Grayham E. Mizon : Citation Profile


Are you Grayham E. Mizon?

University of Southampton

16

H index

22

i10 index

952

Citations

RESEARCH PRODUCTION:

30

Articles

29

Papers

1

Chapters

RESEARCH ACTIVITY:

   42 years (1974 - 2016). See details.
   Cites by year: 22
   Journals where Grayham E. Mizon has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 25 (2.56 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmi532
   Updated: 2018-09-15    RAS profile: 2017-03-18    
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Relations with other researchers


Works with:

Hendry, David (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Grayham E. Mizon.

Is cited by:

Hendry, David (91)

Ericsson, Neil (47)

Marcellino, Massimiliano (28)

Monfardini, Chiara (23)

Nymoen, Ragnar (10)

Castle, Jennifer (10)

McAleer, Michael (8)

Phillips, Peter (8)

Doornik, Jurgen (8)

Jansen, Eilev (7)

Martinez, Andrew (7)

Cites to:

Hendry, David (143)

Johansen, Soren (29)

Doornik, Jurgen (24)

Ericsson, Neil (21)

Castle, Jennifer (14)

Clements, Michael (14)

Banerjee, Anindya (12)

Granger, Clive (12)

Santos, Carlos (12)

Richard, Jean-Francois (11)

White, Halbert (9)

Main data


Where Grayham E. Mizon has published?


Journals with more than one article published# docs
Oxford Bulletin of Economics and Statistics4
Review of Economic Studies3
Econometrica3
Economic Journal3
Journal of Econometrics2
Empirical Economics2
Economic Modelling2
Scandinavian Journal of Economics2

Working Papers Series with more than one paper published# docs
Discussion Paper Series In Economics And Econometrics / Economics Division, School of Social Sciences, University of Southampton9
Economics Series Working Papers / University of Oxford, Department of Economics6
Economics Working Papers / European University Institute3
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Grayham E. Mizon (2018 and 2017)


YearTitle of citing document
2018Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1606.00092.

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2017Explaining Inflation with a Classical Dichotomy Model and Switching Monetary Regimes: Mexico 1932-2013. (2017). Daniel, Garces Diaz . In: Working Papers. RePEc:bdm:wpaper:2017-20.

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2017John Denis Sargan at the London School of Economics. (2017). Phillips, Peter ; Hendry, David ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2082.

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2018Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:66-85.

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2017Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA. (2017). Ventosa-Santaulària, Daniel ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Ventosa-Santaularia, Daniel ; Rodriguez-Caballero, Carlos Vladimir . In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:121-134.

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2017Optimal hedging in the US natural gas market: The effect of maturity and cointegration. (2017). Ghoddusi, Hamed ; Emamzadehfard, Sahar . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:92-105.

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2017On the drivers of inflation in Sub-Saharan Africa. (2017). Williams, Oral ; Nguyen, Anh ; Unsal, Filiz D ; Dridi, Jemma. In: International Economics. RePEc:eee:inteco:v:151:y:2017:i:c:p:71-84.

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2017A mixed frequency approach to the forecasting of private consumption with ATM/POS data. (2017). Rua, António ; Rodrigues, Paulo ; Duarte, Cláudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:61-75.

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2017Evaluating multi-step system forecasts with relatively few forecast-error observations. (2017). Martinez, Andrew ; Hendry, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:359-372.

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2017Economic forecasting in theory and practice: An interview with David F. Hendry. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:523-542.

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2017How biased are U.S. government forecasts of the federal debt?. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:543-559.

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2017Interpreting estimates of forecast bias. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:563-568.

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2018Deciding between alternative approaches in macroeconomics. (2018). Hendry, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:119-135.

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2017An experimental study of a common property renewable resource game in continuous time. (2017). Benchekroun, Hassan ; Tasneem, Dina ; Engle-Warnick, Jim. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:140:y:2017:i:c:p:91-119.

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2017For India’s Rural Poor, Growing Towns Matter More Than Growing Cities. (2017). Ravallion, Martin ; Gibson, John ; Datt, Gaurav ; Murgai, Rinku. In: World Development. RePEc:eee:wdevel:v:98:y:2017:i:c:p:413-429.

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2017How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1189.

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2017Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation. (2017). Nymoen, Ragnar. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:6-:d:87593.

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2017Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547.

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2018Log-Normal or Over-Dispersed Poisson?. (2018). Harnau, Jonas. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:70-:d:157068.

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2017How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2017-001.

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2018Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-3.

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2017The future of macroeconomics: Macro theory and models at the Bank of England. (2017). Hendry, David ; Muellbauer, John . In: Economics Series Working Papers. RePEc:oxf:wpaper:832.

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2017Encompassing Of Nested and Non-nested Models:Energy-Growth Models. (2017). Nazir, Sidra. In: MPRA Paper. RePEc:pra:mprapa:77487.

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2017Temporal disaggregation by dynamic regressions: recent developments in Italian quarterly national accounts. (2017). Moauro, Filippo ; Bisio, Laura. In: MPRA Paper. RePEc:pra:mprapa:80211.

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2018Linear and Nonlinear Attractors in Purchasing Power Parity. (2018). Moosa, Imad A ; Ma, Ming . In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0825.

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2017Rational Heuristics ? Expectations and behaviors in Evolving Economies with Heterogeneous interacting agents. (2017). Treibich, Tania ; Stiglitz, Joseph ; Roventini, Andrea ; Napoletano, Mauro ; Dosi, Giovanni. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/31dhti786q9k0q2i04klh6no54.

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2018Forecasting inflation in post-oil boom years: A case for regime switches?. (2018). Rahimov, Vugar ; Mammadov, Fuad ; Huseynov, Salman ; Adigozalov, Shaig ; Ahmadov, Vugar. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:2:d:10.1007_s12197-017-9410-1.

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2017Job Creation in the Private Sector. (2017). Farole, Thomas ; Gutierrez, Veronica Michel ; Ferro, Esteban . In: World Bank Other Operational Studies. RePEc:wbk:wboper:28370.

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Works by Grayham E. Mizon:


YearTitleTypeCited
1998Exogeneity, Cointegration, and Economic Policy Analysis. In: Journal of Business & Economic Statistics.
[Citation analysis]
article62
1998Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62
paper
1990The Distribution of Consumer Price Changes in the United Kingdom. In: Economica.
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article8
1996The Econometric Analysis of Economic Policy. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article25
1996The Econometric Analysis of Economic Policy..(1996) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 25
paper
2008Guest Editors Introduction to Special Issue on Encompassing In: Oxford Bulletin of Economics and Statistics.
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article2
2008Encompassing: Concepts and Implementation In: Oxford Bulletin of Economics and Statistics.
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article28
2008Simulation Encompassing: Testing Non-nested Hypotheses In: Oxford Bulletin of Economics and Statistics.
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article3
1983 Vintage Production Models of U.K. Manufacturing Industry. In: Scandinavian Journal of Economics.
[Citation analysis]
article0
1991 Modelling Relative Price Variability and Aggregate Inflation in the United Kingdom. In: Scandinavian Journal of Economics.
[Citation analysis]
article6
2011Econometric Modelling of Time Series with Outlying Observations In: Journal of Time Series Econometrics.
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article15
1989Costs of Inflation In: CEPR Discussion Papers.
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paper36
1990Costs of inflation.(1990) In: Handbook of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36
chapter
1985Procrustean Econometrics: Stretching and Squeezing Data In: CEPR Discussion Papers.
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paper3
1996The Encompassing Principle and Hypothesis Testing In: Econometric Theory.
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article4
1997John Denis Sargan. In: Economic Journal.
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article1
1978Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England. In: Economic Journal.
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article104
1989Cointegration and Error Correction Mechanisms. In: Economic Journal.
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article27
1977Inferential Procedures in Nonlinear Models: An Application in a UK Industrial Cross Section Study of Factor Substitution and Returns to Scale. In: Econometrica.
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article11
1986The Encompassing Principle and Its Application to Testing Non-nested Hypotheses. In: Econometrica.
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article129
1989Efficient Estimation Using Panel Data. In: Econometrica.
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article90
2000Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 In: Econometric Society World Congress 2000 Contributed Papers.
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paper7
1998Simulation methods in econometrics: editors introduction In: Econometrics Journal.
[Citation analysis]
article0
2000Modelling economies in transition: an introduction In: Economic Modelling.
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article12
1999Modelling economies in transition: an introduction.(1999) In: Discussion Paper Series In Economics And Econometrics.
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This paper has another version. Agregated cites: 12
paper
2000Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK In: Economic Modelling.
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article19
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK.() In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
1999Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK.(1999) In: Discussion Paper Series In Economics And Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
1989A note on the distribution of the least squares estimator of a random walk with drift In: Economics Letters.
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article21
2014Unpredictability in economic analysis, econometric modeling and forecasting In: Journal of Econometrics.
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article19
2013Unpredictability in Economic Analysis, Econometric Modeling and Forecasting.(2013) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19
paper
1995A simple message for autocorrelation correctors: Dont In: Journal of Econometrics.
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article32
1991Empirical analysis of macroeconomic time series : VAR and structural models In: European Economic Review.
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article46
1996The Influence of A. W. H. Phillips on Econometrics. In: Economics Working Papers.
[Citation analysis]
paper0
1997Mutual Encompassing and Model Equivalence In: Economics Working Papers.
[Citation analysis]
paper0
1997Mutual encompassing and model equivalence.(1997) In: Discussion Paper Series In Economics And Econometrics.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2001A retrospective on J. Denis Sargan and his contributions to econometrics In: International Finance Discussion Papers.
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paper2
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market In: Working Papers.
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paper51
2002A Markov-switching vector equilibrium correction model of the UK labour market.(2002) In: Empirical Economics.
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This paper has another version. Agregated cites: 51
article
2000A Markov-switching vector equilibrium correction model of the UK labour market.(2000) In: Discussion Paper Series In Economics And Econometrics.
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This paper has another version. Agregated cites: 51
paper
Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994. In: Working Papers.
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paper15
2001Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994.(2001) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 15
article
2001Model Identification and Non-unique Structure In: Economics Papers.
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paper2
2001Forecasting in the Presence of Structural Breaks and Policy Regime Shifts In: Economics Papers.
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paper5
2000Reformulating Empirical Macroeconomic Modelling. In: Oxford Review of Economic Policy.
[Citation analysis]
article9
1974The Estimation of Non-Linear Econometric Equations: An Application to the Specification and Estimation of an Aggregate Putty-Clay Relation for the United Kingdom In: Review of Economic Studies.
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article3
1980An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification In: Review of Economic Studies.
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article16
198350th Anniversary of the Review of Economic Studies In: Review of Economic Studies.
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article0
2010Econometric Modelling of Changing Time Series In: Economics Series Working Papers.
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paper0
2010On the Mathematical Basis of Inter-temporal Optimization In: Economics Series Working Papers.
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paper6
2011An Open-model Forecast-error Taxonomy In: Economics Series Working Papers.
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paper0
2012Forecasting from Structural Econometric Models In: Economics Series Working Papers.
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paper2
2016Improving the Teaching of Econometrics In: Economics Series Working Papers.
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paper0
1990EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR. In: Economics Series Working Papers.
[Citation analysis]
paper51
1998Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK In: Empirical Economics.
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article64
2001Reformulating empirical macro-econometric modelling In: Discussion Paper Series In Economics And Econometrics.
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paper0
2001Congruence and encompassing In: Discussion Paper Series In Economics And Econometrics.
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paper1
2001A retrospective on J.D. Sargan and his contribution to Econometrics In: Discussion Paper Series In Economics And Econometrics.
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paper0
1992The encompassing principle and specification tests In: Discussion Paper Series In Economics And Econometrics.
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paper0
1999On selecting policy analysis models by forecast accuracy In: Discussion Paper Series In Economics And Econometrics.
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paper15

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated August, 2th 2018. Contact: CitEc Team