16
H index
21
i10 index
865
Citations
Grayham E. Mizon : Citation Profile
University of Southampton | RESEARCH PRODUCTION: 30 Articles 35 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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:
|
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 |
| Econometrica | 3 |
| Review of Economic Studies | 3 |
| Economic Modelling | 2 |
| Scandinavian Journal of Economics | 2 |
| Empirical Economics | 2 |
| Journal of Econometrics | 2 |
Recent works citing Grayham E. Mizon (2017 and 2016)
| Year | Title of citing document |
|---|---|
| 2016 | Complexity 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. Full description at Econpapers || Download paper |
| 2016 | U.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. Full description at Econpapers || Download paper |
| 2016 | Forecasting inflation in post-oil boom years: A case for non-linear models?. (2016). Rahimov, Vugar ; Mammadov, Fuad ; Huseynov, Salman ; Ahmadov, Vugar ; Adigozalov, Shaig . In: Working Papers. RePEc:aze:wpaper:1601. Full description at Econpapers || Download paper |
| 2017 | John Denis Sargan at the London School of Economics. (2017). Hendry, David ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2082. Full description at Econpapers || Download paper |
| 2016 | Credit, asset prices and business cycles at the global level. (2016). Dees, Stephane. In: Working Paper Series. RePEc:ecb:ecbwps:20161895. Full description at Econpapers || Download paper |
| 2016 | Credit, 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. Full description at Econpapers || Download paper |
| 2016 | Government 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. Full description at Econpapers || Download paper |
| 2017 | Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA. (2017). Ventosa-Santaulà ria, Daniel ; RodrÃguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; RodrÃÂguez Caballero, Carlos ; Ventosa-Santaularia, Daniel ; Rodriguez-Caballero, Carlos Vladimir . In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:121-134. Full description at Econpapers || Download paper |
| 2017 | Optimal 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. Full description at Econpapers || Download paper |
| 2016 | A 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 ; Ryan-Collins, Josh ; Werner, Richard A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:158-176. Full description at Econpapers || Download paper |
| 2016 | Outlier 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. Full description at Econpapers || Download paper |
| 2017 | A 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. Full description at Econpapers || Download paper |
| 2017 | Evaluating multi-step system forecasts with relatively few forecast-error observations. (2017). Martinez, Andrew ; Hendry, David F. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:359-372. Full description at Econpapers || Download paper |
| 2017 | Economic 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. Full description at Econpapers || Download paper |
| 2017 | How 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. Full description at Econpapers || Download paper |
| 2017 | Interpreting 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. Full description at Econpapers || Download paper |
| 2016 | Pooling 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. Full description at Econpapers || Download paper |
| 2016 | The 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. Full description at Econpapers || Download paper |
| 2017 | Between 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. Full description at Econpapers || Download paper |
| 2016 | Economic Forecasting in Theory and Practice: An Interview with David F. Hendry. (2016). Ericsson, Neil R. In: Working Papers. RePEc:gwc:wpaper:2016-012. Full description at Econpapers || Download paper |
| 2017 | How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil R. In: Working Papers. RePEc:gwc:wpaper:2017-001. Full description at Econpapers || Download paper |
| 2016 | Truth 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. Full description at Econpapers || Download paper |
| 2016 | Transparency, Reproducibility, and the Credibility of Economics Research. (2016). Miguel, Edward ; Christensen, Garret. In: NBER Working Papers. RePEc:nbr:nberwo:22989. Full description at Econpapers || Download paper |
| 2016 | Deciding Between Alternative Approaches In Macroeconomics. (2016). Hendry, David. In: Economics Series Working Papers. RePEc:oxf:wpaper:778. Full description at Econpapers || Download paper |
| 2016 | Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations. (2016). Martinez, Andrew ; Hendry, David. In: Economics Series Working Papers. RePEc:oxf:wpaper:784. Full description at Econpapers || Download paper |
| 2016 | Policy Analysis, Forediction, and Forecast Failure. (2016). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Economics Series Working Papers. RePEc:oxf:wpaper:809. Full description at Econpapers || Download paper |
| 2017 | Encompassing Of Nested and Non-nested Models:Energy-Growth Models. (2017). Nazir, Sidra. In: MPRA Paper. RePEc:pra:mprapa:77487. Full description at Econpapers || Download paper |
| 2016 | A 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. Full description at Econpapers || Download paper |
| 2016 | International Evidence on the Financial Kuznets Curve. (2016). Moosa, Imad . In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0785. Full description at Econpapers || Download paper |
| 2016 | Temporary 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. Full description at Econpapers || Download paper |
| 2016 | Autoregressive 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. Full description at Econpapers || Download paper |
| 2016 | Hidden Markov models in time series, with applications in economics. (2016). Kaufmann, Sylvia. In: Working Papers. RePEc:szg:worpap:1606. Full description at Econpapers || Download paper |
| 2016 | Anomalous 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. 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 | 53 |
| 1998 | Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
| 1990 | The Distribution of Consumer Price Changes in the United Kingdom. In: Economica. [Full Text][Citation analysis] | article | 7 |
| 1996 | The Econometric Analysis of Economic Policy. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 23 |
| 1996 | The Econometric Analysis of Economic Policy..(1996) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2008 | Guest Editors Introduction to Special Issue on Encompassing In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Encompassing: Concepts and Implementation In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 17 |
| 2008 | Simulation Encompassing: Testing Non-nested Hypotheses In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 1983 | Vintage Production Models of U.K. Manufacturing Industry. In: Scandinavian Journal of Economics. [Citation analysis] | article | 0 |
| 1991 | Modelling Relative Price Variability and Aggregate Inflation in the United Kingdom. In: Scandinavian Journal of Economics. [Citation analysis] | article | 5 |
| 2011 | Econometric Modelling of Time Series with Outlying Observations In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 9 |
| 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 | 2 |
| 1997 | John Denis Sargan. In: Economic Journal. [Full Text][Citation analysis] | article | 0 |
| 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 | 95 |
| 1989 | Cointegration and Error Correction Mechanisms. In: Economic Journal. [Full Text][Citation analysis] | article | 26 |
| 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 | 6 |
| 1986 | The Encompassing Principle and Its Application to Testing Non-nested Hypotheses. In: Econometrica. [Full Text][Citation analysis] | article | 106 |
| 1989 | Efficient Estimation Using Panel Data. In: Econometrica. [Full Text][Citation analysis] | article | 87 |
| 2000 | Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 7 |
| 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 | 11 |
| 1999 | Modelling economies in transition: an introduction.(1999) In: Discussion Paper Series In Economics And Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 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 | 17 |
| 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: 17 | paper | ||
| 1999 | Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK.(1999) In: Discussion Paper Series In Economics And Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | 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 | 20 |
| 2014 | Unpredictability in economic analysis, econometric modeling and forecasting In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
| 2013 | Unpredictability in Economic Analysis, Econometric Modeling and Forecasting.(2013) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 1995 | A simple message for autocorrelation correctors: Dont In: Journal of Econometrics. [Full Text][Citation analysis] | article | 26 |
| 1991 | Empirical analysis of macroeconomic time series : VAR and structural models In: European Economic Review. [Full Text][Citation analysis] | article | 44 |
| 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 |
| 1997 | Mutual encompassing and model equivalence.(1997) In: Discussion Paper Series In Economics And Econometrics. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2001 | A retrospective on J. Denis Sargan and his contributions to econometrics In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market In: Working Papers. [Full Text][Citation analysis] | paper | 47 | |
| 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: 47 | article | |
| 2000 | A Markov-switching vector equilibrium correction model of the UK labour market.(2000) In: Discussion Paper Series In Economics And Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
| Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994. In: Working Papers. [Full Text][Citation analysis] | paper | 13 | |
| 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: 13 | 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 | 4 |
| 2000 | Reformulating Empirical Macroeconomic Modelling. In: Oxford Review of Economic Policy. [Citation analysis] | article | 8 |
| 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 | 2 |
| 1980 | An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification In: Review of Economic Studies. [Full Text][Citation analysis] | article | 12 |
| 1983 | 50th Anniversary of the Review of Economic Studies In: Review of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2001 | Forecasting in the Presence of Structural Breaks and Policy Regime Shifts In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2013 | Unpredictability in Economic Analysis, Econometric Modeling and Forecasting In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Econometric Modelling of Changing Time Series In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | On the Mathematical Basis of Inter-temporal Optimization In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 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 |
| 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 | 56 |
| 2001 | Reformulating empirical macro-econometric modelling In: Discussion Paper Series In Economics And Econometrics. [Full Text][Citation analysis] | paper | 2 |
| 2000 | A Markov-switching vector equilibrium correction model of the UK labour market In: Discussion Paper Series In Economics And Econometrics. [Full Text][Citation analysis] | paper | 3 |
| 2001 | Congruence and encompassing In: Discussion Paper Series In Economics And Econometrics. [Full Text][Citation analysis] | paper | 24 |
| 2001 | A retrospective on J.D. Sargan and his contribution to Econometrics In: Discussion Paper Series In Economics And Econometrics. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Reformulating empirical macro-econometric modelling In: Discussion Paper Series In Economics And Econometrics. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Congruence and encompassing In: Discussion Paper Series In Economics And Econometrics. [Full Text][Citation analysis] | paper | 1 |
| 2001 | A retrospective on J.D. Sargan and his contribution to Econometrics In: Discussion Paper Series In Economics And Econometrics. [Full Text][Citation analysis] | paper | 0 |
| 1992 | The encompassing principle and specification tests In: Discussion Paper Series In Economics And Econometrics. [Citation analysis] | paper | 0 |
| 1999 | On selecting policy analysis models by forecast accuracy In: Discussion Paper Series In Economics And Econometrics. [Full Text][Citation analysis] | paper | 15 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 1st 2017. Contact: CitEc Team