Kenneth F. Wallis : Citation Profile


Are you Kenneth F. Wallis?

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

21

H index

27

i10 index

3199

Citations

RESEARCH PRODUCTION:

53

Articles

34

Papers

1

Books

3

Chapters

EDITOR:

4

Books edited

RESEARCH ACTIVITY:

   49 years (1966 - 2015). See details.
   Cites by year: 65
   Journals where Kenneth F. Wallis has often published
   Relations with other researchers
   Recent citing documents: 74.    Total self citations: 24 (0.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa27
   Updated: 2024-12-03    RAS profile: 2020-05-05    
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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 (52)

Vahey, Shaun (40)

van den Berg, Gerard (39)

Honkapohja, Seppo (36)

Clements, Michael (31)

Evans, George (30)

Ravazzolo, Francesco (29)

Knüppel, Malte (28)

KARACAOVALI, BAYBARS (24)

Macleod, W. Bentley (24)

Crawford, Vincent (24)

Cites to:

Pesaran, Mohammad (22)

Smith, Jeremy (14)

Diebold, Francis (9)

Boero, Gianna (8)

shin, yongcheol (8)

Svensson, Lars (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 Review12
Economic Modelling6
Journal of Applied Econometrics4
International Journal of Forecasting4
Econometrica4
Oxford Review of Economic Policy3
Oxford Bulletin of Economics and Statistics3
Journal of Business & Economic Statistics3
Journal of Applied Econometrics2
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 (2024 and 2023)


YearTitle of citing document
2023Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

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

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

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

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

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

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

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

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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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2023Can we estimate macroforecasters’ mis-behavior?. (2023). Chini, Emilio Zanetti. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000386.

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2023Improving box office projections through sentiment analysis: Insights from regularization-based forecast combinations. (2023). Qiu, Yue ; Zheng, Yuchen. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300161x.

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

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

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

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

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

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

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

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2023Gauging the effects of the German COVID-19 fiscal stimulus package. (2023). Röhe, Oke ; Rohe, Oke ; Moyen, Stephane ; Hinterlang, Natascha ; Stahler, Nikolai. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000363.

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

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2023Forecasting the real prices of crude oil: What is the role of parameter instability?. (2023). Wang, Yudong ; Hao, Xianfeng. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006120.

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

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2023Too similar to combine? On negative weights in forecast combination. (2023). Wang, Wendun ; Vasnev, Andrey L ; Radchenko, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:18-38.

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2023The accuracy of IMF crises nowcasts. (2023). Rollinson, Yuan Gao ; Eicher, Theo S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:431-449.

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2023Testing the predictive accuracy of COVID-19 forecasts. (2023). Paccagnini, Alessia ; Iacone, Fabrizio ; Coroneo, Laura ; Monteiro, Paulo Santos . In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:606-622.

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2023Differing behaviours of forecasters of UK GDP growth. (2023). Driver, Ciaran ; Meade, Nigel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:772-790.

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

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

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

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

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

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

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

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

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2023A snapshot of Central Bank (two year) forecasting: a mixed picture. (2023). Pradhan, Manoj ; Goodhart, C. A. E., . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118680.

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2023Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics. (2022). Poon, Aubrey ; Mitchell, James ; Zhu, Dan. In: Working Papers. RePEc:fip:fedcwq:94160.

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2023Inflation and Real Activity over the Business Cycle. (2023). Song, Dongho ; Nicolo, Giovanni ; Bianchi, Francesco. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96640.

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2023Distribution Prediction of Decomposed Relative EVA Measure with Levy-Driven Mean-Reversion Processes: The Case of an Automotive Sector of a Small Open Economy. (2023). Ratmanova, Iveta ; Ponik, Antonin ; Lisztwanova, Karolina ; Dluhoova, Dana ; Zmekal, Zdenk. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:25-471:d:1158257.

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2023Herding in Probabilistic Forecasts. (2023). Satopaa, Ville ; Keppo, Jussi ; Jia, Yanwei. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2713-2732.

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

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2023Eye in outer space: satellite imageries of container ports can predict world stock returns. (2023). Wang, Yudong ; Zhao, Yuqi ; Wu, Liangyu ; Yu, Honghai. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01891-9.

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

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

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2023Economic forecasting in a pandemic: some evidence from Singapore. (2023). Choy, Keen Meng ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02311-8.

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2023Trends in Income Inequality: Evidence from Developing and Developed Countries. (2023). Makhlouf, Yousef. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:165:y:2023:i:1:d:10.1007_s11205-022-03010-8.

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2023The problem of annual inflation rate indicator. (2023). Arlt, Josef. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2772-2788.

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2023Censored density forecasts: Production and evaluation. (2023). Mitchell, James ; Weale, Martin. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:5:p:714-734.

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2023A retrospective analysis of Journal of Forecasting: From 1982 to 2019. (2023). Shi, Shunshun ; Sheng, Libo ; Yu, Dejian. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:1008-1035.

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

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2023.

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

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2023An area-wide model (AWM) for the euro area. (2001). Mestre, Ricardo ; Henry, Jerome ; Fagan, Gabriel. In: Working Paper Series. RePEc:ecb:ecbwps:20010042.

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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
1980MODEL 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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This paper has nother version. Agregated cites: 2
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1981DYNAMIC 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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This paper has nother version. Agregated cites: 1
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1981MODELS 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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This paper has nother version. Agregated cites: 4
paper
1983SIGNAL EXTRACTION IN NONSTATIONARY SERIES In: Economic Research Papers.
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paper1
1983Signal Extraction in Nonstationary Series.(1983) In: The Warwick Economics Research Paper Series (TWERPS).
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1983UNOBSERVED-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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article
1983Unobserved-Components Models for Seasonal Adjustment Filters..(1983) In: The Warwick Economics Research Paper Series (TWERPS).
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1984CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES In: Economic Research Papers.
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paper6
1984Calculating the Variance of Seasonally Adjusted Series.(1984) In: The Warwick Economics Research Paper Series (TWERPS).
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paper
1986FORECASTING AND SIGNAL EXTRACTION IN AUTOREGRESSIVE-MOVING AVERAGE MODELS In: Economic Research Papers.
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paper0
1986Forecasting and Signals Extraction in Autoregressive-moving Average Models.(1986) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has nother version. Agregated cites: 0
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2002The Properties of Some Goodness-of-Fit Tests In: Economic Research Papers.
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paper6
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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2004Sensitivity of the chi-squared goodness-of-fit test to the partitioning of data In: Economic Research Papers.
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paper7
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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2006Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters In: Economic Research Papers.
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paper123
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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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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article3
1987TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES In: Journal of Time Series Analysis.
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article37
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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article0
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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article166
1966Some Econometric Problems in the Analysis of Inventory Cycles In: Cowles Foundation Discussion Papers.
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2001Chi-squared tests of interval and density forecasts and the Bank of Englands fan charts In: Working Paper Series.
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2002Chi-squared tests of interval and density forecasts, and the Bank of Englands fan charts.(2002) In: Royal Economic Society Annual Conference 2002.
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2003Chi-squared tests of interval and density forecasts, and the Bank of Englands fan charts.(2003) In: International Journal of Forecasting.
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1989Macroeconomic Forecasting: A Survey. In: Economic Journal.
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article65
2004Comparing Empirical Models of the Euro Economy In: Econometric Society 2004 Australasian Meetings.
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paper30
2004Comparing empirical models of the euro economy.(2004) In: Economic Modelling.
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1972Testing for Fourth Order Autocorrelation in Qtrly Regression Equations. In: Econometrica.
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1972The Efficiency of the Two-Step Estimator. In: Econometrica.
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1977Multiple Time Series Analysis and the Final Form of Econometric Models. In: Econometrica.
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article45
1980Econometric Implications of the Rational Expectations Hypothesis. In: Econometrica.
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article86
2000Density Forecasting: A Survey In: Econometric Society World Congress 2000 Contributed Papers.
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2008Macroeconomic modelling in central banks in Latin America In: Documentos de Proyectos.
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1996Targeting inflation: Comparative control exercises on models of the UK economy In: Economic Modelling.
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1998Comparing global economic models In: Economic Modelling.
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article24
2000Fiscal policy rules in macroeconomic models: principles and practice In: Economic Modelling.
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article56
2004Empirical macro-models of the euro economy: an introduction In: Economic Modelling.
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1990The historical tracking performance of UK macroeconometric models 1978-1985 In: Economic Modelling.
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article10
1982Time-series versus econometric forecasts : A non-linear regression counterexample In: Economics Letters.
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article4
2004Decompositions of Pearsons chi-squared test In: Journal of Econometrics.
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2010Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy In: Journal of Econometrics.
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2007COINTEGRATION, LONG-RUN STRUCTURAL MODELLING AND WEAK EXOGENEITY: TWO MODELS OF THE UK ECONOMY.(2007) In: CAMA Working Papers.
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2008Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters In: International Journal of Forecasting.
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article15
2011Scoring rules and survey density forecasts In: International Journal of Forecasting.
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article33
2011Scoring rules and survey density forecasts.(2011) In: International Journal of Forecasting.
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1995TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING In: Books.
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2002Comparing SVARs and SEMs: more shocking stories In: Research Report.
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1997A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments. In: Journal of Applied Econometrics.
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1997Statistical Demand Functions for Food in the USA and the Netherlands: Comments. In: Journal of Applied Econometrics.
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article0
2005Comparing SVARs and SEMs: two models of the UK economy In: Journal of Applied Econometrics.
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