmospheric CO2 In: Chapters. [Full Text][Citation analysis] | chapter | 16 |
| 2011 | Anthropogenic Influences on Atmospheric CO2.(2011) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
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| 1985 | Conditional econometric modelling : an application to new house prices in the United Kingdom In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 1985 | Assertion without empirical basis : an econometric appraisal of monetary trends in ... the United Kingdom, by Milton Friedman and Anna J. Schwartz In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 1989 | Encompassing and rational expectations: how sequential corroboration can imply refutation In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
| 1999 | Encompassing and rational expectations: How sequential corroboration can imply refutation.(1999) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| 1993 | Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 2005 | General-to-specific modeling: an overview and selected bibliography In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 60 |
| 2017 | Milton Friedman and Data Adjustment In: IFDP Notes. [Full Text][Citation analysis] | paper | 0 |
| 1993 | An Econometric Analysis of Money Demand in Italy. In: Banca Italia - Servizio di Studi. [Citation analysis] | paper | 8 |
| 2021 | Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Detecting Location Shifts during Model Selection by Step-Indicator Saturation In: Econometrics. [Full Text][Citation analysis] | article | 49 |
| 2017 | Evaluating Forecasts, Narratives and Policy Using a Test of Invariance In: Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2021 | Selecting a Model for Forecasting In: Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2018 | Selecting a Model for Forecasting.(2018) In: Economics Series Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2021 | Forecasting Principles from Experience with Forecasting Competitions In: Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2006 | Saturation in Autoregressive Models In: Notas Económicas. [Full Text][Citation analysis] | article | 4 |
| 2020 | Smooth Robust Multi-Horizon Forecasts In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | Smooth Robust Multi-Horizon Forecasts.(2021) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2010 | Testing the Invariance of Expectations Models of Inflation In: Memorandum. [Full Text][Citation analysis] | paper | 17 |
| 2010 | Testing the Invariance of Expectations Models of Inflation.(2010) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 1971 | Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process. In: International Economic Review. [Full Text][Citation analysis] | article | 23 |
| 1974 | Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction. In: International Economic Review. [Full Text][Citation analysis] | article | 1 |
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| 1995 | Forecasting in Cointegration Systems. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 57 |
| 1996 | Intercept Corrections and Structural Change. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 96 |
| 2001 | A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2001 | Modelling UK inflation, 1875-1991 In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 44 |
| 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 | 20 |
| 2001 | Forecasting Non-Stationary Economic Time Series In: MIT Press Books. [Citation analysis] | book | 143 |
| 2020 | Climate Econometrics: An Overview In: Foundations and Trends(R) in Econometrics. [Full Text][Citation analysis] | article | 5 |
| 1994 | An evaluation of forecasting using leading indicators In: Economics Papers. [Full Text][Citation analysis] | paper | 9 |
| 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 | 3 |
| 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 |
| 2019 | Some forecasting principles from the M4 competition In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | A Short History of Macro-econometric Modelling In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017 In: Economics Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Robust Discovery of Regression Models In: Economics Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 In: Economics Papers. [Full Text][Citation analysis] | paper | 1 |
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| 1996 | The UK Demand for Broad Money over the Long run In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
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| 2000 | Reformulating Empirical Macroeconomic Modelling. In: Oxford Review of Economic Policy. [Citation analysis] | article | 15 |
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| 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 | 34 |
| 2017 | The future of macroeconomics: Macro theory and models at the Bank of England.(2017) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
| 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 | 22 |
| 1986 | Econometric Evaluation of Linear Macro-Economic Models In: Review of Economic Studies. [Full Text][Citation analysis] | article | 283 |
| 1992 | The Demand for M1 in the U.S.A., 1960–1988 In: Review of Economic Studies. [Full Text][Citation analysis] | article | 89 |
| 2000 | Modelling UK Inflation over the Long Run In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 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 | 7 |
| 2010 | Econometric Modelling of Changing Time Series In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2010 | An Automatic Test of Super Exogeneity In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 48 |
| 2010 | Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 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 | 19 |
| 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 | 5 |
| 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: 5 | 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 | 16 |
| 2011 | On Not Evaluating Economic Models by Forecast Outcomes In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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 | 5 |
| 2013 | Semi-automatic Non-linear Model selection In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2013 | Step-indicator Saturation In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 19 |
| 2013 | Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2014 | Statistical Model Selection with Big Data In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2016 | An Overview of Forecasting Facing Breaks In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 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: 12 | 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 | 1 |
| 2017 | The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 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: 3 | article | |
| 2020 | Identifying the Causal Role of CO2 during the Ice Ages In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Geoclimate, geopolitics, and the geovolatility of carbon-intensive equity returns In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Can the UK achieve net-zero greenhouse gas emissions by 2050? In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1990 | TESTING THE LUCAS CRITIQUE: A REVIEW. In: Economics Series Working Papers. [Citation analysis] | paper | 47 |
| 1989 | Testing the Lucas Critique: A Review.(1989) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
| 1990 | Testing the Lucas Critique: A Review.(1990) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | 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 | 45 |
| 1992 | Forecasting in Cointegrated Systems. In: Economics Series Working Papers. [Citation analysis] | paper | 24 |
| 1995 | Dynamic Econometrics In: OUP Catalogue. [Citation analysis] | book | 568 |
| 1993 | Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data In: OUP Catalogue. [Citation analysis] | book | 561 |
| 2000 | Econometrics: Alchemy or Science?: Essays in Econometric Methodology In: OUP Catalogue. [Citation analysis] | book | 43 |
| 2009 | The Methodology of Empirical Econometric Modeling: Applied Econometrics Through the Looking-Glass In: Palgrave Macmillan Books. [Citation analysis] | chapter | 15 |
| 2007 | The Bernoulli model, from Econometric Modeling: A Likelihood Approach In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 31 |
| 2007 | Preface to Econometric Modeling: A Likelihood Approach In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 42 |
| 2012 | Mis-specification Testing: Non-Invariance of Expectations Models of Inflation In: Working Paper series. [Full Text][Citation analysis] | paper | 6 |
| 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: 6 | article | |
| 2005 | Forecasting Aggregates by Disaggregates In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 17 |
| 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 | 137 |
| 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: 137 | 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 | 91 |
| 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 | 22 |
| 2021 | Oxford’s Contributions to Econometrics In: Springer Books. [Citation analysis] | chapter | 0 |
| 2005 | Bridging the Gap: Linking Economics and Econometrics In: Springer Books. [Citation analysis] | chapter | 12 |
| 2011 | Revisiting UK consumers expenditure: cointegration, breaks and robust forecasts In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 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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