Grayham E. Mizon : Citation Profile

Are you Grayham E. Mizon?

University of Southampton

16

H index

21

i10 index

983

Citations

RESEARCH PRODUCTION:

28

Articles

20

Papers

1

Chapters

RESEARCH ACTIVITY:

   42 years (1974 - 2016). See details.
   Cites by year: 23
   Journals where Grayham E. Mizon has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 20 (1.99 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmi532
   Updated: 2020-01-18    RAS profile: 2019-12-10    
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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 (92)

Ericsson, Neil (47)

Marcellino, Massimiliano (35)

Monfardini, Chiara (21)

Castle, Jennifer (11)

Nymoen, Ragnar (10)

BÃ¥rdsen, Gunnar (9)

McAleer, Michael (8)

Doornik, Jurgen (8)

MacDonald, Ronald (8)

Phillips, Peter (8)

Cites to:

Hendry, David (109)

Johansen, Soren (27)

Doornik, Jurgen (21)

Castle, Jennifer (14)

Ericsson, Neil (14)

Santos, Carlos (12)

Granger, Clive (10)

Clements, Michael (9)

Banerjee, Anindya (9)

Richard, Jean-Francois (9)

Pesaran, M (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
Empirical Economics2
Journal of Econometrics2
Economic Modelling2

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

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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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2018OPENNESS AND STRUCTURAL LABOR MARKET REFORMS: EX ANTE COUNTERFACTUALS. (2018). Lastauskas, Povilas ; Stakenas, Julius. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:36:y:2018:i:4:p:723-757.

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2018On the Stability of Euro Area Money Demand and Its Implications for Monetary Policy. (2018). Conti, Antonio ; Barigozzi, Matteo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:4:p:755-787.

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2018Temporal disaggregation by dynamic regressions: Recent developments in Italian quarterly national accounts. (2018). Bisio, Laura ; Moauro, Filippo . In: Statistica Neerlandica. RePEc:bla:stanee:v:72:y:2018:i:4:p:471-494.

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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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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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2017Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons. (2017). Chevillon, Guillaume. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-17010.

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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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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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2018Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593.

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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). Tasneem, Dina ; Benchekroun, Hassan ; 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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2017Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter. (2017). Martinez, Andrew. In: Working Papers (Old Series). RePEc:fip:fedcwp:1717.

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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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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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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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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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2017.

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2017.

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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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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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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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2018Model selection for modeling the demand for narrow money in transitional economies. (2018). Błażejowski, Marcin ; Osiska, Magdalena ; Kwiatkowski, Jacek ; Kufel, Tadeusz ; Baejowski, Marcin. In: MPRA Paper. RePEc:pra:mprapa:90458.

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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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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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2018Federalism, fiscal asymmetries and economic convergence: evidence from Indian States. (2018). Chakraborty, Pinaki. In: Asia-Pacific Journal of Regional Science. RePEc:spr:apjors:v:2:y:2018:i:1:d:10.1007_s41685-018-0087-z.

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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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2017LIML in the static linear panel data model. (2017). Wansbeek, Tom ; Prak, Dennis. In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:1-3:p:385-395.

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2017The impact of integrated measurement errors on modeling long-run macroeconomic time series. (2017). Hendry, David ; Duffy, James A. In: Econometric Reviews. RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:568-587.

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

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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]		article68
1998Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68		paper
1996The Econometric Analysis of Economic Policy. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article27
1996The Econometric Analysis of Economic Policy..(1996) In: Economics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 27		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]		article29
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]		article4
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]		article112
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]		article14
1986The Encompassing Principle and Its Application to Testing Non-nested Hypotheses. In: Econometrica.
[Full Text][Citation analysis]		article147
1989Efficient Estimation Using Panel Data. In: Econometrica.
[Full Text][Citation analysis]		article94
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]		article21
2014Unpredictability in economic analysis, econometric modeling and forecasting In: Journal of Econometrics.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article33
1991Empirical analysis of macroeconomic time series : VAR and structural models In: European Economic Review.
[Full Text][Citation analysis]		article51
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]		paper57
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: 57		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]		article10
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]		paper6
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]		article69

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