48
H index
125
i10 index
9305
Citations
David F. Hendry : Citation Profile
Rimini Centre for Economic Analysis (RCEA) (2% share) | RESEARCH PRODUCTION: 161 Articles 141 Papers 8 Books 18 Chapters EDITOR: RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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57 years (1966 - 2023). Relations with other researchers
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:
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Main data
Where David F. Hendry has published?
Recent works citing David F. Hendry (2023 and 2022)
| Year | Title of citing document | |
|---|---|---|
| 2023 | Long Monthly European Temperature Series and the North Atlantic Oscillation. (2023). Teräsvirta, Timo ; Tersvirta, Timo ; Silvennoinen, Annastiina ; Kang, Jian ; He, Changli. In: Economics Working Papers. RePEc:aah:aarhec:2023-03. Full description at Econpapers || Download paper | |
| 2022 | Energy Dependency and Long-Run Growth. (2022). Novelli, Giacomo. In: FEEM Working Papers. RePEc:ags:feemwp:329650. Full description at Econpapers || Download paper | |
| 2022 | Improving ERSs Net Cash Income Forecasts using USDA Baseline Projections. (2021). Bora, Siddhartha. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:310528. Full description at Econpapers || Download paper | |
| 2022 | Should we care about ECB inflation expectations?. (2022). Candelon, Bertrand ; Roccazzella, Francesco. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022004. Full description at Econpapers || Download paper | |
| 2022 | Lasso Inference for High-Dimensional Time Series. (2020). Smeekes, Stephan ; Wilms, Ines ; Adamek, Robert. In: Papers. RePEc:arx:papers:2007.10952. Full description at Econpapers || Download paper | |
| 2023 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
| 2022 | Partial Identification in Nonseparable Binary Response Models with Endogenous Regressors. (2021). Russell, Thomas M ; Gu, Jiaying. In: Papers. RePEc:arx:papers:2101.01254. Full description at Econpapers || Download paper | |
| 2023 | Encompassing Tests for Nonparametric Regressions. (2022). Lapenta, Elia ; Lavergne, Pascal. In: Papers. RePEc:arx:papers:2203.06685. Full description at Econpapers || Download paper | |
| 2022 | GAM(L)A: An econometric model for interpretable Machine Learning. (2022). Laurent, S'Ebastien ; Hu, Sullivan ; Hacheme, Gilles ; Flachaire, Emmanuel. In: Papers. RePEc:arx:papers:2203.11691. Full description at Econpapers || Download paper | |
| 2022 | A Network Approach to Consumption. (2022). Mayerhoffer, Daniel M ; Schulz, Jan. In: Papers. RePEc:arx:papers:2203.14259. Full description at Econpapers || Download paper | |
| 2022 | Causal Discovery of Macroeconomic State-Space Models. (2022). Hall-Hoffarth, Emmet. In: Papers. RePEc:arx:papers:2204.02374. Full description at Econpapers || Download paper | |
| 2022 | Bootstrap Cointegration Tests in ARDL Models. (2022). Zoia, Maria Grazia ; Vacca, Gianmarco ; Bertelli, Stefano. In: Papers. RePEc:arx:papers:2204.04939. Full description at Econpapers || Download paper | |
| 2022 | Forecasting Electricity Prices. (2022). Weron, Rafał ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2204.11735. Full description at Econpapers || Download paper | |
| 2022 | Choosing Exogeneity Assumptions in Potential Outcome Models. (2022). Poirier, Alexandre ; Masten, Matthew A. In: Papers. RePEc:arx:papers:2205.02288. Full description at Econpapers || Download paper | |
| 2022 | A Market for Trading Forecasts: A Wagering Mechanism. (2022). Grammatico, Sergio ; Kazempour, Jalal ; Pinson, Pierre ; Raja, Aitazaz Ali. In: Papers. RePEc:arx:papers:2205.02668. Full description at Econpapers || Download paper | |
| 2022 | Economic activity and climate change. (2022). Ruiz, Esther ; Rodr, Vladimir ; Poncela, Pilar ; de Juan, Ar'Anzazu. In: Papers. RePEc:arx:papers:2206.03187. Full description at Econpapers || Download paper | |
| 2022 | Distributional neural networks for electricity price forecasting. (2022). Ziel, Florian ; Weron, Rafal ; Narajewski, Michal ; Marcjasz, Grzegorz. In: Papers. RePEc:arx:papers:2207.02832. Full description at Econpapers || Download paper | |
| 2022 | Detecting common bubbles in multivariate mixed causal-noncausal models. (2022). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: Papers. RePEc:arx:papers:2207.11557. Full description at Econpapers || Download paper | |
| 2023 | Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques. (2022). Tran, Hien ; Nguyen, Huy ; Pham, Nga ; Dao, Binh ; Chu, Nghia. In: Papers. RePEc:arx:papers:2209.09649. Full description at Econpapers || Download paper | |
| 2022 | Spatial-temporal dynamics of employment shocks in declining coal mining regions and potentialities of the just transition. (2022). Schwarz, Moritz ; Rafaty, Ryan ; Mark, Ebba. In: Papers. RePEc:arx:papers:2211.12619. Full description at Econpapers || Download paper | |
| 2023 | Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193. Full description at Econpapers || Download paper | |
| 2023 | Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2023). Ziel, Florian ; Ghelasi, Paul. In: Papers. RePEc:arx:papers:2305.16255. Full description at Econpapers || Download paper | |
| 2023 | What Does it Take to Control Global Temperatures? A toolbox for estimating the impact of economic policies on climate. (2023). Kurita, Takamitsu ; Chevillon, Guillaume. In: Papers. RePEc:arx:papers:2307.05818. Full description at Econpapers || Download paper | |
| 2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper | |
| 2023 | Forecasting inflation using disaggregates and machine learning. (2023). Medeiros, Marcelo C ; Boaretto, Gilberto. In: Papers. RePEc:arx:papers:2308.11173. Full description at Econpapers || Download paper | |
| 2023 | The 2021–22 Surge in Inflation. (2023). Uzeda, Luis ; MacGee, James (Jim) ; Kryvtsov, Oleksiy. In: Discussion Papers. RePEc:bca:bocadp:23-3. Full description at Econpapers || Download paper | |
| 2022 | Quantum Monte Carlo for Economics: Stress Testing and Macroeconomic Deep Learning. (2022). Bromley, Thomas ; Guala, Diego ; Priazhkina, Sofia ; Skavysh, Vladimir. In: Staff Working Papers. RePEc:bca:bocawp:22-29. Full description at Econpapers || Download paper | |
| 2022 | Causal Impulse Responses for Time Series. (2022). Marinho, Leonardo . In: Working Papers Series. RePEc:bcb:wpaper:570. Full description at Econpapers || Download paper | |
| 2022 | Different Motives for Holding Cash in France: an Analysis of the Net Cash Issues of the Banque de France. (2022). Seitz, Franz ; de Pastor, Raymond ; Devigne, Lucas. In: Working papers. RePEc:bfr:banfra:888. Full description at Econpapers || Download paper | |
| 2022 | Forecasting Inflation: The Use of Dynamic Factor Analysis and Nonlinear Combinations. (2022). Wang, Yongli ; Tavlas, George S ; Hall, Stephen G. In: Discussion Papers. RePEc:bir:birmec:22-12. Full description at Econpapers || Download paper | |
| 2022 | Methods to evaluate institutional responses to performance?based research funding systems. (2022). Creedy, John ; Buckle, Robert A. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:3:p:615-634. Full description at Econpapers || Download paper | |
| 2022 | Persistence analysis of research intensity in OECD countries since 1870. (2022). Gil-Alana, Luis ; Gilalana, Luis A ; Lopez, Gema ; Solarin, Sakiru Adebola. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:4:p:738-750. Full description at Econpapers || Download paper | |
| 2023 | Heterogeneous predictive association of CO2 with global warming. (2023). Ramos, Andrey ; Gonzalo, Jesus ; Dolado, Juan J ; Chen, Liang. In: Economica. RePEc:bla:econom:v:90:y:2023:i:360:p:1397-1421. Full description at Econpapers || Download paper | |
| 2023 | What do indebted employees do? Financialisation and the decline of industrial action. (2023). Gouzoulis, Giorgos. In: Industrial Relations Journal. RePEc:bla:indrel:v:54:y:2023:i:1:p:71-94. Full description at Econpapers || Download paper | |
| 2023 | Productivity in Indonesian agriculture: Impacts of domestic and international research. (2023). Warr, Peter. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:74:y:2023:i:3:p:835-856. Full description at Econpapers || Download paper | |
| 2022 | Euro Area: Towards a European Common Bond? – Empirical Evidence from the Sovereign Debt Markets. (2022). Kiohos, Apostolos ; Stoupos, Nikolaos. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:60:y:2022:i:4:p:1019-1046. Full description at Econpapers || Download paper | |
| 2022 | Causal mediation analysis in economics: Objectives, assumptions, models. (2022). Celli, Viviana. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:214-234. Full description at Econpapers || Download paper | |
| 2022 | Statistical modeling and inference in the era of Data Science and Graphical Causal modeling. (2022). Spanos, Aris. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:5:p:1251-1287. Full description at Econpapers || Download paper | |
| 2023 | Recent developments of the autoregressive distributed lag modelling framework. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwoodnimmo, Matthew. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32. Full description at Econpapers || Download paper | |
| 2022 | Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2022). Schweikert, Karsten. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:83-104. Full description at Econpapers || Download paper | |
| 2022 | On causal and non?causal cointegrated vector autoregressive time series. (2022). Swensen, Anders Rygh ; RyghSwensen, Anders. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:178-196. Full description at Econpapers || Download paper | |
| 2022 | Johansen?type cointegration tests with a Fourier function. (2022). Lee, Junsoo ; Pascalau, Razvan ; Lu, Yan ; Nazlioglu, Saban. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:828-852. Full description at Econpapers || Download paper | |
| 2022 | The Canadian–US dollar exchange rate over the four decades of the post?Bretton Woods float: An econometric study allowing for structural breaks. (2022). James, Patrick ; Kurita, Takamitsu. In: Metroeconomica. RePEc:bla:metroe:v:73:y:2022:i:3:p:856-883. Full description at Econpapers || Download paper | |
| 2022 | A Guide to Autoregressive Distributed Lag Models for Impulse Response Estimations. (2022). Lee, Byoungchan ; Baek, Chaewon. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:5:p:1101-1122. Full description at Econpapers || Download paper | |
| 2022 | Testing the Presence of Outliers in Regression Models. (2022). Pretis, Felix ; Jiao, Xiyu. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:6:p:1452-1484. Full description at Econpapers || Download paper | |
| 2022 | Forecasting Under Structural Breaks Using Improved Weighted Estimation. (2022). Parsaeian, Shahnaz ; Ullah, Aman ; Lee, Taehwy. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:6:p:1485-1501. Full description at Econpapers || Download paper | |
| 2022 | Dynamic version of Okun’s law in the EU15 countries—The role of delays in the unemployment?output nexus. (2022). Obst, Thomas. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:225-241. Full description at Econpapers || Download paper | |
| 2022 | Revisiting economic effectiveness of foreign aid: The case of Japanese aid to China. (2022). Wang, Maojun ; Shao, Jing. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:7:p:2284-2304. Full description at Econpapers || Download paper | |
| 2022 | Aggregate density forecast of models using disaggregate data - A copula approach. (2022). Ingebrigtsen, Tobias ; Fastbo, Tuva Marie ; Paulsen, Kenneth Saterhagen . In: Working Paper. RePEc:bno:worpap:2022_5. Full description at Econpapers || Download paper | |
| 2022 | . Full description at Econpapers || Download paper | |
| 2022 | Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915. Full description at Econpapers || Download paper | |
| 2022 | The credit channel of monetary transmission in the US: Is it a bank lending channel, a balance sheet channel, or both, or neither?. (2022). Papafilis, Michalis-Panayiotis ; Brissimis, Sophocles N. In: Working Papers. RePEc:bog:wpaper:300. Full description at Econpapers || Download paper | |
| 2022 | Geopolitical Risk and the LNG-LPG Trade. (2022). Konstantinos, Melas ; Nektarios, Michail. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:28:y:2022:i:3:p:243-265:n:3. Full description at Econpapers || Download paper | |
| 2023 | Information Recovery in Complex Economic Systems. (2023). Judge, George. In: Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series. RePEc:cdl:agrebk:qt4jj70102. Full description at Econpapers || Download paper | |
| 2022 | EU-induced Financialisation and Its Impact on the Greek Wage Share, 1999-2021. (2022). Galanis, Giorgos ; Iliopoulos, Panagiotis ; Gouzoulis, Giorgos. In: Working Papers. RePEc:cgs:wpaper:109. Full description at Econpapers || Download paper | |
| 2022 | Utilización de noticias de prensa como indicador de confianza económica en tiempo real. (2022). Cova, Juan Pablo ; Peralta, Hugo ; del Pilar, Maria. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:938. Full description at Econpapers || Download paper | |
| 2023 | Disentangling Demand and Supply Inflation Shocks from Chilean Electronic Payment Data. (2023). Hernandez-Roman, L G ; Eterovic, Nicolas ; Carlomagno, Guillermo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:986. Full description at Econpapers || Download paper | |
| 2022 | Sacrifice rate and labour precariousness in Mexico, 2005Q1-2019Q4. (2022). Tirado, Raul ; Loria, Eduardo. In: Revista Cuadernos de Economía. RePEc:col:000093:020609. Full description at Econpapers || Download paper | |
| 2022 | Forecasting World Trade Using Big Data and Machine Learning Techniques. (2022). Kattenberg, Mark ; Hendriks, Bram ; Elbourne, Adam ; Dubovik, Andrei. In: CPB Discussion Paper. RePEc:cpb:discus:441. Full description at Econpapers || Download paper | |
| 2022 | Migration and University Education: An Empirical (Macro) Link. (2022). Gang, Ira ; Epstein, Gil ; Ule, Akkoyunlu. In: CReAM Discussion Paper Series. RePEc:crm:wpaper:2211. Full description at Econpapers || Download paper | |
| 2022 | Score-driven threshold ice-age models: benchmark models for long-run climate forecasts. (2022). Blazsek, Szabolcs ; Escribano, Alvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:34757. Full description at Econpapers || Download paper | |
| 2023 | Heterogeneous Predictive Association of CO2 with Global Warming. (2023). Ramos, Andrey David ; Muoz, Jesus Gonzalo ; Dolado, Juan Jose ; Chen, Liang. In: UC3M Working papers. Economics. RePEc:cte:werepe:36451. Full description at Econpapers || Download paper | |
| 2023 | Estimation of confidence intervals for decompositions and other complex demographic estimators. (2023). Hendi, Arun. In: Demographic Research. RePEc:dem:demres:v:49:y:2023:i:5. Full description at Econpapers || Download paper | |
| 2022 | Economic forecasting: some lessons from recent research. (2001). Hendry, David ; Clements, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20010082. Full description at Econpapers || Download paper | |
| 2022 | “Is there any Causality between the Islamic Banks’ Deposit Returns and the Conventional Banks’ Interest Rates? Evidence from Malaysian Commercial Banking”. (2022). Samad, Abdus. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-03-3. Full description at Econpapers || Download paper | |
| 2023 | Relative Impact of the U.S. Energy Market Sentiments on Stocks and ESG Index Returns: Evidence from GCC Countries. (2023). Mohnot, Rajesh ; Verma, Rahul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-32. Full description at Econpapers || Download paper | |
| 2023 | Do Clean Energy and Financial Innovation Induce SME Performance? Clarifying the Nexus between Financial Innovation, Technological Innovation, Clean Energy, Environmental Degradation, and SMEs Performa. (2023). Kler, Rajnish ; Qamruzzaman, MD. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-36. Full description at Econpapers || Download paper | |
| 2022 | China’s pathways to peak carbon emissions: New insights from various industrial sectors. (2022). Song, Junnian ; He, Jianjian ; Tang, Yiqi ; Li, Chenglin ; Fang, Kai. In: Applied Energy. RePEc:eee:appene:v:306:y:2022:i:pa:s0306261921013349. Full description at Econpapers || Download paper | |
| 2022 | Privacy-preserving federated learning for residential short-term load forecasting. (2022). Rieger, Alexander ; Lee, Chul Min ; Menci, Sergio Potenciano ; Fernandez, Joaquin Delgado ; Fridgen, Gilbert. In: Applied Energy. RePEc:eee:appene:v:326:y:2022:i:c:s0306261922011722. Full description at Econpapers || Download paper | |
| 2022 | Forecasting in a complex environment: Machine learning sales expectations in a stock flow consistent agent-based simulation model. (2022). Russo, Alberto ; Catullo, Ermanno ; Gallegati, Mauro. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001117. Full description at Econpapers || Download paper | |
| 2022 | The asymmetric effects of international oil prices, oil price uncertainty and income on urban residents’ consumption in China. (2022). Zhang, Rui ; Long, Shaobo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:789-805. Full description at Econpapers || Download paper | |
| 2023 | Political budget cycles in military expenditures: A meta-analysis. (2023). Klomp, Jeroen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:1083-1102. Full description at Econpapers || Download paper | |
| 2023 | The stability of UK households Divisia money balances. (2023). Barlow, David. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:451-459. Full description at Econpapers || Download paper | |
| 2022 | Bootstrap cointegration tests in ARDL models. (2022). Zoia, Maria ; Vacca, Gianmarco ; Bertelli, Stefano. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002310. Full description at Econpapers || Download paper | |
| 2023 | How many fundamentals should we include in the behavioral equilibrium exchange rate model?. (2023). Rubaszek, Michał ; Ca, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s026499932200308x. Full description at Econpapers || Download paper | |
| 2022 | Robust drivers of Bitcoin price movements: An extreme bounds analysis. (2022). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200078x. Full description at Econpapers || Download paper | |
| 2023 | The British Stock Market, currencies, brexit, and media sentiments: A big data analysis. (2023). Das, Pranab ; Mukherjee, Debashis ; Marjit, Sugata ; Basak, Gopal K ; Yang, Lei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001966. Full description at Econpapers || Download paper | |
| 2022 | Increasing storm risk, structural defense, and house prices in the Florida Keys. (2022). Kaufmann, Robert K ; Pollack, Adam B. In: Ecological Economics. RePEc:eee:ecolec:v:194:y:2022:i:c:s092180092200012x. Full description at Econpapers || Download paper | |
| 2023 | Quantity or quality: Environmental legislation and corporate green innovations. (2023). Zou, Xinyu ; Zhang, Zhan ; Liu, Wei ; Huang, Xiaoqi. In: Ecological Economics. RePEc:eee:ecolec:v:204:y:2023:i:pb:s0921800922003457. Full description at Econpapers || Download paper | |
| 2022 | Crypto-assets, corruption, and capital controls: Cross-country correlations. (2022). Mauro, Paolo ; Imamoglu, Eslem ; Rozhkov, Dmitriy ; Primus, Keyra ; Honda, Jiro ; Gueorguiev, Nikolay ; Alnasaa, Marwa. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001239. Full description at Econpapers || Download paper | |
| 2022 | Bayesian analysis of spatial dynamic panel data model with convex combinations of different spatial weight matrices: A reparameterized approach. (2022). Han, Xiaoyi ; Zhu, Yanli ; Cai, Zhengzheng. In: Economics Letters. RePEc:eee:ecolet:v:217:y:2022:i:c:s0165176522002361. Full description at Econpapers || Download paper | |
| 2022 | How should parameter estimation be tailored to the objective?. (2022). Dumitrescu, Elena-Ivona ; Hansen, Peter Reinhard. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:535-558. Full description at Econpapers || Download paper | |
| 2022 | Conditional rotation between forecasting models. (2022). Timmermann, Allan ; Zhu, Yinchu. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:329-347. Full description at Econpapers || Download paper | |
| 2023 | Capacity planning for effective cohorting of hemodialysis patients during the coronavirus pandemic: A case study. (2023). Tuglular, Serhan ; Gunes, Evrim D ; Balcik, Burcu ; Kurbanzade, Ali Kaan ; Ozmemis, Cagri. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:1:p:276-291. Full description at Econpapers || Download paper | |
| 2023 | The COVID-19 pandemic and financial markets in Central Europe: Macroeconomic measures and international policy spillovers. (2023). Stawasz-Grabowska, Ewa ; Janus, Jakub ; Grabowski, Wojciech. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s156601412200108x. Full description at Econpapers || Download paper | |
| 2023 | Turkey: From a thriving economic past towards a rugged future? - An empirical analysis on the Turkish financial markets. (2023). Kiohos, Apostolos ; Nikas, Christos ; Stoupos, Nikolaos. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001091. Full description at Econpapers || Download paper | |
| 2023 | Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321. Full description at Econpapers || Download paper | |
| 2022 | The influence of electricity prices on saving electricity in production: Automated multivariate time-series analyses for 99 Danish trades and industries. (2022). Moller, Niels Framroze ; Bjerregaard, Casper. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988321003327. Full description at Econpapers || Download paper | |
| 2022 | Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study. (2022). Wojcik, Edyta ; Janczura, Joanna. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001840. Full description at Econpapers || Download paper | |
| 2022 | Forecasting crude oil volatility with exogenous predictors: As good as it GETS?. (2022). Bonnier, Jean-Baptiste. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002249. Full description at Econpapers || Download paper | |
| 2022 | Income and price elasticities of natural gas demand in Pakistan: A disaggregated analysis. (2022). Arif, Umaima ; Khan, Farzana Naheed ; Javid, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s014098832200353x. Full description at Econpapers || Download paper | |
| 2023 | Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts. (2023). Escribano, Alvaro ; Blazsek, Szabolcs. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000208. Full description at Econpapers || Download paper | |
| 2023 | Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147. Full description at Econpapers || Download paper | |
| 2022 | Cost, emission, and macroeconomic implications of diesel displacement in the Saudi agricultural sector: Options and policy insights. (2022). Felder, Frank A ; Algahtani, Goblan J ; Hasanov, Fakhri J ; Alatawi, Hatem ; al Atawi, Hatem ; Elshurafa, Amro M. In: Energy Policy. RePEc:eee:enepol:v:168:y:2022:i:c:s0301421522003159. Full description at Econpapers || Download paper | |
| 2023 | Institutions for effective climate policymaking: Lessons from the case of the United Kingdom. (2023). Fairbrother, Malcolm ; Rhodes, Ekaterina ; Gransaull, Gareth. In: Energy Policy. RePEc:eee:enepol:v:175:y:2023:i:c:s0301421523000691. Full description at Econpapers || Download paper | |
| 2023 | Digitalization in decarbonizing electricity systems – Phenomena, regional aspects, stakeholders, use cases, challenges and policy options. (2023). Verma, Piyush ; Covatariu, Andrei ; Milojevic, Tatjana ; Heymann, Fabian. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024033. Full description at Econpapers || Download paper | |
| 2023 | Differential attention net: Multi-directed differential attention based hybrid deep learning model for solar power forecasting. (2023). Jana, Kartick C ; Shrivastava, Ashish ; Rai, Amit. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222026329. Full description at Econpapers || Download paper | |
| 2022 | A history of aggregate demand and supply shocks for the United Kingdom, 1900 to 2016. (2022). Kohler, Karsten ; Calvert Jump, Robert. In: Explorations in Economic History. RePEc:eee:exehis:v:85:y:2022:i:c:s001449832200016x. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
David F. Hendry is editor of
| Journal | |
|---|---|
| Oxford Bulletin of Economics and Statistics |
David F. Hendry has edited the books:
| Year | Title | Type | Cited |
|---|
Works by David F. Hendry:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Selecting a Regression Saturated by Indicators In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Selecting a Regression Saturated by Indicators.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2011 | The Properties of Model Selection when Retaining Theory Variables In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2011 | The Properties of Model Selection when Retaining Theory Variables.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2002 | Forecast Failure, Expectations Formation and the Lucas Critique In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 9 |
| 2000 | Forecast Failure, Expectations Formation, and the Lucas Critique.(2000) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 1991 | An Econometric Analysis of U.K. Money Demand in Monetary Trends in the United States and the United Kingdom by Milton Friedman and Anna Schwartz. In: American Economic Review. [Full Text][Citation analysis] | article | 139 |
| 1989 | An econometric analysis of UK money demand in MONETARY TRENDS IN THE UNITED STATES AND THE UNITED KINGDOM by Milton Friedman and Anna J. Schwartz.(1989) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 139 | paper | |
| 2000 | Explaining Cointegration Analysis: Part 1 In: The Energy Journal. [Full Text][Citation analysis] | article | 265 |
| 2001 | Explaining Cointegration Analysis: Part II.(2001) In: The Energy Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 265 | article | |
| 2000 | Explaining Cointegration Analysis: Part II.(2000) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 265 | paper | |
| 1996 | MULTI-STEP ESTIMATION FOR FORECASTING In: Economic Research Papers. [Full Text][Citation analysis] | paper | 80 |
| 1996 | Multi-step Estimation for Forecasting..(1996) In: Oxford Bulletin of Economics and Statistics. [Citation analysis] This paper has another version. Agregated cites: 80 | article | |
| 1996 | Multi-Step Estimation for Forecasting.(1996) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | paper | |
| 1998 | FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS In: Economic Research Papers. [Full Text][Citation analysis] | paper | 42 |
| 2001 | Forecasting with difference-stationary and trend-stationary models.(2001) In: Econometrics Journal. [Citation analysis] This paper has another version. Agregated cites: 42 | article | |
| 2000 | Forecasting with Difference-Stationary and Trend-Stationary Models.(2000) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 1998 | Forecasting with Difference-Stationary and Trend-Stationary Models..(1998) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
| 1979 | EXOGENEITY In: Economic Research Papers. [Full Text][Citation analysis] | paper | 48 |
| 1983 | Exogeneity.(1983) In: LIDAM Reprints CORE. [Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 1983 | Exogeneity..(1983) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | article | |
| 1979 | Exogeneity.(1979) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 48 | paper | |
| 2022 | Forecasting: theory and practice In: Papers. [Full Text][Citation analysis] | paper | 30 |
| 2022 | Forecasting: theory and practice.(2022) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
| 1998 | Exogeneity, Cointegration, and Economic Policy Analysis. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 87 |
| 1998 | Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 87 | paper | |
| 2007 | Co-Breaking: Recent Advances and a Synopsis of the Literature In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 47 |
| 2011 | Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 129 |
| 2010 | Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 129 | paper | |
| 2011 | Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 129 | article | |
| 2000 | Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
| 2000 | Reconstructing Aggregate Euro?zone Data In: Journal of Common Market Studies. [Full Text][Citation analysis] | article | 25 |
| 1998 | Inference in Cointegrating Models: UK M1 Revisited In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 90 |
| 2002 | Applied Econometrics without Sinning In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 7 |
| 2016 | DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 19 |
| 2016 | Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation.(2016) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 1996 | Obituary: Jan Tinbergen, 1903–94 In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 0 |
| 1983 | On High and Low R2 Contributions. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 1 |
| 1984 | An Econometric Model of United Kingdom Building Societies. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 5 |
| 1986 | Using PC-GIVE in Econometrics Teaching. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 5 |
| 1986 | Econometric Modelling with Cointegrated Variables: An Overview. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 149 |
| 1991 | Using PC-NAIVE in Teaching Econometrics. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 0 |
| 1992 | Testing Integration and Cointegration: An Overview. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 20 |
| 1996 | The Econometric Analysis of Economic Policy. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 26 |
| 1996 | The Econometric Analysis of Economic Policy..(1996) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2003 | Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2003 | Consistent Model Selection by an Automatic Gets Approach* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 35 |
| 2004 | We Ran One Regression In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 118 |
| 2004 | We Ran One Regression.(2004) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 118 | paper | |
| 2005 | Regression Models with Data?based Indicator Variables In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 26 |
| 2004 | Regression Models with Data-based Indicator Variables.(2004) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2004 | Regression Models with Data-based Indicator Variables.(2004) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2005 | Guest Editors’ Introduction: Information in Economic Forecasting In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 10 |
| 2005 | Evaluating a Model by Forecast Performance* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 10 |
| 2008 | Foreword In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2008 | Guest Editors’ Introduction to Special Issue on Encompassing In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2008 | Log Income vs. Linear Income: An Application of the Encompassing Principle* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 9 |
| 1991 | Log Income vs. Linear Income: An Application of the Encompassing Principle.(1991) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2008 | Linear vs. Log?linear Unit?Root Specification: An Application of Mis?specification Encompassing* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2013 | Model Selection in Equations with Many ‘Small’ Effects In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 4 |
| 2011 | Model Selection in Equations with Many Small Effects.(2011) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2012 | Model Selection in Equations with Many Small Effects.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1998 | The Demand for Broad Money in the United Kingdom, 1878–1993 In: Scandinavian Journal of Economics. [Full Text][Citation analysis] | article | 22 |
| 1997 | The demand for broad money in the United Kingdom, 1878-1993.(1997) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2004 | The Nobel Memorial Prize for Clive W. J. Granger In: Scandinavian Journal of Economics. [Full Text][Citation analysis] | article | 9 |
| 2016 | Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 3 |
| 1966 | SURVEY OF STUDENT INCOME AND EXPENDITURE AT ABERDEEN UNIVERSITY 1963-64 AND 1964-65 In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 1983 | Econometric Modelling: The Consumption Function in Retrospect. In: Scottish Journal of Political Economy. [Citation analysis] | article | 35 |
| 2013 | Econometric Modelling: The ‘Consumption Function’ In Retrospect.(2013) In: Scottish Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | article | |
| 1994 | Modelling Linear Dynamic Econometric Systems. In: Scottish Journal of Political Economy. [Citation analysis] | article | 67 |
| 1997 | The Implications for Econometric Modelling of Forecast Failure In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 36 |
| 2013 | Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220 In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
| 2021 | Modeling and forecasting the COVID?19 pandemic time?series data In: Social Science Quarterly. [Full Text][Citation analysis] | article | 0 |
| Beyer-Doornik-Hendry In: Instructional Stata datasets for econometrics. [Full Text][Citation analysis] | paper | 0 | |
| 2008 | Economic Forecasting in a Changing World In: Capitalism and Society. [Full Text][Citation analysis] | article | 19 |
| 2009 | Comment on Excessive Ambitions (by Jon Elster) In: Capitalism and Society. [Full Text][Citation analysis] | article | 1 |
| 2011 | Econometric Modelling of Time Series with Outlying Observations In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 18 |
| 2011 | Evaluating Automatic Model Selection In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 59 |
| 2010 | Evaluating Automatic Model Selection.(2010) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
| 2007 | AUTOMATIC TESTS for SUPER EXOGENEITY In: Working Papers de Economia (Economics Working Papers). [Full Text][Citation analysis] | paper | 5 |
| 1985 | Small-Sample Properties of ARCH Estimators and Tests. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 39 |
| 1987 | Recent developments in the theory of encompassing In: LIDAM Discussion Papers CORE. [Citation analysis] | paper | 13 |
| 1983 | The econometric analysis of economic time series In: LIDAM Reprints CORE. [Citation analysis] | paper | 69 |
| 2006 | Forecasting Economic Aggregates by Disaggregates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 51 |
| 2006 | Forecasting economic aggregates by disaggregates.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
| 1985 | Procrustean Econometrics: Stretching and Squeezing Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 1995 | The Foundations of Econometric Analysis In: Cambridge Books. [Citation analysis] | book | 98 |
| 1997 | The Foundations of Econometric Analysis.(1997) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 98 | book | |
| 1998 | Forecasting Economic Time Series In: Cambridge Books. [Citation analysis] | book | 513 |
| 1998 | Forecasting Economic Time Series.(1998) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 513 | book | |
| 1996 | Encompassing and Specificity In: Econometric Theory. [Full Text][Citation analysis] | article | 7 |
| 2003 | J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY In: Econometric Theory. [Full Text][Citation analysis] | article | 15 |
| 2005 | A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING In: Econometric Theory. [Full Text][Citation analysis] | article | 10 |
| 2015 | MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY In: Econometric Theory. [Full Text][Citation analysis] | article | 24 |
| 2012 | Model Discovery and Trygve Haavelmos Legacy.(2012) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| In: . [Full Text][Citation analysis] | article | 3 | |
| 1988 | Encompassing.(1988) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| In: . [Full Text][Citation analysis] | article | 1 | |
| 2001 | An Historical Perspective on Forecast Errors.(2001) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| In: . [Full Text][Citation analysis] | article | 30 | |
| 2009 | NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING.(2009) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
| In: . [Full Text][Citation analysis] | article | 2 | |
| 2017 | John Denis Sargan at the London School of Economics In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1975 | Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 1975 | The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1975 | A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Economic forecasting: some lessons from recent research In: Working Paper Series. [Full Text][Citation analysis] | paper | 91 |
| 2002 | Economic Forecasting: Some Lessons from Recent Research.(2002) In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] This paper has another version. Agregated cites: 91 | paper | |
| 2003 | Economic forecasting: some lessons from recent research.(2003) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 91 | article | |
| 2001 | Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 91 | paper | |
| 2001 | Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 91 | paper | |
| 2003 | The Properties of Automatic Gets Modelling In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] | paper | 156 |
| 2005 | The Properties of Automatic GETS Modelling.(2005) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 156 | article | |
| 2003 | The Properties of Automatic Gets Modelling.(2003) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 156 | paper | |
| 1993 | The Demand for M1 in the USA: A Reply. In: Economic Journal. [Full Text][Citation analysis] | article | 3 |
| 1995 | Macro-economic Forecasting and Modelling. In: Economic Journal. [Full Text][Citation analysis] | article | 26 |
| 1995 | Econometrics and Business Cycle Empirics. In: Economic Journal. [Full Text][Citation analysis] | article | 17 |
| 1997 | John Denis Sargan. In: Economic Journal. [Full Text][Citation analysis] | article | 2 |
| 1997 | The Econometrics of Macroeconomic Forecasting. In: Economic Journal. [Full Text][Citation analysis] | article | 35 |
| 2001 | Constructing Historical Euro-Zone Data. In: Economic Journal. [Full Text][Citation analysis] | article | 120 |
| 2000 | Constructing Historical Euro-Zone Data..(2000) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 120 | paper | |
| 1978 | Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England. In: Economic Journal. [Full Text][Citation analysis] | article | 142 |
| 1978 | Econometric Modelling of the Aggregate Time-Series Relationship between Consumers Expenditure and Income in the United Kingdom. In: Economic Journal. [Full Text][Citation analysis] | article | 496 |
| 1988 | Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment. In: Economic Journal. [Full Text][Citation analysis] | article | 9 |
| 2004 | Unpredictability and the Foundations of Economic Forecasting In: Econometric Society 2004 Australasian Meetings. [Citation analysis] | paper | 7 |
| 2004 | Unpredictability and the Foundations of Economic Forecasting.(2004) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 1974 | Stochastic Specification in an Aggregate Demand Model of the United Kingdom. In: Econometrica. [Full Text][Citation analysis] | article | 13 |
| 1977 | The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems. In: Econometrica. [Full Text][Citation analysis] | article | 4 |
| 2000 | A General Forecast-error Taxonomy In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 4 |
| 1998 | Foreword by the Editors In: Econometrics Journal. [Citation analysis] | article | 0 |
| 1999 | Improving on Data mining reconsidered by K.D. Hoover and S.J. Perez In: Econometrics Journal. [Citation analysis] | article | 59 |
| 2002 | Modelling methodology and forecast failure In: Econometrics Journal. [Full Text][Citation analysis] | article | 34 |
| 2004 | Pooling of forecasts In: Econometrics Journal. [Full Text][Citation analysis] | article | 215 |
| 2001 | Pooling of Forecasts.(2001) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 215 | paper | |
| 1997 | On congruent econometric relations : A comment In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 12 |
| 2001 | Computer automation of general-to-specific model selection procedures In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 162 |
| 2000 | Computer Automation of General-to-Specific Model Selection Procedures.(2000) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 162 | paper | |
| 1999 | Computer Automation of General-to-Specific Model Selection Procedures.(1999) In: Computing in Economics and Finance 1999. [Citation analysis] This paper has another version. Agregated cites: 162 | paper | |
| 1984 | Monte carlo experimentation in econometrics In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 83 |
| 1984 | Dynamic specification In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 145 |
| 2006 | Forecasting with Breaks In: Handbook of Economic Forecasting. [Full Text][Citation analysis] | chapter | 87 |
| 2011 | On adding over-identifying instrumental variables to simultaneous equations In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2001 | Achievements and challenges in econometric methodology In: Journal of Econometrics. [Full Text][Citation analysis] | article | 22 |
| 1980 | Autoreg: a computer program library for dynamic econometric models with autoregressive errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 2006 | Robustifying forecasts from equilibrium-correction systems In: Journal of Econometrics. [Full Text][Citation analysis] | article | 61 |
| 2010 | Forecasting with equilibrium-correction models during structural breaks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 21 |
| 2008 | Forecasting with Equilibrium-correction Models during Structural Breaks.(2008) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2010 | A low-dimension portmanteau test for non-linearity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 25 |
| 2010 | A Low-Dimension Portmanteau Test for Non-linearity.(2010) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2012 | Model selection when there are multiple breaks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 64 |
| 2008 | Model Selection when there are Multiple Breaks.(2008) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 64 | paper | |
| 1981 | Model formulation to simplify selection when specification is uncertain In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Forecasting by factors, by variables, by both or neither? In: Journal of Econometrics. [Full Text][Citation analysis] | article | 28 |
| 2014 | Model selection in under-specified equations facing breaks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2010 | Model Selection in Under-specified Equations Facing Breaks.(2010) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2014 | Unpredictability in economic analysis, econometric modeling and forecasting In: Journal of Econometrics. [Full Text][Citation analysis] | article | 22 |
| 2013 | Unpredictability in Economic Analysis, Econometric Modeling and Forecasting.(2013) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2011 | Unpredictability in Economic Analyis, Econometric Modelling and Forecasting.(2011) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 1982 | A reply to Professors Maasoumi and Phillips In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
| 1982 | On the formulation of empirical models in dynamic econometrics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 147 |
| 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 | 11 |
| 1987 | An analogue model of phase-averaging procedures.(1987) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | 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 | 146 |
| 1990 | TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS..(1990) In: Economics Series Working Papers. [Citation analysis] This paper has another version. Agregated cites: 146 | 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 | 122 |
| 1993 | Cointegration tests in the presence of structural breaks.(1993) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 122 | 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 | 2 |
| 2020 | Robust Discovery of Regression Models.(2020) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | 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 | 135 |
| 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 another version. Agregated cites: 135 | paper | |
| 1997 | An empirical study of seasonal unit roots in forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 44 |
| 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 | 66 |
| 2004 | Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes.(2004) In: Economics Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 66 | 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 another version. Agregated cites: 66 | 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 | 22 |
| 2014 | Robust Approaches to Forecasting.(2014) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
| 2017 | Evaluating multi-step system forecasts with relatively few forecast-error observations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 17 |
| 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 another version. Agregated cites: 17 | paper | |
| 2018 | Deciding between alternative approaches in macroeconomics In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 18 |
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| 2020 | Card forecasts for M4 In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
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| 1992 | An econometric analysis of TV advertising expenditure in the United Kingdom In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 17 |
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| 2018 | Selecting a Model for Forecasting.(2018) In: Economics Series Working Papers. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
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| 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 another 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 |
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| 1995 | On the interactions of unit roots and exogeneity In: Economics Papers. [Full Text][Citation analysis] | paper | 18 |
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| 2001 | Model Identification and Non-unique Structure In: Economics Papers. [Full Text][Citation analysis] | paper | 2 |
| 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 |
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| 2019 | Some forecasting principles from the M4 competition In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
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| 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 |
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| 1972 | Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study In: Review of Economic Studies. [Full Text][Citation analysis] | article | 11 |
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| 1992 | The Demand for M1 in the U.S.A., 1960–1988 In: Review of Economic Studies. [Full Text][Citation analysis] | article | 89 |
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| 2007 | Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 7 |
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| 2010 | Automatic Selection for Non-linear Models In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 7 |
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| 2010 | An Automatic Test of Super Exogeneity In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 49 |
| 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 |
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| 2011 | Empirical Economic Model Discovery and Theory Evaluation.(2011) In: Rationality, Markets and Morals. [Full Text][Citation analysis] This paper has another 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 | 12 |
| 2016 | An Overview of Forecasting Facing Breaks In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 17 |
| 2016 | An Overview of Forecasting Facing Breaks.(2016) In: Journal of Business Cycle Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | 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 another 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 |
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| 1989 | Testing the Lucas Critique: A Review.(1989) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
| 1990 | Testing the Lucas Critique: A Review.(1990) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | 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 | 594 |
| 1993 | Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data In: OUP Catalogue. [Citation analysis] | book | 670 |
| 2000 | Econometrics: Alchemy or Science?: Essays in Econometric Methodology In: OUP Catalogue. [Citation analysis] | book | 48 |
| 2009 | The Methodology of Empirical Econometric Modeling: Applied Econometrics Through the Looking-Glass In: Palgrave Macmillan Books. [Citation analysis] | chapter | 23 |
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| 2007 | The Bernoulli model, from Econometric Modeling: A Likelihood Approach In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 33 |
| 2007 | Preface to Econometric Modeling: A Likelihood Approach In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 44 |
| 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 another 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 | 145 |
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| 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 | 94 |
| 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 |
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| 2021 | Oxford’s Contributions to Econometrics In: Springer Books. [Citation analysis] | chapter | 0 |
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| 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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