48
H index
125
i10 index
9305
Citations
Rimini Centre for Economic Analysis (RCEA) (2% share) | 48 H index 125 i10 index 9305 Citations RESEARCH PRODUCTION: 161 Articles 141 Papers 8 Books 18 Chapters EDITOR: RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with David F. Hendry. | Is cited by: | Cites to: |
Year | Title of citing document | |
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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... |
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Oxford Bulletin of Economics and Statistics |
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2006 | A comment on Specification searches in spatial econometrics: The relevance of Hendrys methodology In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 20 |
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1999 | Encompassing and rational expectations: How sequential corroboration can imply refutation.(1999) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
1993 | Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
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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 |
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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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2001 | A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 6 |
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2009 | In memory of Clive Granger: an advisory board member of the journal In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
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2001 | Forecasting Non-Stationary Economic Time Series In: MIT Press Books. [Citation analysis] | book | 144 |
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1994 | An evaluation of forecasting using leading indicators In: Economics Papers. [Full Text][Citation analysis] | paper | 9 |
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 |
2004 | Robustifying Forecasts from Equilibrium-Correction Models In: Economics Papers. [Full Text][Citation analysis] | paper | 1 |
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2017 | The future of macroeconomics: Macro theory and models at the Bank of England.(2017) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
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 |
1980 | An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification In: Review of Economic Studies. [Full Text][Citation analysis] | article | 26 |
1986 | Econometric Evaluation of Linear Macro-Economic Models In: Review of Economic Studies. [Full Text][Citation analysis] | article | 289 |
1992 | The Demand for M1 in the U.S.A., 1960–1988 In: Review of Economic Studies. [Full Text][Citation analysis] | article | 89 |
2000 | Modelling UK Inflation over the Long Run In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 2 |
2007 | Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 7 |
2007 | A Low-Dimension Collinearity-Robust Test for Non-linearity In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
2000 | Constructing Historical Euro-Zone Data In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 12 |
2010 | Automatic Selection for Non-linear Models In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 7 |
2010 | Econometric Modelling of Changing Time Series In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 3 |
2010 | An Automatic Test of Super Exogeneity In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 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 |
2010 | On the Mathematical Basis of Inter-temporal Optimization In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 20 |
2011 | A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Empirical Economic Model Discovery and Theory Evaluation In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 5 |
2011 | Empirical Economic Model Discovery and Theory Evaluation.(2011) In: Rationality, Markets and Morals. [Full Text][Citation analysis] This paper has 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 |
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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 |
2019 | John Denis Sargan (1924–1996) In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
2007 | The Bernoulli model, from Econometric Modeling: A Likelihood Approach In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 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 |
2008 | Automatic selection of indicators in a fully saturated regression.(2008) In: Computational Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 145 | article | |
1998 | Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK In: Empirical Economics. [Full Text][Citation analysis] | article | 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 |
1999 | On winning forecasting competitions in economics In: Spanish Economic Review. [Full Text][Citation analysis] | article | 22 |
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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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