Kenneth F. Wallis : Citation Profile


Are you Kenneth F. Wallis?

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

18

H index

27

i10 index

1222

Citations

RESEARCH PRODUCTION:

55

Articles

34

Papers

1

Books

3

Chapters

EDITOR:

6

Books edited

RESEARCH ACTIVITY:

   49 years (1966 - 2015). See details.
   Cites by year: 24
   Journals where Kenneth F. Wallis has often published
   Relations with other researchers
   Recent citing documents: 185.    Total self citations: 23 (1.85 %)

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   Permalink: http://citec.repec.org/pwa27
   Updated: 2020-08-09    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:

Vahey, Shaun (40)

Mitchell, James (37)

Ravazzolo, Francesco (24)

Clements, Michael (24)

Knüppel, Malte (21)

Weron, Rafał (16)

Marrocu, Emanuela (15)

Díaz, Carlos (15)

Wakerly, Elizabeth (15)

Charemza, Wojciech (14)

van den Berg, Gerard (12)

Cites to:

Pesaran, M (20)

Diebold, Francis (9)

Smith, Jeremy (8)

Svensson, Lars (8)

Granger, Clive (8)

Boero, Gianna (7)

Söderlind, Paul (7)

Dees, Stephane (7)

shin, yongcheol (7)

Holly, Sean (6)

Wren-Lewis, Simon (6)

Main data


Where Kenneth F. Wallis has published?


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

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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2017Inflation, real economic growth and unemployment expectations: An empirical analysis based on the ECB Survey of Professional Forecasters. (2017). Sosvilla-Rivero, Simon ; del Carmen, Mara. In: Working Papers. RePEc:aee:wpaper:1702.

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

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

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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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2019Predictive 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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2019Probability 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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2020Complete 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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2017Evaluating Real GDP Growth Forecasts in the Bank of Canada Monetary Policy Report. (2017). Tchebotarev, Dmitri ; Binette, Andre. In: Staff Analytical Notes. RePEc:bca:bocsan:17-21.

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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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2019From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts. (2019). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1947.

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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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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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2019The Identification Problem for Linear Rational Expectations Models. (2019). Al-Sadoon, Majid ; Zwiernik, Piotr. In: Working Papers. RePEc:bge:wpaper:1114.

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2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

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

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2019Inflation expectations anchoring: new insights from micro evidence of a survey at high-frequency and of distributions. (2019). Moessner, Richhild ; Galati, Gabriele ; Teppa, Federica ; Apokoritis, Nikos. In: BIS Working Papers. RePEc:bis:biswps:809.

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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). Smietanka, Pawel ; Mizen, Paul ; bloom, nicholas. 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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2019Density Forecasting. (2019). Ravazzolo, Francesco ; Casarin, Roberto ; Bassetti, Federico. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps59.

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2019Score-Driven Models for Realized Volatility. (2019). Harvey, Andrew ; Palumbo, D. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1950.

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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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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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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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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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2019Inflation expectations anchoring: new insights from micro evidence of a survey at high-frequency and of distributions. (2019). Moessner, Richhild ; Galati, Gabriele ; Teppa, Federica ; Apokoritis, Nikos. In: DNB Working Papers. RePEc:dnb:dnbwpp:652.

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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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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). Biller, Stephan ; Tomlin, Brian ; Saghafian, Soroush. In: Working Paper Series. RePEc:ecl:harjfk:rwp18-009.

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2019The combination of interval forecasts in tourism. (2019). 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). Liu, Chang ; Wen, Long ; Song, Haiyan. 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). Athanasopoulos, George ; Kourentzes, Nikolaos. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:393-409.

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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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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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2019Analysis of shock transmissions to a small open emerging economy using a SVARMA model. (2019). Raghavan, Mala ; Athanasopoulos, George. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:187-203.

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2019Comparing post-crisis dynamics across Euro Area countries with the Global Multi-country model. (2019). Giovannini, Massimo ; Ferroni, Filippo ; Croitorov, Olga ; Cardani, Roberta ; Vogel, Lukas ; Cales, Ludovic ; Roeger, Werner ; Albonico, Alice ; Ratto, Marco ; Raciborski, Rafal ; Pericoli, Filippo Maria ; Pataracchia, Beatrice ; Hohberger, Stefan. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:242-273.

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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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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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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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2019Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns. (2019). Walker, Patrick S ; Polak, Pawe ; Paolella, Marc S. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:493-515.

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

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2019Anomalies in macroeconomic prediction errors–evidence from Chilean private forecasters. (2019). Pedersen, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1100-1107.

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2019Robust optimization of forecast combinations. (2019). Karabati, Seluk ; Post, Thierry ; Arvanitis, Stelios. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:910-926.

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2019The measurement and transmission of macroeconomic uncertainty: Evidence from the U.S. and BRIC countries. (2019). Sheng, Xuguang Simon ; Liu, Yang. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:967-979.

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2019Quasi ex-ante inflation forecast uncertainty. (2019). Díaz, Carlos ; Charemza, Wojciech ; Makarova, Svetlana ; Diaz, Carlos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:994-1007.

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2019Gauging the uncertainty of the economic outlook using historical forecasting errors: The Federal Reserve’s approach. (2019). Tulip, Peter ; Reifschneider, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1564-1582.

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2019Machine learning for regularized survey forecast combination: Partially-egalitarian LASSO and its derivatives. (2019). Shin, Minchul ; Diebold, Francis X. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1679-1691.

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2019Assessing the uncertainty in central banks’ inflation outlooks. (2019). Knüppel, Malte ; Schultefrankenfeld, Guido ; Knuppel, Malte. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1748-1769.

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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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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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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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2019Do fiscal communication and clarity of fiscal announcements affect public debt uncertainty? Evidence from Brazil. (2019). Nicolay, Rodolfo ; Acar, Tatiana ; da Fonseca, Rodolfo Tomas ; Montes, Gabriel Caldas. In: Journal of Economics and Business. RePEc:eee:jebusi:v:103:y:2019:i:c:p:38-60.

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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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2019Government spending policy uncertainty and economic activity: US time series evidence. (2019). Kim, Wongi . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:61:y:2019:i:c:9.

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2019Consumers’ approach to the credibility of the inflation forecasts published by central banks: A new methodological solution. (2019). Tura-Gawron, Karolina. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070417305827.

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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). Petropoulos, Fotios ; Barrow, Devon ; Kourentzes, Nikolaos. 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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2019Power Comparison of Autocorrelation Tests in Dynamic Models. (2019). Islam, Tanweer ; Ul, Tanweer ; Toor, Erum. In: International Econometric Review (IER). RePEc:erh:journl:v:11:y:2019:i:2:p:58-69.

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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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2019Firms Subjective Uncertainty and Forecast Errors. (2019). MORIKAWA, MASAYUKI. In: Discussion papers. RePEc:eti:dpaper:19055.

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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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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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article6
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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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).
[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.
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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).
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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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paper76
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: 76
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: 76
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
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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article8
1970Output Decisions of Firms Again. In: The Manchester School of Economic & Social Studies.
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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]
article73
2009A Simple Explanation of the Forecast Combination Puzzle* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article100
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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paper80
2002Chi-squared tests of interval and density forecasts, and the Bank of Englands fan charts.(2002) In: Royal Economic Society Annual Conference 2002.
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This paper has another version. Agregated cites: 80
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: 80
article
1989Macroeconomic Forecasting: A Survey. In: Economic Journal.
[Full Text][Citation analysis]
article57
2004Comparing Empirical Models of the Euro Economy In: Econometric Society 2004 Australasian Meetings.
[Citation analysis]
paper24
2004Comparing empirical models of the euro economy.(2004) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
article
1972Testing for Fourth Order Autocorrelation in Qtrly Regression Equations. In: Econometrica.
[Full Text][Citation analysis]
article10
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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article38
1980Econometric Implications of the Rational Expectations Hypothesis. In: Econometrica.
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article69
2000Density Forecasting: A Survey In: Econometric Society World Congress 2000 Contributed Papers.
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paper148
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.
[Full Text][Citation analysis]
article41
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.
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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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article20
2011Scoring rules and survey density forecasts.(2011) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 20
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.
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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.
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paper43
1998Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters.(1998) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 43
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.
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article4
2006A note on the calculation of entropy from histograms In: MPRA Paper.
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2011Combining forecasts - forty years later In: Applied Financial Economics.
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article31
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.
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article76
2015The Measurement and Characteristics of Professional Forecasters Uncertainty In: Journal of Applied Econometrics.
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article14
2008FORECAST UNCERTAINTY, ITS REPRESENTATION AND EVALUATION In: World Scientific Book Chapters.
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