16
H index
22
i10 index
947
Citations
Grayham E. Mizon : Citation Profile
University of Southampton | RESEARCH PRODUCTION: 30 Articles 29 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 |
| Econometrica | 3 |
| Economic Journal | 3 |
| Review of Economic Studies | 3 |
| Scandinavian Journal of Economics | 2 |
| Empirical Economics | 2 |
| Economic Modelling | 2 |
| Journal of Econometrics | 2 |
Recent works citing Grayham E. Mizon (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2018 | Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1606.00092. Full description at Econpapers || Download paper |
| 2017 | Explaining 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. Full description at Econpapers || Download paper |
| 2017 | John Denis Sargan at the London School of Economics. (2017). Phillips, Peter ; Hendry, David ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2082. Full description at Econpapers || Download paper |
| 2018 | Testing 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. 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 |
| 2017 | On 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. 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. 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. 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. 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. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:563-568. Full description at Econpapers || Download paper |
| 2018 | Deciding 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. Full description at Econpapers || Download paper |
| 2017 | An experimental study of a common property renewable resource game in continuous time. (2017). Benchekroun, Hassan ; Tasneem, Dina ; Engle-Warnick, Jim. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:140:y:2017:i:c:p:91-119. Full description at Econpapers || Download paper |
| 2017 | For 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. Full description at Econpapers || Download paper |
| 2017 | How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1189. 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 |
| 2017 | Evaluating 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. Full description at Econpapers || Download paper |
| 2017 | How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2017-001. Full description at Econpapers || Download paper |
| 2018 | Testing 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. Full description at Econpapers || Download paper |
| 2017 | The 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. 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 |
| 2017 | Temporal disaggregation by dynamic regressions: recent developments in Italian quarterly national accounts. (2017). Moauro, Filippo ; Bisio, Laura. In: MPRA Paper. RePEc:pra:mprapa:80211. Full description at Econpapers || Download paper |
| 2017 | Rational 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. Full description at Econpapers || Download paper |
| 2018 | Forecasting 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. Full description at Econpapers || Download paper |
| 2017 | Job Creation in the Private Sector. (2017). Farole, Thomas ; Gutierrez, Veronica Michel ; Ferro, Esteban . In: World Bank Other Operational Studies. RePEc:wbk:wboper:28370. 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 | 62 |
| 1998 | Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | paper | |
| 1990 | The Distribution of Consumer Price Changes in the United Kingdom. In: Economica. [Full Text][Citation analysis] | article | 8 |
| 1996 | The Econometric Analysis of Economic Policy. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 25 |
| 1996 | The Econometric Analysis of Economic Policy..(1996) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2008 | Guest Editors Introduction to Special Issue on Encompassing In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2008 | Encompassing: Concepts and Implementation In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 28 |
| 2008 | Simulation Encompassing: Testing Non-nested Hypotheses In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 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 | 6 |
| 2011 | Econometric Modelling of Time Series with Outlying Observations In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 15 |
| 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 | 4 |
| 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 | 103 |
| 1989 | Cointegration and Error Correction Mechanisms. In: Economic Journal. [Full Text][Citation analysis] | article | 27 |
| 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 | 10 |
| 1986 | The Encompassing Principle and Its Application to Testing Non-nested Hypotheses. In: Econometrica. [Full Text][Citation analysis] | article | 125 |
| 1989 | Efficient Estimation Using Panel Data. In: Econometrica. [Full Text][Citation analysis] | article | 90 |
| 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 | 12 |
| 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: 12 | 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 | 19 |
| 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: 19 | 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: 19 | 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 | 21 |
| 2014 | Unpredictability in economic analysis, econometric modeling and forecasting In: Journal of Econometrics. [Full Text][Citation analysis] | article | 19 |
| 2013 | Unpredictability in Economic Analysis, Econometric Modeling and Forecasting.(2013) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 1995 | A simple message for autocorrelation correctors: Dont In: Journal of Econometrics. [Full Text][Citation analysis] | article | 32 |
| 1991 | Empirical analysis of macroeconomic time series : VAR and structural models In: European Economic Review. [Full Text][Citation analysis] | article | 46 |
| 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 | 2 |
| A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market In: Working Papers. [Full Text][Citation analysis] | paper | 51 | |
| 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: 51 | 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: 51 | 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 | 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 | 9 |
| 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 | 16 |
| 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 | 0 |
| 2010 | On the Mathematical Basis of Inter-temporal Optimization In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 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 | 64 |
| 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, 2th 2018. Contact: CitEc Team