Grayham E. Mizon : Citation Profile


Are you Grayham E. Mizon?

University of Southampton

20

H index

23

i10 index

1332

Citations

RESEARCH PRODUCTION:

27

Articles

20

Papers

2

Chapters

RESEARCH ACTIVITY:

   42 years (1974 - 2016). See details.
   Cites by year: 31
   Journals where Grayham E. Mizon has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 20 (1.48 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmi532
   Updated: 2024-12-03    RAS profile: 2024-11-11    
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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 Grayham E. Mizon.

Is cited by:

Hendry, David (113)

Ericsson, Neil (57)

Castle, Jennifer (26)

Marcellino, Massimiliano (26)

Monfardini, Chiara (20)

Doornik, Jurgen (19)

Martinez, Andrew (15)

Nymoen, Ragnar (11)

Phillips, Peter (9)

Jansen, Eilev (9)

Elhorst, J.Paul (9)

Cites to:

Hendry, David (121)

Johansen, Soren (27)

Castle, Jennifer (19)

Ericsson, Neil (16)

Doornik, Jurgen (16)

Clements, Michael (13)

Santos, Carlos (12)

Pesaran, Mohammad (11)

Richard, Jean-Francois (10)

Banerjee, Anindya (9)

Engle, Robert (8)

Main data


Where Grayham E. Mizon has published?


Journals with more than one article published# docs
Econometrica3
The Review of Economic Studies3
Oxford Bulletin of Economics and Statistics3
Economic Journal3
Journal of Econometrics2
Empirical Economics2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Economics Series Working Papers / University of Oxford, Department of Economics6
Economics Working Papers / European University Institute3
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Grayham E. Mizon (2024 and 2023)


YearTitle of citing document
2023Encompassing Tests for Nonparametric Regressions. (2022). Lapenta, Elia ; Lavergne, Pascal. In: Papers. RePEc:arx:papers:2203.06685.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

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2023Government Purchases, Government Transfers, and the Post-1970 Slowdown In U.S. Economic Growth. (2000). Weber, Christian. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:18:y:2000:i:1:p:107-123.

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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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2023The stability of UK households Divisia money balances. (2023). Barlow, David. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:451-459.

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2023Central bank independence and inflation volatility in developing countries. (2023). Rodriguez, Cesar ; Garriga, Ana Carolina. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1320-1341.

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2023The two-way Hausman and Taylor estimator. (2023). Baltagi, Badi. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001842.

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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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2024Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change. (2024). Pretis, Felix ; Jiao, Xiyu ; Schwarz, Moritz. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002634.

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2023Robust Discovery of Regression Models. (2023). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer L. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:31-51.

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2023Analysing differences between scenarios. (2023). Hendry, David ; Pretis, Felix. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:754-771.

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2023Law and inequality: A comparative approach to the distributive implications of legal systems. (2023). Musy, Olivier ; Deffains, Bruno ; Barriola, Illan. In: International Review of Law and Economics. RePEc:eee:irlaec:v:75:y:2023:i:c:s0144818823000170.

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2023Is there a similar Granger causality among CO2 emissions, energy consumption and economic growth in different regimes in Iran?. (2023). Rahimdel, Mahdiyeh ; Heidari, Hassan ; Refah-Kahriz, Arash. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:4:d:10.1007_s10668-022-02203-y.

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2023Predicting the contribution of artificial intelligence to unemployment rates: an artificial neural network approach. (2023). Hegerty, Scott W ; Mutascu, Mihai. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-023-09616-z.

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Works by Grayham E. Mizon:


YearTitleTypeCited
1998Exogeneity, Cointegration, and Economic Policy Analysis. In: Journal of Business & Economic Statistics.
[Citation analysis]
article89
1998Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers.
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This paper has nother version. Agregated cites: 89
paper
1996The Econometric Analysis of Economic Policy. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article30
1996The Econometric Analysis of Economic Policy..(1996) In: Economics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 30
paper
2008Guest Editors’ Introduction to Special Issue on Encompassing In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article1
2008Encompassing: Concepts and Implementation* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article35
2011Econometric Modelling of Time Series with Outlying Observations In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]
article32
1989Costs of Inflation In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper64
1990Costs of inflation.(1990) In: Handbook of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 64
chapter
1985Procrustean Econometrics: Stretching and Squeezing Data In: CEPR Discussion Papers.
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paper6
1996The Encompassing Principle and Hypothesis Testing In: Econometric Theory.
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article7
1997John Denis Sargan. In: Economic Journal.
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article1
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.
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article154
1989Cointegration and Error Correction Mechanisms. In: Economic Journal.
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article32
1977Inferential Procedures in Nonlinear Models: An Application in a UK Industrial Cross Section Study of Factor Substitution and Returns to Scale. In: Econometrica.
[Full Text][Citation analysis]
article25
1986The Encompassing Principle and Its Application to Testing Non-nested Hypotheses. In: Econometrica.
[Full Text][Citation analysis]
article209
1989Efficient Estimation Using Panel Data. In: Econometrica.
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article109
2000Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 In: Econometric Society World Congress 2000 Contributed Papers.
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paper8
1998Simulation methods in econometrics: editors introduction In: Econometrics Journal.
[Citation analysis]
article0
2000Modelling economies in transition: an introduction In: Economic Modelling.
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article13
2000Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK In: Economic Modelling.
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article23
Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK.() In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23
paper
1989A note on the distribution of the least squares estimator of a random walk with drift In: Economics Letters.
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article23
2014Unpredictability in economic analysis, econometric modeling and forecasting In: Journal of Econometrics.
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article36
2013Unpredictability in Economic Analysis, Econometric Modeling and Forecasting.(2013) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36
paper
1995A simple message for autocorrelation correctors: Dont In: Journal of Econometrics.
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article47
1991Empirical analysis of macroeconomic time series : VAR and structural models In: European Economic Review.
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article60
In: .
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chapter0
1996The Influence of A. W. H. Phillips on Econometrics. In: Economics Working Papers.
[Citation analysis]
paper0
1997Mutual Encompassing and Model Equivalence In: Economics Working Papers.
[Citation analysis]
paper0
2001A retrospective on J. Denis Sargan and his contributions to econometrics In: International Finance Discussion Papers.
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paper2
A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market In: Working Papers.
[Full Text][Citation analysis]
paper76
2002A Markov-switching vector equilibrium correction model of the UK labour market.(2002) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 76
article
Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994. In: Working Papers.
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paper19
2001Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994.(2001) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19
article
2001Model Identification and Non-unique Structure In: Economics Papers.
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paper2
2001Forecasting in the Presence of Structural Breaks and Policy Regime Shifts In: Economics Papers.
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paper5
2000Reformulating Empirical Macroeconomic Modelling. In: Oxford Review of Economic Policy.
[Citation analysis]
article15
1974The Estimation of Non-Linear Econometric Equations: An Application to the Specification and Estimation of an Aggregate Putty-Clay Relation for the United Kingdom In: The Review of Economic Studies.
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article3
1980An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification In: The Review of Economic Studies.
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article30
198350th Anniversary of the Review of Economic Studies In: The Review of Economic Studies.
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article0
2010Econometric Modelling of Changing Time Series In: Economics Series Working Papers.
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paper3
2010On the Mathematical Basis of Inter-temporal Optimization In: Economics Series Working Papers.
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paper23
2011An Open-model Forecast-error Taxonomy In: Economics Series Working Papers.
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paper0
2012Forecasting from Structural Econometric Models In: Economics Series Working Papers.
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paper2
2016Improving the Teaching of Econometrics In: Economics Series Working Papers.
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paper0
2016Improving the teaching of econometrics.(2016) In: Cogent Economics & Finance.
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This paper has nother version. Agregated cites: 0
article
1990EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR. In: Economics Series Working Papers.
[Citation analysis]
paper51
1998Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK In: Empirical Economics.
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article97

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