45
H index
109
i10 index
7448
Citations
Oxford University (98% share) | 45 H index 109 i10 index 7448 Citations RESEARCH PRODUCTION: 147 Articles 133 Papers 8 Books 6 Chapters EDITOR: RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with David F. Hendry. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Model 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. Full description at Econpapers || Download paper | |
2020 | Farm 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. Full description at Econpapers || Download paper | |
2020 | Farm 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025. Full description at Econpapers || Download paper | |
2020 | Forecast Encompassing Tests for the Expected Shortfall. (2019). Schnaitmann, Julie ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1908.04569. Full description at Econpapers || Download paper | |
2020 | Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144. Full description at Econpapers || Download paper | |
2020 | 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 | |
2020 | The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation. (2020). Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:2005.01835. Full description at Econpapers || Download paper | |
2020 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2020 | Encompassing 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. Full description at Econpapers || Download paper | |
2020 | Forecasting With Factor-Augmented Quantile Autoregressions: A Model Averaging Approach. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.12263. Full description at Econpapers || Download paper | |
2020 | Commodity 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. Full description at Econpapers || Download paper | |
2020 | Bridge 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. 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 | |
2020 | A similarityâ€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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Carbon pricing and the elasticity of CO2 emissions. (2020). Pretis, F ; Dolphin, G ; Rafaty, R. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20116. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | States 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. Full description at Econpapers || Download paper | |
2020 | Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models. (2020). Favero, Carlo A ; Melone, Alessandro. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14417. Full description at Econpapers || Download paper | |
2020 | A Similarity-based Approach for Macroeconomic Forecasting. (2020). Dendramis, Yiannis ; Kapetanios, George ; Marcellino, Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14469. Full description at Econpapers || Download paper | |
2020 | Forecasting 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. Full description at Econpapers || Download paper | |
2020 | Macroeconomic 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. Full description at Econpapers || Download paper | |
2020 | The role of exchange rate in remittance inflows: Evidence from Indonesia. (2020). Kuncoro, Haryo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00900. Full description at Econpapers || Download paper | |
2020 | A cointegration model of money and wealth. (2020). Assenmacher, Katrin ; Beyer, Andreas. In: Working Paper Series. RePEc:ecb:ecbwps:20202365. Full description at Econpapers || Download paper | |
2020 | Weigh(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. Full description at Econpapers || Download paper | |
2020 | Revisiting 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. 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 | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Dynamic 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. Full description at Econpapers || Download paper | |
2020 | Machine 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. Full description at Econpapers || Download paper | |
2020 | Macroeconomic 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. Full description at Econpapers || Download paper | |
2020 | Forward-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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Inflation 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. Full description at Econpapers || Download paper | |
2020 | Sovereign 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. Full description at Econpapers || Download paper | |
2020 | Evaluating 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. Full description at Econpapers || Download paper | |
2020 | A time-varying diffusion index forecasting model. (2020). Zhang, Yonghui ; Wei, Jie. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302172. Full description at Econpapers || Download paper | |
2020 | Trends 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Global 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. Full description at Econpapers || Download paper | |
2020 | Econometric 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. 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 | |
2020 | Simple 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. Full description at Econpapers || Download paper | |
2020 | Microeconometric 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Electricity 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. Full description at Econpapers || Download paper | |
2020 | Regional 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. Full description at Econpapers || Download paper | |
2020 | Quantile 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. Full description at Econpapers || Download paper | |
2020 | Predicting 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. Full description at Econpapers || Download paper | |
2020 | Information, 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. Full description at Econpapers || Download paper | |
2020 | Too 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. Full description at Econpapers || Download paper | |
2020 | Forecasting 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. Full description at Econpapers || Download paper | |
2020 | Forecasting 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. Full description at Econpapers || Download paper | |
2020 | Election 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. Full description at Econpapers || Download paper | |
2020 | Automatic 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. Full description at Econpapers || Download paper | |
2020 | Forecasting 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. Full description at Econpapers || Download paper | |
2020 | GDP 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. 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 | |
2020 | Long-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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Likelihood-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. Full description at Econpapers || Download paper | |
2020 | How 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. Full description at Econpapers || Download paper | |
2020 | Policy 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. Full description at Econpapers || Download paper | |
2020 | Economic 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. Full description at Econpapers || Download paper | |
2020 | Natural 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. Full description at Econpapers || Download paper | |
2020 | Stationarity 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. Full description at Econpapers || Download paper | |
2020 | Optimising 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Is 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. Full description at Econpapers || Download paper | |
2020 | An 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. Full description at Econpapers || Download paper | |
2020 | Narrow 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. Full description at Econpapers || Download paper | |
2020 | Property prices and Covid-19 related administrative closures: What are the implications?. (2020). McQuinn, Kieran. In: Papers. RePEc:esr:wpaper:wp661. Full description at Econpapers || Download paper | |
2020 | Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach. (2020). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:88961. Full description at Econpapers || Download paper | |
2020 | Balanced 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. Full description at Econpapers || Download paper | |
2020 | Are 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. Full description at Econpapers || Download paper | |
2020 | Forecast Accuracy Matters for Hurricane Damage. (2020). Martinez, Andrew. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:18-:d:357835. Full description at Econpapers || Download paper | |
2020 | BACE 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. Full description at Econpapers || Download paper | |
2020 | Data 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. Full description at Econpapers || Download paper | |
2020 | Effects 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. Full description at Econpapers || Download paper | |
2020 | Elasticity 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. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | Do 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Revisiting 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. Full description at Econpapers || Download paper | |
2020 | Forecast Accuracy Matters for Hurricane Damages. (2020). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2020-003. Full description at Econpapers || Download paper | |
2020 | Nowcasting Unemployment Insurance Claims in the Time of COVID-19. (2020). Sinclair, Tara ; Larson, William D. In: Working Papers. RePEc:gwc:wpaper:2020-004. Full description at Econpapers || Download paper | |
2020 | Extracting Information from Different Expectations. (2020). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2020-008. Full description at Econpapers || Download paper | |
2020 | Assessing 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. Full description at Econpapers || Download paper | |
2020 | Financial Conditions and Monetary Policy in Uruguay: An MS-VAR Approach. (2017). Bucacos, Elizabeth . In: IDB Publications (Working Papers). RePEc:idb:brikps:8275. Full description at Econpapers || Download paper | |
2020 | An 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. Full description at Econpapers || Download paper | |
2020 | Role 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | On the Performance of US Fiscal Forecasts: Government vs. Private Information. (2020). Jalles, Joao ; An, Zidong. In: Working Papers REM. RePEc:ise:remwps:wp01302020. Full description at Econpapers || Download paper | |
2020 | Investment Home Bias in the European Union. (2020). Martins, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp01402020. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Oxford Bulletin of Economics and Statistics |
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1986 | Econometric Evaluation of Linear Macro-Economic Models In: Review of Economic Studies. [Full Text][Citation analysis] | article | 252 |
1992 | The Demand for M1 in the U.S.A., 1960–1988 In: Review of Economic Studies. [Full Text][Citation analysis] | article | 82 |
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2007 | Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 3 |
2007 | A Low-Dimension Collinearity-Robust Test for Non-linearity In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
2000 | Constructing Historical Euro-Zone Data In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 5 |
2010 | Automatic Selection for Non-linear Models In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 3 |
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2010 | An Automatic Test of Super Exogeneity In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 34 |
2010 | Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
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2011 | Empirical Economic Model Discovery and Theory Evaluation.(2011) In: Rationality, Markets and Morals. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
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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 | 1 |
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 | 5 |
2014 | Statistical Model Selection with Big Data In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 5 |
2016 | An Overview of Forecasting Facing Breaks In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 8 |
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: 8 | article | |
2016 | Improving the Teaching of Econometrics In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Policy Analysis, Forediction, and Forecast Failure In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 2 |
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: 2 | article | |
2018 | Selecting a Model for Forecasting In: Economics Series Working Papers. [Citation analysis] | paper | 0 |
2020 | Identifying the Causal Role of CO2 during the Ice Ages In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
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1989 | Testing the Lucas Critique: A Review.(1989) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
1990 | Testing the Lucas Critique: A Review.(1990) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
1990 | EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR. In: Economics Series Working Papers. [Citation analysis] | paper | 52 |
1992 | On the Limitations of Comparing Mean Square Forecast Errors. In: Economics Series Working Papers. [Citation analysis] | paper | 47 |
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1993 | Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data In: OUP Catalogue. [Citation analysis] | book | 546 |
2000 | Econometrics: Alchemy or Science?: Essays in Econometric Methodology In: OUP Catalogue. [Citation analysis] | book | 30 |
2007 | The Bernoulli model, from Econometric Modeling: A Likelihood Approach In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 27 |
2007 | Preface to Econometric Modeling: A Likelihood Approach In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 38 |
2012 | Mis-specification Testing: Non-Invariance of Expectations Models of Inflation In: Working Paper series. [Full Text][Citation analysis] | paper | 5 |
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: 5 | article | |
1988 | Encompassing In: National Institute Economic Review. [Full Text][Citation analysis] | article | 3 |
2001 | An Historical Perspective on Forecast Errors In: National Institute Economic Review. [Full Text][Citation analysis] | article | 0 |
2009 | NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING In: National Institute Economic Review. [Full Text][Citation analysis] | article | 23 |
2005 | Forecasting Aggregates by Disaggregates In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 15 |
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2008 | Automatic selection of indicators in a fully saturated regression In: Computational Statistics. [Full Text][Citation analysis] | article | 113 |
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: 113 | 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 | 72 |
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 |
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2011 | Revisiting UK consumers expenditure: cointegration, breaks and robust forecasts In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
2010 | RESEARCH AND THE ACADEMIC: A TALE OF TWO CULTURES In: Economics Discussion / Working Papers. [Full Text][Citation analysis] | paper | 0 |
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