Kenneth F. Wallis : Citation Profile


Are you Kenneth F. Wallis?

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

18

H index

24

i10 index

1147

Citations

RESEARCH PRODUCTION:

58

Articles

34

Papers

1

Books

4

Chapters

EDITOR:

6

Books edited

RESEARCH ACTIVITY:

   49 years (1966 - 2015). See details.
   Cites by year: 23
   Journals where Kenneth F. Wallis has often published
   Relations with other researchers
   Recent citing documents: 119.    Total self citations: 25 (2.13 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwa27
   Updated: 2019-05-18    RAS profile: 2019-05-07    
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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:

Vahey, Shaun (40)

Mitchell, James (36)

Clements, Michael (24)

Ravazzolo, Francesco (18)

Weron, Rafał (16)

Knüppel, Malte (16)

Marrocu, Emanuela (15)

Wakerly, Elizabeth (15)

Vasnev, Andrey (12)

Sarno, Lucio (12)

van den Berg, Gerard (12)

Cites to:

Pesaran, M (20)

Smith, Jeremy (9)

Diebold, Francis (9)

Boero, Gianna (8)

Granger, Clive (8)

Svensson, Lars (8)

Söderlind, Paul (7)

Dees, Stephane (7)

shin, yongcheol (7)

Smith, L. Vanessa (6)

Holly, Sean (6)

Main data


Where Kenneth F. Wallis has published?


Journals with more than one article published# docs
National Institute Economic Review12
Economic Modelling6
International Journal of Forecasting4
Journal of Applied Econometrics4
Econometrica4
Oxford Bulletin of Economics and Statistics3
Journal of Business & Economic Statistics3
Oxford Review of Economic Policy3
Journal of Applied Econometrics2
Economica2
Journal of Econometrics2
Economic Journal2

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

Recent works citing Kenneth F. Wallis (2018 and 2017)


YearTitle of citing document
2018Forecasters’ utility and forecast coherence. (2018). Zanetti Chini, Emilio. In: CREATES Research Papers. RePEc:aah:create:2018-23.

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2018Optimal Estimation with Complete Subsets of Instruments. (2018). Lee, Seojeong ; Shin, Youngki. In: Papers. RePEc:arx:papers:1811.08083.

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2018A new time-varying model for forecasting long-memory series. (2018). Bisaglia, Luisa ; Grigoletto, Matteo. In: Papers. RePEc:arx:papers:1812.07295.

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

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2017Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: Working Papers. RePEc:bde:wpaper:1736.

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2017Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751.

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2017Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis.. (2017). Mouabbi, Sarah ; Istrefi, Klodiana. In: Working papers. RePEc:bfr:banfra:619.

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2019Bayesian MIDAS penalized regressions: estimation, selection, and prediction. (2019). Mogliani, Matteo. In: Working papers. RePEc:bfr:banfra:713.

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2017Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: BIS Working Papers. RePEc:bis:biswps:614.

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2019CHANGING BUSINESS MODELS IN INTERNATIONAL BANK FUNDING. (2019). Gambacorta, Leonardo ; Schiaffi, Stefano ; van Rixtel, Adrian. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1038-1055.

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2018UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES. (2018). Veiga, Helena ; Ruiz, Esther ; Gonalves, Joo Henrique . In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:388-419.

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2017Quantile Aggregation of Density Forecasts. (2017). Busetti, Fabio. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:4:p:495-512.

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2018Business investment, cash holding and uncertainty since the Great Financial Crisis. (2018). bloom, nicholas ; Mizen, Paul ; Smietanka, Pawel. In: Bank of England working papers. RePEc:boe:boeewp:0753.

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2017The real effects of overconfidence and fundamental uncertainty shocks. (2017). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:037.

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2017The real effects of overconfidence and fundamental uncertainty shocks. (2017). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_037.

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2018Private Information and Analyst Coverage: Evidence from Firm Survey Data. (2018). Sugo, Tomohiro ; Nakazono, Yoshiyuki ; Koga, Maiko. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e17.

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2017On the importance of the probabilistic model in identifying the most decisive games in a tournament. (2017). Tena, Juan de Dios ; Corona, Francisco ; de Dios, Horrillo Juan ; Peter, Wiper Michael ; Francisco, Corona . In: Journal of Quantitative Analysis in Sports. RePEc:bpj:jqsprt:v:13:y:2017:i:1:p:11-23:n:1.

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2018Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts. (2018). Dovern, Jonas ; Manner, Hans. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7023.

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2017Changing business models in international bank funding. (2017). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian ; Schiaffi, Stefano . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11957.

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2017Interpreting rational expectations econometrics via analytic function approach. (2017). Tan, Fei. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00218.

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2018The Internet of Things and Information Fusion: Who Talks to Who?. (2018). Saghafian, Soroush ; Biller, Stephan ; Tomlin, Brian. In: Working Paper Series. RePEc:ecl:harjfk:rwp18-009.

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2019The combination of interval forecasts in tourism. (2019). Li, Gang ; Liu, Anyu ; Zhou, Menglin ; Wu, Doris Chenguang. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:363-378.

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2019Density tourism demand forecasting revisited. (2019). Song, Haiyan ; Liu, Chang ; Wen, Long. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:379-392.

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2019Cross-temporal coherent forecasts for Australian tourism. (2019). Kourentzes, Nikolaos ; Athanasopoulos, George. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:393-409.

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2017Measuring the output gap in Switzerland with linear opinion pools. (2017). Buncic, Daniel ; Muller, Oliver . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:153-171.

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2018Forecasting with DSGE models: What frictions are important?. (2018). Nalban, Valeriu. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:190-204.

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2018Discretionary fiscal policy and disagreement in expectations about fiscal variables empirical evidence from Brazil. (2018). Montes, Gabriel ; Luna, Paulo Henrique. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:100-116.

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2017Do precious metal prices help in forecasting South African inflation?. (2017). Katzke, Nico ; GUPTA, RANGAN ; Balcilar, Mehmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:63-72.

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2017Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory. (2017). Rodríguez, Gabriel ; Rodriguez, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:393-420.

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2017Using the Delphi method to value protection of the Amazon rainforest. (2017). Vincent, Jeffrey ; Carson, Richard ; Ortiz-Bobea, Ariel ; Navrud, Stale ; Strand, Jon. In: Ecological Economics. RePEc:eee:ecolec:v:131:y:2017:i:c:p:475-484.

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2018The FOMC versus the staff, revisited: When do policymakers add value?. (2018). Binder, Carola ; Wetzel, Samantha. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:72-75.

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2017Data revisions and DSGE models. (2017). Galvão, Ana ; Galvo, Ana Beatriz. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:215-232.

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2017Robust normal mixtures for financial portfolio allocation. (2017). Gambacciani, Marco ; Paolella, Marc S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:91-111.

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2017Fiscal forecasting performance in an emerging economy: An empirical assessment of Brazil. (2017). de Mendonça, Helder ; Barroso, Joseph David ; de Mendona, Helder Ferreira ; deMendona, Helder Ferreira . In: Economic Systems. RePEc:eee:ecosys:v:41:y:2017:i:3:p:408-419.

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2017Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. (2017). Yin, Libo ; Wu, Chongfeng ; Wang, Yudong ; Pan, Zhiyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:130-142.

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2017Comparison of data-rich and small-scale data time series models generating probabilistic forecasts: An application to U.S. natural gas gross withdrawals. (2017). Duangnate, Kannika ; Mjelde, James W. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:411-423.

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2017Composite forecasting approach, application for next-day electricity price forecasting. (2017). Mirakyan, Atom ; Koch, Andreas ; Meyer-Renschhausen, Martin . In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:228-237.

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2018Predictability of crude oil prices: An investor perspective. (2018). Liu, LI ; Yang, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:193-205.

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2018Analyzing volatility transmission using group transfer entropy. (2018). Dimpfl, Thomas ; Peter, Franziska J. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:368-376.

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2018Managing electricity price modeling risk via ensemble forecasting: The case of Turkey. (2018). Avci, Ezgi ; van Heck, Eric ; Ketter, Wolfgang. In: Energy Policy. RePEc:eee:enepol:v:123:y:2018:i:c:p:390-403.

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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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2017A comparative assessment of alternative ex ante measures of inflation uncertainty. (2017). Ulm, Maren ; Hartmann, Matthias ; Herwartz, Helmut. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:76-89.

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2017Forecasting inflation in emerging markets: An evaluation of alternative models. (2017). Mandalinci, Zeyyad. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1082-1104.

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2018Forecast-error-based estimation of forecast uncertainty when the horizon is increased. (2018). Knüppel, Malte ; Knuppel, Malte. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:105-116.

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2018Some theoretical results on forecast combinations. (2018). Chan, Felix ; Pauwels, Laurent L. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:64-74.

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2018Are macroeconomic density forecasts informative?. (2018). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:181-198.

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2019Predictive regressions under asymmetric loss: Factor augmentation and model selection. (2019). Hacioglu Hoke, Sinem ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:80-99.

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2019Combining forecasts: Performance and coherence. (2019). Thomson, Mary E ; Gonul, Sinan M ; Onkal, Dilek ; Pollock, Andrew C. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:474-484.

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2019Predictive blends: Fundamental Indexing meets Markowitz. (2019). Alexeev, Vitali ; Tapon, Francis ; Pysarenko, Sergiy. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:28-42.

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2018Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis. (2018). Mouabbi, Sarah ; Istrefi, Klodiana . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:296-313.

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2017Exchange rate uncertainty and firm investment plans evidence from Swiss survey data. (2017). Dibiasi, Andreas ; Binding, Garret . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:51:y:2017:i:c:p:1-27.

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2018Optimal selection of expert forecasts with integer programming. (2018). Vasnev, Andrey ; Thompson, Ryan ; Matsypura, Dmytro. In: Omega. RePEc:eee:jomega:v:78:y:2018:i:c:p:165-175.

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2017Measuring uncertainty based on rounding: New method and application to inflation expectations. (2017). Binder, Carola. In: Journal of Monetary Economics. RePEc:eee:moneco:v:90:y:2017:i:c:p:1-12.

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2018Estimating demand variability and capacity costs due to social network influence: The hidden cost of connection. (2018). , Mozart ; Guimares, Renato . In: International Journal of Production Economics. RePEc:eee:proeco:v:197:y:2018:i:c:p:317-329.

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2019Another look at forecast selection and combination: Evidence from forecast pooling. (2019). Kourentzes, Nikolaos ; Petropoulos, Fotios ; Barrow, Devon. In: International Journal of Production Economics. RePEc:eee:proeco:v:209:y:2019:i:c:p:226-235.

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2018Recent advances in electricity price forecasting: A review of probabilistic forecasting. (2018). Weron, Rafał ; Nowotarski, Jakub. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p1:p:1548-1568.

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2017On the rationality and efficiency of inflation forecasts: Evidence from advanced and emerging market economies. (2017). Jalles, Joao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:175-189.

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2017COSMO: A new COre Structural MOdel for Ireland. (2017). Smith, Donal ; Morgenroth, Edgar ; Holland, Dawn ; Conroy, Niall ; Bergin, Adele ; Rodriguez, Abian Garcia ; McInerney, Niall ; Niall Mc Inerney, . In: Papers. RePEc:esr:wpaper:wp553.

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2017Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors : The Federal Reserves Approach. (2017). Tulip, Peter ; Reifschneider, David L. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-20.

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2017The behavior of uncertainty and disagreement and their roles in economic prediction: a panel analysis. (2017). Tracy, Joseph ; Rich, Robert. In: Staff Reports. RePEc:fip:fednsr:808.

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2017Twenty-Two Years of Inflation Assessment and Forecasting Experience at the Bulletin of EU & US Inflation and Macroeconomic Analysis. (2017). Espasa, Antoni ; Senra, Eva . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:4:p:44-:d:114224.

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2018Using the Entire Yield Curve in Forecasting Output and Inflation. (2018). Hillebrand, Eric ; Li, Canlin ; Lee, Tae-Hwy ; Huang, Huiyu . In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:40-:d:166513.

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2018Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts. (2018). Dovern, Jonas ; Manner, Hans. In: Graz Economics Papers. RePEc:grz:wpaper:2018-09.

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2019A Textual Analysis of the Bank of England Growth Forecasts. (2018). Jones, Jacob T ; Stekler, Herman O ; Sinclair, Tara M. In: Working Papers. RePEc:gwc:wpaper:2018-005.

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2017A Machine Learning Approach to the Forecast Combination Puzzle. (2017). Mandel, Antoine ; Sani, Amir. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01317974.

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2017The contribution of jumps to forecasting the density of returns. (2017). Sévi, Benoît ; Ielpo, Florian ; Sevi, Benoit ; Chorro, Christophe. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01442618.

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2019Deflation Probability and the Scope for Monetary Loosening in the United Kingdom. (2019). Masolo, Riccardo M. ; Reinold, Kate ; Haberis, Alex. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2019:q:1:a:6.

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2019Belief Elicitation with Multiple Point Predictions. (2018). Eyting, Markus ; Schmidt, Patrick. In: Working Papers. RePEc:jgu:wpaper:1818.

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2018Forecasting the medical workforce: a stochastic agent-based simulation approach. (2018). Lopes, Mario Amorim ; Almada-Lobo, Bernardo ; Almeida, Alvaro Santos. In: Health Care Management Science. RePEc:kap:hcarem:v:21:y:2018:i:1:d:10.1007_s10729-016-9379-x.

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2017Entropy Econometrics for combining regional economic forecasts: A Data-Weighted Prior Estimator. (2017). Fernández Vázquez, Esteban ; Moreno, Blanca ; Fernandez-Vazquez, Esteban. In: Journal of Geographical Systems. RePEc:kap:jgeosy:v:19:y:2017:i:4:d:10.1007_s10109-017-0259-9.

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2018Uncertainty and Business Cycle: A Review of the Literature and Some Evidence from the Spanish Economy/Incertidumbre y Ciclo Empresarial: Revisión de la literatura y evidencia en la economía español. (2018). Basile, Roberto ; Girardi, Alessandro. In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:36_1_16.

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2018Optimal Estimation with Complete Subsets of Instruments. (2018). Lee, Seojeong ; Shin, Youngki. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2018-15.

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2017The contribution of jumps to forecasting the density of returns. (2017). Sévi, Benoît ; Ielpo, Florian ; Sevi, Benoit ; Chorro, Christophe. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17006.

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2017Construction and visualization of optimal confidence sets for frequentist distributional forecasts. (2017). Poskitt, Donald ; Perera, Indeewara ; Martin, Gael M ; Harris, David. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-9.

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2018Cross-temporal coherent forecasts for Australian tourism. (2018). Kourentzes, Nikolaos ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-24.

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2018Trends in income inequality.. (2018). Makhlouf, Yousef. In: Working Papers. RePEc:nbs:wpaper:2018/01.

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2018Short-term price density forecasts in the lean hog futures market. (2018). Trujillo-Barrera, Andres ; Garcia, Philip ; Mallory, Mindy L. In: European Review of Agricultural Economics. RePEc:oup:erevae:v:45:y:2018:i:1:p:121-142..

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2017Combining Multivariate Volatility Forecasts: An Economic-Based Approach. (2017). Santos, Andre ; Moura, Guilherme ; Nogales, Francisco J ; Caldeira, Joo F. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:15:y:2017:i:2:p:247-285..

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2017Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts. (2017). Diebold, Francis X ; Shin, Minchul. In: PIER Working Paper Archive. RePEc:pen:papers:17-017.

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2018Machine Learning for Regularized Survey Forecast Combination: Partially Egalitarian Lasso and its Derivatives. (2018). Diebold, Francis X ; Shin, Minchul. In: PIER Working Paper Archive. RePEc:pen:papers:18-014.

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2017Joint Forecast Combination of Macroeconomic Aggregates and Their Components. (2017). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:76556.

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2017Aggregate Density Forecasting from Disaggregate Components Using Large VARs. (2017). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:76849.

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2017Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568.

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2017Forecasting Economic Aggregates Using Dynamic Component Grouping. (2017). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:81585.

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2017Three essays on uncertainty: real and financial effects of uncertainty shocks. (2017). Lee, Seohyun. In: MPRA Paper. RePEc:pra:mprapa:83617.

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2018Forecasting tax revenues in an emerging economy: The case of Albania. (2018). Sabaj, Ernil ; Kahveci, Mustafa . In: MPRA Paper. RePEc:pra:mprapa:84404.

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2018Accounting for Busines Cycles in Canada: II. The Role of Money. (2018). Accolley, Delali. In: MPRA Paper. RePEc:pra:mprapa:85481.

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2018Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach. (2018). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:88593.

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2018Probability Forecast Using Fan Chart Analysis: A case of the Sierra Leone Economy. (2018). Jackson, Emerson ; Tamuke, Edmund. In: MPRA Paper. RePEc:pra:mprapa:88853.

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2018Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110.

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2019One-period joint forecasts of Polish inflation, unemployment and interest rate using Bayesian VEC-MSF models. (2019). Wroblewska, Justyna ; Pajor, Anna . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:11:y:2019:i:1:p:23-45.

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2017Gauging the Uncertainty of the Economic Outlook Using Historical Forecasting Errors: The Federal Reserves Approach. (2017). Tulip, Peter ; Reifschneider, David . In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2017-01.

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2017Financial conditions and density forecasts for US output and inflation. (2017). mumtaz, haroon ; Alessandri, Piergiorgio. In: Review of Economic Dynamics. RePEc:red:issued:14-103.

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2017Повышение точности прогнозирования интегральных показателей на основе объединения прогнозов // Improving the Predicti. (2017). Volkova, Nataliya ; Наталия Волкова Николаевна, ; Антон Сурков Александрович, ; Александр Френкель Адольфо, ; Surkov, Anton ; Frenkel, Alexander. In: Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice. RePEc:scn:financ:y:2017:i:5:p:118-127.

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Inflation Expectations: The Effect of Question Ordering on Forecast Inconsistencies. (2018). Rosenblatt-Wisch, Rina ; Phillot, Maxime. In: Working Papers. RePEc:snb:snbwpa:2018-11.

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2017Forecast combination for discrete choice models: predicting FOMC monetary policy decisions. (2017). Vasnev, Andrey ; Pauwels, Laurent L. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1080-x.

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2017Measuring uncertainty and assessing its predictive power in the euro area. (2017). Poncela, Pilar ; Senra, Eva . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1181-6.

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2017Interest rate assumptions and predictive accuracy of central bank forecasts. (2017). Knüppel, Malte ; Knuppel, Malte ; Schultefrankenfeld, Guido. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1182-5.

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2017Survey-based forecast distributions for Euro Area growth and inflation: ensembles versus histograms. (2017). Kruger, Fabian. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1228-3.

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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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article2
1969Some Recent Developments in Applied Econometrics: Dynamic Models and Simultaneous Equation Systems. In: Journal of Economic Literature.
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article5
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).
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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.
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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).
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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).
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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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paper6
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: 6
paper
2006Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters In: Economic Research Papers.
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paper62
2008Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters.(2008) In: Economic Journal.
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This paper has another version. Agregated cites: 62
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: 62
paper
1992On Macroeconomic Policy and Macroeconometric Models. In: CEPR Discussion Papers.
[Citation analysis]
paper11
1993On Macroeconomic Policy and Macroeconometric Models..(1993) In: The Economic Record.
[Citation analysis]
This paper has another version. Agregated cites: 11
article
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.
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article0
1988Some Recent Developments in Macroeconometric Modelling in the United Kingdom. In: Australian Economic Papers.
[Citation analysis]
article3
1971Wages, Prices and Incomes Policies: Some Comments. In: Economica.
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article0
1993Comparing Macroeconometric Models: A Review Article. In: Economica.
[Full Text][Citation analysis]
article9
1978Multiple Time Series Modelling: Another Look at the Mink‐Muskrat Interaction In: Journal of the Royal Statistical Society Series C.
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article0
1987TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES In: Journal of Time Series Analysis.
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article4
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.
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article72
2009A Simple Explanation of the Forecast Combination Puzzle In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article88
1991 Large-Scale Econometric Models of National Economies. In: Scandinavian Journal of Economics.
[Citation analysis]
article6
1966Some Econometric Problems in the Analysis of Inventory Cycles In: Cowles Foundation Discussion Papers.
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paper0
2001Chi-squared tests of interval and density forecasts and the Bank of Englands fan charts In: Working Paper Series.
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paper76
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: 76
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: 76
article
1989Macroeconomic Forecasting: A Survey. In: Economic Journal.
[Full Text][Citation analysis]
article56
2004Comparing Empirical Models of the Euro Economy In: Econometric Society 2004 Australasian Meetings.
[Citation analysis]
paper23
2004Comparing empirical models of the euro economy.(2004) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
article
1972Testing for Fourth Order Autocorrelation in Qtrly Regression Equations. In: Econometrica.
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article9
1972The Efficiency of the Two-Step Estimator. In: Econometrica.
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article0
1977Multiple Time Series Analysis and the Final Form of Econometric Models. In: Econometrica.
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article36
1980Econometric Implications of the Rational Expectations Hypothesis. In: Econometrica.
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article67
2000Density Forecasting: A Survey In: Econometric Society World Congress 2000 Contributed Papers.
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paper143
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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article23
2000Fiscal policy rules in macroeconomic models: principles and practice In: Economic Modelling.
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article40
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.
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article11
1982Time-series versus econometric forecasts : A non-linear regression counterexample In: Economics Letters.
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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.
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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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article19
2011Scoring rules and survey density forecasts.(2011) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 19
article
1995TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING In: Books.
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book0
2002Comparing SVARs and SEMs: more shocking stories In: Research Report.
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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.
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article0
2005Comparing SVARs and SEMs: two models of the UK economy In: Journal of Applied Econometrics.
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article11
1989Differences in the Properties of Large-Scale Macroeconometric Models: The Role of Labour Market Specifications. In: Journal of Applied Econometrics.
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article2
1979Seasonal Adjustment and Multiple Time Series Analysis In: NBER Chapters.
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chapter5
1978Seasonal Adjustment and Multiple Time Series Analysis.(1978) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
chapter
1978Contributed Comments to Seasonal Analysis of Economic Time Series In: NBER Chapters.
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chapter0
1997Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters In: NBER Working Papers.
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paper43
1998Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters.(1998) In: Working Papers.
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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.
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article0
1991Macro-models and Macro Policy in the 1980s. In: Oxford Review of Economic Policy.
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article4
2006A note on the calculation of entropy from histograms In: MPRA Paper.
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paper2
1985Models of the UK Economy and the Real Wage-Employment Debate In: National Institute Economic Review.
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article4
1988Comparative Properties of Models of the Uk Economy In: National Institute Economic Review.
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article23
1995Comparative Properties of Models of the UK Economy.(1995) In: National Institute Economic Review.
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article
1990Comparative Properties of Models of the Uk Economy.(1990) In: National Institute Economic Review.
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This paper has another version. Agregated cites: 23
article
1989Comparative Properties of Models of the Uk Economy.(1989) In: National Institute Economic Review.
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This paper has another version. Agregated cites: 23
article
1991Comparative Properties of Models of the Uk Economy.(1991) In: National Institute Economic Review.
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This paper has another version. Agregated cites: 23
article
1993Comparative Properties of Models of the UK Economy.(1993) 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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article
1997Comparative Properties of Models of the UK Economy*.(1997) In: National Institute Economic Review.
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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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article9
2004An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties In: National Institute Economic Review.
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article26
2011Combining forecasts – forty years later In: Applied Financial Economics.
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article26
2005The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data In: Econometric Reviews.
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article2
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]
article63
2015The Measurement and Characteristics of Professional Forecasters Uncertainty In: Journal of Applied Econometrics.
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article9
2008FORECAST UNCERTAINTY, ITS REPRESENTATION AND EVALUATION In: World Scientific Book Chapters.
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chapter1

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