Grayham E. Mizon : Citation Profile


Are you Grayham E. Mizon?

University of Southampton

15

H index

21

i10 index

860

Citations

RESEARCH PRODUCTION:

30

Articles

29

Papers

1

Chapters

RESEARCH ACTIVITY:

   42 years (1974 - 2016). See details.
   Cites by year: 20
   Journals where Grayham E. Mizon has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 22 (2.49 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmi532
   Updated: 2017-10-21    RAS profile: 2017-03-18    
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Relations with other researchers


Works with:

Hendry, David (4)

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 (51)

Ericsson, Neil (33)

Nymoen, Ragnar (9)

Phillips, Peter (8)

MacDonald, Ronald (7)

Jansen, Eilev (7)

BÃ¥rdsen, Gunnar (7)

Castle, Jennifer (7)

Misas, Martha (6)

López, Enrique (6)

Palm, Franz (6)

Cites to:

Hendry, David (138)

Johansen, Soren (29)

Doornik, Jurgen (22)

Ericsson, Neil (20)

Castle, Jennifer (14)

Clements, Michael (14)

Santos, Carlos (12)

Granger, Clive (12)

Banerjee, Anindya (12)

Krolzig, Hans-Martin (9)

Engle, Robert (9)

Main data


Where Grayham E. Mizon has published?


Journals with more than one article published# docs
Oxford Bulletin of Economics and Statistics4
Economic Journal3
Econometrica3
Review of Economic Studies3
Empirical Economics2
Economic Modelling2
Journal of Econometrics2
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 (2017 and 2016)


YearTitle of citing document
2016Complexity and Economic Policy: A Paradigm Shift or a Change in Perspective? A Review Essay on David Colander and Roland Kuperss Complexity and the Art of Public Policy. (2016). Kirman, Alan. In: Journal of Economic Literature. RePEc:aea:jeclit:v:54:y:2016:i:2:p:534-72.

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2016U.S. Agricultural Export Competitiveness and Export Market Diversification. (2016). Roe, Terry ; Jha, Jaya . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:236250.

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2016Forecasting inflation in post-oil boom years: A case for non-linear models?. (2016). Rahimov, Vugar ; Mammadov, Fuad ; Huseynov, Salman ; Adigozalov, Shaig ; Ahmadov, Vugar . In: Working Papers. RePEc:aze:wpaper:1601.

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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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2016Credit, asset prices and business cycles at the global level. (2016). Dees, Stephane. In: Working Paper Series. RePEc:ecb:ecbwps:20161895.

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2016Credit, asset prices and business cycles at the global level. (2016). Dees, Stephane. In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:139-152.

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2016Government policy uncertainty and stock prices: The case of Australias uranium industry. (2016). Ferguson, Andrew ; Lam, Peter . In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:97-111.

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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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2016A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate. (2016). Castle, Jennifer ; Werner, Richard A ; Ryan-Collins, Josh . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:158-176.

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2016Outlier detection in structural time series models: The indicator saturation approach. (2016). Proietti, Tommaso ; Marczak, Martyna. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:1:p:180-202.

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2017A mixed frequency approach to the forecasting of private consumption with ATM/POS data. (2017). Rodrigues, Paulo ; Duarte, Cláudia ; Rua, Antonio . 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 R. 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 R. 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 R. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:563-568.

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

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2016Pooling data across markets in dynamic Markov games. (2016). Pesendorfer, Martin ; Otsu, Taisuke ; Takahashi, Yuya . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:66182.

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2016The Status of Bridge Principles in Applied Econometrics. (2016). Stigum, Bernt P. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:50-:d:85486.

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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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2016Economic Forecasting in Theory and Practice: An Interview with David F. Hendry. (2016). Ericsson, Neil R. In: Working Papers. RePEc:gwc:wpaper:2016-012.

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

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2016Truth or precision? Some reflections on the economists’ failure to predict the financial crisis. (2016). Giocoli, Nicola. In: The Review of Austrian Economics. RePEc:kap:revaec:v:29:y:2016:i:4:d:10.1007_s11138-015-0335-7.

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2016Openness and Structural Labour Market Reforms: Counterfactuals for Lithuania. (2016). Lastauskas, Povilas ; Stakenas, Julius . In: Bank of Lithuania Discussion Paper Series. RePEc:lie:dpaper:1.

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2016Transparency, Reproducibility, and the Credibility of Economics Research. (2016). Miguel, Edward ; Christensen, Garret. In: NBER Working Papers. RePEc:nbr:nberwo:22989.

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2016Deciding Between Alternative Approaches In Macroeconomics. (2016). Hendry, David. In: Economics Series Working Papers. RePEc:oxf:wpaper:778.

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2016Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations. (2016). Martinez, Andrew ; Hendry, David. In: Economics Series Working Papers. RePEc:oxf:wpaper:784.

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2016Policy Analysis, Forediction, and Forecast Failure. (2016). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Economics Series Working Papers. RePEc:oxf:wpaper:809.

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2017The future of macroeconomics: Macro theory and models at the Bank of England. (2017). muellbauer, john ; Hendry, David . 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). Bisio, Laura ; Moauro, Filippo . In: MPRA Paper. RePEc:pra:mprapa:80211.

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2016A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data. (2016). Rua, António ; Rodrigues, Paulo ; Duarte, Cláudia. In: Working Papers. RePEc:ptu:wpaper:w201601.

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2016International Evidence on the Financial Kuznets Curve. (2016). Moosa, Imad . In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0785.

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2016Temporary Life Changes and the Timing of Divorce. (2016). Fallesen, Peter ; Breen, Richard . In: Demography. RePEc:spr:demogr:v:53:y:2016:i:5:d:10.1007_s13524-016-0498-2.

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2016Autoregressive Distributed Lag (ARDL) cointegration technique: application and interpretation. (2016). Nkoro, Emeka ; Uko, Aham Kelvin ; KelvinUko, Aham . In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:5:y:2016:i:4:f:5_4_3.

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2016Hidden Markov models in time series, with applications in economics. (2016). Kaufmann, Sylvia. In: Working Papers. RePEc:szg:worpap:1606.

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2016Anomalous empirical evidence on money long-run super-neutrality and the vertical long-run Phillips curve. (2016). Vaona, Andrea . In: Kiel Working Papers. RePEc:zbw:ifwkwp:2038.

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Works by Grayham E. Mizon:


YearTitleTypeCited
1998Exogeneity, Cointegration, and Economic Policy Analysis. In: Journal of Business & Economic Statistics.
[Citation analysis]
article59
1998Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 59
paper
1990The Distribution of Consumer Price Changes in the United Kingdom. In: Economica.
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article7
1996The Econometric Analysis of Economic Policy. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article24
1996The Econometric Analysis of Economic Policy..(1996) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 24
paper
2008Guest Editors Introduction to Special Issue on Encompassing In: Oxford Bulletin of Economics and Statistics.
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article0
2008Encompassing: Concepts and Implementation In: Oxford Bulletin of Economics and Statistics.
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article19
2008Simulation Encompassing: Testing Non-nested Hypotheses In: Oxford Bulletin of Economics and Statistics.
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article0
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.
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article5
2011Econometric Modelling of Time Series with Outlying Observations In: Journal of Time Series Econometrics.
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article11
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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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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article2
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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article98
1989Cointegration and Error Correction Mechanisms. In: Economic Journal.
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article26
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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article9
1986The Encompassing Principle and Its Application to Testing Non-nested Hypotheses. In: Econometrica.
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article107
1989Efficient Estimation Using Panel Data. In: Econometrica.
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article87
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.
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article0
2000Modelling economies in transition: an introduction In: Economic Modelling.
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article11
1999Modelling economies in transition: an introduction.(1999) In: Discussion Paper Series In Economics And Econometrics.
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paper
2000Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK In: Economic Modelling.
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article18
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK.() In: Working Papers.
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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.
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This paper has another version. Agregated cites: 18
paper
1989A note on the distribution of the least squares estimator of a random walk with drift In: Economics Letters.
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article20
2014Unpredictability in economic analysis, econometric modeling and forecasting In: Journal of Econometrics.
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article13
2013Unpredictability in Economic Analysis, Econometric Modeling and Forecasting.(2013) In: Economics Papers.
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This paper has another version. Agregated cites: 13
paper
1995A simple message for autocorrelation correctors: Dont In: Journal of Econometrics.
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article27
1991Empirical analysis of macroeconomic time series : VAR and structural models In: European Economic Review.
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article45
1996The Influence of A. W. H. Phillips on Econometrics. In: Economics Working Papers.
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paper0
1997Mutual Encompassing and Model Equivalence In: Economics Working Papers.
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paper0
1997Mutual encompassing and model equivalence.(1997) In: Discussion Paper Series In Economics And Econometrics.
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paper
2001A retrospective on J. Denis Sargan and his contributions to econometrics In: International Finance Discussion Papers.
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paper1
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market In: Working Papers.
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paper48
2002A Markov-switching vector equilibrium correction model of the UK labour market.(2002) In: Empirical Economics.
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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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paper
Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994. In: Working Papers.
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paper14
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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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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paper4
2000Reformulating Empirical Macroeconomic Modelling. In: Oxford Review of Economic Policy.
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article8
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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article2
1980An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification In: Review of Economic Studies.
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article13
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.
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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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article58
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

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