50
H index
129
i10 index
10007
Citations
Rimini Centre for Economic Analysis (RCEA) (2% share) | 50 H index 129 i10 index 10007 Citations RESEARCH PRODUCTION: 176 Articles 141 Papers 8 Books 19 Chapters EDITOR: RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with David F. Hendry. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2024 | Covid-19 and the Return of the 3-Star Consumption Functions in the US. (2024). Mkhatrishvili, Shalva ; Tchanturia, Mariam ; Laxton, Jared. In: NBG Working Papers. RePEc:aez:wpaper:2024-03. Full description at Econpapers || Download paper | |
2024 | Endogenous Credibility and Economic Modeling: Adapting the Forecasting and Policy Analysis System to Modern Challenges. (2024). Mkhatrishvili, Shalva ; Igityan, Haykaz ; Laxton, Douglas. In: NBG Working Papers. RePEc:aez:wpaper:2024-04. Full description at Econpapers || Download paper | |
2024 | Trade policies and the transmission of international to domestic prices. (2024). von Cramon-Taubadel, Stephan ; Kastens, Lina ; Hoffmann, Clemens ; Vportugal-Perez, Alberto. In: IAAE 2024 Conference, August 2-7, 2024, New Delhi, India. RePEc:ags:cfcp15:344313. Full description at Econpapers || Download paper | |
2024 | Tail calibration of probabilistic forecasts. (2024). Ziegel, Johanna ; Segers, Johan ; Koh, Jonathan ; Allen, Sam. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024018. Full description at Econpapers || Download paper | |
2025 | The Alchemy of Multibagger Stocks: An empirical investigation of factors that drive outperformance in the stock market. (2025). Yartseva, Anna. In: CAFE Working Papers. RePEc:akf:cafewp:33. Full description at Econpapers || Download paper | |
2025 | Forecasting technological progress. (2025). Lafond, François. In: INET Oxford Working Papers. RePEc:amz:wpaper:2025-10. Full description at Econpapers || Download paper | |
2024 | Time-Varying Parameters as Ridge Regressions. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2024 | The Power of Tests for Detecting $p$-Hacking. (2024). Kudrin, Nikolay ; Elliott, Graham ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:2205.07950. Full description at Econpapers || Download paper | |
2024 | What Does it Take to Control Global Temperatures? A toolbox for testing and estimating the impact of economic policies on climate. (2024). Chevillon, Guillaume ; Kurita, Takamitsu. In: Papers. RePEc:arx:papers:2307.05818. Full description at Econpapers || Download paper | |
2025 | Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin. In: Papers. RePEc:arx:papers:2312.09081. Full description at Econpapers || Download paper | |
2024 | Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning. (2024). Wilms, Ines ; Ternes, Marie ; Rombouts, Jeroen. In: Papers. RePEc:arx:papers:2402.09033. Full description at Econpapers || Download paper | |
2024 | Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451. Full description at Econpapers || Download paper | |
2024 | Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2024). Pedersen, Michael. In: Papers. RePEc:arx:papers:2404.04105. Full description at Econpapers || Download paper | |
2025 | Efficient mid-term forecasting of hourly electricity load using generalized additive models. (2025). Zimmermann, Monika ; Ziel, Florian. In: Papers. RePEc:arx:papers:2405.17070. Full description at Econpapers || Download paper | |
2024 | A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models. (2024). Bucci, Andrea. In: Papers. RePEc:arx:papers:2406.02152. Full description at Econpapers || Download paper | |
2024 | Multiple split approach -- multidimensional probabilistic forecasting of electricity markets. (2024). Nitka, Weronika ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2407.07795. Full description at Econpapers || Download paper | |
2024 | Online Distributional Regression. (2024). Hirsch, Simon ; Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2407.08750. Full description at Econpapers || Download paper | |
2024 | Income, health, and cointegration. (2024). Ionides, Edward L. In: Papers. RePEc:arx:papers:2407.15755. Full description at Econpapers || Download paper | |
2024 | Spatial Weather, Socio-Economic and Political Risks in Probabilistic Load Forecasting. (2024). Zimmermann, Monika ; Ziel, Florian. In: Papers. RePEc:arx:papers:2408.00507. Full description at Econpapers || Download paper | |
2025 | ARMA-Design: Optimal Treatment Allocation Strategies for A/B Testing in Partially Observable Time Series Experiments. (2025). Kong, Linglong ; Sun, KE ; Zhu, Hongtu ; Shi, Chengchun. In: Papers. RePEc:arx:papers:2408.05342. Full description at Econpapers || Download paper | |
2024 | New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings. (2024). Margaritella, Luca ; Stauskas, Ovidijus. In: Papers. RePEc:arx:papers:2409.20415. Full description at Econpapers || Download paper | |
2024 | Impact of R&D and AI Investments on Economic Growth and Credit Rating. (2024). Mikautadze, Ekaterine ; Gondauri, Davit. In: Papers. RePEc:arx:papers:2411.07817. Full description at Econpapers || Download paper | |
2025 | On the (Mis)Use of Machine Learning with Panel Data. (2024). Pinto, Gabriele ; Letta, Marco ; Cerqua, Augusto. In: Papers. RePEc:arx:papers:2411.09218. Full description at Econpapers || Download paper | |
2025 | A data-driven merit order: Learning a fundamental electricity price model. (2025). Ghelasi, Paul ; Ziel, Florian. In: Papers. RePEc:arx:papers:2501.02963. Full description at Econpapers || Download paper | |
2025 | Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs. (2025). Schorfheide, Frank ; Gonz, Oriol. In: Papers. RePEc:arx:papers:2502.03693. Full description at Econpapers || Download paper | |
2025 | Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Chke, Katarzyna ; Uniejewski, Bartosz ; Weron, Rafal. In: Papers. RePEc:arx:papers:2503.02518. Full description at Econpapers || Download paper | |
2025 | Forecasting Thai inflation from univariate Bayesian regression perspective. (2025). Arwatchanakarn, Popkarn ; Taveeapiradeecharoen, Paponpat. In: Papers. RePEc:arx:papers:2505.05334. Full description at Econpapers || Download paper | |
2024 | The Politics of the Paycheck Protection Program. (2024). Zhang, Eden ; Mishra, Prachi ; Lambert, Thomas ; Igan, Deniz. In: Working Papers. RePEc:ash:wpaper:133. Full description at Econpapers || Download paper | |
2025 | Enhancing the Inventory Management through Demand Forecasting. (2025). Muhammad, Afif Zuhri ; Salleh, Suzila Mat ; Malinjasari, Noor ; Irwan, Mohd Kamarul. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:1:p:2737-2744. Full description at Econpapers || Download paper | |
2024 | Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24. Full description at Econpapers || Download paper | |
2024 | The structural Theta method and its predictive performance in the M4-Competition. (2024). Silvestrini, Andrea ; Sbrana, Giacomo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1457_24. Full description at Econpapers || Download paper | |
2024 | Univariate Measures of Persistence: A Comparative Analysis. (2024). Orraca, Maria Jose ; Martinez-Ramirez, Francisco J ; Arango-Castillo, Lenin. In: Working Papers. RePEc:bdm:wpaper:2024-11. Full description at Econpapers || Download paper | |
2024 | Nowcasting Distributional National Accounts for the United States: A Machine Learning Approach. (2024). Gindelsky, Marina ; Cornwall, Gary. In: BEA Papers. RePEc:bea:papers:0130. Full description at Econpapers || Download paper | |
2024 | Macroeconomic Variables€™ Impact on Rental Rate in the United Kingdom Islamic Home Financing Using Bound Cointegration Test. (2024). Salihu, Jamilu. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:11:y:2024:i:10:p:635-647. Full description at Econpapers || Download paper | |
2024 | Nexus of environmental, social, and governance performance in China‐listed companies: Disclosure and green bond issuance. (2024). Chen, Shihchih ; Wang, Shanshan ; Ali, Mohd Helmi ; Tseng, Minglang. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:3:p:1647-1660. Full description at Econpapers || Download paper | |
2024 | The nexus between national and regional reporting of economic news: Evidence from the United Kingdom and Scotland. (2024). Rambaccussing, Dooruj ; Kwiatkowski, Andrzej. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:371-393. Full description at Econpapers || Download paper | |
2024 | Do markets Trump politics? Fossil and renewable market reactions to major political events. (2024). Mukanjari, Samson ; Sterner, Thomas. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:805-836. Full description at Econpapers || Download paper | |
2024 | Good risk measures, bad statistical assumptions, ugly risk forecasts. (2024). Poudyal, Niraj ; Michaelides, Michael. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:519-543. Full description at Econpapers || Download paper | |
2024 | The Janus model of money demand. (2024). McAdam, Peter ; Faria, Joo Ricardo. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:20:y:2024:i:3:p:334-351. Full description at Econpapers || Download paper | |
2024 | Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233. Full description at Econpapers || Download paper | |
2024 | Interpretable Machine Learning Using Partial Linear Models. (2024). Hué, Sullivan ; Hacheme, Gilles ; Laurent, Sbastien ; Flachaire, Emmanuel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:519-540. Full description at Econpapers || Download paper | |
2024 | Revisiting the Phillips Curve: The Empirical Relationship Yet to be Validated. (2024). Spanos, Aris ; Do, Hoangphuong. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:761-793. Full description at Econpapers || Download paper | |
2025 | The Pass Through of Monetary Policy to Euro Area Bank Interest Rates. (2025). Nektarios, Michail ; Kyriaki, Louka. In: German Economic Review. RePEc:bpj:germec:v:26:y:2025:i:2:p:131-192:n:1001. Full description at Econpapers || Download paper | |
2024 | Trends in the Sea Ice and Snow Cover Extent: A Fractional Integration Analysis. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Romero-Rojo, Maria Fatima. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11475. Full description at Econpapers || Download paper | |
2024 | International Sanctions and Internal Conflict: The Case of Iran. (2024). Gutmann, Jerg ; Farzanegan, Mohammad Reza. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11578. Full description at Econpapers || Download paper | |
2024 | Global, Arctic, and Antarctic sea ice volume predictions: using score-driven threshold climate models. (2024). Escribano, Alvaro ; Blazsek, Szabolcs ; Kristof, Erzsebet. In: UC3M Working papers. Economics. RePEc:cte:werepe:39546. Full description at Econpapers || Download paper | |
2024 | Modeling and Forecasting the Long Memory of Cyclical Trends in Paleoclimate Data. (2024). Sibbertsen, Philipp ; Escribano, Alvaro ; del Barrio, Tomas. In: UC3M Working papers. Economics. RePEc:cte:werepe:43987. Full description at Econpapers || Download paper | |
2025 | Are money demand equations still alive and kicking? Historical evidence of cointegration for the UK, using nonlinear techniques. (2025). Arranz, Miguel Angel ; Rodrguez, Juan Andrs ; Escribano, Lvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:45845. Full description at Econpapers || Download paper | |
2025 | 40 Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand since the XIX Century. (2025). Sez, Lvaro Escribano ; Rodrguez, Juan Andres ; Arranz, Miguel Angel. In: UC3M Working papers. Economics. RePEc:cte:werepe:47122. Full description at Econpapers || Download paper | |
2024 | ECB macroeconometric models for forecasting and policy analysis. (2024). Von-Pine, Eliott ; Santoro, Sergio ; Priftis, Romanos ; Paredes, Joan ; DARRACQ PARIES, Matthieu ; Banbura, Marta ; Ciccarelli, Matteo ; Angelini, Elena ; Babura, Marta ; Montes-Galdon, Carlos ; Brunotte, Stella ; Invernizzi, Marco ; Kornprobst, Antoine ; Zimic, Sreko ; Lalik, Magdalena ; Warne, Anders ; Gumiel, Jose Emilio ; Giammaria, Alessandro ; Cocchi, Sara ; Koutsoulis, Iason ; Rigato, Rodolfo Dinis ; Kase, Hanno ; Muller, Georg ; Bokan, Nikola ; Fagan, Gabriel. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344. Full description at Econpapers || Download paper | |
2024 | Advancements in stress-testing methodologies for financial stability applications. (2024). Marques, Aurea ; Konietschke, Paul ; Figueres, Juan ; Budnik, Katarzyna ; Legrand, Catherine ; Giglio, Carla ; Georgescu, Oana-Maria ; Sydow, Matthias ; Ortl, Aljosa ; Grassi, Alberto ; Metzler, Julian ; Durrani, Agha ; Gross, Johannes ; Trachana, Zoe ; Poblacion, Francisco Javier ; Chalf, Yasmine ; Shaw, Frances ; Franch, Fabio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024348. Full description at Econpapers || Download paper | |
2024 | Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Wieland, Elisabeth ; Menz, Jan-Oliver ; Carstensen, Kai ; Schnorrenberger, Richard ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930. Full description at Econpapers || Download paper | |
2025 | A new model to forecast energy inflation in the euro area. (2025). van Spronsen, Josha ; Porqueddu, Mario ; Giammaria, Alessandro ; Bobeica, Elena ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20253062. Full description at Econpapers || Download paper | |
2024 | An Empirical Investigation of GDP, Industrialization, Population, Renewable Energy and CO2 Emission in Bangladesh: Bridging EKC-STIRPAT Models. (2024). Stapnicka, Nina ; Das, Mihir Kumar ; Rashid, Mamunur ; Voumik, Liton Chandra ; Zimon, Grzegorz ; Borsha, Faria Hossain. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-58. Full description at Econpapers || Download paper | |
2024 | Level of Urbanization and Renewable Energy Consumption: The Case of Azerbaijan and Türkiye. (2024). Huseynli, Nigar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-67. Full description at Econpapers || Download paper | |
2024 | The Relationship between Geopolitical Events and the Crude Oil Prices: An Application of ARDL Model. (2024). Obadi, Saleh ; Korcek, Matej. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-9. Full description at Econpapers || Download paper | |
2024 | Enhancing tourism demand forecasting with a transformer-based framework. (2024). Xu, Yechi ; Li, Xin ; Wang, Shouyang ; Law, Rob. In: Annals of Tourism Research. RePEc:eee:anture:v:107:y:2024:i:c:s0160738324000689. Full description at Econpapers || Download paper | |
2025 | Efficient mid-term forecasting of hourly electricity load using generalized additive models. (2025). Zimmermann, Monika ; Ziel, Florian. In: Applied Energy. RePEc:eee:appene:v:388:y:2025:i:c:s0306261925001746. Full description at Econpapers || Download paper | |
2025 | Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819. Full description at Econpapers || Download paper | |
2024 | The simple macroeconometrics of the quantity theory and the welfare cost of inflation. (2024). Stewart, Kenneth. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000344. Full description at Econpapers || Download paper | |
2024 | Stability between cryptocurrency prices and the term structure. (2024). Castle, Jennifer ; Kurita, Takamitsu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000824. Full description at Econpapers || Download paper | |
2025 | Modelling dynamic interdependence in nonstationary variances with an application to carbon markets. (2025). Amado, Cristina ; Campos-Martins, Susana. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000284. Full description at Econpapers || Download paper | |
2024 | A micro-macro approach for the evaluation of fiscal policies: The case of the Italian tax-benefit reform. (2024). Figari, Francesco ; Alexandri, Eva ; Longo, Enrico ; Suta, Cornelia-Madalina. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000452. Full description at Econpapers || Download paper | |
2024 | Disentangling demand and supply inflation shocks from electronic payments data. (2024). Hernndez-Romn, Luis G ; Eterovic, Nicols ; Carlomagno, Guillermo. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002281. Full description at Econpapers || Download paper | |
2024 | Forecasting the climate-conflict risk in Africa along climate-related scenarios and multiple socio-economic drivers. (2024). Paglialunga, Elena ; Costantini, Valeria ; Tancredi, Andrea ; Conigliani, Caterina. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002682. Full description at Econpapers || Download paper | |
2024 | Improving volatility forecasts: Evidence from range-based models. (2024). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001420. Full description at Econpapers || Download paper | |
2024 | Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499. Full description at Econpapers || Download paper | |
2025 | Impact of climate change on dynamic tail-risk connectedness among stock market social sectors: Evidence from the US, Europe, and China. (2025). Cao, Yufei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002444. Full description at Econpapers || Download paper | |
2024 | The efficiency of the Japanese government’s revenue projections. (2024). Yamamoto, Yohei ; Arai, Natsuki ; Iizuka, Nobuo. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524005196. Full description at Econpapers || Download paper | |
2024 | Modelling cycles in climate series: The fractional sinusoidal waveform process. (2024). Proietti, Tommaso ; Maddanu, Federico. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622000987. Full description at Econpapers || Download paper | |
2024 | Sieve bootstrap inference for linear time-varying coefficient models. (2024). Lin, Yicong ; Friedrich, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622001701. Full description at Econpapers || Download paper | |
2024 | Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change. (2024). Pretis, Felix ; Jiao, Xiyu ; Schwarz, Moritz. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002634. Full description at Econpapers || Download paper | |
2024 | Variable selection in high dimensional linear regressions with parameter instability. (2024). Pesaran, Hashem M ; Sharifvaghefi, Mahrad ; Chudik, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002513. Full description at Econpapers || Download paper | |
2024 | A new macro-financial condition index for the euro area. (2024). MORANA, CLAUDIO. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:64-87. Full description at Econpapers || Download paper | |
2024 | Persistence of human capital development in OECD countries over 150 years: Evidence from linear and nonlinear fractional integration methods. (2024). Gil-Alana, Luis ; Solarin, Sakiru Adebola ; Hernandez-Herrera, Maria. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000372. Full description at Econpapers || Download paper | |
2024 | On the update frequency of univariate forecasting models. (2024). Petropoulos, Fotios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:111-121. Full description at Econpapers || Download paper | |
2024 | Combining probabilistic forecasts of intermittent demand. (2024). Kang, Yanfei ; Wang, Shengjie ; Petropoulos, Fotios. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048. Full description at Econpapers || Download paper | |
2024 | Forecasting and planning for a critical infrastructure sector during a pandemic: Empirical evidence from a food supply chain. (2024). Aljuneidi, Tariq ; Punia, Sushil ; Nikolopoulos, Konstantinos ; Jebali, Aida. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:3:p:936-952. Full description at Econpapers || Download paper | |
2025 | Forecast accuracy and inventory performance: Insights on their relationship from the M5 competition data. (2025). Spiliotis, Evangelos ; Theodorou, Evangelos ; Assimakopoulos, Vassilios. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:414-426. Full description at Econpapers || Download paper | |
2024 | The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Lee, Chien-Chiang ; Muhammadullah, Sara ; Khan, Faridoon. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673. Full description at Econpapers || Download paper | |
2024 | Impacts of electricity price reform on Saudi regional fuel consumption and CO2 emissions. (2024). Soummane, Salaheddine ; Mikayilov, Jeyhun I ; Darandary, Abdulelah. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001087. Full description at Econpapers || Download paper | |
2024 | Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models. (2024). Escribano, Alvaro ; Blazsek, Szabolcs ; Kristof, Erzsebet. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002998. Full description at Econpapers || Download paper | |
2024 | Closing the Efficiency Gap: Insights into curbing the direct rebound effect of residential electricity consumption in Saudi Arabia. (2024). Fateh, BELAID ; Mikayilov, Jeyhun I ; Belaid, Fateh. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003554. Full description at Econpapers || Download paper | |
2024 | The ‘complex’ transition: Energy intensity and CO2 emissions amidst technological and structural shifts. Evidence from OECD countries. (2024). Cucculelli, Marco ; Nissi, Eugenia ; Colantonio, Emiliano ; Marra, Alessandro. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004109. Full description at Econpapers || Download paper | |
2024 | The impact of renewable energy on inflation in G7 economies: Evidence from artificial neural networks and machine learning methods. (2024). Singh, Sanjay Kumar ; Gupta, Monika ; Zhang, Long ; Padhan, Hemachandra. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004262. Full description at Econpapers || Download paper | |
2025 | Metals of the future in a world in crisis: Geopolitical disruptions and the cleantech metal industry. (2025). Hsu, Kuang-Chung ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007126. Full description at Econpapers || Download paper | |
2025 | Multivariate probabilistic forecasting of electricity prices with trading applications. (2025). Petukhina, Alla ; Kozmik, Karel ; Kopa, Milos ; Hrdle, Wolfgang Karl ; Agakishiev, Ilyas. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007163. Full description at Econpapers || Download paper | |
2025 | Geopolitical risk and vulnerability of energy markets. (2025). Liu, Zhenhua ; Ji, Qiang ; Ding, Zhihua ; Yuan, Xinting ; Wang, Yushu. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007643. Full description at Econpapers || Download paper | |
2025 | Macroeconomic and sectoral effects of natural gas price: Policy insights from a macroeconometric model. (2025). Shabaneh, Rami ; Hasanov, Fakhri J ; Javid, Muhammad ; Mikayilov, Jeyhun I ; Darandary, Abdulelah ; Alyamani, Ryan. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000568. Full description at Econpapers || Download paper | |
2025 | Comparison of indicator saturation and Markov regime-switching models for Brazilian electricity prices. (2025). Tabak, Benjamin ; de Castro, Marcos. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001653. Full description at Econpapers || Download paper | |
2024 | Urban‒rural disparities in household energy and electricity consumption under the influence of electricity price reform policies. (2024). Su, Bin ; Nie, Yan ; Zhong, Luhao ; Zhang, Guoxing. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004536. Full description at Econpapers || Download paper | |
2024 | Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Soski, Tomasz ; Kara, Marta ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024. Full description at Econpapers || Download paper | |
2024 | Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765. Full description at Econpapers || Download paper | |
2024 | Testing rational expectations in a cointegrated VAR with structural change. (2024). Marçal, Emerson ; Maral, Emerson Fernandes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003673. Full description at Econpapers || Download paper | |
2024 | A machine learning approach in stress testing US bank holding companies. (2024). Fonton, Ahmadou Mustapha. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004083. Full description at Econpapers || Download paper | |
2025 | Exploring the connectedness between major volatility indexes and worldwide sustainable investments. (2025). Lin, Boqiang ; He, Yongda ; Oxley, Les ; Hu, Yang ; Xu, Danyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007944. Full description at Econpapers || Download paper | |
2024 | Substitutability of U.S. and Canadian softwood lumber: A threshold modeling approach. (2024). Goodwin, Barry K ; Zhang, Yifei. In: Forest Policy and Economics. RePEc:eee:forpol:v:169:y:2024:i:c:s1389934124001977. Full description at Econpapers || Download paper | |
2025 | The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501. Full description at Econpapers || Download paper | |
2024 | A market for trading forecasts: A wagering mechanism. (2024). Grammatico, Sergio ; Pinson, Pierre ; Kazempour, Jalal ; Raja, Aitazaz Ali. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:142-159. Full description at Econpapers || Download paper | |
2024 | How local is the local inflation factor? Evidence from emerging European countries. (2024). Clements, Michael ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:160-183. Full description at Econpapers || Download paper | |
2024 | Demand forecasting for fashion products: A systematic review. (2024). Venkitasubramony, Rakesh ; Swaminathan, Kritika. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:247-267. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Oxford Bulletin of Economics and Statistics |
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Year | Title | Type | Cited |
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2011 | The Properties of Model Selection when Retaining Theory Variables In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 3 |
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1982 | On the formulation of empirical models in dynamic econometrics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 149 |
2024 | Common volatility shocks driven by the global carbon transition In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
1974 | Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
1988 | Econometric analysis of small linear systems using PC-FIML In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
1990 | An analogue model of phase-averaging procedures In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
1987 | An analogue model of phase-averaging procedures.(1987) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
1976 | The structure of simultaneous equations estimators In: Journal of Econometrics. [Full Text][Citation analysis] | article | 30 |
1993 | Testing superexogeneity and invariance in regression models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 148 |
1990 | TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS..(1990) In: Economics Series Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 148 | paper | |
1994 | Encompassing in stationary linear dynamic models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 9 |
1996 | Cointegration tests in the presence of structural breaks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 127 |
1993 | Cointegration tests in the presence of structural breaks.(1993) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 127 | paper | |
1979 | The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 15 |
2023 | Robust Discovery of Regression Models In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 5 |
2020 | Robust Discovery of Regression Models.(2020) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
1981 | Interpreting econometric evidence : The behaviour of consumers expenditure in the UK In: European Economic Review. [Full Text][Citation analysis] | article | 33 |
1991 | The response of consumption to income: A cross-country investigation : by John Y. Campbell and N. Gregory Mankiw In: European Economic Review. [Full Text][Citation analysis] | article | 3 |
1991 | Modeling the demand for narrow money in the United Kingdom and the United States In: European Economic Review. [Full Text][Citation analysis] | article | 137 |
1990 | Modeling the demand for narrow money in the United Kingdom and the United States.(1990) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 137 | paper | |
2023 | The historical role of energy in UK inflation and productivity with implications for price inflation In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
1997 | An empirical study of seasonal unit roots in forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 43 |
1998 | Forecasting economic processes In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 51 |
2005 | Non-parametric direct multi-step estimation for forecasting economic processes In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 71 |
2004 | Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes.(2004) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
2004 | Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes.(2004) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
2008 | Elusive return predictability: Discussion In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2015 | Robust approaches to forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 24 |
2014 | Robust Approaches to Forecasting.(2014) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2017 | Evaluating multi-step system forecasts with relatively few forecast-error observations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 19 |
2016 | Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations.(2016) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2018 | Deciding between alternative approaches in macroeconomics In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 19 |
2016 | Deciding Between Alternative Approaches In Macroeconomics.(2016) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2020 | Card forecasts for M4 In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
2021 | Modelling non-stationary ‘Big Data’ In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
2020 | Modelling Non-stationary Big Data.(2020) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2022 | Short-term forecasting of the coronavirus pandemic In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
2023 | Analysing differences between scenarios In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2024 | Improving models and forecasts after equilibrium-mean shifts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2009 | The long-run determinants of UK wages, 1860-2004 In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 21 |
2008 | The Long-Run Determinants of UK Wages, 1860-2004.(2008) In: Economics Series Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
1992 | An econometric analysis of TV advertising expenditure in the United Kingdom In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 17 |
2006 | A comment on Specification searches in spatial econometrics: The relevance of Hendrys methodology In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 20 |
2024 | Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK In: Renewable Energy. [Full Text][Citation analysis] | article | 2 |
2000 | On detectable and non-detectable structural change In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 46 |
2013 | Anthropogenic influences on atmospheric CO2 In: Chapters. [Full Text][Citation analysis] | chapter | 17 |
2011 | Anthropogenic Influences on Atmospheric CO2.(2011) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2024 | Econometric forecasting of climate change In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
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2022 | Smooth Robust Multi-Horizon Forecasts In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 2 |
2020 | Smooth Robust Multi-Horizon Forecasts.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
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2004 | Causality and Exogeneity in Non-stationary Economic Time Series In: Contributions to Economic Analysis. [Full Text][Citation analysis] | chapter | 0 |
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2008 | Chapter 1 Forecasting Annual UK Inflation Using an Econometric Model over 1875–1991 In: Frontiers of Economics and Globalization. [Full Text][Citation analysis] | chapter | 0 |
2008 | Chapter 2 Forecasting UK Inflation: The Roles of Structural Breaks and Time Disaggregation In: Frontiers of Economics and Globalization. [Full Text][Citation analysis] | chapter | 0 |
1996 | The Influence of A. W. H. Phillips on Econometrics. In: Economics Working Papers. [Citation analysis] | paper | 0 |
1985 | Conditional econometric modelling : an application to new house prices in the United Kingdom In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
1985 | Assertion without empirical basis : an econometric appraisal of monetary trends in ... the United Kingdom, by Milton Friedman and Anna J. Schwartz In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
1989 | Encompassing and rational expectations: how sequential corroboration can imply refutation In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
1999 | Encompassing and rational expectations: How sequential corroboration can imply refutation.(1999) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
1993 | Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2005 | General-to-specific modeling: an overview and selected bibliography In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 66 |
2017 | Milton Friedman and Data Adjustment In: IFDP Notes. [Full Text][Citation analysis] | paper | 0 |
1993 | An Econometric Analysis of Money Demand in Italy. In: Banca Italia - Servizio di Studi. [Citation analysis] | paper | 8 |
2021 | Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics In: Econometrics. [Full Text][Citation analysis] | article | 0 |
2015 | Detecting Location Shifts during Model Selection by Step-Indicator Saturation In: Econometrics. [Full Text][Citation analysis] | article | 70 |
2017 | Evaluating Forecasts, Narratives and Policy Using a Test of Invariance In: Econometrics. [Full Text][Citation analysis] | article | 11 |
2021 | Selecting a Model for Forecasting In: Econometrics. [Full Text][Citation analysis] | article | 2 |
2018 | Selecting a Model for Forecasting.(2018) In: Economics Series Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
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2006 | Saturation in Autoregressive Models In: Notas Económicas. [Full Text][Citation analysis] | article | 4 |
2022 | The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | The historical role of energy in UK inflation and productivity and implications for price inflation in 2022.(2022) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2010 | Testing the Invariance of Expectations Models of Inflation In: Memorandum. [Full Text][Citation analysis] | paper | 17 |
2010 | Testing the Invariance of Expectations Models of Inflation.(2010) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
1971 | Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process. In: International Economic Review. [Full Text][Citation analysis] | article | 26 |
1974 | Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction..(1974) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
1976 | Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors. In: International Economic Review. [Full Text][Citation analysis] | article | 0 |
1995 | Forecasting in Cointegration Systems. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 62 |
1996 | Intercept Corrections and Structural Change. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 103 |
2001 | A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 8 |
2001 | Modelling UK inflation, 1875-1991 In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 44 |
2009 | In memory of Clive Granger: an advisory board member of the journal In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
2010 | Nowcasting from disaggregates in the face of location shifts In: Journal of Forecasting. [Full Text][Citation analysis] | article | 21 |
2001 | Forecasting Non-Stationary Economic Time Series In: MIT Press Books. [Citation analysis] | book | 144 |
2020 | Climate Econometrics: An Overview In: Foundations and Trends(R) in Econometrics. [Full Text][Citation analysis] | article | 17 |
1994 | An evaluation of forecasting using leading indicators In: Economics Papers. [Full Text][Citation analysis] | paper | 8 |
1995 | On the interactions of unit roots and exogeneity In: Economics Papers. [Full Text][Citation analysis] | paper | 18 |
2001 | Computationally-intensive Econometrics using a Distributed Matrix-programming Language In: Economics Papers. [Full Text][Citation analysis] | paper | 3 |
2001 | Model Identification and Non-unique Structure In: Economics Papers. [Full Text][Citation analysis] | paper | 3 |
2001 | Forecasting in the Presence of Structural Breaks and Policy Regime Shifts In: Economics Papers. [Full Text][Citation analysis] | paper | 5 |
2003 | Sub-sample Model Selection Procedures in Gets Modelling In: Economics Papers. [Full Text][Citation analysis] | paper | 2 |
2004 | Robustifying Forecasts from Equilibrium-Correction Models In: Economics Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | Parallel Computation in Econometrics: A Simplified Approach In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Some forecasting principles from the M4 competition In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | A Short History of Macro-econometric Modelling In: Economics Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017 In: Economics Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 In: Economics Papers. [Full Text][Citation analysis] | paper | 3 |
1996 | Log income versus linear income: an application of the encompassing principl In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
1996 | The UK Demand for Broad Money over the Long run In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
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2010 | Professor Sir Clive W.J. Granger and Cointegration In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
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1989 | A Re-analysis of Confluence Analysis. In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 7 |
1994 | HUS Revisited. In: Oxford Review of Economic Policy. [Citation analysis] | article | 26 |
2000 | Reformulating Empirical Macroeconomic Modelling. In: Oxford Review of Economic Policy. [Citation analysis] | article | 15 |
1985 | Monetary Economic Myth and Econometric Reality. In: Oxford Review of Economic Policy. [Citation analysis] | article | 28 |
2018 | The future of macroeconomics: macro theory and models at the Bank of England In: Oxford Review of Economic Policy. [Full Text][Citation analysis] | article | 50 |
2017 | The future of macroeconomics: Macro theory and models at the Bank of England.(2017) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
1972 | Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 11 |
1980 | An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 27 |
1986 | Econometric Evaluation of Linear Macro-Economic Models In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 295 |
1992 | The Demand for M1 in the U.S.A., 1960–1988 In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 89 |
2000 | Modelling UK Inflation over the Long Run In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 2 |
2007 | Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 7 |
2007 | A Low-Dimension Collinearity-Robust Test for Non-linearity In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
2000 | Constructing Historical Euro-Zone Data In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 12 |
2010 | Automatic Selection for Non-linear Models In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 7 |
2010 | Econometric Modelling of Changing Time Series In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 3 |
2010 | An Automatic Test of Super Exogeneity In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 50 |
2010 | Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Climate Change: Lessons for our Future from the Distant Past In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | On the Mathematical Basis of Inter-temporal Optimization In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 20 |
2011 | A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Empirical Economic Model Discovery and Theory Evaluation In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 5 |
2011 | Empirical Economic Model Discovery and Theory Evaluation.(2011) In: Rationality, Markets and Morals. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2011 | Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Forecasting breaks and forecasting during breaks In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 18 |
2011 | On Not Evaluating Economic Models by Forecast Outcomes In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | An Open-model Forecast-error Taxonomy In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Forecasting from Structural Econometric Models In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 2 |
2012 | Forecasting by factors, by variables, or both? In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 2 |
2013 | Some Fallacies in Econometric Modelling of Climate Change In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 5 |
2013 | Semi-automatic Non-linear Model selection In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 2 |
2013 | Step-indicator Saturation In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 19 |
2013 | Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 8 |
2014 | Statistical Model Selection with Big Data In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 13 |
2016 | An Overview of Forecasting Facing Breaks In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 18 |
2016 | An Overview of Forecasting Facing Breaks.(2016) In: Journal of Business Cycle Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2016 | Improving the Teaching of Econometrics In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Policy Analysis, Forediction, and Forecast Failure In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | The impact of integrated measurement errors on modeling long-run macroeconomic time series.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2020 | Identifying the Causal Role of CO2 during the Ice Ages In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Geoclimate, geopolitics, and the geovolatility of carbon-intensive equity returns In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
1990 | TESTING THE LUCAS CRITIQUE: A REVIEW. In: Economics Series Working Papers. [Citation analysis] | paper | 46 |
1989 | Testing the Lucas Critique: A Review.(1989) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
1990 | Testing the Lucas Critique: A Review.(1990) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
1990 | EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR. In: Economics Series Working Papers. [Citation analysis] | paper | 52 |
1992 | On the Limitations of Comparing Mean Square Forecast Errors. In: Economics Series Working Papers. [Citation analysis] | paper | 45 |
1992 | Forecasting in Cointegrated Systems. In: Economics Series Working Papers. [Citation analysis] | paper | 24 |
1995 | Dynamic Econometrics In: OUP Catalogue. [Citation analysis] | book | 613 |
1993 | Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data In: OUP Catalogue. [Citation analysis] | book | 693 |
2000 | Econometrics: Alchemy or Science?: Essays in Econometric Methodology In: OUP Catalogue. [Citation analysis] | book | 53 |
2009 | The Methodology of Empirical Econometric Modeling: Applied Econometrics Through the Looking-Glass In: Palgrave Macmillan Books. [Citation analysis] | chapter | 23 |
2019 | John Denis Sargan (1924–1996) In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
2007 | The Bernoulli model, from Econometric Modeling: A Likelihood Approach In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 34 |
2007 | Preface to Econometric Modeling: A Likelihood Approach In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 45 |
2012 | Mis-specification Testing: Non-Invariance of Expectations Models of Inflation In: Working Paper series. [Full Text][Citation analysis] | paper | 6 |
2014 | Misspecification Testing: Non-Invariance of Expectations Models of Inflation.(2014) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2005 | Forecasting Aggregates by Disaggregates In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 18 |
1994 | Can Econometrics Improve Economic Forecasting? In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 9 |
2008 | Automatic selection of indicators in a fully saturated regression In: Computational Statistics. [Full Text][Citation analysis] | article | 159 |
2008 | Automatic selection of indicators in a fully saturated regression.(2008) In: Computational Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 159 | article | |
1998 | Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK In: Empirical Economics. [Full Text][Citation analysis] | article | 97 |
1998 | Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
1999 | On winning forecasting competitions in economics In: Spanish Economic Review. [Full Text][Citation analysis] | article | 21 |
2021 | Oxford’s Contributions to Econometrics In: Springer Books. [Citation analysis] | chapter | 0 |
2005 | Bridging the Gap: Linking Economics and Econometrics In: Springer Books. [Citation analysis] | chapter | 12 |
2011 | Revisiting UK consumers expenditure: cointegration, breaks and robust forecasts In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2010 | RESEARCH AND THE ACADEMIC: A TALE OF TWO CULTURES In: Economics Discussion / Working Papers. [Full Text][Citation analysis] | paper | 0 |
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