Kenneth F. Wallis : Citation Profile


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

21

H index

28

i10 index

3231

Citations

RESEARCH PRODUCTION:

71

Articles

34

Papers

1

Books

4

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: 52.    Total self citations: 28 (0.86 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa27
   Updated: 2026-01-10    RAS profile: 2025-11-14    
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Relations with other researchers


Works with:

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

Is cited by:

Mitchell, James (43)

van den Berg, Gerard (39)

Honkapohja, Seppo (36)

Vahey, Shaun (36)

Clements, Michael (33)

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)

shin, yongcheol (8)

Svensson, Lars (8)

Boero, Gianna (8)

Söderlind, Paul (7)

Dees, Stephane (7)

Holly, Sean (7)

Smith, L. Vanessa (6)

Wren-Lewis, Simon (6)

Main data


Where Kenneth F. Wallis has published?


Journals with more than one article published# docs
National Institute Economic Review13
National Institute Economic Review13
Economic Modelling6
Journal of Applied Econometrics4
Econometrica4
International Journal of Forecasting4
Journal of Applied Econometrics3
Oxford Bulletin of Economics and Statistics3
Journal of Business & Economic Statistics3
Oxford Review of Economic Policy3
Journal of Econometrics2
Economic Journal2

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 (2025 and 2024)


YearTitle of citing document
2024Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States. (2024). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822.

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

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

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2024Vector AutoRegressive Moving Average Models: A Review. (2024). Wilms, Ines ; Tsay, Ruey S ; Duker, Marie-Christine ; Matteson, David S. In: Papers. RePEc:arx:papers:2406.19702.

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2024The Politics of the Paycheck Protection Program. (2024). Zhang, Eden ; Mishra, Prachi ; Lambert, Thomas ; Igan, Deniz. In: Working Papers. RePEc:ash:wpaper:133.

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2025Open-sourced central bank macroeconomic models. (2025). Godoy, Douglas Kiarelly. In: IFC Bulletins chapters. RePEc:bis:bisifc:64-17.

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2024CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting. (2024). Bozhechkova, Alexandra ; Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:45-69.

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2024Central bank forecasting: A survey. (2024). Sekkel, Rodrigo ; Binder, Carola. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:342-364.

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2024Solving the Forecast Combination Puzzle Using Double Shrinkages. (2024). Wang, Yudong ; Hao, Xianfeng ; Liu, LI. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:714-741.

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2024How income expectations adjust to inflation – a consumers’ expectations-revealed pass-through. (2024). Di Nino, Virginia ; Aprigliano, Valentina. In: Working Paper Series. RePEc:ecb:ecbwps:20242986.

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2025An Investigation into the Uncertainty Revision Process of Professional Forecasters. (2025). Tracy, Joseph ; Rich, Robert ; Clements, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000260.

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

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2025Predicting cryptocurrency volatility: The power of model clustering. (2025). Qu, Shaoguang ; Qiu, Yue ; Xie, Tian ; Shi, Zhentao. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003432.

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2025Transfers or subsidies? Comparing mitigation strategies for energy price shocks in a production network model. (2025). Strobel, Johannes ; Sthler, Nikolai ; Jger, Marius ; Hinterlang, Natascha. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002913.

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2025Reaction of the U.S. Treasury market to economic news when intrapersonal uncertainty and interpersonal disagreement are high. (2025). Ozocak, Onem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002821.

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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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2025Expected information of noisy attribute forecasts for probabilistic forecasts. (2025). Bordley, Robert F ; Ardakani, Omid M ; Soofi, Ehsan S. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:3:p:1013-1023.

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2024Pooling and winsorizing machine learning forecasts to predict stock returns with high-dimensional data. (2024). Strauss, Jack ; Mekelburg, Erik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000732.

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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.

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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.

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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.

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2024Survey density forecast comparison in small samples. (2024). Iacone, Fabrizio ; Coroneo, Laura ; Profumo, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1486-1504.

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2024Conditionally optimal weights and forward-looking approaches to combining forecasts. (2024). Vasnev, Andrey ; Gibbs, Christopher. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1734-1751.

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2025Asymmetric uncertainty: Nowcasting using skewness in real-time data. (2025). Labonne, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:229-250.

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2025Inconsistent survey histograms and point forecasts revisited. (2025). Clements, Michael. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:236:y:2025:i:c:s0167268125002161.

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2024The effects of economic uncertainty and economic policy uncertainty on banks’ loan loss provision in Brazil. (2024). Do, Matheus ; Montes, Gabriel Caldas. In: Journal of Economics and Business. RePEc:eee:jebusi:v:131:y:2024:i:c:s0148619524000274.

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2024The information content of conflict, social unrest and policy uncertainty measures for macroeconomic forecasting. (2024). Rauh, Christopher ; Pérez, Javier ; Molina, Luis ; Diakonova, Marina ; Prez, Javier J ; Mueller, Hannes. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:4:s2666143824000127.

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2024Out-of-sample equity premium predictability: An EMD-denoising based model. (2024). Mei, Yuhe ; Li, Haohua ; Chen, Zhuo ; Hao, Xianfeng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002889.

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2025Forecasting US Recessions in Real-Time Using Regional Economic Sentiment. (2025). Mitchell, James ; Garciga, Christian. In: Economic Commentary. RePEc:fip:fedcec:102077.

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2024An Investigation into the Uncertainty Revision Process of Professional Forecasters. (2024). Tracy, Joseph ; Rich, Robert ; Clements, Michael. In: Working Papers. RePEc:fip:fedcwq:98806.

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2024Practice Makes Perfect: Learning Effects with Household Point and Density Forecasts of Inflation. (2024). Shiroff, Taylor ; Mitchell, James ; Braitsch, Hana. In: Working Papers. RePEc:fip:fedcwq:99062.

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2025The Bitcoin Price Prediction by Vector Auto-Regression (VAR) Model. (2025). Chemli, Leila ; Slimene, Nadia ; ben Ahmed, Abderraouf. In: Post-Print. RePEc:hal:journl:hal-05253337.

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2024Order Matters: An Experimental Study on How Question Ordering Affects Survey-Based Inflation Forecasts. (2024). Rosenblatt-Wisch, Rina ; Phillot, Maxime. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2024:q:3:a:2.

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2025Measuring Interdependence of Inflation Uncertainty. (2025). Lee, Seohyun. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:5:d:10.1007_s10614-024-10635-z.

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2025Interval, Quantile and Density Forecasts. (2025). Yanchev, Mihail. In: Economic Alternatives. RePEc:nwe:eajour:y:2025:i:1:p:109-129.

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2024Challenges of COVID-19 Case Forecasting in the US, 2020–2021. (2024). Wilson, Daniel ; Johansson, Michael A ; Dent, Juan ; Castro, Lauren ; Pagano, Robert ; Cao, Wei ; Rainwater-Lovett, Kaitlin ; Xiao, Jade ; Gurung, Heidi ; Hurt, Benjamin ; Suchoski, Brad ; Bracher, Johannes ; Reich, Nicholas G ; Nixon, Kristen ; Pei, Sen ; Cramer, Estee Y ; Bian, Jiang ; Tallaksen, Katharine ; Zou, Difan ; Baccam, Sid ; Marathe, Madhav ; Mhlemann, Anja ; Biggerstaff, Matthew ; Marshall, Maximilian ; Drake, John M ; Osthus, Dave ; Shin, Lauren ; Zhang, Weitong ; Lewis, Bryan ; Wang, Guannan ; Stage, Steve ; Mu, Kunpeng ; Slayton, Rachel B ; Jindal, Sonia ; Odea, Eamon B ; Michaud, Isaac ; Karlen, Dean ; Chen, Jinghui ; Li, Xinyi ; Gao, Lei ; Prasad, Pragati V ; Zheng, Shun ; Gardner, Lauren ; Adee, Madeline ; Chinazzi, Matteo ; Zorn, Martha W ; Gneiting, Tilmann ; Walraven, Robert ; Smith, Claire P ; Webber, Alexander E ; Yu, Shan ; Ayer, Turgay ; Xu, Pan ; Wattanachit, Nutcha ; Gerding, Aaron ; Xiong, Xinyue ; Lessler, Justin ; Kim, Myungjin ; Walker, Jo W ; Xie, Xing ; Chhatwal, Jagpreet ; Huang, Yuxin ; Vespignani, Alessandro ; Lemaitre, Joseph C ; Davis, Jessica T ; Srivastava, Ajitesh ; Liu, Tie-Yan ; Dalgic, Ozden O ; Stark, Ariane ; Kanji, Abdul H ; Pastore, Ana ; Lee, Elizabeth C ; Peddireddy, Akhil Sai ; Sheldon, Daniel ; Truelove, Shaun ; Ladd, Mary A ; Tarasewicz, Samuel R ; Ray, Evan L ; Jayawardena, Dasuni ; Kaminsky, Joshua ; Porebski, Przemyslaw ; Gibson, Graham Casey ; Ferres, Juan Lavista ; Kinsey, Matt ; Linas, Benjamin P ; Yamana, Teresa K ; Niemi, Jarad ; Venkatramanan, Srinivasan ; Hill, Alison L ; Fairchild, Geoffrey ; Lopez, Velma K ; Mullany, Luke C ; Mueller, Peter P ; Shaman, Jeffrey ; Kaur, Gursharn ; Adiga, Aniruddha. In: PLOS Computational Biology. RePEc:plo:pcbi00:1011200.

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

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2024Forecast evaluation improving using the simplest methods of individual forecasts’ combination. (2024). Turuntseva, Marina ; Astafieva, Ekaterina ; Astafyeva, Ekaterina. In: Applied Econometrics. RePEc:ris:apltrx:0498.

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2024Forecasting the equity premium using weighted regressions: Does the jump variation help?. (2024). Zhang, Yaojie ; Wang, Yudong. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02521-8.

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2024Measuring economic country-specific uncertainty in Türkiye. (2024). Balli, Faruk ; Kilic, Ilhan. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02594-z.

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2025Can wage changes solve the labour crisis in the National Health Service?. (2025). Yi, Junjian ; Skordis, Jolene ; Li, Yiang ; Clarke, Jonathan ; Zhang, Hongkun ; Zhou, Xingzuo. In: The European Journal of Health Economics. RePEc:spr:eujhec:v:26:y:2025:i:5:d:10.1007_s10198-024-01737-4.

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2024Immigration enforcement and labor supply: Hispanic youth in mixed-status families. (2024). Morales, Camila ; Bucheli, Jose ; Rubalcaba, Joaquin Alfredo-Angel. In: Journal of Population Economics. RePEc:spr:jopoec:v:37:y:2024:i:2:d:10.1007_s00148-024-01022-x.

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2024A Censored Time Series Analysis for Responses on the Unit Interval: An Application to Acid Rain Modeling. (2024). Schumacher, Fernanda L ; Matos, Larissa A ; Lachos, Vctor H ; Abanto-Valle, Carlos A ; Castro, Luis M. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:86:y:2024:i:1:d:10.1007_s13171-024-00341-1.

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2024Spanish GDP short-term point and density forecasting using a mixed-frequency dynamic factor model. (2024). Fresoli, Diego. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:15:y:2024:i:2:d:10.1007_s13209-024-00297-3.

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2024Labour reallocation and unemployment fluctuations: A tale of two tails. (2024). Pelloni, Gianluigi ; Panagiotidis, Theodore ; Bakas, Dimitrios. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3444-3468.

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2024Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics. (2024). Poon, Aubrey ; Mitchell, James ; Zhu, Dan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:790-812.

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2024Nowcasting Norwegian household consumption with debit card transaction data. (2024). Aastveit, Knut Are ; Fastb, Tuva Marie ; Granziera, Eleonora ; Paulsen, Kenneth Sterhagen ; Torstensen, Kjersti Nss. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1220-1244.

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2025A Snapshot of Central Bank (Two‐Year) Forecasting: A Mixed Picture. (2025). Pradhan, Manoj. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:3:p:1097-1131.

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2024From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts. (2024). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:56:y:2024:i:7:p:1675-1704.

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2025Linear regression with weak exogeneity. (2025). Sølvsten, Mikkel ; Slvsten, Mikkel ; Mikusheva, Anna. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:2:p:367-403.

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

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2024Framing effects in consumer expectations surveys. (2024). Pavlova, Lora. In: ZEW Discussion Papers. RePEc:zbw:zewdip:300015.

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Kenneth F. Wallis has edited the books:


YearTitleTypeCited

Works by Kenneth F. Wallis:


YearTitleTypeCited
1987Long-Run Properties of Large-Scale Macroeconometric Models In: Annals of Economics and Statistics.
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article5
1969Some Recent Developments in Applied Econometrics: Dynamic Models and Simultaneous Equation Systems. In: Journal of Economic Literature.
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article8
1991MODEL VALIDATION AND FORECAST COMPARISONS: THEORETICAL AND PRACTICAL CONSIDERATIONS In: Economic Research Papers.
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paper2
1980Model Validation and Forecast Comparisons : Theoretical and Practical Considerations.(1980) In: The Warwick Economics Research Paper Series (TWERPS).
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1991DYNAMIC MODELS AND EXPECTATIONS HYPOTHESIS In: Economic Research Papers.
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paper1
1981Dynamic Models and Expectations Hypotheses.(1981) In: The Warwick Economics Research Paper Series (TWERPS).
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1991MODELS FOR X-11 AND X-11-FORECAST PROCEDURES FOR PRELIMINARY AND REVISED SEASONAL ADJUSTMENTS In: Economic Research Papers.
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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).
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1991SIGNAL EXTRACTION IN NONSTATIONARY SERIES In: Economic Research Papers.
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1983Signal Extraction in Nonstationary Series.(1983) In: The Warwick Economics Research Paper Series (TWERPS).
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1991UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS In: Economic Research Papers.
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paper24
1984Unobserved-Components Models for Seasonal Adjustment Filters..(1984) In: Journal of Business & Economic Statistics.
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1983Unobserved-Components Models for Seasonal Adjustment Filters..(1983) In: The Warwick Economics Research Paper Series (TWERPS).
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1991CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES In: Economic Research Papers.
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1984Calculating the Variance of Seasonally Adjusted Series.(1984) In: The Warwick Economics Research Paper Series (TWERPS).
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1992FORECASTING AND SIGNAL EXTRACTION IN AUTOREGRESSIVE-MOVING AVERAGE MODELS In: Economic Research Papers.
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1986Forecasting and Signals Extraction in Autoregressive-moving Average Models.(1986) In: The Warwick Economics Research Paper Series (TWERPS).
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1994The Properties of Some Goodness-of-Fit Tests In: Economic Research Papers.
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2002The properties of some goodness-of-fit tests.(2002) In: Working Paper CRENoS.
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2002THE PROPERTIES OF SOME GOODNESS-OF-FIT TESTS.(2002) In: The Warwick Economics Research Paper Series (TWERPS).
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1995Sensitivity of the chi-squared goodness-of-fit test to the partitioning of data In: Economic Research Papers.
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2005The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data.(2005) In: Econometric Reviews.
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2004Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data.(2004) In: The Warwick Economics Research Paper Series (TWERPS).
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1997Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters In: Economic Research Papers.
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2008Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters.(2008) In: Economic Journal.
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2008Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters.(2008) In: Economic Journal.
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2006Uncertainty and disagreement in economic prediction : the Bank of England Survey of External Forecasters.(2006) In: The Warwick Economics Research Paper Series (TWERPS).
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1992On Macroeconomic Policy and Macroeconometric Models. In: CEPR Discussion Papers.
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1993On Macroeconomic Policy and Macroeconometric Models*.(1993) In: The Economic Record.
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1998New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment. In: Journal of Business & Economic Statistics.
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2004Comment In: Journal of Business & Economic Statistics.
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1988Some Recent Developments in Macroeconometric Modelling in the United Kingdom. In: Australian Economic Papers.
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1978Multiple Time Series Modelling: Another Look at the Mink‐Muskrat Interaction In: Journal of the Royal Statistical Society Series C.
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1987TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES In: Journal of Time Series Analysis.
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1970Output Decisions of Firms Again. In: The Manchester School of Economic & Social Studies.
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1984Comparing Time-Series and Nonlinear Model-based Forecasts. In: Oxford Bulletin of Economics and Statistics.
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2005Combining Density and Interval Forecasts: A Modest Proposal* In: Oxford Bulletin of Economics and Statistics.
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article97
2009A Simple Explanation of the Forecast Combination Puzzle* In: Oxford Bulletin of Economics and Statistics.
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article178
1985Models of the UK Economy and the Real Wage-Employment Debate In: National Institute Economic Review.
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1985Models of the UK Economy and the Real Wage-Employment Debate.(1985) In: National Institute Economic Review.
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1988Comparative Properties of Models of the Uk Economy In: National Institute Economic Review.
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1989Comparative Properties of Models of the Uk Economy.(1989) In: National Institute Economic Review.
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1990Comparative Properties of Models of the UK Economy.(1990) In: National Institute Economic Review.
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1993Comparative Properties of Models of the UK Economy.(1993) In: National Institute Economic Review.
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1995Comparative Properties of Models of the UK Economy.(1995) In: National Institute Economic Review.
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1997Comparative Properties of Models of the UK Economy.(1997) In: National Institute Economic Review.
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2000Comparative Properties of Models of the UK Economy.(2000) In: National Institute Economic Review.
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1988Comparative Properties of Models of the Uk Economy.(1988) In: National Institute Economic Review.
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1989Comparative Properties of Models of the Uk Economy.(1989) In: National Institute Economic Review.
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1991Comparative Properties of Models of the Uk Economy.(1991) In: National Institute Economic Review.
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