20
H index
23
i10 index
1361
Citations
Grayham E. Mizon : Citation Profile
University of Southampton | RESEARCH PRODUCTION: 28 Articles 20 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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42 years (1974 - 2016). 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:
| Cites to:
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Main data
Where Grayham E. Mizon has published?
| Journals with more than one article published | # docs |
|---|---|
| Oxford Bulletin of Economics and Statistics | 4 |
| Economic Journal | 3 |
| Econometrica | 3 |
| The Review of Economic Studies | 3 |
| Empirical Economics | 2 |
| Journal of Econometrics | 2 |
| Economic Modelling | 2 |
Recent works citing Grayham E. Mizon (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models. (2024). Bucci, Andrea. In: Papers. RePEc:arx:papers:2406.02152. Full description at Econpapers || Download paper |
| 2025 | Generalized Covariance Estimator under Misspecification and Constraints. (2025). Neyazi, Aryan Manafi. In: Papers. RePEc:arx:papers:2509.13492. Full description at Econpapers || Download paper |
| 2025 | Long run inflation: persistence and central bank independence. (2025). Athanasopoulos, Angelos ; Romelli, Davide ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25237. Full description at Econpapers || Download paper |
| 2024 | Nowcasting 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. Full description at Econpapers || Download paper |
| 2024 | A Brief History of General‐to‐specific Modelling. (2024). Hendry, David. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:1-20. Full description at Econpapers || Download paper |
| 2024 | Revisiting the Phillips Curve: The Empirical Relationship Yet to be Validated. (2024). Spanos, Aris ; Do, Hoangphuong. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:761-793. Full description at Econpapers || Download paper |
| 2025 | Are 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. Full description at Econpapers || Download paper |
| 2025 | 40 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. Full description at Econpapers || Download paper |
| 2025 | Energy 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. Full description at Econpapers || Download paper |
| 2024 | Modelling 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. Full description at Econpapers || Download paper |
| 2024 | Testing 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. Full description at Econpapers || Download paper |
| 2024 | Testing rational expectations in a cointegrated VAR with structural change. (2024). Marçal, Emerson ; Maral, Emerson Fernandes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003673. Full description at Econpapers || Download paper |
| 2025 | An artificial neural network experiment on the prediction of the unemployment rate. (2025). Magazzino, Cosimo ; Mele, Marco ; Mutascu, Mihai. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:47:y:2025:i:3:p:471-491. Full description at Econpapers || Download paper |
| 2024 | 50 years of Resources Policy: A bibliometric analysis. (2024). Amiguet, Lluis ; Merigo, Jose M ; Campbell, Gary ; Kydland, Finn ; Fleming-Muoz, David ; Gil-Lafuente, Anna M ; Lei, Yalin ; Vivoda, Vlado. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005968. Full description at Econpapers || Download paper |
| 2024 | CECL Implementation and Model Risk in Uncertain Times: An Application to Consumer Finance. (2024). Canals-Cerda, Jose J. In: Working Papers. RePEc:fip:fedpwp:97748. Full description at Econpapers || Download paper |
| 2025 | An Economic Theory with a Formal-Econometric Test of Its Empirical Relevance. (2025). Stigum, Bernt Petter. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:1:p:4-:d:1568377. Full description at Econpapers || Download paper |
| 2025 | How do Macroeconomic Expectations React to Extreme Weather Shocks?. (2025). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2025-001. Full description at Econpapers || Download paper |
| 2025 | Improving empirical models and forecasts with saturation-based machine learning. (2025). Martinez, Andrew ; Ericsson, Neil R. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06373-y. Full description at Econpapers || Download paper |
| 2025 | The methodological problem of unit roots: stationarity and its consequences in the context of the Tinbergen debate. (2025). Morgan, Jamie ; Nasir, Muhammad Ali. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05172-1. Full description at Econpapers || Download paper |
| 2025 | Testing for galactic cosmic ray warming hypothesis using the notion of block‐exogeneity. (2025). Triacca, Umberto. In: Environmetrics. RePEc:wly:envmet:v:36:y:2025:i:1:n:e2846. Full description at Econpapers || Download paper |
| 2025 | Learning From Limited Temporal Data: Dynamically Sparse Historical Functional Linear Models With Applications to Earth Science. (2025). Janssen, Joseph ; Meng, Shizhe ; Haris, Asad ; Schrunner, Stefan ; Cao, Jiguo ; Welch, William J ; Kunz, Nadja ; Ameli, Ali A. In: Environmetrics. RePEc:wly:envmet:v:36:y:2025:i:4:n:e70018. Full description at Econpapers || Download paper |
Works by Grayham E. Mizon:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1998 | Exogeneity, Cointegration, and Economic Policy Analysis. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 87 |
| 1998 | Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
| 1996 | The Econometric Analysis of Economic Policy. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 30 |
| 1996 | The Econometric Analysis of Economic Policy..(1996) In: Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2008 | Guest Editors’ Introduction to Special Issue on Encompassing In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2008 | Encompassing: Concepts and Implementation* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 37 |
| 2008 | Simulation Encompassing: Testing Non‐nested Hypotheses* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 2011 | Econometric Modelling of Time Series with Outlying Observations In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 33 |
| 1989 | Costs of Inflation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 64 |
| 1990 | Costs of inflation.(1990) In: Handbook of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | chapter | |
| 1985 | Procrustean Econometrics: Stretching and Squeezing Data In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 1996 | The Encompassing Principle and Hypothesis Testing In: Econometric Theory. [Full Text][Citation analysis] | article | 7 |
| 1997 | John Denis Sargan. In: Economic Journal. [Full Text][Citation analysis] | article | 1 |
| 1978 | Serial 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] | article | 162 |
| 1989 | Cointegration and Error Correction Mechanisms. In: Economic Journal. [Full Text][Citation analysis] | article | 32 |
| 1977 | Inferential 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] | article | 25 |
| 1986 | The Encompassing Principle and Its Application to Testing Non-nested Hypotheses. In: Econometrica. [Full Text][Citation analysis] | article | 214 |
| 1989 | Efficient Estimation Using Panel Data. In: Econometrica. [Full Text][Citation analysis] | article | 109 |
| 2000 | Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994 In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 8 |
| 1998 | Simulation methods in econometrics: editors introduction In: Econometrics Journal. [Citation analysis] | article | 0 |
| 2000 | Modelling economies in transition: an introduction In: Economic Modelling. [Full Text][Citation analysis] | article | 14 |
| 2000 | Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK In: Economic Modelling. [Full Text][Citation analysis] | article | 23 |
| 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 | ||
| 1989 | A note on the distribution of the least squares estimator of a random walk with drift In: Economics Letters. [Full Text][Citation analysis] | article | 23 |
| 2014 | Unpredictability in economic analysis, econometric modeling and forecasting In: Journal of Econometrics. [Full Text][Citation analysis] | article | 39 |
| 2013 | Unpredictability in Economic Analysis, Econometric Modeling and Forecasting.(2013) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 1995 | A simple message for autocorrelation correctors: Dont In: Journal of Econometrics. [Full Text][Citation analysis] | article | 49 |
| 1991 | Empirical analysis of macroeconomic time series : VAR and structural models In: European Economic Review. [Full Text][Citation analysis] | article | 61 |
| 2004 | The Use of Econometric Models in Economic Policy Analysis In: Contributions to Economic Analysis. [Full Text][Citation analysis] | chapter | 0 |
| 1996 | The Influence of A. W. H. Phillips on Econometrics. In: Economics Working Papers. [Citation analysis] | paper | 0 |
| 1997 | Mutual Encompassing and Model Equivalence In: Economics Working Papers. [Citation analysis] | paper | 0 |
| 2001 | A retrospective on J. Denis Sargan and his contributions to econometrics In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market In: Working Papers. [Full Text][Citation analysis] | paper | 77 | |
| 2002 | A 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: 77 | article | |
| Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994. In: Working Papers. [Full Text][Citation analysis] | paper | 19 | |
| 2001 | Small-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 | |
| 2001 | Model Identification and Non-unique Structure In: Economics Papers. [Full Text][Citation analysis] | paper | 3 |
| 2001 | Forecasting in the Presence of Structural Breaks and Policy Regime Shifts In: Economics Papers. [Full Text][Citation analysis] | paper | 5 |
| 2000 | Reformulating Empirical Macroeconomic Modelling. In: Oxford Review of Economic Policy. [Citation analysis] | article | 15 |
| 1974 | The 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. [Full Text][Citation analysis] | article | 3 |
| 1980 | An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 31 |
| 1983 | 50th Anniversary of the Review of Economic Studies In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 1 |
| 2010 | Econometric Modelling of Changing Time Series In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2010 | On the Mathematical Basis of Inter-temporal Optimization In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 23 |
| 2011 | An Open-model Forecast-error Taxonomy In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Forecasting from Structural Econometric Models In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Improving the Teaching of Econometrics In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Improving the teaching of econometrics.(2016) In: Cogent Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 1990 | EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR. In: Economics Series Working Papers. [Citation analysis] | paper | 51 |
| 1998 | Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK In: Empirical Economics. [Full Text][Citation analysis] | article | 98 |
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