David F. Hendry : Citation Profile

Rimini Centre for Economic Analysis (RCEA) (2% share)
Oxford University (98% share)

50

H index

129

i10 index

10007

Citations

RESEARCH PRODUCTION:

176

Articles

141

Papers

8

Books

19

Chapters

EDITOR:

4

Books edited

1

Series edited

RESEARCH ACTIVITY:

   58 years (1966 - 2024). See details.
   Cites by year: 172
   Journals where David F. Hendry has often published
   Relations with other researchers
   Recent citing documents: 221.    Total self citations: 152 (1.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe33
   Updated: 2025-07-12    RAS profile: 2025-03-14    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Castle, Jennifer (27)

Doornik, Jurgen (14)

Martinez, Andrew (7)

Shang, Han Lin (2)

Thomakos, Dimitrios (2)

Reade, J (2)

Rubaszek, Michał (2)

Grossi, Luigi (2)

Sermpinis, Georgios (2)

Paccagnini, Alessia (2)

Li, Feng (2)

Guidolin, Massimo (2)

Franses, Philip Hans (2)

Fiszeder, Piotr (2)

Clements, Michael (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with David F. Hendry.

Is cited by:

Ericsson, Neil (431)

Marcellino, Massimiliano (161)

Qin, Duo (114)

Clements, Michael (89)

Martinez, Andrew (83)

muellbauer, john (83)

Nymoen, Ragnar (79)

Pesaran, Mohammad (73)

Mizon, Grayham (72)

Johansen, Soren (69)

Kapetanios, George (66)

Cites to:

Castle, Jennifer (216)

Doornik, Jurgen (156)

Johansen, Soren (148)

Clements, Michael (117)

Mizon, Grayham (114)

Santos, Carlos (113)

Ericsson, Neil (88)

Engle, Robert (73)

Krolzig, Hans-Martin (69)

Phillips, Peter (59)

Richard, Jean-Francois (54)

Main data

Where David F. Hendry has published?

Journals with more than one article published# docs
Oxford Bulletin of Economics and Statistics21
Journal of Econometrics21
International Journal of Forecasting13
Economic Journal10
Scottish Journal of Political Economy7
National Institute Economic Review5
Econometrics Journal5
Journal of Applied Econometrics5
Journal of Economic Surveys4
Oxford Review of Economic Policy4
The Review of Economic Studies4
Econometric Theory4
Econometrics4
International Economic Review3
Econometrica3
Economica3
Empirical Economics3
National Institute Economic Review3
Journal of Business & Economic Statistics3
European Economic Review3
Scandinavian Journal of Economics2
Econometric Reviews2
Computational Statistics2
Capitalism and Society2
Journal of Time Series Econometrics2
The Economic Record2
The Energy Journal2
Oxford Economic Papers2

Working Papers Series with more than one paper published# docs
Economics Series Working Papers / University of Oxford, Department of Economics58
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)11
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University4
Economics Working Papers / European University Institute3
Discussion Papers / University of Copenhagen. Department of Economics3
Economic Research Papers / University of Warwick - Department of Economics3
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics3
Working Paper Series / European Central Bank3
Working Papers / The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Working Paper series / Rimini Centre for Economic Analysis2

Recent works citing David F. Hendry (2025 and 2024)

YearTitle of citing document
2024Covid-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

2024Endogenous 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

2024Trade 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

2024Tail 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

2025The 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

2025Forecasting technological progress. (2025). Lafond, François. In: INET Oxford Working Papers. RePEc:amz:wpaper:2025-10.

Full description at Econpapers || Download paper

2024Time-Varying Parameters as Ridge Regressions. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2009.00401.

Full description at Econpapers || Download paper

2024The 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

2024What 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

2025Forecasting 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

2024Cross-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

2024Non-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

2024Judgment 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

2025Efficient 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

2024A 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

2024Multiple 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

2024Online Distributional Regression. (2024). Hirsch, Simon ; Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2407.08750.

Full description at Econpapers || Download paper

2024Income, health, and cointegration. (2024). Ionides, Edward L. In: Papers. RePEc:arx:papers:2407.15755.

Full description at Econpapers || Download paper

2024Spatial 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

2025ARMA-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

2024New 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

2024Impact 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

2025On 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

2025A 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

2025Misspecification-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

2025Extrapolating 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

2025Forecasting 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

2024The 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

2025Enhancing 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

2024Nowcasting 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

2024The 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

2024Univariate 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

2024Nowcasting 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

2024Macroeconomic 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

2024Nexus 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

2024The 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

2024Do 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

2024Good 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

2024The 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

2024Future 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

2024Interpretable 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

2024Revisiting 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

2025The 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

2024Trends 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

2024International 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

2024Global, 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

2024Modeling 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

2025Are 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

202540 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

2024ECB 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

2024Advancements 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

2024Nowcasting 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

2025A 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

2024An 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

2024Level 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

2024The 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

2024Enhancing 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

2025Efficient 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

2025Energy 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

2024The 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

2024Stability 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

2025Modelling 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

2024A 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

2024Disentangling 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

2024Forecasting 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

2024Improving 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

2024Can 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

2025Impact 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

2024The 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

2024Modelling 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

2024Sieve 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

2024Testing 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

2024Variable 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

2024A 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

2024Persistence 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

2024On 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

2024Combining 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

2024Forecasting 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

2025Forecast 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

2024The 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

2024Impacts 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

2024Global, 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

2024Closing 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

2024The ‘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

2024The 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

2025Metals 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

2025Multivariate 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

2025Geopolitical 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

2025Macroeconomic 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

2025Comparison 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

2024Urban‒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

2024Understanding 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

2024Machine 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

2024Testing 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

2024A 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

2025Exploring 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

2024Substitutability 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

2025The 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

2024A 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

2024How 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

2024Demand 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...

David F. Hendry is editor of

Journal
Oxford Bulletin of Economics and Statistics

David F. Hendry has edited the books:

YearTitleTypeCited

Works by David F. Hendry:

YearTitleTypeCited
2007Selecting a Regression Saturated by Indicators In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2007Selecting a Regression Saturated by Indicators.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2011The Properties of Model Selection when Retaining Theory Variables In: CREATES Research Papers.
[Full Text][Citation analysis]		paper3
2011The Properties of Model Selection when Retaining Theory Variables.(2011) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2002Forecast Failure, Expectations Formation and the Lucas Critique In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article10
2000Forecast Failure, Expectations Formation, and the Lucas Critique.(2000) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
1991An 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]		article139
1989An 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 nother version. Agregated cites: 139		paper
2000Explaining Cointegration Analysis: Part 1 In: The Energy Journal.
[Full Text][Citation analysis]		article293
2001Explaining Cointegration Analysis: Part II.(2001) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 293		article
2000Explaining Cointegration Analysis: Part II.(2000) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 293		paper
2000Explaining Cointegration Analysis: Part 1.(2000) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 293		article
2001Explaining Cointegration Analysis: Part II.(2001) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 293		article
1996MULTI-STEP ESTIMATION FOR FORECASTING In: Economic Research Papers.
[Full Text][Citation analysis]		paper79
1996Multi-step Estimation for Forecasting..(1996) In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
This paper has nother version. Agregated cites: 79		article
1996Multi-Step Estimation for Forecasting.(1996) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79		paper
1998FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS In: Economic Research Papers.
[Full Text][Citation analysis]		paper41
2001Forecasting with difference-stationary and trend-stationary models.(2001) In: Econometrics Journal.
[Citation analysis]
This paper has nother version. Agregated cites: 41		article
2000Forecasting with Difference-Stationary and Trend-Stationary Models.(2000) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
1998Forecasting with Difference-Stationary and Trend-Stationary Models..(1998) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
1979EXOGENEITY In: Economic Research Papers.
[Full Text][Citation analysis]		paper48
1983Exogeneity.(1983) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 48		paper
1983Exogeneity..(1983) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		article
1979Exogeneity.(1979) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2022Forecasting: theory and practice In: Papers.
[Full Text][Citation analysis]		paper93
2022Forecasting: theory and practice.(2022) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93		article
1998Exogeneity, Cointegration, and Economic Policy Analysis. In: Journal of Business & Economic Statistics.
[Citation analysis]		article86
1998Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 86		paper
2007Co-Breaking: Recent Advances and a Synopsis of the Literature In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article47
2011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article138
2010Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate.(2010) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 138		paper
2011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 138		article
1973On Asymptotic Theory and Finite Sample Experiments. In: Economica.
[Full Text][Citation analysis]		article6
1980Econometrics-Alchemy or Science? In: Economica.
[Full Text][Citation analysis]		article134
2024Forecasting the UK top 1% income share in a shifting world In: Economica.
[Full Text][Citation analysis]		article2
2000Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan In: The Economic Record.
[Full Text][Citation analysis]		article0
2000Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan. In: The Economic Record.
[Citation analysis]		article0
2000Reconstructing Aggregate Euro‐zone Data In: Journal of Common Market Studies.
[Full Text][Citation analysis]		article25
1998Inference in Cointegrating Models: UK M1 Revisited In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article91
1998 Inference in Cointegrating Models: UK M1 Revisited. In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article130
2002Applied Econometrics without Sinning In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article7
2016DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article21
2016Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation.(2016) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
1996Obituary: Jan Tinbergen, 1903–94 In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article0
1983On High and Low R2 Contributions. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article1
1984An Econometric Model of United Kingdom Building Societies. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article5
1986Using PC-GIVE in Econometrics Teaching. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article6
1986Econometric Modelling with Cointegrated Variables: An Overview. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article152
1991Using PC-NAIVE in Teaching Econometrics. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article0
1992Testing Integration and Cointegration: An Overview. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article20
1996The Econometric Analysis of Economic Policy. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article26
1996The Econometric Analysis of Economic Policy..(1996) In: Economics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2003Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2003Consistent Model Selection by an Automatic Gets Approach* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article35
2004We Ran One Regression In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article121
2004We Ran One Regression.(2004) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 121		paper
2005Regression Models with Data‐based Indicator Variables In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article26
2004Regression Models with Data-based Indicator Variables.(2004) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2004Regression Models with Data-based Indicator Variables.(2004) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2005Guest Editors’ Introduction: Information in Economic Forecasting In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article11
2005Evaluating a Model by Forecast Performance* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article11
2008Foreword In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2008Guest Editors’ Introduction to Special Issue on Encompassing In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article2
2008Log Income vs. Linear Income: An Application of the Encompassing Principle* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article9
1991Log Income vs. Linear Income: An Application of the Encompassing Principle.(1991) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2008Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article3
2013Model Selection in Equations with Many ‘Small’ Effects In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article4
2011Model Selection in Equations with Many Small Effects.(2011) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2012Model Selection in Equations with Many Small Effects.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2024A Brief History of General‐to‐specific Modelling In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2024What a Puzzle! Unravelling Why UK Phillips Curves were Unstable In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
1998The Demand for Broad Money in the United Kingdom, 1878–1993 In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article26
1997The demand for broad money in the United Kingdom, 1878-1993.(1997) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2004The Nobel Memorial Prize for Clive W. J. Granger In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article9
2016Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article4
1966SURVEY OF STUDENT INCOME AND EXPENDITURE AT ABERDEEN UNIVERSITY 1963-64 AND 1964-65 In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article0
1983Econometric Modelling: The Consumption Function in Retrospect. In: Scottish Journal of Political Economy.
[Citation analysis]		article36
2013Econometric Modelling: The ‘Consumption Function’ In Retrospect.(2013) In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		article
1994Modelling Linear Dynamic Econometric Systems. In: Scottish Journal of Political Economy.
[Citation analysis]		article67
1997The Implications for Econometric Modelling of Forecast Failure In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article36
1997The Implications for Econometric Modelling of Forecast Failure. In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article41
2013Retrospective 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]		article0
2021Modeling and forecasting the COVID‐19 pandemic time‐series data In: Social Science Quarterly.
[Full Text][Citation analysis]		article3
Beyer-Doornik-Hendry In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]		paper0
2008Economic Forecasting in a Changing World In: Capitalism and Society.
[Full Text][Citation analysis]		article21
2009Comment on Excessive Ambitions (by Jon Elster) In: Capitalism and Society.
[Full Text][Citation analysis]		article1
2011Econometric Modelling of Time Series with Outlying Observations In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article20
2011Evaluating Automatic Model Selection In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article63
2010Evaluating Automatic Model Selection.(2010) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 63		paper
2007AUTOMATIC TESTS for SUPER EXOGENEITY In: Working Papers de Economia (Economics Working Papers).
[Full Text][Citation analysis]		paper5
1985Small-Sample Properties of ARCH Estimators and Tests. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article40
1987Recent developments in the theory of encompassing In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper13
1983The econometric analysis of economic time series In: LIDAM Reprints CORE.
[Citation analysis]		paper71
2006Forecasting Economic Aggregates by Disaggregates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper51
2006Forecasting economic aggregates by disaggregates.(2006) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		paper
1985Procrustean Econometrics: Stretching and Squeezing Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
1995The Foundations of Econometric Analysis In: Cambridge Books.
[Citation analysis]		book100
1997The Foundations of Econometric Analysis.(1997) In: Cambridge Books.
[Citation analysis]
This paper has nother version. Agregated cites: 100		book
1998Forecasting Economic Time Series In: Cambridge Books.
[Citation analysis]		book525
1998Forecasting Economic Time Series.(1998) In: Cambridge Books.
[Citation analysis]
This paper has nother version. Agregated cites: 525		book
1996Encompassing and Specificity In: Econometric Theory.
[Full Text][Citation analysis]		article7
2003J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY In: Econometric Theory.
[Full Text][Citation analysis]		article17
2005A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING In: Econometric Theory.
[Full Text][Citation analysis]		article10
2015MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY In: Econometric Theory.
[Full Text][Citation analysis]		article28
2012Model Discovery and Trygve Haavelmos Legacy.(2012) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
1988Encompassing In: National Institute Economic Review.
[Full Text][Citation analysis]		article3
1988Encompassing.(1988) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2001An Historical Perspective on Forecast Errors In: National Institute Economic Review.
[Full Text][Citation analysis]		article2
2001An Historical Perspective on Forecast Errors.(2001) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2009Nowcasting is not Just Contemporaneous Forecasting In: National Institute Economic Review.
[Full Text][Citation analysis]		article32
2009NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING.(2009) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		article
2021THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC In: National Institute Economic Review.
[Full Text][Citation analysis]		article4
2023CAN THE UK ACHIEVE NET ZERO GREENHOUSE GAS EMISSIONS BY 2050? In: National Institute Economic Review.
[Full Text][Citation analysis]		article1
2021Can the UK achieve net-zero greenhouse gas emissions by 2050?.(2021) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2017John Denis Sargan at the London School of Economics In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
1975Testing 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]		paper5
1975The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
1975A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
2001Economic forecasting: some lessons from recent research In: Working Paper Series.
[Full Text][Citation analysis]		paper91
2002Economic Forecasting: Some Lessons from Recent Research.(2002) In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 91		paper
2003Economic forecasting: some lessons from recent research.(2003) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 91		article
2001Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 91		paper
2001Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 91		paper
2003The Properties of Automatic Gets Modelling In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]		paper162
2005The Properties of Automatic GETS Modelling.(2005) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 162		article
2003The Properties of Automatic Gets Modelling.(2003) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 162		paper
1993The Demand for M1 in the USA: A Reply. In: Economic Journal.
[Full Text][Citation analysis]		article3
1995Macro-economic Forecasting and Modelling. In: Economic Journal.
[Full Text][Citation analysis]		article26
1995Econometrics and Business Cycle Empirics. In: Economic Journal.
[Full Text][Citation analysis]		article17
1997John Denis Sargan. In: Economic Journal.
[Full Text][Citation analysis]		article2
1997The Econometrics of Macroeconomic Forecasting. In: Economic Journal.
[Full Text][Citation analysis]		article34
2001Constructing Historical Euro-Zone Data. In: Economic Journal.
[Full Text][Citation analysis]		article121
2000Constructing Historical Euro-Zone Data..(2000) In: Economics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 121		paper
1978Serial 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]		article150
1978Econometric Modelling of the Aggregate Time-Series Relationship between Consumers Expenditure and Income in the United Kingdom. In: Economic Journal.
[Full Text][Citation analysis]		article510
1988Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment. In: Economic Journal.
[Full Text][Citation analysis]		article9
2004Unpredictability and the Foundations of Economic Forecasting In: Econometric Society 2004 Australasian Meetings.
[Citation analysis]		paper7
2004Unpredictability and the Foundations of Economic Forecasting.(2004) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
1974Stochastic Specification in an Aggregate Demand Model of the United Kingdom. In: Econometrica.
[Full Text][Citation analysis]		article13
1977The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems. In: Econometrica.
[Full Text][Citation analysis]		article4
2000A General Forecast-error Taxonomy In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper4
1998Foreword by the Editors In: Econometrics Journal.
[Citation analysis]		article0
1999Improving on Data mining reconsidered by K.D. Hoover and S.J. Perez In: Econometrics Journal.
[Citation analysis]		article59
2002Modelling methodology and forecast failure In: Econometrics Journal.
[Full Text][Citation analysis]		article33
2004Pooling of forecasts In: Econometrics Journal.
[Full Text][Citation analysis]		article225
2001Pooling of Forecasts.(2001) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 225		paper
1997On congruent econometric relations : A comment In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article12
2001Computer automation of general-to-specific model selection procedures In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article171
2000Computer Automation of General-to-Specific Model Selection Procedures.(2000) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 171		paper
1999Computer Automation of General-to-Specific Model Selection Procedures.(1999) In: Computing in Economics and Finance 1999.
[Citation analysis]
This paper has nother version. Agregated cites: 171		paper
1984Monte carlo experimentation in econometrics In: Handbook of Econometrics.
[Full Text][Citation analysis]		chapter84
1984Dynamic specification In: Handbook of Econometrics.
[Full Text][Citation analysis]		chapter149
2006Forecasting with Breaks In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]		chapter91
2011On adding over-identifying instrumental variables to simultaneous equations In: Economics Letters.
[Full Text][Citation analysis]		article2
2001Achievements and challenges in econometric methodology In: Journal of Econometrics.
[Full Text][Citation analysis]		article22
1980Autoreg: a computer program library for dynamic econometric models with autoregressive errors In: Journal of Econometrics.
[Full Text][Citation analysis]		article6
2006Robustifying forecasts from equilibrium-correction systems In: Journal of Econometrics.
[Full Text][Citation analysis]		article63
2010Forecasting with equilibrium-correction models during structural breaks In: Journal of Econometrics.
[Full Text][Citation analysis]		article22
2008Forecasting with Equilibrium-correction Models during Structural Breaks.(2008) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2010A low-dimension portmanteau test for non-linearity In: Journal of Econometrics.
[Full Text][Citation analysis]		article28
2010A Low-Dimension Portmanteau Test for Non-linearity.(2010) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2012Model selection when there are multiple breaks In: Journal of Econometrics.
[Full Text][Citation analysis]		article67
2008Model Selection when there are Multiple Breaks.(2008) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 67		paper
1981Model formulation to simplify selection when specification is uncertain In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2013Forecasting by factors, by variables, by both or neither? In: Journal of Econometrics.
[Full Text][Citation analysis]		article34
2014Model selection in under-specified equations facing breaks In: Journal of Econometrics.
[Full Text][Citation analysis]		article7
2010Model Selection in Under-specified Equations Facing Breaks.(2010) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2014Unpredictability in economic analysis, econometric modeling and forecasting In: Journal of Econometrics.
[Full Text][Citation analysis]		article25
2013Unpredictability in Economic Analysis, Econometric Modeling and Forecasting.(2013) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2011Unpredictability in Economic Analyis, Econometric Modelling and Forecasting.(2011) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
1982A reply to Professors Maasoumi and Phillips In: Journal of Econometrics.
[Full Text][Citation analysis]		article6
1982On the formulation of empirical models in dynamic econometrics In: Journal of Econometrics.
[Full Text][Citation analysis]		article149
2024Common volatility shocks driven by the global carbon transition In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
1974Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
1988Econometric analysis of small linear systems using PC-FIML In: Journal of Econometrics.
[Full Text][Citation analysis]		article10
1990An analogue model of phase-averaging procedures In: Journal of Econometrics.
[Full Text][Citation analysis]		article10
1987An 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
1976The structure of simultaneous equations estimators In: Journal of Econometrics.
[Full Text][Citation analysis]		article30
1993Testing superexogeneity and invariance in regression models In: Journal of Econometrics.
[Full Text][Citation analysis]		article148
1990TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS..(1990) In: Economics Series Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 148		paper
1994Encompassing in stationary linear dynamic models In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
1996Cointegration tests in the presence of structural breaks In: Journal of Econometrics.
[Full Text][Citation analysis]		article127
1993Cointegration 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
1979The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors In: Journal of Econometrics.
[Full Text][Citation analysis]		article15
2023Robust Discovery of Regression Models In: Econometrics and Statistics.
[Full Text][Citation analysis]		article5
2020Robust Discovery of Regression Models.(2020) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
1981Interpreting econometric evidence : The behaviour of consumers expenditure in the UK In: European Economic Review.
[Full Text][Citation analysis]		article33
1991The 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]		article3
1991Modeling the demand for narrow money in the United Kingdom and the United States In: European Economic Review.
[Full Text][Citation analysis]		article137
1990Modeling 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
2023The historical role of energy in UK inflation and productivity with implications for price inflation In: Energy Economics.
[Full Text][Citation analysis]		article1
1997An empirical study of seasonal unit roots in forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]		article43
1998Forecasting economic processes In: International Journal of Forecasting.
[Full Text][Citation analysis]		article51
2005Non-parametric direct multi-step estimation for forecasting economic processes In: International Journal of Forecasting.
[Full Text][Citation analysis]		article71
2004Non-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
2004Non-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
2008Elusive return predictability: Discussion In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2015Robust approaches to forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]		article24
2014Robust Approaches to Forecasting.(2014) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2017Evaluating multi-step system forecasts with relatively few forecast-error observations In: International Journal of Forecasting.
[Full Text][Citation analysis]		article19
2016Evaluating 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
2018Deciding between alternative approaches in macroeconomics In: International Journal of Forecasting.
[Full Text][Citation analysis]		article19
2016Deciding Between Alternative Approaches In Macroeconomics.(2016) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2020Card forecasts for M4 In: International Journal of Forecasting.
[Full Text][Citation analysis]		article7
2021Modelling non-stationary ‘Big Data’ In: International Journal of Forecasting.
[Full Text][Citation analysis]		article3
2020Modelling Non-stationary Big Data.(2020) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2022Short-term forecasting of the coronavirus pandemic In: International Journal of Forecasting.
[Full Text][Citation analysis]		article9
2023Analysing differences between scenarios In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2024Improving models and forecasts after equilibrium-mean shifts In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2009The long-run determinants of UK wages, 1860-2004 In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article21
2008The 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
1992An econometric analysis of TV advertising expenditure in the United Kingdom In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article17
2006A comment on Specification searches in spatial econometrics: The relevance of Hendrys methodology In: Regional Science and Urban Economics.
[Full Text][Citation analysis]		article20
2024Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK In: Renewable Energy.
[Full Text][Citation analysis]		article2
2000On detectable and non-detectable structural change In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article46
2013Anthropogenic influences on atmospheric CO2 In: Chapters.
[Full Text][Citation analysis]		chapter17
2011Anthropogenic Influences on Atmospheric CO2.(2011) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2024Econometric forecasting of climate change In: Chapters.
[Full Text][Citation analysis]		chapter0
In: .
[Full Text][Citation analysis]		chapter0
2022Smooth Robust Multi-Horizon Forecasts In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter2
2020Smooth Robust Multi-Horizon Forecasts.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2021Smooth Robust Multi-Horizon Forecasts.(2021) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
In: .
[Full Text][Citation analysis]		chapter0
2004Causality and Exogeneity in Non-stationary Economic Time Series In: Contributions to Economic Analysis.
[Full Text][Citation analysis]		chapter0
In: .
[Full Text][Citation analysis]		chapter0
In: .
[Full Text][Citation analysis]		chapter0
2008Chapter 1 Forecasting Annual UK Inflation Using an Econometric Model over 1875–1991 In: Frontiers of Economics and Globalization.
[Full Text][Citation analysis]		chapter0
2008Chapter 2 Forecasting UK Inflation: The Roles of Structural Breaks and Time Disaggregation In: Frontiers of Economics and Globalization.
[Full Text][Citation analysis]		chapter0
1996The Influence of A. W. H. Phillips on Econometrics. In: Economics Working Papers.
[Citation analysis]		paper0
1985Conditional econometric modelling : an application to new house prices in the United Kingdom In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper7
1985Assertion 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]		paper1
1989Encompassing and rational expectations: how sequential corroboration can imply refutation In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper19
1999Encompassing 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
1993Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper9
2005General-to-specific modeling: an overview and selected bibliography In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper66
2017Milton Friedman and Data Adjustment In: IFDP Notes.
[Full Text][Citation analysis]		paper0
1993An Econometric Analysis of Money Demand in Italy. In: Banca Italia - Servizio di Studi.
[Citation analysis]		paper8
2021Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics In: Econometrics.
[Full Text][Citation analysis]		article0
2015Detecting Location Shifts during Model Selection by Step-Indicator Saturation In: Econometrics.
[Full Text][Citation analysis]		article70
2017Evaluating Forecasts, Narratives and Policy Using a Test of Invariance In: Econometrics.
[Full Text][Citation analysis]		article11
2021Selecting a Model for Forecasting In: Econometrics.
[Full Text][Citation analysis]		article2
2018Selecting a Model for Forecasting.(2018) In: Economics Series Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2021Forecasting Principles from Experience with Forecasting Competitions In: Forecasting.
[Full Text][Citation analysis]		article5
2006Saturation in Autoregressive Models In: Notas Económicas.
[Full Text][Citation analysis]		article4
2022The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 In: Working Papers.
[Full Text][Citation analysis]		paper0
2022The 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
2010Testing the Invariance of Expectations Models of Inflation In: Memorandum.
[Full Text][Citation analysis]		paper17
2010Testing 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
1971Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process. In: International Economic Review.
[Full Text][Citation analysis]		article26
1974Maximum 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
1976Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors. In: International Economic Review.
[Full Text][Citation analysis]		article0
1995Forecasting in Cointegration Systems. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article62
1996Intercept Corrections and Structural Change. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article103
2001A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article8
2001Modelling UK inflation, 1875-1991 In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article44
2009In memory of Clive Granger: an advisory board member of the journal In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article0
2010Nowcasting from disaggregates in the face of location shifts In: Journal of Forecasting.
[Full Text][Citation analysis]		article21
2001Forecasting Non-Stationary Economic Time Series In: MIT Press Books.
[Citation analysis]		book144
2020Climate Econometrics: An Overview In: Foundations and Trends(R) in Econometrics.
[Full Text][Citation analysis]		article17
1994An evaluation of forecasting using leading indicators In: Economics Papers.
[Full Text][Citation analysis]		paper8
1995On the interactions of unit roots and exogeneity In: Economics Papers.
[Full Text][Citation analysis]		paper18
2001Computationally-intensive Econometrics using a Distributed Matrix-programming Language In: Economics Papers.
[Full Text][Citation analysis]		paper3
2001Model Identification and Non-unique Structure In: Economics Papers.
[Full Text][Citation analysis]		paper3
2001Forecasting in the Presence of Structural Breaks and Policy Regime Shifts In: Economics Papers.
[Full Text][Citation analysis]		paper5
2003Sub-sample Model Selection Procedures in Gets Modelling In: Economics Papers.
[Full Text][Citation analysis]		paper2
2004Robustifying Forecasts from Equilibrium-Correction Models In: Economics Papers.
[Full Text][Citation analysis]		paper1
2004Parallel Computation in Econometrics: A Simplified Approach In: Economics Papers.
[Full Text][Citation analysis]		paper0
2019Some forecasting principles from the M4 competition In: Economics Papers.
[Full Text][Citation analysis]		paper0
2020A Short History of Macro-econometric Modelling In: Economics Papers.
[Full Text][Citation analysis]		paper1
2020First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017 In: Economics Papers.
[Full Text][Citation analysis]		paper2
2020Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 In: Economics Papers.
[Full Text][Citation analysis]		paper3
1996Log income versus linear income: an application of the encompassing principl In: Economics Papers.
[Full Text][Citation analysis]		paper0
1996The UK Demand for Broad Money over the Long run In: Economics Papers.
[Full Text][Citation analysis]		paper0
1983On Keynesian Model Building and the Rational Expectations Critique: A Question of Methodology. In: Cambridge Journal of Economics.
[Citation analysis]		article1
2010Professor Sir Clive W.J. Granger and Cointegration In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article0
1988The Encompassing Implications of Feedback versus Feedforward Mechanisms in Econometrics. In: Oxford Economic Papers.
[Full Text][Citation analysis]		article59
1989A Re-analysis of Confluence Analysis. In: Oxford Economic Papers.
[Full Text][Citation analysis]		article7
1994HUS Revisited. In: Oxford Review of Economic Policy.
[Citation analysis]		article26
2000Reformulating Empirical Macroeconomic Modelling. In: Oxford Review of Economic Policy.
[Citation analysis]		article15
1985Monetary Economic Myth and Econometric Reality. In: Oxford Review of Economic Policy.
[Citation analysis]		article28
2018The future of macroeconomics: macro theory and models at the Bank of England In: Oxford Review of Economic Policy.
[Full Text][Citation analysis]		article50
2017The 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
1972Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study In: The Review of Economic Studies.
[Full Text][Citation analysis]		article11
1980An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification In: The Review of Economic Studies.
[Full Text][Citation analysis]		article27
1986Econometric Evaluation of Linear Macro-Economic Models In: The Review of Economic Studies.
[Full Text][Citation analysis]		article295
1992The Demand for M1 in the U.S.A., 1960–1988 In: The Review of Economic Studies.
[Full Text][Citation analysis]		article89
2000Modelling UK Inflation over the Long Run In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper2
2007Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper7
2007A Low-Dimension Collinearity-Robust Test for Non-linearity In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper1
2000Constructing Historical Euro-Zone Data In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper12
2010Automatic Selection for Non-linear Models In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper7
2010Econometric Modelling of Changing Time Series In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper3
2010An Automatic Test of Super Exogeneity In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper50
2010Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper2
2010Climate Change: Lessons for our Future from the Distant Past In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper1
2010On the Mathematical Basis of Inter-temporal Optimization In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper20
2011A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper0
2011Empirical Economic Model Discovery and Theory Evaluation In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper5
2011Empirical 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
2011Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper0
2011Forecasting breaks and forecasting during breaks In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper18
2011On Not Evaluating Economic Models by Forecast Outcomes In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper1
2011An Open-model Forecast-error Taxonomy In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper0
2012Forecasting from Structural Econometric Models In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper2
2012Forecasting by factors, by variables, or both? In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper2
2013Some Fallacies in Econometric Modelling of Climate Change In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper5
2013Semi-automatic Non-linear Model selection In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper2
2013Step-indicator Saturation In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper19
2013Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper8
2014Statistical Model Selection with Big Data In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper13
2016An Overview of Forecasting Facing Breaks In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper18
2016An 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
2016Improving the Teaching of Econometrics In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper0
2016Policy Analysis, Forediction, and Forecast Failure In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper1
2017The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper3
2017The 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
2020Identifying the Causal Role of CO2 during the Ice Ages In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper2
2021Geoclimate, geopolitics, and the geovolatility of carbon-intensive equity returns In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper1
1990TESTING THE LUCAS CRITIQUE: A REVIEW. In: Economics Series Working Papers.
[Citation analysis]		paper46
1989Testing the Lucas Critique: A Review.(1989) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		paper
1990Testing the Lucas Critique: A Review.(1990) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		paper
1990EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR. In: Economics Series Working Papers.
[Citation analysis]		paper52
1992On the Limitations of Comparing Mean Square Forecast Errors. In: Economics Series Working Papers.
[Citation analysis]		paper45
1992Forecasting in Cointegrated Systems. In: Economics Series Working Papers.
[Citation analysis]		paper24
1995Dynamic Econometrics In: OUP Catalogue.
[Citation analysis]		book613
1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data In: OUP Catalogue.
[Citation analysis]		book693
2000Econometrics: Alchemy or Science?: Essays in Econometric Methodology In: OUP Catalogue.
[Citation analysis]		book53
2009The Methodology of Empirical Econometric Modeling: Applied Econometrics Through the Looking-Glass In: Palgrave Macmillan Books.
[Citation analysis]		chapter23
2019John Denis Sargan (1924–1996) In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2007The Bernoulli model, from Econometric Modeling: A Likelihood Approach In: Introductory Chapters.
[Full Text][Citation analysis]		chapter34
2007Preface to Econometric Modeling: A Likelihood Approach In: Introductory Chapters.
[Full Text][Citation analysis]		chapter45
2012Mis-specification Testing: Non-Invariance of Expectations Models of Inflation In: Working Paper series.
[Full Text][Citation analysis]		paper6
2014Misspecification 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
2005Forecasting Aggregates by Disaggregates In: Computing in Economics and Finance 2005.
[Full Text][Citation analysis]		paper18
1994Can Econometrics Improve Economic Forecasting? In: Swiss Journal of Economics and Statistics (SJES).
[Full Text][Citation analysis]		article9
2008Automatic selection of indicators in a fully saturated regression In: Computational Statistics.
[Full Text][Citation analysis]		article159
2008Automatic 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
1998Exogeneity, 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]		article97
1998Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom In: Empirical Economics.
[Full Text][Citation analysis]		article1
1999On winning forecasting competitions in economics In: Spanish Economic Review.
[Full Text][Citation analysis]		article21
2021Oxford’s Contributions to Econometrics In: Springer Books.
[Citation analysis]		chapter0
2005Bridging the Gap: Linking Economics and Econometrics In: Springer Books.
[Citation analysis]		chapter12
2011Revisiting UK consumers expenditure: cointegration, breaks and robust forecasts In: Applied Financial Economics.
[Full Text][Citation analysis]		article1
2010RESEARCH AND THE ACADEMIC: A TALE OF TWO CULTURES In: Economics Discussion / Working Papers.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated July, 2 2025. Contact: CitEc Team