Kenneth F. Wallis : Citation Profile

Are you Kenneth F. Wallis?

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

21

H index

27

i10 index

3150

Citations

RESEARCH PRODUCTION:

54

Articles

34

Papers

1

Books

3

Chapters

EDITOR:

4

Books edited

RESEARCH ACTIVITY:

   49 years (1966 - 2015). See details.
   Cites by year: 64
   Journals where Kenneth F. Wallis has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 24 (0.76 %)

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   Permalink: http://citec.repec.org/pwa27
   Updated: 2023-11-04    RAS profile: 2020-05-05    
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Relations with other researchers

Works with:

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

Is cited by:

Mitchell, James (48)

Vahey, Shaun (40)

van den Berg, Gerard (39)

Honkapohja, Seppo (36)

Evans, George (30)

Clements, Michael (30)

Ravazzolo, Francesco (29)

Knüppel, Malte (28)

KARACAOVALI, BAYBARS (24)

Macleod, W. Bentley (24)

Crawford, Vincent (24)

Cites to:

Pesaran, Mohammad (22)

Diebold, Francis (9)

Smith, Jeremy (9)

Svensson, Lars (8)

shin, yongcheol (8)

Boero, Gianna (8)

Dees, Stephane (7)

Söderlind, Paul (7)

Holly, Sean (7)

Smith, L. Vanessa (6)

Wren-Lewis, Simon (6)

Main data

Where Kenneth F. Wallis has published?

Journals with more than one article published# docs
National Institute Economic Review12
Economic Modelling6
Journal of Applied Econometrics4
Econometrica4
International Journal of Forecasting4
Journal of Business & Economic Statistics3
Oxford Review of Economic Policy3
Oxford Bulletin of Economics and Statistics3
Journal of Econometrics2
Journal of Applied Econometrics2
Economic Journal2

Working Papers Series with more than one paper published# docs
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics10
Economic Research Papers / University of Warwick - Department of Economics10

Recent works citing Kenneth F. Wallis (2023 and 2022)

YearTitle of citing document
2023Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

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2022High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477.

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2022Bayesian forecast combination using time-varying features. (2021). Li, Feng ; Kang, Yanfei. In: Papers. RePEc:arx:papers:2108.02082.

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

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

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

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2023The Sample Complexity of Forecast Aggregation. (2022). Lin, Tao ; Chen, Yiling. In: Papers. RePEc:arx:papers:2207.13126.

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

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2023Linear Regression with Weak Exogeneity. (2023). Solvsten, Mikkel ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.08958.

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

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

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2023Recent 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.

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

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

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

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

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

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2023Can we estimate macroforecasters’ mis-behavior?. (2023). Chini, Emilio Zanetti. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000386.

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

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

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2023Improving box office projections through sentiment analysis: Insights from regularization-based forecast combinations. (2023). Qiu, Yue ; Zheng, Yuchen. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300161x.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2023Testing the predictive accuracy of COVID-19 forecasts. (2023). Paccagnini, Alessia ; Iacone, Fabrizio ; Coroneo, Laura ; Monteiro, Paulo Santos . In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:606-622.

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2023Differing behaviours of forecasters of UK GDP growth. (2023). Driver, Ciaran ; Meade, Nigel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:772-790.

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

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

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

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

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2023Inflation and Real Activity over the Business Cycle. (2023). Song, Dongho ; Nicolo, Giovanni ; Bianchi, Francesco. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96640.

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

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2023Distribution Prediction of Decomposed Relative EVA Measure with Levy-Driven Mean-Reversion Processes: The Case of an Automotive Sector of a Small Open Economy. (2023). Ratmanova, Iveta ; Ponik, Antonin ; Lisztwanova, Karolina ; Dluhoova, Dana ; Zmekal, Zdenk. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:25-471:d:1158257.

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2023Herding in Probabilistic Forecasts. (2023). Satopaa, Ville ; Keppo, Jussi ; Jia, Yanwei. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2713-2732.

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

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

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

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2023Eye in outer space: satellite imageries of container ports can predict world stock returns. (2023). Wang, Yudong ; Zhao, Yuqi ; Wu, Liangyu ; Yu, Honghai. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01891-9.

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

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2023Economic forecasting in a pandemic: some evidence from Singapore. (2023). Choy, Keen Meng ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02311-8.

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

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2023Trends in Income Inequality: Evidence from Developing and Developed Countries. (2023). Makhlouf, Yousef. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:165:y:2023:i:1:d:10.1007_s11205-022-03010-8.

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

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

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2023The problem of annual inflation rate indicator. (2023). Arlt, Josef. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2772-2788.

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

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2023Censored density forecasts: Production and evaluation. (2023). Mitchell, James ; Weale, Martin. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:5:p:714-734.

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2023A retrospective analysis of Journal of Forecasting: From 1982 to 2019. (2023). Shi, Shunshun ; Sheng, Libo ; Yu, Dejian. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:1008-1035.

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2022Forecaster Efficiency, Accuracy, and Disagreement: Evidence Using Individual?Level Survey Data. (2022). Clements, Michael. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:2-3:p:537-568.

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2022Uncertainty measures from partially rounded probabilistic forecast surveys. (2022). Hartmann, Matthias ; Glas, Alexander. In: Quantitative Economics. RePEc:wly:quante:v:13:y:2022:i:3:p:979-1022.

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2022.

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2022Carbon pricing, border adjustment and climate clubs: An assessment with EMuSe. (2022). Stahler, Nikolai ; Mahle, Alexander ; Hinterlang, Natascha ; Ernst, Anne. In: Discussion Papers. RePEc:zbw:bubdps:252022.

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Kenneth F. Wallis has edited the books:

YearTitleTypeCited

Works by Kenneth F. Wallis:

YearTitleTypeCited
1987Long-Run Properties of Large-Scale Macroeconometric Models In: Annals of Economics and Statistics.
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1969Some Recent Developments in Applied Econometrics: Dynamic Models and Simultaneous Equation Systems. In: Journal of Economic Literature.
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1980MODEL VALIDATION AND FORECAST COMPARISONS: THEORETICAL AND PRACTICAL CONSIDERATIONS In: Economic Research Papers.
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1980Model Validation and Forecast Comparisons : Theoretical and Practical Considerations.(1980) In: The Warwick Economics Research Paper Series (TWERPS).
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1981DYNAMIC MODELS AND EXPECTATIONS HYPOTHESIS In: Economic Research Papers.
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1981Dynamic Models and Expectations Hypotheses.(1981) In: The Warwick Economics Research Paper Series (TWERPS).
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1981MODELS FOR X-11 AND X-11-FORECAST PROCEDURES FOR PRELIMINARY AND REVISED SEASONAL ADJUSTMENTS In: Economic Research Papers.
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1981Models for X-11 and X-11-Forecast Procedures for Preliminary and Revised Seasonal Adjustments.(1981) In: The Warwick Economics Research Paper Series (TWERPS).
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1983SIGNAL EXTRACTION IN NONSTATIONARY SERIES In: Economic Research Papers.
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1983Signal Extraction in Nonstationary Series.(1983) In: The Warwick Economics Research Paper Series (TWERPS).
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1983UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS In: Economic Research Papers.
[Full Text][Citation analysis]		paper24
1984Unobserved-Components Models for Seasonal Adjustment Filters..(1984) In: Journal of Business & Economic Statistics.
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1983Unobserved-Components Models for Seasonal Adjustment Filters..(1983) In: The Warwick Economics Research Paper Series (TWERPS).
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1984CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES In: Economic Research Papers.
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1984Calculating the Variance of Seasonally Adjusted Series.(1984) In: The Warwick Economics Research Paper Series (TWERPS).
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1986FORECASTING AND SIGNAL EXTRACTION IN AUTOREGRESSIVE-MOVING AVERAGE MODELS In: Economic Research Papers.
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1986Forecasting and Signals Extraction in Autoregressive-moving Average Models.(1986) In: The Warwick Economics Research Paper Series (TWERPS).
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2002The Properties of Some Goodness-of-Fit Tests In: Economic Research Papers.
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2002The properties of some goodness-of-fit tests.(2002) In: Working Paper CRENoS.
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2002THE PROPERTIES OF SOME GOODNESS-OF-FIT TESTS.(2002) In: The Warwick Economics Research Paper Series (TWERPS).
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2004Sensitivity of the chi-squared goodness-of-fit test to the partitioning of data In: Economic Research Papers.
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2005The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data.(2005) In: Econometric Reviews.
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2004Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data.(2004) In: The Warwick Economics Research Paper Series (TWERPS).
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2006Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters In: Economic Research Papers.
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2008Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters.(2008) In: Economic Journal.
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2006Uncertainty and disagreement in economic prediction : the Bank of England Survey of External Forecasters.(2006) In: The Warwick Economics Research Paper Series (TWERPS).
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1992On Macroeconomic Policy and Macroeconometric Models. In: CEPR Discussion Papers.
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1998New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment. In: Journal of Business & Economic Statistics.
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2004Comment In: Journal of Business & Economic Statistics.
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1988Some Recent Developments in Macroeconometric Modelling in the United Kingdom. In: Australian Economic Papers.
[Citation analysis]		article3
1978Multiple Time Series Modelling: Another Look at the Mink?Muskrat Interaction In: Journal of the Royal Statistical Society Series C.
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1987TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES In: Journal of Time Series Analysis.
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1970Output Decisions of Firms Again. In: The Manchester School of Economic & Social Studies.
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1984Comparing Time-Series and Nonlinear Model-based Forecasts. In: Oxford Bulletin of Economics and Statistics.
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2005Combining Density and Interval Forecasts: A Modest Proposal* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article93
2009A Simple Explanation of the Forecast Combination Puzzle* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article152
1966Some Econometric Problems in the Analysis of Inventory Cycles In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper0
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