Grayham E. Mizon : Citation Profile

Are you Grayham E. Mizon?

University of Southampton

16

H index

21

i10 index

1021

Citations

RESEARCH PRODUCTION:

28

Articles

20

Papers

1

Chapters

RESEARCH ACTIVITY:

   42 years (1974 - 2016). See details.
   Cites by year: 24
   Journals where Grayham E. Mizon has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 20 (1.92 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmi532
   Updated: 2020-09-14    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 (94)

Ericsson, Neil (47)

Marcellino, Massimiliano (27)

Monfardini, Chiara (21)

Castle, Jennifer (12)

Nymoen, Ragnar (10)

McAleer, Michael (9)

Martinez, Andrew (9)

BÃ¥rdsen, Gunnar (9)

Doornik, Jurgen (9)

Phillips, Peter (8)

Cites to:

Hendry, David (105)

Johansen, Soren (27)

Doornik, Jurgen (21)

Ericsson, Neil (14)

Castle, Jennifer (14)

Santos, Carlos (12)

Granger, Clive (10)

Clements, Michael (9)

Richard, Jean-Francois (9)

Banerjee, Anindya (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
Econometrica3
Review of Economic Studies3
Economic Journal3
Economic Modelling2
Journal of Econometrics2
Empirical Economics2

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 (2020 and 2019)

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

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2019Transmisión de los precios del arroz en Colombia y el mundo. (2019). Sepulveda, Ricardo Troncoso. In: Revista Lecturas de Economía. RePEc:col:000174:017450.

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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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2019Industrial growth and consumer goods inflation in Mexico: an econometric analysis. (2019). Villarreal, Cuauhtemoc Calderon ; Cuevas, Victor M. In: Revista CEPAL. RePEc:ecr:col070:45414.

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2019Firms confidence and Okuns law in OECD countries. (2019). de Mendonça, Helder ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:98-107.

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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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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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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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2019Food versus fuel: An updated and expanded evidence. (2019). Krištoufek, Ladislav ; Janda, Karel ; Zilberman, David ; Kristoufek, Ladislav ; Filip, Ondrej. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:152-166.

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2019Energy and economic growth in the USA two decades later: Replication and reanalysis. (2019). Leiva, Benjamin ; Liu, Zhongyuan. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:89-99.

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2019Regime switching effect of financial development on energy intensity: Evidence from Markov-switching vector error correction model. (2019). Guo, Ranran ; Saima, Umme ; Uddin, Md Kamal ; Pan, Xiongfeng. In: Energy Policy. RePEc:eee:enepol:v:135:y:2019:i:c:s0301421519305828.

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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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2019On tail fatness of macroeconomic dynamics. (2019). Liu, Xiaochun. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070418303367.

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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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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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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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2019Assessing the long-term impact of agricultural research on productivity: evidence from France. (2019). Schmitt, Bertrand ; Simioni, Michel ; Musolesi, Antonio ; Butault, Jean-Pierre ; Orozco, Valerie ; Lemarie, Stephane. In: Working Papers. RePEc:hal:wpaper:hal-02791517.

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2019Implications of Partial Information for Applied Macroeconomic Modelling. (2019). Robinson, Tim ; pagan, adrian. In: Melbourne Institute Working Paper Series. RePEc:iae:iaewps:wp2019n12.

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2019Short-Term macroeconomic evaluation of the German minimum wage with a VAR/VECM. (2019). Herzog-Stein, Alexander ; Logeay, Camille. In: IMK Working Paper. RePEc:imk:wpaper:197-2019.

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2019Exploiting Information from Singletons in Panel Data Analysis: A GMM Approach. (2019). Stampini, Marco ; Magazzini, Laura ; Bruno, Randolph. In: IZA Discussion Papers. RePEc:iza:izadps:dp12465.

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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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2019A Farewell to ARMs or Ever Changing Market Segments?. (2019). Stafford, Frank ; Chen, Bing. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:59:y:2019:i:4:d:10.1007_s11146-018-9659-y.

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2019Price transmission of rice in Colombia and the world. (2019). Troncoso-Sepulveda, Ricardo. In: Lecturas de Economía. RePEc:lde:journl:y:2019:i:91:p:151-179.

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2019Labour and capital remuneration in the OECD countries. (2019). Delia, Enrico ; GABRIELE, Stefania . In: Working Papers LuissLab. RePEc:lui:lleewp:19146.

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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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2019Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks. (2019). Castle, Jennifer ; Kurita, Takamitsu. In: Economics Series Working Papers. RePEc:oxf:wpaper:866.

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2019Revisiting the Anomalous Relationship between Inflation and REIT Returns in Presence of Structural Breaks: Empirical Evidence from the USA and the UK. (2019). Sarkar, Nityananda ; Das, Mahamitra. In: MPRA Paper. RePEc:pra:mprapa:95130.

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2019When is Nonfundamentalness in SVARs a Real Problem?. (). Portier, Franck ; Guay, Alain ; Fève, Patrick ; Beaudry, Paul. In: Review of Economic Dynamics. RePEc:red:issued:18-478.

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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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2019Trade tax reforms and poverty in developing countries: Why do some countries benefit and others lose?. (2019). Amvi, Kouwoaye. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp-2019-66.

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2020A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models. (2020). Shi, Xiaoxia ; Liao, Zhipeng. 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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2019Fundamental and Technical Trading in the Emerging Market of an Oil-Based Economy. (2019). Al-Jassar, Sulaiman. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:22:y:2019:i:01:n:s0219091519500061.

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2019The nonlinear dynamics of corporate bond spreads: Regime-dependent effects of their determinants. (2019). Stolper, Oscar ; Fischer, Henning. In: Discussion Papers. RePEc:zbw:bubdps:082019.

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Works by Grayham E. Mizon:

YearTitleTypeCited
1998Exogeneity, Cointegration, and Economic Policy Analysis. In: Journal of Business & Economic Statistics.
[Citation analysis]		article71
1998Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71		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.
[Full Text][Citation analysis]		article1
2008Encompassing: Concepts and Implementation* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article31
2008Simulation Encompassing: Testing Non‐nested Hypotheses* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article3
2011Econometric Modelling of Time Series with Outlying Observations In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article16
1989Costs of Inflation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper35
1990Costs of inflation.(1990) In: Handbook of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35		chapter
1985Procrustean Econometrics: Stretching and Squeezing Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
1996The Encompassing Principle and Hypothesis Testing In: Econometric Theory.
[Full Text][Citation analysis]		article5
1997John Denis Sargan. In: Economic Journal.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article114
1989Cointegration and Error Correction Mechanisms. In: Economic Journal.
[Full Text][Citation analysis]		article31
1977Inferential Procedures in Nonlinear Models: An Application in a UK Industrial Cross Section Study of Factor Substitution and Returns to Scale. In: Econometrica.
[Full Text][Citation analysis]		article15
1986The Encompassing Principle and Its Application to Testing Non-nested Hypotheses. In: Econometrica.
[Full Text][Citation analysis]		article155
1989Efficient Estimation Using Panel Data. In: Econometrica.
[Full Text][Citation analysis]		article97
2000Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper8
1998Simulation methods in econometrics: editors introduction In: Econometrics Journal.
[Citation analysis]		article0
2000Modelling economies in transition: an introduction In: Economic Modelling.
[Full Text][Citation analysis]		article13
2000Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK In: Economic Modelling.
[Full Text][Citation analysis]		article8
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: 8		paper
1989A note on the distribution of the least squares estimator of a random walk with drift In: Economics Letters.
[Full Text][Citation analysis]		article22
2014Unpredictability in economic analysis, econometric modeling and forecasting In: Journal of Econometrics.
[Full Text][Citation analysis]		article23
2013Unpredictability in Economic Analysis, Econometric Modeling and Forecasting.(2013) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
1995A simple message for autocorrelation correctors: Dont In: Journal of Econometrics.
[Full Text][Citation analysis]		article36
1991Empirical analysis of macroeconomic time series : VAR and structural models In: European Economic Review.
[Full Text][Citation analysis]		article52
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.
[Full Text][Citation analysis]		paper2
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market In: Working Papers.
[Full Text][Citation analysis]		paper59
2002A Markov-switching vector equilibrium correction model of the UK labour market.(2002) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 59		article
Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994. In: Working Papers.
[Full Text][Citation analysis]		paper15
2001Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994.(2001) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		article
2001Model Identification and Non-unique Structure In: Economics Papers.
[Full Text][Citation analysis]		paper2
2001Forecasting in the Presence of Structural Breaks and Policy Regime Shifts In: Economics Papers.
[Full Text][Citation analysis]		paper5
2000Reformulating Empirical Macroeconomic Modelling. In: Oxford Review of Economic Policy.
[Citation analysis]		article12
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.
[Full Text][Citation analysis]		article3
1980An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification In: Review of Economic Studies.
[Full Text][Citation analysis]		article22
198350th Anniversary of the Review of Economic Studies In: Review of Economic Studies.
[Full Text][Citation analysis]		article0
2010Econometric Modelling of Changing Time Series In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper1
2010On the Mathematical Basis of Inter-temporal Optimization In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper8
2011An Open-model Forecast-error Taxonomy In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper0
2012Forecasting from Structural Econometric Models In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper2
2016Improving the Teaching of Econometrics In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper0
2016Improving the teaching of econometrics.(2016) In: Cogent Economics & Finance.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		article71

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