David F. Hendry : Citation Profile

Rimini Centre for Economic Analysis (RCEA) (2% share)
Oxford University (88% share)
George Washington University (10% share)

51

H index

129

i10 index

10109

Citations

RESEARCH PRODUCTION:

178

Articles

141

Papers

8

Books

20

Chapters

EDITOR:

4

Books edited

1

Series edited

RESEARCH ACTIVITY:

   60 years (1966 - 2026). See details.
   Cites by year: 168
   Journals where David F. Hendry has often published
   Relations with other researchers
   Recent citing documents: 165.    Total self citations: 152 (1.48 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phe33
   Updated: 2026-02-21    RAS profile: 2026-02-15    
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Relations with other researchers

Works with:

Castle, Jennifer (20)

Doornik, Jurgen (10)

Martinez, Andrew (6)

Guidolin, Massimo (2)

Paccagnini, Alessia (2)

Reade, J (2)

Clements, Michael (2)

Thomakos, Dimitrios (2)

Rubaszek, Michał (2)

Franses, Philip Hans (2)

Li, Feng (2)

Guseo, Renato (2)

Fiszeder, Piotr (2)

Shang, Han Lin (2)

Grossi, Luigi (2)

Sermpinis, Georgios (2)

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

Is cited by:

Ericsson, Neil (431)

Marcellino, Massimiliano (161)

Qin, Duo (114)

Martinez, Andrew (93)

Clements, Michael (89)

muellbauer, john (83)

Nymoen, Ragnar (79)

Pesaran, Mohammad (73)

Mizon, Grayham (72)

Johansen, Soren (69)

Kapetanios, George (66)

Cites to:

Castle, Jennifer (217)

Doornik, Jurgen (156)

Johansen, Soren (148)

Clements, Michael (118)

Mizon, Grayham (114)

Santos, Carlos (113)

Ericsson, Neil (90)

Engle, Robert (73)

Krolzig, Hans-Martin (69)

Phillips, Peter (59)

Richard, Jean-Francois (54)

Main data

Where David F. Hendry has published?

Journals with more than one article published# docs
Oxford Bulletin of Economics and Statistics22
Journal of Econometrics21
International Journal of Forecasting14
Economic Journal10
Scottish Journal of Political Economy7
Econometrics Journal5
National Institute Economic Review5
Journal of Applied Econometrics5
Journal of Economic Surveys4
Econometrics4
The Review of Economic Studies4
Oxford Review of Economic Policy4
Econometric Theory4
Econometrica3
Economica3
Empirical Economics3
Journal of Business & Economic Statistics3
International Economic Review3
European Economic Review3
National Institute Economic Review3
The Economic Record2
Capitalism and Society2
Scandinavian Journal of Economics2
The Energy Journal2
Oxford Economic Papers2
The Energy Journal2
Computational Statistics2
Econometric Reviews2
Journal of Time Series Econometrics2

Working Papers Series with more than one paper published# docs
Economics Series Working Papers / University of Oxford, Department of Economics58
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)11
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University4
Economic Research Papers / University of Warwick - Department of Economics3
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics3
Working Paper Series / European Central Bank3
Economics Working Papers / European University Institute3
Discussion Papers / University of Copenhagen. Department of Economics3
Working Papers / The George Washington University, The Center for Economic Research2
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Working Paper series / Rimini Centre for Economic Analysis2

Recent works citing David F. Hendry (2026 and 2025)

YearTitle of citing document
2024Tail calibration of probabilistic forecasts. (2024). Ziegel, Johanna ; Segers, Johan ; Koh, Jonathan ; Allen, Sam. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024018.

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2025The Alchemy of Multibagger Stocks: An empirical investigation of factors that drive outperformance in the stock market. (2025). Yartseva, Anna. In: CAFE Working Papers. RePEc:akf:cafewp:33.

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

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2025Complexity and Paradigm Change in Economics. (2025). Bednar, Jenna ; Beinhocker, Eric. In: INET Oxford Working Papers. RePEc:amz:wpaper:2025-20.

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2025The Power of Tests for Detecting $p$-Hacking. (2024). Kudrin, Nikolay ; Elliott, Graham ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:2205.07950.

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2025Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Baruník, Jozef ; Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867.

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2025Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin. In: Papers. RePEc:arx:papers:2312.09081.

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2024Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning. (2024). Wilms, Ines ; Ternes, Marie ; Rombouts, Jeroen. In: Papers. RePEc:arx:papers:2402.09033.

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2024Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2024). Pedersen, Michael. In: Papers. RePEc:arx:papers:2404.04105.

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2025Efficient mid-term forecasting of hourly electricity load using generalized additive models. (2025). Zimmermann, Monika ; Ziel, Florian. In: Papers. RePEc:arx:papers:2405.17070.

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2024Multiple split approach -- multidimensional probabilistic forecasting of electricity markets. (2024). Nitka, Weronika ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2407.07795.

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2025Online Distributional Regression. (2024). Hirsch, Simon ; Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2407.08750.

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2025Income, health, and cointegration. (2024). Ionides, Edward L. In: Papers. RePEc:arx:papers:2407.15755.

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2024Spatial Weather, Socio-Economic and Political Risks in Probabilistic Load Forecasting. (2024). Zimmermann, Monika ; Ziel, Florian. In: Papers. RePEc:arx:papers:2408.00507.

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2025ARMA-Design: Optimal Treatment Allocation Strategies for A/B Testing in Partially Observable Time Series Experiments. (2025). Kong, Linglong ; Sun, KE ; Zhu, Hongtu ; Shi, Chengchun. In: Papers. RePEc:arx:papers:2408.05342.

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2025New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings. (2024). Margaritella, Luca ; Stauskas, Ovidijus. In: Papers. RePEc:arx:papers:2409.20415.

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2025On the (Mis)Use of Machine Learning with Panel Data. (2024). Pinto, Gabriele ; Letta, Marco ; Cerqua, Augusto. In: Papers. RePEc:arx:papers:2411.09218.

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2025A data-driven merit order: Learning a fundamental electricity price model. (2025). Ghelasi, Paul ; Ziel, Florian. In: Papers. RePEc:arx:papers:2501.02963.

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2025Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs. (2025). Schorfheide, Frank ; Gonz, Oriol. In: Papers. RePEc:arx:papers:2502.03693.

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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Chke, Katarzyna ; Uniejewski, Bartosz ; Weron, Rafal. In: Papers. RePEc:arx:papers:2503.02518.

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2025Forecasting Thai inflation from univariate Bayesian regression perspective. (2025). Arwatchanakarn, Popkarn ; Taveeapiradeecharoen, Paponpat. In: Papers. RePEc:arx:papers:2505.05334.

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2025Taking the Highway or the Green Road? Conditional Temperature Forecasts Under Alternative SSP Scenarios. (2025). Gabriel, Vasco ; Phella, Anthoulla ; Martins, Luis F. In: Papers. RePEc:arx:papers:2509.09384.

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2025Estimation in high-dimensional linear regression: Post-Double-Autometrics as an alternative to Post-Double-Lasso. (2025). Hu, Sullivan ; Laurent, S'Ebastien ; Flachaire, Emmanuel ; Aiounou, Ulrich. In: Papers. RePEc:arx:papers:2511.21257.

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2025Long run inflation: persistence and central bank independence. (2025). Athanasopoulos, Angelos ; Romelli, Davide ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25237.

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2025Enhancing the Inventory Management through Demand Forecasting. (2025). Muhammad, Afif Zuhri ; Salleh, Suzila Mat ; Malinjasari, Noor ; Irwan, Mohd Kamarul. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:1:p:2737-2744.

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2025Sipnayan sa Tambakan: Mathematical Ethnomodels Through the Lens of the Scrap Merchants. (2025). Quintos, Romeo T ; Tala, Coleen. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-9:p:3934-3957.

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2024Nowcasting Distributional National Accounts for the United States: A Machine Learning Approach. (2024). Gindelsky, Marina ; Cornwall, Gary. In: BEA Papers. RePEc:bea:papers:0130.

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2024Nexus of environmental, social, and governance performance in China‐listed companies: Disclosure and green bond issuance. (2024). Chen, Shihchih ; Wang, Shanshan ; Ali, Mohd Helmi ; Tseng, Minglang. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:3:p:1647-1660.

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2024Interpretable Machine Learning Using Partial Linear Models. (2024). Hué, Sullivan ; Hacheme, Gilles ; Laurent, Sbastien ; Flachaire, Emmanuel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:519-540.

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2025The Pass Through of Monetary Policy to Euro Area Bank Interest Rates. (2025). Nektarios, Michail ; Kyriaki, Louka. In: German Economic Review. RePEc:bpj:germec:v:26:y:2025:i:2:p:131-192:n:1001.

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2025Fiscal Regimes and Sustainability: Insights from Post-War Germany. (2025). Afonso, Antonio ; Jablonowski, Joshua. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12111.

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2025Are money demand equations still alive and kicking? Historical evidence of cointegration for the UK, using nonlinear techniques. (2025). Arranz, Miguel Angel ; Rodrguez, Juan Andrs ; Escribano, Lvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:45845.

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202540 Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand since the XIX Century. (2025). Sez, Lvaro Escribano ; Rodrguez, Juan Andres ; Arranz, Miguel Angel. In: UC3M Working papers. Economics. RePEc:cte:werepe:47122.

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2024Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Wieland, Elisabeth ; Menz, Jan-Oliver ; Carstensen, Kai ; Schnorrenberger, Richard ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930.

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2025A new model to forecast energy inflation in the euro area. (2025). van Spronsen, Josha ; Porqueddu, Mario ; Giammaria, Alessandro ; Bobeica, Elena ; Babura, Marta. In: Working Paper Series. RePEc:ecb:ecbwps:20253062.

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2024Enhancing tourism demand forecasting with a transformer-based framework. (2024). Xu, Yechi ; Li, Xin ; Wang, Shouyang ; Law, Rob. In: Annals of Tourism Research. RePEc:eee:anture:v:107:y:2024:i:c:s0160738324000689.

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2025Efficient mid-term forecasting of hourly electricity load using generalized additive models. (2025). Zimmermann, Monika ; Ziel, Florian. In: Applied Energy. RePEc:eee:appene:v:388:y:2025:i:c:s0306261925001746.

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2025Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819.

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2025AutoPQ: Automating quantile estimation from point forecasts in the context of sustainability. (2025). Gtz, Markus ; Mikut, Ralf ; Hagenmeyer, Veit ; Meisenbacher, Stefan ; Phipps, Kaleb ; Taubert, Oskar ; Weiel, Marie. In: Applied Energy. RePEc:eee:appene:v:392:y:2025:i:c:s0306261925006610.

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2025Acceptable cost-driven multivariate load forecasting for integrated coal mine energy systems. (2025). Zhang, Yong ; Sun, Xiaoyan ; Wang, Yan ; Gong, Dunwei ; Xing, Xiaoxuan. In: Applied Energy. RePEc:eee:appene:v:397:y:2025:i:c:s0306261925010712.

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2024Stability between cryptocurrency prices and the term structure. (2024). Castle, Jennifer ; Kurita, Takamitsu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000824.

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2025Modelling dynamic interdependence in nonstationary variances with an application to carbon markets. (2025). Amado, Cristina ; Campos-Martins, Susana. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000284.

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2024Disentangling demand and supply inflation shocks from electronic payments data. (2024). Hernndez-Romn, Luis G ; Eterovic, Nicols ; Carlomagno, Guillermo. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002281.

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2024Forecasting the climate-conflict risk in Africa along climate-related scenarios and multiple socio-economic drivers. (2024). Paglialunga, Elena ; Costantini, Valeria ; Tancredi, Andrea ; Conigliani, Caterina. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002682.

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2024Improving volatility forecasts: Evidence from range-based models. (2024). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001420.

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2025Impact of climate change on dynamic tail-risk connectedness among stock market social sectors: Evidence from the US, Europe, and China. (2025). Cao, Yufei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002444.

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2024The efficiency of the Japanese government’s revenue projections. (2024). Yamamoto, Yohei ; Arai, Natsuki ; Iizuka, Nobuo. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524005196.

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2024Modelling cycles in climate series: The fractional sinusoidal waveform process. (2024). Proietti, Tommaso ; Maddanu, Federico. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622000987.

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2024Sieve bootstrap inference for linear time-varying coefficient models. (2024). Lin, Yicong ; Friedrich, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622001701.

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2024Persistence of human capital development in OECD countries over 150 years: Evidence from linear and nonlinear fractional integration methods. (2024). Gil-Alana, Luis ; Solarin, Sakiru Adebola ; Hernandez-Herrera, Maria. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000372.

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2024On the update frequency of univariate forecasting models. (2024). Petropoulos, Fotios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:111-121.

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

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2025Forecast accuracy and inventory performance: Insights on their relationship from the M5 competition data. (2025). Spiliotis, Evangelos ; Theodorou, Evangelos ; Assimakopoulos, Vassilios. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:414-426.

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2025Metals of the future in a world in crisis: Geopolitical disruptions and the cleantech metal industry. (2025). Hsu, Kuang-Chung ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007126.

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2025Multivariate probabilistic forecasting of electricity prices with trading applications. (2025). Petukhina, Alla ; Kozmik, Karel ; Kopa, Milos ; Hrdle, Wolfgang Karl ; Agakishiev, Ilyas. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007163.

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2025Geopolitical risk and vulnerability of energy markets. (2025). Liu, Zhenhua ; Ji, Qiang ; Ding, Zhihua ; Yuan, Xinting ; Wang, Yushu. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007643.

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2025Macroeconomic and sectoral effects of natural gas price: Policy insights from a macroeconometric model. (2025). Javid, Muhammad ; Shabaneh, Rami ; Hasanov, Fakhri J ; Mikayilov, Jeyhun I ; Darandary, Abdulelah ; Alyamani, Ryan. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000568.

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2025Comparison of indicator saturation and Markov regime-switching models for Brazilian electricity prices. (2025). Tabak, Benjamin ; de Castro, Marcos. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001653.

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2025Does Natural Gas Matter for Financial Stability? A SVAR-X Analysis on the European Financial System and Financial Intermediaries. (2025). Marzioni, Stefano ; Spallone, Marco ; Paccione, Cosimo ; Mur, Pina. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002397.

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2025Evaluating hypothetical carbon pricing for Saudi Arabia using a macroeconometric modeling framework. (2025). Almozaini, Majed S ; Bollino, Carlo Andrea ; Aliyeva, Heyran ; Hasanov, Fakhri J. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002610.

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2025Evaluating the role of information disclosure on bidding behavior in wholesale electricity markets. (2025). Silveira, Douglas ; Brown, David ; Cajueiro, Daniel O ; Eckert, Andrew. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003299.

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2025Modeling and forecasting the long memory of Cyclical Trends in paleoclimate data. (2025). Sibbertsen, Philipp ; del Barrio Castro, Tomás ; Escribano, Alvaro. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003445.

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2025Common volatility in clean energy stocks. (2025). Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee ; Pham, Son. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004165.

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2024Urban‒rural disparities in household energy and electricity consumption under the influence of electricity price reform policies. (2024). Su, Bin ; Nie, Yan ; Zhong, Luhao ; Zhang, Guoxing. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004536.

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2025Advancing short-term load forecasting with decomposed Fourier ARIMA: A case study on the Greek energy market. (2025). Koulouriotis, Dimitrios E ; Karamolegkos, Spyridon. In: Energy. RePEc:eee:energy:v:325:y:2025:i:c:s0360544225014963.

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2025Study on the time-frequency risk spillover network of “carbon-energy-stock” system under climate risk shock. (2025). Liu, Chunna ; Lu, Shiyi ; Shen, Jian ; Zhi, Jiaqi ; Shi, Changfeng ; Ma, Shihan. In: Energy. RePEc:eee:energy:v:334:y:2025:i:c:s036054422503083x.

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2025Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market. (2025). Huang, Jionghao ; Chen, Baifan ; Tang, Lianzhou ; Wu, Jialu ; Xia, Xiaohua. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002157.

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2024Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765.

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2025Exploring the connectedness between major volatility indexes and worldwide sustainable investments. (2025). Lin, Boqiang ; He, Yongda ; Oxley, Les ; Hu, Yang ; Xu, Danyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007944.

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2025The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501.

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2024A market for trading forecasts: A wagering mechanism. (2024). Grammatico, Sergio ; Pinson, Pierre ; Kazempour, Jalal ; Raja, Aitazaz Ali. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:142-159.

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2024How local is the local inflation factor? Evidence from emerging European countries. (2024). Clements, Michael ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:160-183.

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2024Demand forecasting for fashion products: A systematic review. (2024). Venkitasubramony, Rakesh ; Swaminathan, Kritika. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:247-267.

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2024Conflict forecasting using remote sensing data: An application to the Syrian civil war. (2024). Zhu, Xiao Xiang ; Thurner, Paul W ; Kauermann, Goran ; Racek, Daniel ; Davidson, Brittany I. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:373-391.

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2024Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2024). Ghelasi, Paul ; Ziel, Florian. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:581-596.

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2024Forecasting seasonal demand for retail: A Fourier time-varying grey model. (2024). Shang, Zhongju ; Xie, Naiming ; Ye, Lili ; Boylan, John E. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1467-1485.

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2024Forecasting UK inflation bottom up. (2024). Potjagailo, Galina ; Kapetanios, George ; Chakraborty, Chiranjit ; Joseph, Andreas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1521-1538.

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2025Dynamic time series modelling and forecasting of COVID-19 in Norway. (2025). Nymoen, Ragnar ; Brdsen, Gunnar. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:251-269.

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2025Forecasting mail flow: A hierarchical approach for enhanced societal wellbeing. (2025). Babai, Zied M ; Klibi, Walid ; Kafa, Nadine. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:51-65.

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2025Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2025). Pedersen, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:475-486.

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2025The structural Theta method and its predictive performance in the M4-Competition. (2025). Silvestrini, Andrea ; Sbrana, Giacomo. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:940-952.

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2025Time-varying parameters as ridge regressions. (2025). Coulombe, Philippe Goulet. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:982-1002.

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2025Global shocks and local sellers: Kenyan fertilizer markets’ response to the fuel-fertilizer-food price crisis. (2025). Michelson, Hope ; Serra, Teresa ; Khaemba, Colleta N ; Willwerth, Hanna S ; Donovan, Jason ; Rutsaert, Pieter. In: Food Policy. RePEc:eee:jfpoli:v:133:y:2025:i:c:s0306919225000946.

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2025Media-based climate risks and international corporate bond market. (2025). Vulanovic, Milos ; Piljak, Vanja ; Benkraiem, Ramzi ; Dimic, Nebojsa ; Swinkels, Laurens. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s026156062400247x.

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2025Trends and key determinants of firm-level integration. (2025). Conlon, Thomas ; cotter, john ; Ropotos, Ioannis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001111.

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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Weron, Rafa ; Uniejewski, Bartosz ; Che, Katarzyna. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851324000680.

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2024Statistical analysis of gold production in South Africa using ARIMA, VAR and ARNN modelling techniques: Extrapolating future gold production, Resources–Reserves depletion, and Implication on South Africas gold exploration. (2024). Mutele, Litshedzani ; John, Emmanuel. In: Resources Policy. RePEc:eee:jrpoli:v:93:y:2024:i:c:s0301420724004434.

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2024Measuring wholesale electricity price risk from climate change: Evidence from Portugal. (2024). Fuinhas, Jos Alberto ; Entezari, Negin. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001309.

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2025Technical indicators and aggregate stock returns: An updated look. (2025). Shi, QI. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:77:y:2025:i:c:s1042444x25000027.

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2025Sparse identification of nonlinear economic dynamical model. (2025). Lin, Zifei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:675:y:2025:i:c:s0378437125005138.

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2024Are public debt and public debt expectations associated with debt management strategies?. (2024). Dos, Daniel Pereira ; Montes, Gabriel Caldas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001273.

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2024Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM. (2024). Wang, Xing ; Liang, Chao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001339.

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2024Optimal planning for hybrid renewable energy systems under limited information based on uncertainty quantification. (2024). Feng, Wei ; Wu, Xia ; Tian, Zhe ; Li, Xiaoyuan ; Niu, Jide. In: Renewable Energy. RePEc:eee:renene:v:237:y:2024:i:pd:s0960148124019347.

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2025Robust economic dispatch for industrial microgrids with electric vehicle demand response. (2025). Li, Pengpeng ; Wang, Yaochen ; Yang, Jie ; Ma, Kai ; He, Jianqi ; Guo, Shiliang. In: Renewable Energy. RePEc:eee:renene:v:240:y:2025:i:c:s096014812402278x.

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2024A systematic review towards integrative energy management of smart grids and urban energy systems. (2024). Zheng, Zhuang ; Luo, Xiaowei ; Wang, Shengwei ; Shafique, Muhammad. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s136403212300881x.

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2025Financialization trends and climate policy uncertainty: Implications for China’s nonferrous metal market. (2025). Ren, Xiaohang ; Xu, Ziyue ; Yuan, LI ; Tao, Lizhu ; Fu, Chenjia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001783.

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2025Predicting policy funding allocation with Machine Learning. (2025). Resce, Giuliano ; Vaquero-Pieiro, Cristina ; Caravaggio, Nicola. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:98:y:2025:i:c:s0038012125000242.

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2025Different specifications and implications of the supermultiplier model. (2025). Sansó, Andreu ; Prez-Montiel, Jos A. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:74:y:2025:i:c:p:963-969.

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2024Investigating the diffusion of innovation: A comprehensive study of successive diffusion processes through analysis of search trends, patent records, and academic publications. (2024). Bastos, Julio Cesar ; Scornavacca, Eusebio ; Takahashi, Carlos Kazunari. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006765.

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2025Investigating the role of customers disadoption and dynamic shifts in mobile cellular diffusion: Evidence from emerging economies. (2025). Singh, Ompal ; Bano, Yasmeen ; Singhal, Shakshi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:219:y:2025:i:c:s0040162525002835.

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2025Beyond project segments: An econometric evaluation of traffic network volume forecasting. (2025). Kim, Kimin. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:195:y:2025:i:c:s096585642500062x.

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More than 100 citations found, this list is not complete...

David F. Hendry is editor of

Journal
Oxford Bulletin of Economics and Statistics

David F. Hendry has edited the books:

YearTitleTypeCited

Works by David F. Hendry:

YearTitleTypeCited
2007Selecting a Regression Saturated by Indicators In: CREATES Research Papers.
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2007Selecting a Regression Saturated by Indicators.(2007) In: Discussion Papers.
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This paper has nother version. Agregated cites: 2		paper
2011The Properties of Model Selection when Retaining Theory Variables In: CREATES Research Papers.
[Full Text][Citation analysis]		paper5
2011The Properties of Model Selection when Retaining Theory Variables.(2011) In: Discussion Papers.
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This paper has nother version. Agregated cites: 5		paper
2002Forecast Failure, Expectations Formation and the Lucas Critique In: Annals of Economics and Statistics.
[Full Text][Citation analysis]		article10
2000Forecast Failure, Expectations Formation, and the Lucas Critique.(2000) In: Economics Papers.
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This paper has nother version. Agregated cites: 10		paper
1991An Econometric Analysis of U.K. Money Demand in Monetary Trends in the United States and the United Kingdom by Milton Friedman and Anna Schwartz. In: American Economic Review.
[Full Text][Citation analysis]		article139
1989An econometric analysis of UK money demand in MONETARY TRENDS IN THE UNITED STATES AND THE UNITED KINGDOM by Milton Friedman and Anna J. Schwartz.(1989) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 139		paper
2000Explaining Cointegration Analysis: Part 1 In: The Energy Journal.
[Full Text][Citation analysis]		article295
2001Explaining Cointegration Analysis: Part II.(2001) In: The Energy Journal.
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This paper has nother version. Agregated cites: 295		article
2000Explaining Cointegration Analysis: Part II.(2000) In: Discussion Papers.
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This paper has nother version. Agregated cites: 295		paper
2000Explaining Cointegration Analysis: Part 1.(2000) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 295		article
2001Explaining Cointegration Analysis: Part II.(2001) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 295		article
1996MULTI-STEP ESTIMATION FOR FORECASTING In: Economic Research Papers.
[Full Text][Citation analysis]		paper79
1996Multi-step Estimation for Forecasting..(1996) In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
This paper has nother version. Agregated cites: 79		article
1996Multi-Step Estimation for Forecasting.(1996) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79		paper
1998FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS In: Economic Research Papers.
[Full Text][Citation analysis]		paper42
2001Forecasting with difference-stationary and trend-stationary models.(2001) In: Econometrics Journal.
[Citation analysis]
This paper has nother version. Agregated cites: 42		article
2000Forecasting with Difference-Stationary and Trend-Stationary Models.(2000) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
1998Forecasting with Difference-Stationary and Trend-Stationary Models..(1998) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 42		paper
1990EXOGENEITY In: Economic Research Papers.
[Full Text][Citation analysis]		paper48
1983Exogeneity.(1983) In: LIDAM Reprints CORE.
[Citation analysis]
This paper has nother version. Agregated cites: 48		paper
1983Exogeneity..(1983) In: Econometrica.
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This paper has nother version. Agregated cites: 48		article
1979Exogeneity.(1979) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2022Forecasting: theory and practice In: Papers.
[Full Text][Citation analysis]		paper104
2022Forecasting: theory and practice.(2022) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 104		article
1998Exogeneity, Cointegration, and Economic Policy Analysis. In: Journal of Business & Economic Statistics.
[Citation analysis]		article86
1998Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 86		paper
2007Co-Breaking: Recent Advances and a Synopsis of the Literature In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article48
2011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article141
2010Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate.(2010) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 141		paper
2011Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 141		article
1973On Asymptotic Theory and Finite Sample Experiments. In: Economica.
[Full Text][Citation analysis]		article6
1980Econometrics-Alchemy or Science? In: Economica.
[Full Text][Citation analysis]		article135
2024Forecasting the UK top 1% income share in a shifting world In: Economica.
[Full Text][Citation analysis]		article2
2000Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan In: The Economic Record.
[Full Text][Citation analysis]		article0
2000Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan. In: The Economic Record.
[Citation analysis]		article0
2000Reconstructing Aggregate Euro‐zone Data In: Journal of Common Market Studies.
[Full Text][Citation analysis]		article25
1998Inference in Cointegrating Models: UK M1 Revisited In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article91
1998 Inference in Cointegrating Models: UK M1 Revisited. In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article130
2002Applied Econometrics without Sinning In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article7
2016DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article21
2016Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation.(2016) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
1996Obituary: Jan Tinbergen, 1903–94 In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article0
1983On High and Low R2 Contributions. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article1
1984An Econometric Model of United Kingdom Building Societies. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article5
1986Using PC-GIVE in Econometrics Teaching. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article6
1986Econometric Modelling with Cointegrated Variables: An Overview. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article154
1991Using PC-NAIVE in Teaching Econometrics. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article0
1992Testing Integration and Cointegration: An Overview. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article20
1996The Econometric Analysis of Economic Policy. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article26
1996The Econometric Analysis of Economic Policy..(1996) In: Economics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2003Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2003Consistent Model Selection by an Automatic Gets Approach* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article35
2004We Ran One Regression In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article122
2004We Ran One Regression.(2004) In: Economics Papers.
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This paper has nother version. Agregated cites: 122		paper
2005Regression Models with Data‐based Indicator Variables In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article26
2004Regression Models with Data-based Indicator Variables.(2004) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2004Regression Models with Data-based Indicator Variables.(2004) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2005Guest Editors’ Introduction: Information in Economic Forecasting In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article11
2005Evaluating a Model by Forecast Performance* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article12
2008Foreword In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2008Guest Editors’ Introduction to Special Issue on Encompassing In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article2
2008Log Income vs. Linear Income: An Application of the Encompassing Principle* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article9
1991Log Income vs. Linear Income: An Application of the Encompassing Principle.(1991) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2008Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article3
2013Model Selection in Equations with Many ‘Small’ Effects In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article4
2011Model Selection in Equations with Many Small Effects.(2011) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2012Model Selection in Equations with Many Small Effects.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2024A Brief History of General‐to‐specific Modelling In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article1
2024What a Puzzle! Unravelling Why UK Phillips Curves were Unstable In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2026Looking Back to 1991 Economic Forecasting: Introducing Cointegration In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
1998The Demand for Broad Money in the United Kingdom, 1878–1993 In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article26
1997The demand for broad money in the United Kingdom, 1878-1993.(1997) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2004The Nobel Memorial Prize for Clive W. J. Granger In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article9
2016Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article4
1966SURVEY OF STUDENT INCOME AND EXPENDITURE AT ABERDEEN UNIVERSITY 1963-64 AND 1964-65 In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article0
1983Econometric Modelling: The Consumption Function in Retrospect. In: Scottish Journal of Political Economy.
[Citation analysis]		article36
2013Econometric Modelling: The ‘Consumption Function’ In Retrospect.(2013) In: Scottish Journal of Political Economy.
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1994Modelling Linear Dynamic Econometric Systems. In: Scottish Journal of Political Economy.
[Citation analysis]		article67
1997The Implications for Econometric Modelling of Forecast Failure In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article36
1997The Implications for Econometric Modelling of Forecast Failure. In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article44
2013Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220 In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article0
2021Modeling and forecasting the COVID‐19 pandemic time‐series data In: Social Science Quarterly.
[Full Text][Citation analysis]		article3
Beyer-Doornik-Hendry In: Instructional Stata datasets for econometrics.
[Full Text][Citation analysis]		paper0
2008Economic Forecasting in a Changing World In: Capitalism and Society.
[Full Text][Citation analysis]		article21
2009Comment on Excessive Ambitions (by Jon Elster) In: Capitalism and Society.
[Full Text][Citation analysis]		article1
2011Econometric Modelling of Time Series with Outlying Observations In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article20
2011Evaluating Automatic Model Selection In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article64
2010Evaluating Automatic Model Selection.(2010) In: Economics Series Working Papers.
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2007AUTOMATIC TESTS for SUPER EXOGENEITY In: Working Papers de Economia (Economics Working Papers).
[Full Text][Citation analysis]		paper5
1985Small-Sample Properties of ARCH Estimators and Tests. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article40
1987Recent developments in the theory of encompassing In: LIDAM Discussion Papers CORE.
[Citation analysis]		paper13
1983The econometric analysis of economic time series In: LIDAM Reprints CORE.
[Citation analysis]		paper73
2006Forecasting Economic Aggregates by Disaggregates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper51
2006Forecasting economic aggregates by disaggregates.(2006) In: Working Paper Series.
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This paper has nother version. Agregated cites: 51		paper
1985Procrustean Econometrics: Stretching and Squeezing Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
1995The Foundations of Econometric Analysis In: Cambridge Books.
[Citation analysis]		book101
1997The Foundations of Econometric Analysis.(1997) In: Cambridge Books.
[Citation analysis]
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1998Forecasting Economic Time Series In: Cambridge Books.
[Citation analysis]		book527
1998Forecasting Economic Time Series.(1998) In: Cambridge Books.
[Citation analysis]
This paper has nother version. Agregated cites: 527		book
1996Encompassing and Specificity In: Econometric Theory.
[Full Text][Citation analysis]		article7
2003J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY In: Econometric Theory.
[Full Text][Citation analysis]		article17
2005A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING In: Econometric Theory.
[Full Text][Citation analysis]		article10
2015MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY In: Econometric Theory.
[Full Text][Citation analysis]		article32
2012Model Discovery and Trygve Haavelmos Legacy.(2012) In: Economics Series Working Papers.
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1988Encompassing In: National Institute Economic Review.
[Full Text][Citation analysis]		article3
1988Encompassing.(1988) In: National Institute Economic Review.
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This paper has nother version. Agregated cites: 3		article
2001An Historical Perspective on Forecast Errors In: National Institute Economic Review.
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2001An Historical Perspective on Forecast Errors.(2001) In: National Institute Economic Review.
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This paper has nother version. Agregated cites: 2		article
2009Nowcasting is not Just Contemporaneous Forecasting In: National Institute Economic Review.
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2009NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING.(2009) In: National Institute Economic Review.
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2021THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC In: National Institute Economic Review.
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2023CAN THE UK ACHIEVE NET ZERO GREENHOUSE GAS EMISSIONS BY 2050? In: National Institute Economic Review.
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2021Can the UK achieve net-zero greenhouse gas emissions by 2050?.(2021) In: Economics Series Working Papers.
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2017John Denis Sargan at the London School of Economics In: Cowles Foundation Discussion Papers.
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1975Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom In: Cowles Foundation Discussion Papers.
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1975The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems In: Cowles Foundation Discussion Papers.
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1975A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems In: Cowles Foundation Discussion Papers.
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2001Economic forecasting: some lessons from recent research In: Working Paper Series.
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2002Economic Forecasting: Some Lessons from Recent Research.(2002) In: Royal Economic Society Annual Conference 2002.
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2003Economic forecasting: some lessons from recent research.(2003) In: Economic Modelling.
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2001Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Papers.
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2001Economic Forecasting: Some Lessons from Recent Research.(2001) In: Economics Series Working Papers.
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This paper has nother version. Agregated cites: 91		paper
2003The Properties of Automatic Gets Modelling In: Royal Economic Society Annual Conference 2003.
[Full Text][Citation analysis]		paper162
2005The Properties of Automatic GETS Modelling.(2005) In: Economic Journal.
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This paper has nother version. Agregated cites: 162		article
2003The Properties of Automatic Gets Modelling.(2003) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 162		paper
1993The Demand for M1 in the USA: A Reply. In: Economic Journal.
[Full Text][Citation analysis]		article3
1995Macro-economic Forecasting and Modelling. In: Economic Journal.
[Full Text][Citation analysis]		article26
1995Econometrics and Business Cycle Empirics. In: Economic Journal.
[Full Text][Citation analysis]		article17
1997John Denis Sargan. In: Economic Journal.
[Full Text][Citation analysis]		article2
1997The Econometrics of Macroeconomic Forecasting. In: Economic Journal.
[Full Text][Citation analysis]		article34
2001Constructing Historical Euro-Zone Data. In: Economic Journal.
[Full Text][Citation analysis]		article121
2000Constructing Historical Euro-Zone Data..(2000) In: Economics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 121		paper
1978Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England. In: Economic Journal.
[Full Text][Citation analysis]		article151
1978Econometric Modelling of the Aggregate Time-Series Relationship between Consumers Expenditure and Income in the United Kingdom. In: Economic Journal.
[Full Text][Citation analysis]		article512
1988Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment. In: Economic Journal.
[Full Text][Citation analysis]		article9
2004Unpredictability and the Foundations of Economic Forecasting In: Econometric Society 2004 Australasian Meetings.
[Citation analysis]		paper7
2004Unpredictability and the Foundations of Economic Forecasting.(2004) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
1974Stochastic Specification in an Aggregate Demand Model of the United Kingdom. In: Econometrica.
[Full Text][Citation analysis]		article13
1977The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems. In: Econometrica.
[Full Text][Citation analysis]		article4
2000A General Forecast-error Taxonomy In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper4
1998Foreword by the Editors In: Econometrics Journal.
[Citation analysis]		article0
1999Improving on Data mining reconsidered by K.D. Hoover and S.J. Perez In: Econometrics Journal.
[Citation analysis]		article59
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