Grayham E. Mizon : Citation Profile


Are you Grayham E. Mizon?

University of Southampton

17

H index

21

i10 index

1053

Citations

RESEARCH PRODUCTION:

28

Articles

20

Papers

1

Chapters

RESEARCH ACTIVITY:

   42 years (1974 - 2016). See details.
   Cites by year: 25
   Journals where Grayham E. Mizon has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 20 (1.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi532
   Updated: 2021-03-07    RAS profile: 2019-12-10    
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Relations with other researchers


Works with:

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 (97)

Ericsson, Neil (47)

Marcellino, Massimiliano (27)

Monfardini, Chiara (21)

Castle, Jennifer (12)

Martinez, Andrew (10)

Nymoen, Ragnar (10)

McAleer, Michael (9)

BÃ¥rdsen, Gunnar (9)

Phillips, Peter (9)

Doornik, Jurgen (9)

Cites to:

Hendry, David (98)

Johansen, Soren (27)

Ericsson, Neil (14)

Doornik, Jurgen (14)

Castle, Jennifer (14)

Santos, Carlos (12)

Granger, Clive (10)

Clements, Michael (9)

Banerjee, Anindya (9)

Richard, Jean-Francois (9)

Engle, Robert (8)

Main data


Where Grayham E. Mizon has published?


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

Working Papers Series with more than one paper published# docs
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 (2021 and 2020)


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

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

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

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

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2021Capital Flows and Emerging Markets Fluctuations. (2021). Lorca, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:898.

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

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

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2020More effective than we thought: Central bank independence and inflation in developing countries. (2020). Garriga, Ana Carolina ; Rodriguez, Cesar M. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:87-105.

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2020Testing for individual and time effects in the two-way error component model with time-invariant regressors. (2020). Wu, Jianhong ; Yue, Rongxian ; Chen, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:216-229.

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2020Exploiting information from singletons in panel data analysis: A GMM approach. (2020). Stampini, Marco ; Magazzini, Laura ; Bruno, Randolph. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519302447.

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2021Efficient estimation of multi-level models with strictly exogenous explanatory variables. (2021). Yang, Yimin. In: Economics Letters. RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304274.

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

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

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2020Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach. (2020). Liu, Xiaochun ; You, YU. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301151.

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

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

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2020Data Driven Enhancements to the Intestinal Integrity (I 2 ) Index: A Novel Approach to Support Poultry Sustainability. (2020). Wilson, Jeffrey B ; Rivers, Jocelyn ; Kasab-Bachi, Hind ; Swirski, Alexandra L. In: Agriculture. RePEc:gam:jagris:v:10:y:2020:i:8:p:320-:d:393397.

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

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

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2020A history of aggregate demand and supply shocks for the United Kingdom, 1900 to 2016. (2020). Kohler, Karsten ; Jump, Robert Calvert. In: Greenwich Papers in Political Economy. RePEc:gpe:wpaper:30959.

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

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

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2020Forecasting in a complex environment: Machine learning sales expectations in a Stock Flow Consistent Agent-Based simulation model. (2020). Russo, Alberto ; Catullo, Ermanno ; Gallegati, Mauro. In: Working Papers. RePEc:jau:wpaper:2020/17.

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2020Celebrating 40 Years of Panel Data Analysis: Past, Present and Future. (2020). Sarafidis, Vasilis ; Wansbeek, Tom. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-6.

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2020Rational Heuristics? Expectations and Behaviors in Evolving Economies with Heterogeneous Interacting Agents. (2020). Stiglitz, Joseph ; Roventini, Andrea ; Napoletano, Mauro ; Dosi, Giovanni ; Treibich, Tania. In: NBER Working Papers. RePEc:nbr:nberwo:26922.

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2020A Short History of Macro-econometric Modelling. (2020). Hendry, David. In: Economics Papers. RePEc:nuf:econwp:2001.

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2020First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017. (2020). Hendry, David. In: Economics Papers. RePEc:nuf:econwp:2002.

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2020Robust Discovery of Regression Models. (2020). Hendry, David ; Castle, Jennifer ; Doornik, Jurgen A. In: Economics Papers. RePEc:nuf:econwp:2004.

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2020On business cycle forecasting. (2020). , Eric ; Lai, Huiwen. In: Frontiers of Business Research in China. RePEc:spr:fobric:v:14:y:2020:i:1:d:10.1186_s11782-020-00085-3.

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2020Assessing the long-term impact of agricultural research on productivity: Evidence from France. (2020). Schmitt, Bertrand ; Simioni, Michel ; Musolesi, Antonio ; Butault, Jean-Pierre ; Orozco, Valerie ; Lemarie, Stephane. In: TSE Working Papers. RePEc:tse:wpaper:124051.

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2021Minimising the inflationary impact of fiscal deficits in Africa: The role of monetary, financial and political institutions. (2021). Agoba, Abel M. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:724-740.

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2020A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models. (2020). Liao, Zhipeng ; Shi, Xiaoxia. In: Quantitative Economics. RePEc:wly:quante:v:11:y:2020:i:3:p:983-1017.

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2020The Race between Population and Technology : Real Wages in the First Industrial Revolution. (2020). Crafts, Nicholas ; Mills, Terence C. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1298.

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2020Encompassing tests for value at risk and expected shortfall multi-step forecasts based on inference on the boundary. (2020). Liu, Xiaochun ; Dimitriadis, Timo ; Schnaitmann, Julie. In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. RePEc:zbw:hohdps:112020.

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Works by Grayham E. Mizon:


YearTitleTypeCited
1998Exogeneity, Cointegration, and Economic Policy Analysis. In: Journal of Business & Economic Statistics.
[Citation analysis]
article75
1998Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 75
paper
1996The Econometric Analysis of Economic Policy. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article28
1996The Econometric Analysis of Economic Policy..(1996) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 28
paper
2008Guest Editors’ Introduction to Special Issue on Encompassing In: Oxford Bulletin of Economics and Statistics.
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article1
2008Encompassing: Concepts and Implementation* In: Oxford Bulletin of Economics and Statistics.
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article31
2008Simulation Encompassing: Testing Non‐nested Hypotheses* In: Oxford Bulletin of Economics and Statistics.
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article3
2011Econometric Modelling of Time Series with Outlying Observations In: Journal of Time Series Econometrics.
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article17
1989Costs of Inflation In: CEPR Discussion Papers.
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paper36
1990Costs of inflation.(1990) In: Handbook of Monetary Economics.
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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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article6
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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article119
1989Cointegration and Error Correction Mechanisms. In: Economic Journal.
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article31
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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article15
1986The Encompassing Principle and Its Application to Testing Non-nested Hypotheses. In: Econometrica.
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article163
1989Efficient Estimation Using Panel Data. In: Econometrica.
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article101
2000Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 In: Econometric Society World Congress 2000 Contributed Papers.
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paper8
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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article14
2000Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK In: Economic Modelling.
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article8
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK.() In: Working Papers.
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This paper has another version. Agregated cites: 8
paper
1989A note on the distribution of the least squares estimator of a random walk with drift In: Economics Letters.
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article22
2014Unpredictability in economic analysis, econometric modeling and forecasting In: Journal of Econometrics.
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article23
2013Unpredictability in Economic Analysis, Econometric Modeling and Forecasting.(2013) In: Economics Papers.
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This paper has another version. Agregated cites: 23
paper
1995A simple message for autocorrelation correctors: Dont In: Journal of Econometrics.
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article37
1991Empirical analysis of macroeconomic time series : VAR and structural models In: European Economic Review.
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article53
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
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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paper60
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: 60
article
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.
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article13
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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article23
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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paper1
2010On the Mathematical Basis of Inter-temporal Optimization In: Economics Series Working Papers.
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paper8
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
2016Improving the teaching of econometrics.(2016) In: Cogent Economics & Finance.
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This paper has another version. Agregated cites: 0
article
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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article73

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