Kenneth F. Wallis : Citation Profile

Are you Kenneth F. Wallis?

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

21

H index

27

i10 index

3113

Citations

RESEARCH PRODUCTION:

54

Articles

34

Papers

1

Books

3

Chapters

EDITOR:

4

Books edited

RESEARCH ACTIVITY:

   49 years (1966 - 2015). See details.
   Cites by year: 63
   Journals where Kenneth F. Wallis has often published
   Relations with other researchers
   Recent citing documents: 110.    Total self citations: 24 (0.77 %)

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   Permalink: http://citec.repec.org/pwa27
   Updated: 2023-05-27    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 (47)

Vahey, Shaun (40)

van den Berg, Gerard (39)

Honkapohja, Seppo (36)

Evans, George (30)

Clements, Michael (29)

Ravazzolo, Francesco (29)

Knüppel, Malte (28)

KARACAOVALI, BAYBARS (24)

Crawford, Vincent (24)

Macleod, W. Bentley (24)

Cites to:

Pesaran, Mohammad (22)

Smith, Jeremy (9)

Diebold, Francis (9)

Svensson, Lars (8)

Boero, Gianna (8)

shin, yongcheol (8)

Dees, Stephane (7)

Söderlind, Paul (7)

Holly, Sean (7)

Smith, L. Vanessa (6)

Wren-Lewis, Simon (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
Econometrica4
Journal of Applied Econometrics4
Journal of Business & Economic Statistics3
Oxford Bulletin of Economics and Statistics3
Oxford Review of Economic Policy3
Journal of Applied Econometrics2
Journal of Econometrics2
Economic Journal2

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 (2022 and 2021)

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

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2021How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?. (2020). Pötscher, Benedikt ; Preinerstorfer, David ; Potscher, Benedikt M. In: Papers. RePEc:arx:papers:2005.04089.

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2022High 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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2022Bayesian 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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2021Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822.

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2022Feature-based intermittent demand forecast combinations: bias, accuracy and inventory implications. (2022). Li, Feng ; Petropoulos, Fotios ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2204.08283.

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2023Ensemble distributional forecasting for insurance loss reserving. (2022). Xian, Alan ; Wong, Bernard ; Li, Yanfeng ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2206.08541.

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2022LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling. (2022). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2207.04794.

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2022The Sample Complexity of Forecast Aggregation. (2022). Lin, Tao ; Chen, Yiling. In: Papers. RePEc:arx:papers:2207.13126.

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2023Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747.

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2022Nowcasting Canadian GDP with Density Combinations. (2022). Chernis, Tony ; Webley, Taylor. In: Discussion Papers. RePEc:bca:bocadp:22-12.

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2023Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18.

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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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2022Real and nominal effects of monetary shocks under time-varying disagreement. (2022). Esady, Vania. In: Bank of England working papers. RePEc:boe:boeewp:1007.

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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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2022Inflationary household uncertainty shocks. (2022). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_005.

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2022Constructing GDP Nowcasting Models Using Alternative Data. (2022). Nakazawa, Takashi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e09.

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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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2021Anchoring of consumers’ long-term euro area inflation expectations during the pandemic. (2021). van Rooij, Maarten ; Moessner, Richhild ; Galati, Gabriele. In: Working Papers. RePEc:dnb:dnbwpp:715.

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2022Regional inflation in a currency union: fiscal policy vs. fundamentals. (2002). Wolman, Alexander ; Duarte, Margarida. In: Working Paper Series. RePEc:ecb:ecbwps:20020180.

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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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2022Framework for collaborative intelligence in forecasting day-ahead electricity price. (2022). Yeregui, Imanol ; Naveran, Gorka ; Irizar, Ion ; Castro, Alain ; Beltran, Sergio. In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921013398.

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2022Kernel-based hidden Markov conditional densities. (2022). Gooijer, Jan G. ; Yuan, AO ; Henter, Gustav Eje ; de Gooijer, Jan G. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:169:y:2022:i:c:s0167947322000111.

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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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2022Evaluating the European Central Bank’s uncertainty forecasts. (2022). Tsuchiya, Yoichi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:321-330.

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2022What drives the German current account? Household savings, capital investments and public policies. (2022). Stähler, Nikolai ; Stahler, Nikolai ; Ruppert, Kilian. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000153.

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2022Learning, disagreement and inflation forecasting. (2022). Liu, Xiliang ; Yang, Xinglin ; Chen, JI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001693.

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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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2022Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections. (2022). Rudebusch, Glenn D ; Diebold, Francis X. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:520-534.

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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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2023Gauging the effects of the German COVID-19 fiscal stimulus package. (2023). Röhe, Oke ; Rohe, Oke ; Moyen, Stephane ; Hinterlang, Natascha ; Stahler, Nikolai. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000363.

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2022Forecast with forecasts: Diversity matters. (2022). Li, Feng ; Petropoulos, Fotios ; Cao, Wei ; Kang, Yanfei. In: European Journal of Operational Research. RePEc:eee:ejores:v:301:y:2022:i:1:p:180-190.

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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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2022Using energy and emissions taxation to finance labor tax reductions in a multi-sector economy. (2022). Stahler, Nikolai ; Rohe, Oke ; Martin, Anika ; Hinterlang, Natascha ; Strobel, Johannes. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005102.

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2022Forecasting the real prices of crude oil: A robust weighted least squares approach. (2022). Hao, Xianfeng ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005345.

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2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

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2022Oil futures volatility predictability: New evidence based on machine learning models11All the authors contribute to the paper equally.. (2022). Zhang, Zehui ; Xu, Jin ; Ma, Feng ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002538.

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2021The political economy of protection in GVCs: Evidence from Chinese micro data. (2021). Yu, Miaojie ; Mayda, Anna Maria ; Ludema, Rodney D. In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000568.

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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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2022Forecasting in GARCH models with polynomially modified innovations. (2022). Bagnato, Luca ; Zoia, Maria Grazia ; Vacca, Gianmarco. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:117-141.

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2022Forecast combination for VARs in large N and T panels. (2022). Greenaway-McGrevy, Ryan. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:142-164.

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2022Combining forecasts for universally optimal performance. (2022). Yang, Yuhong ; Cheng, Gang ; Rolling, Craig A ; Qian, Wei. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:193-208.

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2022Spatio-temporal probabilistic forecasting of wind power for multiple farms: A copula-based hybrid model. (2022). Schell, Kristen R ; Arrieta-Prieto, Mario. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:300-320.

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2022Optimal probabilistic forecasts: When do they work?. (2022). Ramírez Hassan, Andrés ; Loaiza Maya, Rubén ; Loaiza-Maya, Ruben ; Martin, Gael M ; Ramirez-Hassan, Andres ; Frazier, David T ; Maneesoonthorn, Worapree. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:384-406.

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2022Optimal and robust combination of forecasts via constrained optimization and shrinkage. (2022). Vrins, Frederic ; Gambetti, Paolo ; Roccazzella, Francesco. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:97-116.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2023Too similar to combine? On negative weights in forecast combination. (2023). Wang, Wendun ; Vasnev, Andrey L ; Radchenko, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:18-38.

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2023The accuracy of IMF crises nowcasts. (2023). Rollinson, Yuan Gao ; Eicher, Theo S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:431-449.

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2021Volatility expectations and disagreement. (2021). 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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2021Measuring macroeconomic disagreement – A mixed frequency approach. (2021). Wang, Ben Zhe ; Sheen, Jeffrey. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:189:y:2021:i:c:p:547-566.

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2022Agree to disagree? Predictions of U.S. nonfarm payroll changes between 2008 and 2020 and the impact of the COVID19 labor shock. (2022). Klein, Tony. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:194:y:2022:i:c:p:264-286.

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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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2021Unawareness without AU Introspection. (2021). Fukuda, Satoshi. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:94:y:2021:i:c:s0304406820301336.

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2021Stochastic coherency in forecast reconciliation. (2021). Kourentzes, Nikolaos ; Svetunkov, Ivan ; Pritularga, Kandrika F. In: International Journal of Production Economics. RePEc:eee:proeco:v:240:y:2021:i:c:s0925527321001973.

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2022Solar forecasting with hourly updated numerical weather prediction. (2022). Androulakis, Emmanouil ; Galanis, George ; Yang, Dazhi ; Zhang, Gang. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:154:y:2022:i:c:s1364032121010364.

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2021The role of public and private transport infrastructure capital in economic growth. Evidence from Pakistan. (2021). Goldmann, Kathrin ; Batool, Irem. In: Research in Transportation Economics. RePEc:eee:retrec:v:88:y:2021:i:c:s0739885920300846.

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2023A snapshot of Central Bank (two year) forecasting: a mixed picture. (2023). Pradhan, Manoj ; Goodhart, C. A. E., . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118680.

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2021The Political Economy of Immigration, Investment, and Naturalization. (2021). Zissimos, Ben ; Ghosh, Atisha. In: Discussion Papers. RePEc:exe:wpaper:2101.

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2023Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics. (2022). Poon, Aubrey ; Mitchell, James ; Zhu, Dan. In: Working Papers. RePEc:fip:fedcwq:94160.

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2021The Term Structure of Expectations. (2021). Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard ; Preston, Bruce. In: Staff Reports. RePEc:fip:fednsr:93341.

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2022A Bayesian Approach to Inference on Probabilistic Surveys. (2022). Casarin, Roberto ; Bassetti, Federico ; del Negro, Marco. In: Staff Reports. RePEc:fip:fednsr:94495.

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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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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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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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2022Improving Forecast Accuracy Using Combined Forecasts with Regard to Structural Breaks and ARCH Innovations. (2022). Firuzan, Esin ; Aser, Daud Ali. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2022:i:37:p:1-25.

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2023Automatic Time Series Forecasting: The forecast Package for R. (2008). Hyndman, Rob ; Khandakar, Yeasmin. In: Journal of Statistical Software. RePEc:jss:jstsof:27:i03.

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2021Exploring Option Pricing and Hedging via Volatility Asymmetry. (2021). Veiga, Helena ; Casas, Isabel. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:4:d:10.1007_s10614-020-10005-5.

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2021Medium- vs. short-term consumer inflation expectations: evidence from a new euro area survey. (2021). Paloviita, Maritta ; Stanisawska, Ewa. In: NBP Working Papers. RePEc:nbp:nbpmis:338.

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2022Asymmetric Uncertainty: Nowcasting Using Skewness in Real-time Data. (2022). Labonne, Paul. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2022-23.

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2021Forecasting using cross-section average–augmented time series regressions. (2021). Westerlund, Joakim ; Karabiyik, Hande. In: Econometrics Journal. RePEc:oup:emjrnl:v:24:y:2021:i:2:p:315-333..

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2022Measuring Financial Conditions using Equal Weights Combination. (2022). Arrigoni, Simone ; Venditti, Fabrizio ; Bobasu, Alina. In: IMF Economic Review. RePEc:pal:imfecr:v:70:y:2022:i:4:d:10.1057_s41308-022-00170-y.

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2022Interval forecasts of weekly incident and cumulative COVID-19 mortality in the United States: A comparison of combining methods. (2022). Taylor, James W. In: PLOS ONE. RePEc:plo:pone00:0266096.

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2021A Dynamic Analysis of the Impact of Fiscal Adjustment on Economic Growth: Evidence From Pakistan. (2021). Ahmad, Shabir ; Ali, Arshad ; Hussain, Jawad. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211027167.

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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). Parak, Dominik ; Gimpel, Henner ; Dun, Christopher ; Afflerbach, Patrick ; Seyfried, Johannes. 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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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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2021Measuring Knightian uncertainty. (2021). Iselin, David ; Dibiasi, Andreas. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:4:d:10.1007_s00181-021-02106-3.

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2021Meet meets join: the interaction between pooled and common knowledge. (2021). Tobias, Aron. In: International Journal of Game Theory. RePEc:spr:jogath:v:50:y:2021:i:4:d:10.1007_s00182-021-00778-w.

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2021Modeling Judgment in Macroeconomic Forecasts. (2021). Franses, Philip Hans. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:19:y:2021:i:1:d:10.1007_s40953-021-00277-5.

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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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2022Social ties and the political participation of firms. (2022). , Benjamin ; Benjamin, ; Cruz, Cesi. In: The Review of International Organizations. RePEc:spr:revint:v:17:y:2022:i:1:d:10.1007_s11558-021-09420-6.

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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). Wolf, Moritz ; Hahn, Martin ; Kerzel, Ulrich ; Wick, Felix ; Feindt, Michael ; Ernst, Jakob ; Stemmer, Daniel ; Singhal, Trapti. 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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2021Forecast combination puzzle in the HAR model. (2021). Vasnev, Andrey ; Clements, Adam. In: Working Papers. RePEc:syb:wpbsba:2123/25045.

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2022Exchange rate forecasting using economic models and technical trading rules. (2022). Coakley, Jerry ; Snaith, Stuart ; Zarrabi, Nima. In: The European Journal of Finance. RePEc:taf:eurjfi:v:28:y:2022:i:10:p:997-1018.

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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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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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2021A Model of Scientific Communication. (2021). Shapiro, Jesse ; Andrews, Isaiah. In: Econometrica. RePEc:wly:emetrp:v:89:y:2021:i:5:p:2117-2142.

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2022Does crude oil futures price really help to predict spot oil price? New evidence from density forecasting. (2022). Wei, Guiwu ; Li, Xiafei ; Bai, Lan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3694-3712.

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2022Forecast uncertainty, disagreement, and the linear pool. (2022). Kruger, Fabian ; Knuppel, Malte. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:1:p:23-41.

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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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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.
[Full Text][Citation analysis]		article5
1969Some Recent Developments in Applied Econometrics: Dynamic Models and Simultaneous Equation Systems. In: Journal of Economic Literature.
[Full Text][Citation analysis]		article7
1980MODEL VALIDATION AND FORECAST COMPARISONS: THEORETICAL AND PRACTICAL CONSIDERATIONS In: Economic Research Papers.
[Full Text][Citation analysis]		paper2
1980Model Validation and Forecast Comparisons : Theoretical and Practical Considerations.(1980) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
1981DYNAMIC MODELS AND EXPECTATIONS HYPOTHESIS In: Economic Research Papers.
[Full Text][Citation analysis]		paper1
1981Dynamic Models and Expectations Hypotheses.(1981) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1981MODELS FOR X-11 AND X-11-FORECAST PROCEDURES FOR PRELIMINARY AND REVISED SEASONAL ADJUSTMENTS In: Economic Research Papers.
[Full Text][Citation analysis]		paper4
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: 4		paper
1983SIGNAL EXTRACTION IN NONSTATIONARY SERIES In: Economic Research Papers.
[Full Text][Citation analysis]		paper0
1983Signal Extraction in Nonstationary Series.(1983) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1983UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS In: Economic Research Papers.
[Full Text][Citation analysis]		paper23
1984Unobserved-Components Models for Seasonal Adjustment Filters..(1984) In: Journal of Business & Economic Statistics.
[Citation analysis]
This paper has another version. Agregated cites: 23		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: 23		paper
1984CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES In: Economic Research Papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper0
1986Forecasting and Signals Extraction in Autoregressive-moving Average Models.(1986) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2002The Properties of Some Goodness-of-Fit Tests In: Economic Research Papers.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		paper112
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: 112		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: 112		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]		article35
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]		article92
2009A Simple Explanation of the Forecast Combination Puzzle* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article148
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.
[Full Text][Citation analysis]		paper86
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: 86		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: 86		article
1989Macroeconomic Forecasting: A Survey. In: Economic Journal.
[Full Text][Citation analysis]		article65
2004Comparing Empirical Models of the Euro Economy In: Econometric Society 2004 Australasian Meetings.
[Citation analysis]		paper30
2004Comparing empirical models of the euro economy.(2004) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		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]		article43
1980Econometric Implications of the Rational Expectations Hypothesis. In: Econometrica.
[Full Text][Citation analysis]		article84
2000Density Forecasting: A Survey In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper190
2008Macroeconomic modelling in central banks in Latin America In: Documentos de Proyectos.
[Full Text][Citation analysis]		paper0
1996Targeting inflation: Comparative control exercises on models of the UK economy In: Economic Modelling.
[Full Text][Citation analysis]		article1
1998Comparing global economic models In: Economic Modelling.
[Full Text][Citation analysis]		article23
2000Fiscal policy rules in macroeconomic models: principles and practice In: Economic Modelling.
[Full Text][Citation analysis]		article52
2004Empirical macro-models of the euro economy: an introduction In: Economic Modelling.
[Full Text][Citation analysis]		article0
1990The historical tracking performance of UK macroeconometric models 1978-1985 In: Economic Modelling.
[Full Text][Citation analysis]		article10
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.
[Full Text][Citation analysis]		article0
2010Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy In: Journal of Econometrics.
[Full Text][Citation analysis]		article15
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: 15		paper
2008Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters In: International Journal of Forecasting.
[Full Text][Citation analysis]		article14
2011Scoring rules and survey density forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]		article28
2011Scoring rules and survey density forecasts.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		article
1995TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING In: Books.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		chapter8
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]		paper53
1998Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters.(1998) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 53		paper
1994Econometric Evaluation of Consumers Expenditure Equations. In: Oxford Review of Economic Policy.
[Citation analysis]		article12
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]		paper5
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.
[Full Text][Citation analysis]		article32
1990Comparative Properties of Models of the Uk Economy.(1990) In: National Institute Economic Review.
[Full Text][Citation analysis]
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1993Comparative Properties of Models of the UK Economy.(1993) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		article
1989Comparative Properties of Models of the Uk Economy.(1989) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		article
1995Comparative Properties of Models of the UK Economy.(1995) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		article
2000Comparative Properties of Models of the UK Economy.(2000) In: National Institute Economic Review.
[Full Text][Citation analysis]
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1991Comparative Properties of Models of the Uk Economy.(1991) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		article
1997Comparative Properties of Models of the UK Economy*.(1997) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		article
1998Technical Progress and the Natural Rate in Models of the UK Economy In: National Institute Economic Review.
[Full Text][Citation analysis]		article0
1999Asymmetric density forecasts of inflation and the Bank of Englands fan chart In: National Institute Economic Review.
[Full Text][Citation analysis]		article55
2004An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties In: National Institute Economic Review.
[Full Text][Citation analysis]		article54
2011Combining forecasts - forty years later In: Applied Financial Economics.
[Full Text][Citation analysis]		article41
1992On Macroeconomic Policy and Macroeconomic Modeling In: Economics Discussion / Working Papers.
[Full Text][Citation analysis]		paper0
2011Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness In: Journal of Applied Econometrics.
[Citation analysis]		article88
2015The Measurement and Characteristics of Professional Forecasters Uncertainty In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article26
2008FORECAST UNCERTAINTY, ITS REPRESENTATION AND EVALUATION In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter5

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