Kenneth F. Wallis : Citation Profile


Are you Kenneth F. Wallis?

University of Warwick (95% share)
Australian National University (5% share)

19

H index

26

i10 index

1317

Citations

RESEARCH PRODUCTION:

54

Articles

34

Papers

1

Books

3

Chapters

EDITOR:

5

Books edited

RESEARCH ACTIVITY:

   49 years (1966 - 2015). See details.
   Cites by year: 26
   Journals where Kenneth F. Wallis has often published
   Relations with other researchers
   Recent citing documents: 105.    Total self citations: 23 (1.72 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa27
   Updated: 2021-10-16    RAS profile: 2020-05-05    
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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 Kenneth F. Wallis.

Is cited by:

Mitchell, James (42)

Vahey, Shaun (40)

Ravazzolo, Francesco (26)

Clements, Michael (25)

Knüppel, Malte (21)

Weron, Rafał (16)

Marrocu, Emanuela (15)

Wakerly, Elizabeth (15)

Lahiri, Kajal (15)

Díaz, Carlos (15)

Charemza, Wojciech (14)

Cites to:

Pesaran, M (19)

Diebold, Francis (9)

Svensson, Lars (8)

Granger, Clive (8)

Smith, Jeremy (8)

Holly, Sean (7)

Dees, Stephane (7)

Boero, Gianna (7)

shin, yongcheol (7)

Söderlind, Paul (7)

Smith, L. Vanessa (6)

Main data


Where Kenneth F. Wallis has published?


Journals with more than one article published# docs
National Institute Economic Review12
Economic Modelling6
Econometrica4
International Journal of Forecasting4
Journal of Applied Econometrics4
Oxford Review of Economic Policy3
Journal of Business & Economic Statistics3
Oxford Bulletin of Economics and Statistics3
Economic Journal2
Journal of Econometrics2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Economic Research Papers / University of Warwick - Department of Economics10
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics10

Recent works citing Kenneth F. Wallis (2021 and 2020)


YearTitle of citing document
2020Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719.

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2020PCA forecast averaging - predicting day-ahead and intraday electricity prices. (2020). Uniejewski, Bartosz ; Serafin, Tomasz ; Maciejowska, Katarzyna. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2002.

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2020Optimal and robust combination of forecasts via constrained optimization and shrinkage. (2020). Vrins, Frédéric ; Gambetti, Paolo ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020006.

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2020Complete Subset Averaging with Many Instruments. (2019). Shin, Youngki ; Lee, Seojeong. In: Papers. RePEc:arx:papers:1811.08083.

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2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

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2021Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

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2021Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections. (2019). Diebold, Francis ; Rudebusch, Glenn D. In: Papers. RePEc:arx:papers:1912.10774.

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2020Objective Social Choice: Using Auxiliary Information to Improve Voting Outcomes. (2020). Zhang, Michael R ; Pitis, Silviu. In: Papers. RePEc:arx:papers:2001.10092.

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2021Complete Subset Averaging for Quantile Regressions. (2020). Shin, Youngki ; Lee, Ji Hyung. In: Papers. RePEc:arx:papers:2003.03299.

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2020The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation. (2020). Pohle, Marc-Oliver. In: Papers. RePEc:arx:papers:2005.01835.

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2020Optimal probabilistic forecasts: When do they work?. (2020). Loaiza Maya, Rubén ; Frazier, David T ; Loaiza-Maya, Rub'En ; Martin, Gael M ; Hassan, Andr'Es Ram'Irez ; Maneesoonthorn, Worapree. In: Papers. RePEc:arx:papers:2009.09592.

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2020High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477.

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2021Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077.

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2021Forecasting Commodity Prices Using Long Short-Term Memory Neural Networks. (2021). Dia, Khadim ; Traore, Fousseini ; Ly, Racine. In: Papers. RePEc:arx:papers:2101.03087.

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2021Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082.

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2021No-Regret Forecasting with Egalitarian Committees. (2021). Su, Jiun-Hua. In: Papers. RePEc:arx:papers:2109.13801.

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2020Indicators of uncertainty: a brief user’s guide. (2020). Rossi, Luca. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_564_20.

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2021The anchoring of long-term inflation expectations of consumers: insights from a new survey. (2021). van Rooij, Maarten ; Moessner, Richhild ; Galati, Gabriele. In: BIS Working Papers. RePEc:bis:biswps:936.

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2020Nowcasting Norwegian household consumption with debit card transaction data. (2020). Torstensen, Kjersti Nss ; Paulsen, Kenneth Sterhagen ; Granziera, Eleonora ; Fastb, Tuva Marie ; Aastveit, Knut Are. In: Working Paper. RePEc:bno:worpap:2020_17.

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2020Uncertainty and voting on the Bank of England’s Monetary Policy Committee. (2020). Reinold, Kate ; Firrell, Alastair. In: Bank of England working papers. RePEc:boe:boeewp:0898.

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2021Medium- vs. short-term consumer inflation expectations : evidence from a new euro area survey. (2021). Paloviita, Maritta ; Stanisawska, Ewa. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_010.

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2020Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2020). Sheng, Xuguang ; Peng, Huaming ; Lahiri, Kajal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8810.

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2020Back testing fan charts of activity and inflation: the Chilean case. (2020). Gatty, Andres ; Fornero, Jorge. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:881.

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2021Uncertainty, Risk, and Price-Setting: Evidence from CPI Microdata. (2021). Canales, Mario ; Lopez-Martin, Bernabe. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:908.

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2020Econometric Foundations of the Great Ratios of Economics. (2020). Harding, Don. In: Centre of Policy Studies/IMPACT Centre Working Papers. RePEc:cop:wpaper:g-300.

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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2020The anchoring of long-term inflation expectations of consumers: insights from a new survey. (2020). Moessner, Richhild ; van Rooij, Maarten ; Galati, Gabriele. In: DNB Working Papers. RePEc:dnb:dnbwpp:688.

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2020Exchange rate predictive densities and currency risks: A quantile regression approach. (2020). Joseph, Niango Ange. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-16.

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2021ECB communication as a stabilization and coordination device: evidence from ex-ante inflation uncertainty. (2021). Fernandes, Cecilia Melo. In: Working Paper Series. RePEc:ecb:ecbwps:20212582.

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2020Dynamic characteristic of Bitcoin cryptocurrency in the reconstruction scheme. (2020). Alves, P. R. L., . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:134:y:2020:i:c:s0960077920300941.

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2020The impact of monetary policy on M&A outcomes. (2020). Saunders, Anthony ; Barbopoulos, Leonidas G ; Adra, Samer. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119919301166.

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2020The contribution of intraday jumps to forecasting the density of returns. (2020). Sevi, Benoit ; Ielpo, Florian ; Chorro, Christophe. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300233.

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2021Are professional forecasters Bayesian?. (2021). Manzan, Sebastiano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:123:y:2021:i:c:s016518892030213x.

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2020When old meets young? Germanys population ageing and the current account. (2020). Stähler, Nikolai ; Schön, Matthias ; Stahler, Nikolai ; Schon, Matthias. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:315-336.

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2020Sovereign default risk, debt uncertainty and fiscal credibility: The case of Brazil. (2020). Souza, Ivan ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302316.

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2020Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach. (2020). Perote, Javier ; Mora-Valencia, Andrés ; Cortes, Lina M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818301980.

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2021Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:833-860.

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2021Belief elicitation with multiple point predictions. (2021). Schmidt, Patrick ; Eyting, Markus. In: European Economic Review. RePEc:eee:eecrev:v:135:y:2021:i:c:s0014292121000532.

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2021Modeling the cross-section of stock returns using sensible models in a model pool. (2021). Zhou, Qing ; Liao, Yin ; Chiang, I-Hsuan Ethan ; I-Hsuan Ethan Chiang, . In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:56-73.

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2020The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74.

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2020FFORMA: Feature-based forecast model averaging. (2020). Talagala, Thiyanga S ; Hyndman, Rob J ; Athanasopoulos, George ; Montero-Manso, Pablo. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:86-92.

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2020Five dimensions of the uncertainty–disagreement linkage. (2020). Glas, Alexander. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:607-627.

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2020A strategic predictive distribution for tests of probabilistic calibration. (2020). Taylor, James W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1380-1388.

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2020Daily retail demand forecasting using machine learning with emphasis on calendric special days. (2020). Stuckenschmidt, Heiner ; Huber, Jakob. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1420-1438.

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2020Do macroeconomic forecasters use macroeconomics to forecast?. (2020). Casey, Eddie. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1439-1453.

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2020A textual analysis of Bank of England growth forecasts. (2020). Sinclair, Tara ; Stekler, Herman O ; Jones, Jacob T. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1478-1487.

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2021Do survey joiners and leavers differ from regular participants? The US SPF GDP growth and inflation forecasts. (2021). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:634-646.

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2021Are professional forecasters overconfident?. (2021). Casey, Eddie. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:716-732.

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2020Is the recent increase in national homicide abnormal? Testing the application of fan charts in monitoring national homicide trends over time. (2020). Wheeler, Andrew P ; Riddell, Jordan R ; Yim, Ha-Neul. In: Journal of Criminal Justice. RePEc:eee:jcjust:v:66:y:2020:i:c:s0047235219304672.

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2020Private information and analyst coverage: Evidence from firm survey data. (2020). Sugo, Tomohiro ; Nakazono, Yoshiyuki ; Koga, Maiko. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:174:y:2020:i:c:p:284-298.

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2021Volatility expectations and disagreement. (2021). , Remco ; van der Sar, Nico L ; Huisman, Ronald. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:379-393.

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2021The role of macroeconomic and policy uncertainty in density forecast dispersion. (2021). Tay, Anthony ; Li, You. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420301907.

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2020.

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2020Fiscal credibility, target revisions and disagreement in expectations about fiscal results. (2020). Acar, Tatiana ; Montes, Gabriel Caldas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:38-58.

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2020Rounding bias in forecast uncertainty. (2020). Levenko, Natalia. In: Research in Economics. RePEc:eee:reecon:v:74:y:2020:i:4:p:277-291.

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2020Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach. (2020). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:88961.

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2020Forecast Accuracy Matters for Hurricane Damage. (2020). Martinez, Andrew. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:18-:d:357835.

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2020PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices. (2020). Serafin, Tomasz ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3530-:d:382069.

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2021Research on the Effectiveness of China’s Macro Control Policy on Output and Technological Progress under Economic Policy Uncertainty. (2021). Zhu, Songping ; Zheng, Ganwen. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:12:p:6844-:d:576680.

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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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2021Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2021). Lahiri, Kajal ; Sheng, Xuguang Simon ; Peng, Huaming. In: Working Papers. RePEc:gwc:wpaper:2021-005.

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2020Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails. (2020). Österholm, Pär ; Osterholm, Par ; Nguyen, Hoang ; Kiss, Tamas. In: Working Papers. RePEc:hhs:oruesi:2020_013.

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2021Central Bank Communication and Disagreement about the Natural Rate Hypothesis. (2021). Binder, Carola Conces. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2021:q:2:a:3.

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2020Bias–Variance Trade-Off and Shrinkage of Weights in Forecast Combination. (2020). Setzer, Thomas ; Blanc, Sebastian M. In: Management Science. RePEc:inm:ormnsc:v:66:y:12:i:2020:p:5720-5737.

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2020Belief Elicitation with Multiple Point Predictions. (2019). Schmidt, Patrick ; Eyting, Markus . In: Working Papers. RePEc:jgu:wpaper:1818.

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2020Realized Volatility Forecasting Based on Dynamic Quantile Model Averaging. (2020). Mi, Xianhua ; Ma, Chaoqun ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202016.

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2020Complete Subset Averaging for Quantile Regressions. (2020). Shin, Youngki ; Lee, Ji Hyung. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2020-03.

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2020Uncertainty measures from partially rounded probabilistic forecast surveys. (2020). Hartmann, Matthias ; Glas, Alexander. In: Working Papers. RePEc:mib:wpaper:427.

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2020Optimal probabilistic forecasts: When do they work?. (2020). Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben ; Hassan, Andres Ramirez. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-33.

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2020A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance. (2020). van Dijk, Herman ; Casarin, Roberto ; Ravazzolo, Francesco ; Grassi, Stefano. In: Working Paper series. RePEc:rim:rimwps:20-27.

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2021Enhancing the accuracy of revenue management system forecasts: The impact of machine and human learning on the effectiveness of hotel occupancy forecast combinations across multiple forecasting horizo. (2021). Koupriouchina, Larissa ; van der Rest, Jean-Pierre I ; Webb, Timothy ; Schwartz, Zvi. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:2:p:273-291.

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2021A Simulation-Based Approach to Understanding the Wisdom of Crowds Phenomenon in Aggregating Expert Judgment. (2021). Seyfried, Johannes ; Parak, Dominik ; Gimpel, Henner ; Dun, Christopher ; Afflerbach, Patrick . In: Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK. RePEc:spr:binfse:v:63:y:2021:i:4:d:10.1007_s12599-020-00664-x.

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2020Aggregate density forecasting from disaggregate components using Bayesian VARs. (2020). Cobb, Marcus. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01720-6.

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2020Appropriate monetary policy and forecast disagreement at the FOMC. (2020). Schultefrankenfeld, Guido. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01755-9.

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2020Prequential forecasting in the presence of structure breaks in natural gas spot markets. (2020). Mjelde, James W ; Duangnate, Kannika. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:5:d:10.1007_s00181-019-01706-4.

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2021The robustness of forecast combination in unstable environments: a Monte Carlo study of advanced algorithms. (2021). Zhao, Yongchen. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:1:d:10.1007_s00181-020-01864-w.

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2021Optimal ATM replenishment policies under demand uncertainty. (2021). Duman, Ekrem ; Serban, Nicoleta ; Ekinci, Yeliz. In: Operational Research. RePEc:spr:operea:v:21:y:2021:i:2:d:10.1007_s12351-019-00466-4.

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2021Optimal Designs for Model Averaging in non-nested Models. (2021). Schorning, Kirsten ; Dette, Holger ; Alhorn, Kira. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:83:y:2021:i:2:d:10.1007_s13171-020-00238-9.

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2021Demand Forecasting of Individual Probability Density Functions with Machine Learning. (2021). Feindt, Michael ; Ernst, Jakob ; Stemmer, Daniel ; Singhal, Trapti ; Wolf, Moritz ; Hahn, Martin ; Kerzel, Ulrich ; Wick, Felix. In: SN Operations Research Forum. RePEc:spr:snopef:v:2:y:2021:i:3:d:10.1007_s43069-021-00079-8.

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2021A new time-varying model for forecasting long-memory series. (2021). Grigoletto, Matteo ; Bisaglia, Luisa. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:30:y:2021:i:1:d:10.1007_s10260-020-00517-7.

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2020Too similar to combine? On negative weights in forecast combination. (2020). Vasnev, Andrey ; Wang, Wendun ; Radchenko, Peter. In: Working Papers. RePEc:syb:wpbsba:2123/22956.

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2021A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance. (2021). Grassi, Stefano ; Casarin, Roberto ; van Dijk, Herman K ; Ravazzolo, Francesco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210016.

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2020Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms. (2015). Zhao, Yongchen. In: Working Papers. RePEc:tow:wpaper:2015-04.

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2020Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors. (2020). Mertens, Elmar ; McCracken, Michael ; Clark, Todd. In: The Review of Economics and Statistics. RePEc:tpr:restat:v:102:y:2020:i:1:p:17-33.

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2020Commodity Futures Return Predictability and Intertemporal Asset Pricing. (2020). Eyiah-Donkor, Emmanuel ; Cotter, John ; Pot, Valerio. In: Working Papers. RePEc:ucd:wpaper:202011.

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2020Learning from Forecast Errors: A New Approach to Forecast Combination. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Working Papers. RePEc:ucr:wpaper:202024.

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2021Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711.

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2020An Anchor in Stormy Seas: Does Reforming Economic Institutions Reduce Uncertainty? Evidence from New Zealand. (2021). Ryan, Michael. In: Working Papers in Economics. RePEc:wai:econwp:20/11.

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2020Incorporating Uncertainty into USDA Commodity Price Forecasts. (2020). Adjemian, Michael ; Robe, Michel A ; Bruno, Valentina G. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:102:y:2020:i:2:p:696-712.

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2020Corn Cash Price Forecasting. (2020). Xu, Xiaojie. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:102:y:2020:i:4:p:1297-1320.

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2020Order‐invariant tests for proper calibration of multivariate density forecasts. (2020). Dovern, Jonas ; Manner, Hans. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:4:p:440-456.

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2020Do monetary policy transparency and central bank communication reduce interest rate disagreement?. (2020). Budsaratragoon, Pornanong ; Jitmaneeroj, Boonlert ; Seelajaroen, Ruttachai. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:3:p:368-393.

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2020Forecasting under model uncertainty: Non‐homogeneous hidden Markov models with Pòlya‐Gamma data augmentation. (2020). Koki, Constandina ; Vrontos, Ioannis ; Meligkotsidou, Loukia. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:4:p:580-598.

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2020Combining multivariate volatility forecasts using weighted losses. (2020). Clements, Adam ; Doolan, Mark Bernard. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:4:p:628-641.

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2021Market timing using combined forecasts and machine learning. (2021). Fabozzi, Frank J ; Mascio, David A ; Zumwalt, Kenton J. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:1-16.

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2021Forecasting aggregate market volatility: The role of good and bad uncertainties. (2021). Wang, Yudong ; Liu, LI. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:40-61.

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2021Forecasting the production side of GDP. (2021). Steiner, Elizabeth ; Zullig, Gabriel ; Baurle, Gregor. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:3:p:458-480.

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2021Research constituents, intellectual structure, and collaboration pattern in the Journal of Forecasting: A bibliometric analysis. (2021). Pattnaik, Debidutta ; Baker, Kent H ; Kumar, Satish. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:4:p:577-602.

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2021A Closer Look at the Behavior of Uncertainty and Disagreement: Micro Evidence from the Euro Area. (2021). Rich, Robert ; Tracy, Joseph. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:1:p:233-253.

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2020Does Judgment Improve Macroeconomic Density Forecasts?. (2020). Mitchell, James ; Garratt, Anthony ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:33.

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2020Real-Time Perceptions of Historical GDP Data Uncertainty. (2020). Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:35.

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More than 100 citations found, this list is not complete...

Kenneth F. Wallis has edited the books:


YearTitleTypeCited

Works by Kenneth F. Wallis:


YearTitleTypeCited
1987Long-Run Properties of Large-Scale Macroeconometric Models In: Annals of Economics and Statistics.
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article3
1969Some Recent Developments in Applied Econometrics: Dynamic Models and Simultaneous Equation Systems. In: Journal of Economic Literature.
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article7
1980MODEL VALIDATION AND FORECAST COMPARISONS: THEORETICAL AND PRACTICAL CONSIDERATIONS In: Economic Research Papers.
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paper2
1980Model Validation and Forecast Comparisons : Theoretical and Practical Considerations.(1980) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has another version. Agregated cites: 2
paper
1981DYNAMIC MODELS AND EXPECTATIONS HYPOTHESIS In: Economic Research Papers.
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paper0
1981Dynamic Models and Expectations Hypotheses.(1981) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has another version. Agregated cites: 0
paper
1981MODELS FOR X-11 AND X-11-FORECAST PROCEDURES FOR PRELIMINARY AND REVISED SEASONAL ADJUSTMENTS In: Economic Research Papers.
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paper3
1981Models for X-11 and X-11-Forecast Procedures for Preliminary and Revised Seasonal Adjustments.(1981) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
1983SIGNAL EXTRACTION IN NONSTATIONARY SERIES In: Economic Research Papers.
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paper0
1983Signal Extraction in Nonstationary Series.(1983) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has another version. Agregated cites: 0
paper
1983UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS In: Economic Research Papers.
[Full Text][Citation analysis]
paper22
1984Unobserved-Components Models for Seasonal Adjustment Filters..(1984) In: Journal of Business & Economic Statistics.
[Citation analysis]
This paper has another version. Agregated cites: 22
article
1983Unobserved-Components Models for Seasonal Adjustment Filters..(1983) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
1984CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES In: Economic Research Papers.
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paper6
1984Calculating the Variance of Seasonally Adjusted Series.(1984) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
1986FORECASTING AND SIGNAL EXTRACTION IN AUTOREGRESSIVE-MOVING AVERAGE MODELS In: Economic Research Papers.
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paper0
1986Forecasting and Signals Extraction in Autoregressive-moving Average Models.(1986) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has another version. Agregated cites: 0
paper
2002The Properties of Some Goodness-of-Fit Tests In: Economic Research Papers.
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paper6
2002The properties of some goodness-of-fit tests.(2002) In: Working Paper CRENoS.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2002THE PROPERTIES OF SOME GOODNESS-OF-FIT TESTS.(2002) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2004Sensitivity of the chi-squared goodness-of-fit test to the partitioning of data In: Economic Research Papers.
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paper7
2005The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data.(2005) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2004Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data.(2004) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2006Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters In: Economic Research Papers.
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paper95
2008Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters.(2008) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 95
article
2006Uncertainty and disagreement in economic prediction : the Bank of England Survey of External Forecasters.(2006) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 95
paper
1992On Macroeconomic Policy and Macroeconometric Models. In: CEPR Discussion Papers.
[Citation analysis]
paper0
1998New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article0
2004Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article0
1988Some Recent Developments in Macroeconometric Modelling in the United Kingdom. In: Australian Economic Papers.
[Citation analysis]
article3
1978Multiple Time Series Modelling: Another Look at the Mink?Muskrat Interaction In: Journal of the Royal Statistical Society Series C.
[Full Text][Citation analysis]
article0
1987TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article12
1970Output Decisions of Firms Again. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article0
1984Comparing Time-Series and Nonlinear Model-based Forecasts. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article0
2005Combining Density and Interval Forecasts: A Modest Proposal* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article81
2009A Simple Explanation of the Forecast Combination Puzzle* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article121
1966Some Econometric Problems in the Analysis of Inventory Cycles In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2001Chi-squared tests of interval and density forecasts and the Bank of Englands fan charts In: Working Paper Series.
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paper81
2002Chi-squared tests of interval and density forecasts, and the Bank of Englands fan charts.(2002) In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81
paper
2003Chi-squared tests of interval and density forecasts, and the Bank of Englands fan charts.(2003) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81
article
1989Macroeconomic Forecasting: A Survey. In: Economic Journal.
[Full Text][Citation analysis]
article58
2004Comparing Empirical Models of the Euro Economy In: Econometric Society 2004 Australasian Meetings.
[Citation analysis]
paper25
2004Comparing empirical models of the euro economy.(2004) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
article
1972Testing for Fourth Order Autocorrelation in Qtrly Regression Equations. In: Econometrica.
[Full Text][Citation analysis]
article13
1972The Efficiency of the Two-Step Estimator. In: Econometrica.
[Full Text][Citation analysis]
article0
1977Multiple Time Series Analysis and the Final Form of Econometric Models. In: Econometrica.
[Full Text][Citation analysis]
article40
1980Econometric Implications of the Rational Expectations Hypothesis. In: Econometrica.
[Full Text][Citation analysis]
article74
2000Density Forecasting: A Survey In: Econometric Society World Congress 2000 Contributed Papers.
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paper167
2008Macroeconomic modelling in central banks in Latin America In: Documentos de Proyectos.
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paper0
1996Targeting inflation: Comparative control exercises on models of the UK economy In: Economic Modelling.
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article1
1998Comparing global economic models In: Economic Modelling.
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article24
2000Fiscal policy rules in macroeconomic models: principles and practice In: Economic Modelling.
[Full Text][Citation analysis]
article43
2004Empirical macro-models of the euro economy: an introduction In: Economic Modelling.
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article0
1990The historical tracking performance of UK macroeconometric models 1978-1985 In: Economic Modelling.
[Full Text][Citation analysis]
article7
1982Time-series versus econometric forecasts : A non-linear regression counterexample In: Economics Letters.
[Full Text][Citation analysis]
article4
2004Decompositions of Pearsons chi-squared test In: Journal of Econometrics.
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article0
2010Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy In: Journal of Econometrics.
[Full Text][Citation analysis]
article11
2007COINTEGRATION, LONG-RUN STRUCTURAL MODELLING AND WEAK EXOGENEITY: TWO MODELS OF THE UK ECONOMY.(2007) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2008Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters In: International Journal of Forecasting.
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article13
2011Scoring rules and survey density forecasts In: International Journal of Forecasting.
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article26
2011Scoring rules and survey density forecasts.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
article
1995TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING In: Books.
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book0
2002Comparing SVARs and SEMs: more shocking stories In: Research Report.
[Full Text][Citation analysis]
paper1
1997A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article0
1997Statistical Demand Functions for Food in the USA and the Netherlands: Comments. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article0
2005Comparing SVARs and SEMs: two models of the UK economy In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article11
1989Differences in the Properties of Large-Scale Macroeconometric Models: The Role of Labour Market Specifications. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article2
1978Seasonal Adjustment and Multiple Time Series Analysis In: NBER Chapters.
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chapter5
1978Contributed Comments to Seasonal Analysis of Economic Time Series In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
1997Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters In: NBER Working Papers.
[Full Text][Citation analysis]
paper44
1998Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters.(1998) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 44
paper
1994Econometric Evaluation of Consumers Expenditure Equations. In: Oxford Review of Economic Policy.
[Citation analysis]
article14
1987Evaluating Special Employment Measures with Macroeconometric Models. In: Oxford Review of Economic Policy.
[Citation analysis]
article0
1991Macro-models and Macro Policy in the 1980s. In: Oxford Review of Economic Policy.
[Citation analysis]
article4
2006A note on the calculation of entropy from histograms In: MPRA Paper.
[Full Text][Citation analysis]
paper3
1985Models of the UK Economy and the Real Wage-Employment Debate In: National Institute Economic Review.
[Full Text][Citation analysis]
article4
1988Comparative Properties of Models of the Uk Economy In: National Institute Economic Review.
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article29
1989Comparative Properties of Models of the Uk Economy.(1989) In: National Institute Economic Review.
[Full Text][Citation analysis]
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article
1990Comparative Properties of Models of the Uk Economy.(1990) In: National Institute Economic Review.
[Full Text][Citation analysis]
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article
1991Comparative Properties of Models of the Uk Economy.(1991) In: National Institute Economic Review.
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article
1993Comparative Properties of Models of the UK Economy.(1993) In: National Institute Economic Review.
[Full Text][Citation analysis]
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article
1995Comparative Properties of Models of the UK Economy.(1995) In: National Institute Economic Review.
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article
1997Comparative Properties of Models of the UK Economy*.(1997) In: National Institute Economic Review.
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article
2000Comparative Properties of Models of the UK Economy.(2000) In: National Institute Economic Review.
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This paper has another version. Agregated cites: 29
article
1998Technical Progress and the Natural Rate in Models of the UK Economy In: National Institute Economic Review.
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article0
1999Asymmetric density forecasts of inflation and the Bank of Englands fan chart In: National Institute Economic Review.
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article16
2004An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties In: National Institute Economic Review.
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article35
2011Combining forecasts - forty years later In: Applied Financial Economics.
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article34
1992On Macroeconomic Policy and Macroeconomic Modeling In: Economics Discussion / Working Papers.
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paper0
2011Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness In: Journal of Applied Econometrics.
[Citation analysis]
article84
2015The Measurement and Characteristics of Professional Forecasters Uncertainty In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article22
2008FORECAST UNCERTAINTY, ITS REPRESENTATION AND EVALUATION In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter1

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