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

3195

Citations

RESEARCH PRODUCTION:

53

Articles

34

Papers

1

Books

3

Chapters

EDITOR:

4

Books edited

RESEARCH ACTIVITY:

   49 years (1966 - 2015). See details.
   Cites by year: 65
   Journals where Kenneth F. Wallis has often published
   Relations with other researchers
   Recent citing documents: 71.    Total self citations: 24 (0.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa27
   Updated: 2024-11-04    RAS profile: 2020-05-05    
   Missing citations? Add them    Incorrect content? Let us know

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)

Clements, Michael (31)

Evans, George (30)

Ravazzolo, Francesco (29)

Knüppel, Malte (28)

Crawford, Vincent (24)

Macleod, W. Bentley (24)

KARACAOVALI, BAYBARS (24)

Cites to:

Pesaran, Mohammad (22)

Smith, Jeremy (14)

Diebold, Francis (9)

Svensson, Lars (8)

Boero, Gianna (8)

shin, yongcheol (8)

Söderlind, Paul (7)

Dees, Stephane (7)

Holly, Sean (7)

Wren-Lewis, Simon (6)

Smith, L. Vanessa (6)

Main data


Where Kenneth F. Wallis has published?


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

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

Recent works citing Kenneth F. Wallis (2024 and 2023)


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.

Full description at Econpapers || Download paper

2024Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822.

Full description at Econpapers || Download paper

2024Ensemble distributional forecasting for insurance loss reserving. (2022). Xian, Alan ; Wong, Bernard ; Li, Yanfeng ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2206.08541.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Linear Regression with Weak Exogeneity. (2023). Solvsten, Mikkel ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.08958.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Effects of Carbon Pricing in Germany and Spain: An Assessment with EMuSe. (2023). Hinterlang, Natascha. In: Working Papers. RePEc:bde:wpaper:2328.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities. (2001). Timmermann, Allan ; Perez Quiros, Gabriel ; Perez-Quiros, G.. In: Working Paper Series. RePEc:ecb:ecbwps:20010058.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023House prices, homeownership, and household consumption: Evidence from household panel data in Korea. (2023). Lee, Seungyoon. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001670.

Full description at Econpapers || Download paper

2024Consumption taxation to finance pension payments. (2024). Stähler, Nikolai ; Schön, Matthias ; Ruppert, Kilian ; Stahler, Nikolai ; Schon, Matthias. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003826.

Full description at Econpapers || Download paper

2023Penalized time-varying model averaging. (2023). Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1355-1377.

Full description at Econpapers || Download paper

2023Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:592-607.

Full description at Econpapers || Download paper

2023On the aggregation of probability assessments: Regularized mixtures of predictive densities for Eurozone inflation and real interest rates. (2023). Zhang, Boyuan ; Shin, Minchul ; Diebold, Francis X. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622001464.

Full description at Econpapers || Download paper

2023Score-driven models for realized volatility. (2023). Palumbo, Dario ; Harvey, Andrew. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001422.

Full description at Econpapers || Download paper

2023Central bank’s forecasts and lack of transparency: An assessment of the effect on private expectations in a large emerging economy. (2023). de Mendonça, Helder ; Abreu, Vanessa Castro ; Filho, Jose Simo ; de Mendona, Helder Ferreira. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000978.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Combining probabilistic forecasts of intermittent demand. (2024). Petropoulos, Fotios ; Kang, Yanfei ; Wang, Shengjie. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Carbon pricing, border adjustment and climate clubs: Options for international cooperation. (2023). Stahler, Nikolai ; Mahle, Alexander ; Hinterlang, Natascha ; Ernst, Anne. In: Journal of International Economics. RePEc:eee:inecon:v:144:y:2023:i:c:s0022199623000582.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models. (2023). Meng, Xiaochun ; Han, Yang ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1078-1096.

Full description at Econpapers || Download paper

2023Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302.

Full description at Econpapers || Download paper

2023Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547.

Full description at Econpapers || Download paper

2023Real-time density nowcasts of US inflation: A model combination approach. (2023). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1736-1760.

Full description at Econpapers || Download paper

2023Dynamic linear models with adaptive discounting. (2023). Pavlidis, Efthymios G ; Yusupova, Alisa. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1925-1944.

Full description at Econpapers || Download paper

2024Empirical probabilistic forecasting: An approach solely based on deterministic explanatory variables for the selection of past forecast errors. (2024). Goldschmidt, Ronaldo R ; Silva, Eugenio ; Romanus, Eduardo E. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:184-201.

Full description at Econpapers || Download paper

2024Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States. (2024). Moramarco, Graziano. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:777-795.

Full description at Econpapers || Download paper

2024Quantifying subjective uncertainty in survey expectations. (2024). Pavlova, Lora ; Kruger, Fabian. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:796-810.

Full description at Econpapers || Download paper

2023Commodity futures return predictability and intertemporal asset pricing. (2023). Poti, Valerio ; Eyiah-Donkor, Emmanuel ; Cotter, John. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000460.

Full description at Econpapers || Download paper

2023The role of higher moments in predicting Chinas oil futures volatility: Evidence from machine learning models. (2023). Gao, Wang ; Zhao, Xinyi ; Zhang, Hongwei ; Niu, Zibo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000429.

Full description at Econpapers || Download paper

2023The impact of government spending on Ireland’s housing and residential market – Targeted vs economy-wide stimulus. (2023). Egan, Paul ; Bergin, Adele. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:3:p:552-569.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Automatic Time Series Forecasting: The forecast Package for R. (2008). Hyndman, Rob ; Khandakar, Yeasmin. In: Journal of Statistical Software. RePEc:jss:jstsof:27:i03.

Full description at Econpapers || Download paper

2023Solving the Forecast Combination Puzzle. (2023). Poskitt, Donald S ; Martin, Gael M ; Covey, Ryan ; Frazier, David T. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-18.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Firm level expectations and macroeconomic conditions underpinnings and disagreement. (2024). Siklos, Pierre ; Reid, Monique. In: Working Papers. RePEc:rbz:wpaper:11058.

Full description at Econpapers || Download paper

2023Expectations and Stock Market in Nepal. (2023). Shijin, S ; Sedhain, Roshan. In: Vision. RePEc:sae:vision:v:27:y:2023:i:5:p:671-679.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024On curbing the rise in energy prices: An examination of different mitigation approaches. (2024). Stähler, Nikolai ; Strobel, Johannes ; Stahler, Nikolai ; Jager, Marius ; Hinterlang, Natascha. In: Discussion Papers. RePEc:zbw:bubdps:287760.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Heterogeneous expectations among professional forecasters. (2023). Lahiri, Kajal ; Conrad, Christian. In: ZEW Discussion Papers. RePEc:zbw:zewdip:283583.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]
article5
1969Some Recent Developments in Applied Econometrics: Dynamic Models and Simultaneous Equation Systems. In: Journal of Economic Literature.
[Full Text][Citation analysis]
article8
1980MODEL VALIDATION AND FORECAST COMPARISONS: THEORETICAL AND PRACTICAL CONSIDERATIONS In: Economic Research Papers.
[Full Text][Citation analysis]
paper2
1980Model Validation and Forecast Comparisons : Theoretical and Practical Considerations.(1980) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
1981DYNAMIC MODELS AND EXPECTATIONS HYPOTHESIS In: Economic Research Papers.
[Full Text][Citation analysis]
paper1
1981Dynamic Models and Expectations Hypotheses.(1981) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
1981MODELS FOR X-11 AND X-11-FORECAST PROCEDURES FOR PRELIMINARY AND REVISED SEASONAL ADJUSTMENTS In: Economic Research Papers.
[Full Text][Citation analysis]
paper4
1981Models for X-11 and X-11-Forecast Procedures for Preliminary and Revised Seasonal Adjustments.(1981) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
1983SIGNAL EXTRACTION IN NONSTATIONARY SERIES In: Economic Research Papers.
[Full Text][Citation analysis]
paper1
1983Signal Extraction in Nonstationary Series.(1983) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
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.
[Citation analysis]
This paper has nother version. Agregated cites: 24
article
1983Unobserved-Components Models for Seasonal Adjustment Filters..(1983) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
paper
1984CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES In: Economic Research Papers.
[Full Text][Citation analysis]
paper6
1984Calculating the Variance of Seasonally Adjusted Series.(1984) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
1986FORECASTING AND SIGNAL EXTRACTION IN AUTOREGRESSIVE-MOVING AVERAGE MODELS In: Economic Research Papers.
[Full Text][Citation analysis]
paper0
1986Forecasting and Signals Extraction in Autoregressive-moving Average Models.(1986) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2002The Properties of Some Goodness-of-Fit Tests In: Economic Research Papers.
[Full Text][Citation analysis]
paper6
2002The properties of some goodness-of-fit tests.(2002) In: Working Paper CRENoS.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2002THE PROPERTIES OF SOME GOODNESS-OF-FIT TESTS.(2002) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2004Sensitivity of the chi-squared goodness-of-fit test to the partitioning of data In: Economic Research Papers.
[Full Text][Citation analysis]
paper7
2005The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data.(2005) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
2004Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data.(2004) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2006Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters In: Economic Research Papers.
[Full Text][Citation analysis]
paper123
2008Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters.(2008) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 123
article
2006Uncertainty and disagreement in economic prediction : the Bank of England Survey of External Forecasters.(2006) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 123
paper
1992On Macroeconomic Policy and Macroeconometric Models. In: CEPR Discussion Papers.
[Citation analysis]
paper0
1998New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article0
2004Comment In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article0
1988Some Recent Developments in Macroeconometric Modelling in the United Kingdom. In: Australian Economic Papers.
[Citation analysis]
article3
1987TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article37
1970Output Decisions of Firms Again. In: The Manchester School of Economic & Social Studies.
[Citation analysis]
article0
1984Comparing Time-Series and Nonlinear Model-based Forecasts. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article0
2005Combining Density and Interval Forecasts: A Modest Proposal* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article96
2009A Simple Explanation of the Forecast Combination Puzzle* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article166
1966Some Econometric Problems in the Analysis of Inventory Cycles In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2001Chi-squared tests of interval and density forecasts and the Bank of Englands fan charts In: Working Paper Series.
[Full Text][Citation analysis]
paper94
2002Chi-squared tests of interval and density forecasts, and the Bank of Englands fan charts.(2002) In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94
paper
2003Chi-squared tests of interval and density forecasts, and the Bank of Englands fan charts.(2003) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94
article
1989Macroeconomic Forecasting: A Survey. In: Economic Journal.
[Full Text][Citation analysis]
article65
2004Comparing Empirical Models of the Euro Economy In: Econometric Society 2004 Australasian Meetings.
[Citation analysis]
paper30
2004Comparing empirical models of the euro economy.(2004) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30
article
1972Testing for Fourth Order Autocorrelation in Qtrly Regression Equations. In: Econometrica.
[Full Text][Citation analysis]
article13
1972The Efficiency of the Two-Step Estimator. In: Econometrica.
[Full Text][Citation analysis]
article0
1977Multiple Time Series Analysis and the Final Form of Econometric Models. In: Econometrica.
[Full Text][Citation analysis]
article45
1980Econometric Implications of the Rational Expectations Hypothesis. In: Econometrica.
[Full Text][Citation analysis]
article86
2000Density Forecasting: A Survey In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper196
2008Macroeconomic modelling in central banks in Latin America In: Documentos de Proyectos.
[Full Text][Citation analysis]
paper0
1996Targeting inflation: Comparative control exercises on models of the UK economy In: Economic Modelling.
[Full Text][Citation analysis]
article1
1998Comparing global economic models In: Economic Modelling.
[Full Text][Citation analysis]
article24
2000Fiscal policy rules in macroeconomic models: principles and practice In: Economic Modelling.
[Full Text][Citation analysis]
article56
2004Empirical macro-models of the euro economy: an introduction In: Economic Modelling.
[Full Text][Citation analysis]
article0
1990The historical tracking performance of UK macroeconometric models 1978-1985 In: Economic Modelling.
[Full Text][Citation analysis]
article10
1982Time-series versus econometric forecasts : A non-linear regression counterexample In: Economics Letters.
[Full Text][Citation analysis]
article4
2004Decompositions of Pearsons chi-squared test In: Journal of Econometrics.
[Full Text][Citation analysis]
article0
2010Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy In: Journal of Econometrics.
[Full Text][Citation analysis]
article16
2007COINTEGRATION, LONG-RUN STRUCTURAL MODELLING AND WEAK EXOGENEITY: TWO MODELS OF THE UK ECONOMY.(2007) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
paper
2008Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters In: International Journal of Forecasting.
[Full Text][Citation analysis]
article15
2011Scoring rules and survey density forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]
article32
2011Scoring rules and survey density forecasts.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
article
1995TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING In: Books.
[Full Text][Citation analysis]
book0
2002Comparing SVARs and SEMs: more shocking stories In: Research Report.
[Full Text][Citation analysis]
paper1
1997A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article0
1997Statistical Demand Functions for Food in the USA and the Netherlands: Comments. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article0
2005Comparing SVARs and SEMs: two models of the UK economy In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article11
1989Differences in the Properties of Large-Scale Macroeconometric Models: The Role of Labour Market Specifications. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article2
1978Seasonal Adjustment and Multiple Time Series Analysis In: NBER Chapters.
[Full Text][Citation analysis]
chapter8
1978Contributed Comments to Seasonal Analysis of Economic Time Series In: NBER Chapters.
[Full Text][Citation analysis]
chapter0
1997Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters In: NBER Working Papers.
[Full Text][Citation analysis]
paper54
1998Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters.(1998) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 54
paper
1994Econometric Evaluation of Consumers Expenditure Equations. In: Oxford Review of Economic Policy.
[Citation analysis]
article13
1987Evaluating Special Employment Measures with Macroeconometric Models. In: Oxford Review of Economic Policy.
[Citation analysis]
article0
1991Macro-models and Macro Policy in the 1980s. In: Oxford Review of Economic Policy.
[Citation analysis]
article4
2006A note on the calculation of entropy from histograms In: MPRA Paper.
[Full Text][Citation analysis]
paper5
1985Models of the UK Economy and the Real Wage-Employment Debate In: National Institute Economic Review.
[Full Text][Citation analysis]
article4
1988Comparative Properties of Models of the Uk Economy In: National Institute Economic Review.
[Full Text][Citation analysis]
article32
1989Comparative Properties of Models of the Uk Economy.(1989) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
article
1990Comparative Properties of Models of the Uk Economy.(1990) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
article
1991Comparative Properties of Models of the Uk Economy.(1991) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
article
1993Comparative Properties of Models of the UK Economy.(1993) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
article
1995Comparative Properties of Models of the UK Economy.(1995) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
article
1997Comparative Properties of Models of the UK Economy*.(1997) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
article
2000Comparative Properties of Models of the UK Economy.(2000) In: National Institute Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32
article
1998Technical Progress and the Natural Rate in Models of the UK Economy In: National Institute Economic Review.
[Full Text][Citation analysis]
article0
1999Asymmetric density forecasts of inflation and the Bank of Englands fan chart In: National Institute Economic Review.
[Full Text][Citation analysis]
article58
2004An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties In: National Institute Economic Review.
[Full Text][Citation analysis]
article54
2011Combining forecasts - forty years later In: Applied Financial Economics.
[Full Text][Citation analysis]
article43
1992On Macroeconomic Policy and Macroeconomic Modeling In: Economics Discussion / Working Papers.
[Full Text][Citation analysis]
paper0
2011Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness In: Journal of Applied Econometrics.
[Citation analysis]
article92
2015The Measurement and Characteristics of Professional Forecasters Uncertainty In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article30
2008FORECAST UNCERTAINTY, ITS REPRESENTATION AND EVALUATION In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter5

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team