17
H index
21
i10 index
1053
Citations
Grayham E. Mizon : Citation Profile
University of Southampton | RESEARCH PRODUCTION: 28 Articles 20 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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42 years (1974 - 2016). 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:
| Cites to:
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Main data
Where Grayham E. Mizon has published?
| Journals with more than one article published | # docs |
|---|---|
| Oxford Bulletin of Economics and Statistics | 4 |
| Economic Journal | 3 |
| Review of Economic Studies | 3 |
| Econometrica | 3 |
| Empirical Economics | 2 |
| Economic Modelling | 2 |
| Journal of Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Economics Series Working Papers / University of Oxford, Department of Economics | 6 |
| Economics Working Papers / European University Institute | 3 |
| International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.) | 2 |
Recent works citing Grayham E. Mizon (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 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 | 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 | Carbon pricing and the elasticity of CO2 emissions. (2020). Dolphin, G ; Rafaty, R ; Pretis, F. 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 |
| 2021 | Capital Flows and Emerging Markets Fluctuations. (2021). Lorca, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:898. 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 | 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 | More 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. Full description at Econpapers || Download paper |
| 2020 | Testing 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. Full description at Econpapers || Download paper |
| 2020 | Exploiting 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. Full description at Econpapers || Download paper |
| 2021 | Efficient 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. 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 | 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 | Forecasting 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. 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 | Narrow 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. Full description at Econpapers || Download paper |
| 2020 | Data 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. 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 | 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 | A 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. 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 | 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 | Forecasting 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. Full description at Econpapers || Download paper |
| 2020 | Celebrating 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. Full description at Econpapers || Download paper |
| 2020 | Rational 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. Full description at Econpapers || Download paper |
| 2020 | A Short History of Macro-econometric Modelling. (2020). Hendry, David. In: Economics Papers. RePEc:nuf:econwp:2001. Full description at Econpapers || Download paper |
| 2020 | First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017. (2020). Hendry, David. In: Economics Papers. RePEc:nuf:econwp:2002. Full description at Econpapers || Download paper |
| 2020 | Robust Discovery of Regression Models. (2020). Hendry, David ; Castle, Jennifer ; Doornik, Jurgen A. In: Economics Papers. RePEc:nuf:econwp:2004. Full description at Econpapers || Download paper |
| 2020 | On 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. 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: TSE Working Papers. RePEc:tse:wpaper:124051. Full description at Econpapers || Download paper |
| 2021 | Minimising 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. Full description at Econpapers || Download paper |
| 2020 | A 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. 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: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1298. 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). Liu, Xiaochun ; Dimitriadis, Timo ; Schnaitmann, Julie. In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. RePEc:zbw:hohdps:112020. Full description at Econpapers || Download paper |
Works by Grayham E. Mizon:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1998 | Exogeneity, Cointegration, and Economic Policy Analysis. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 75 |
| 1998 | Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 75 | paper | |
| 1996 | The Econometric Analysis of Economic Policy. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 28 |
| 1996 | The Econometric Analysis of Economic Policy..(1996) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
| 2008 | Guest Editors’ Introduction to Special Issue on Encompassing In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2008 | Encompassing: Concepts and Implementation* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 31 |
| 2008 | Simulation Encompassing: Testing Nonâ€nested Hypotheses* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2011 | Econometric Modelling of Time Series with Outlying Observations In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 17 |
| 1989 | Costs of Inflation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 36 |
| 1990 | Costs of inflation.(1990) In: Handbook of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | chapter | |
| 1985 | Procrustean Econometrics: Stretching and Squeezing Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 1996 | The Encompassing Principle and Hypothesis Testing In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
| 1997 | John Denis Sargan. In: Economic Journal. [Full Text][Citation analysis] | article | 1 |
| 1978 | Serial 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] | article | 119 |
| 1989 | Cointegration and Error Correction Mechanisms. In: Economic Journal. [Full Text][Citation analysis] | article | 31 |
| 1977 | Inferential 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] | article | 15 |
| 1986 | The Encompassing Principle and Its Application to Testing Non-nested Hypotheses. In: Econometrica. [Full Text][Citation analysis] | article | 163 |
| 1989 | Efficient Estimation Using Panel Data. In: Econometrica. [Full Text][Citation analysis] | article | 101 |
| 2000 | Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 8 |
| 1998 | Simulation methods in econometrics: editors introduction In: Econometrics Journal. [Citation analysis] | article | 0 |
| 2000 | Modelling economies in transition: an introduction In: Economic Modelling. [Full Text][Citation analysis] | article | 14 |
| 2000 | Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK In: Economic Modelling. [Full Text][Citation analysis] | article | 8 |
| 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 | ||
| 1989 | A note on the distribution of the least squares estimator of a random walk with drift In: Economics Letters. [Full Text][Citation analysis] | article | 22 |
| 2014 | Unpredictability in economic analysis, econometric modeling and forecasting In: Journal of Econometrics. [Full Text][Citation analysis] | article | 23 |
| 2013 | Unpredictability in Economic Analysis, Econometric Modeling and Forecasting.(2013) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 1995 | A simple message for autocorrelation correctors: Dont In: Journal of Econometrics. [Full Text][Citation analysis] | article | 37 |
| 1991 | Empirical analysis of macroeconomic time series : VAR and structural models In: European Economic Review. [Full Text][Citation analysis] | article | 53 |
| 1996 | The Influence of A. W. H. Phillips on Econometrics. In: Economics Working Papers. [Citation analysis] | paper | 0 |
| 1997 | Mutual Encompassing and Model Equivalence In: Economics Working Papers. [Citation analysis] | paper | 0 |
| 2001 | A retrospective on J. Denis Sargan and his contributions to econometrics In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market In: Working Papers. [Full Text][Citation analysis] | paper | 60 | |
| 2002 | A 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: 60 | article | |
| Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994. In: Working Papers. [Full Text][Citation analysis] | paper | 15 | |
| 2001 | Small-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 | |
| 2001 | Model Identification and Non-unique Structure In: Economics Papers. [Full Text][Citation analysis] | paper | 2 |
| 2001 | Forecasting in the Presence of Structural Breaks and Policy Regime Shifts In: Economics Papers. [Full Text][Citation analysis] | paper | 5 |
| 2000 | Reformulating Empirical Macroeconomic Modelling. In: Oxford Review of Economic Policy. [Citation analysis] | article | 13 |
| 1974 | The 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] | article | 3 |
| 1980 | An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification In: Review of Economic Studies. [Full Text][Citation analysis] | article | 23 |
| 1983 | 50th Anniversary of the Review of Economic Studies In: Review of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2010 | Econometric Modelling of Changing Time Series In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | On the Mathematical Basis of Inter-temporal Optimization In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 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 |
| 2016 | Improving the Teaching of Econometrics In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Improving the teaching of econometrics.(2016) In: Cogent Economics & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 1990 | EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR. In: Economics Series Working Papers. [Citation analysis] | paper | 51 |
| 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 | 73 |
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