21
H index
27
i10 index
3192
Citations
Kenneth F. Wallis : Citation Profile
University of Warwick (95% share) | RESEARCH PRODUCTION: 54 Articles 34 Papers 1 Books 3 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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49 years (1966 - 2015). 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:
| Cites to:
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Main data
Where Kenneth F. Wallis has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics | 10 |
| Economic Research Papers / University of Warwick - Department of Economics | 10 |
Recent works citing Kenneth F. Wallis (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2111.00822. Full description at Econpapers || Download paper |
| 2024 | Ensemble distributional forecasting for insurance loss reserving. (2022). Xian, Alan ; Wong, Bernard ; Li, Yanfeng ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2206.08541. Full description at Econpapers || Download paper |
| 2024 | Linear Regression with Weak Exogeneity. (2023). Solvsten, Mikkel ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.08958. Full description at Econpapers || Download paper |
| 2024 | The Politics of the Paycheck Protection Program. (2024). Zhang, Eden ; Mishra, Prachi ; Lambert, Thomas ; Igan, Deniz. In: Working Papers. RePEc:ash:wpaper:133. Full description at Econpapers || Download paper |
| 2024 | Central 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. Full description at Econpapers || Download paper |
| 2024 | Solving 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. Full description at Econpapers || Download paper |
| 2024 | Consumption 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. Full description at Econpapers || Download paper |
| 2024 | Combining 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. Full description at Econpapers || Download paper |
| 2024 | Empirical 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. Full description at Econpapers || Download paper |
| 2024 | Financial-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. Full description at Econpapers || Download paper |
| 2024 | Quantifying 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. Full description at Econpapers || Download paper |
| 2024 | Survey 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. Full description at Econpapers || Download paper |
| 2024 | Conditionally 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. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2024 | Firm level expectations and macroeconomic conditions underpinnings and disagreement. (2024). Siklos, Pierre ; Reid, Monique. In: Working Papers. RePEc:rbz:wpaper:11058. Full description at Econpapers || Download paper |
| 2024 | Forecasting 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. Full description at Econpapers || Download paper |
| 2024 | Nowcasting Norwegian household consumption with debit card transaction data. (2024). Granziera, Eleonora ; Paulsen, Kenneth Sterhagen ; Torstensen, Kjersti Nss ; Aastveit, Knut Are ; Fastb, Tuva Marie. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1220-1244. Full description at Econpapers || Download paper |
| 2024 | On 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. Full description at Econpapers || Download paper |
Kenneth F. Wallis has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Kenneth F. Wallis:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1987 | Long-Run Properties of Large-Scale Macroeconometric Models In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 5 |
| 1969 | Some Recent Developments in Applied Econometrics: Dynamic Models and Simultaneous Equation Systems. In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 8 |
| 1980 | MODEL VALIDATION AND FORECAST COMPARISONS: THEORETICAL AND PRACTICAL CONSIDERATIONS In: Economic Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 1980 | Model Validation and Forecast Comparisons : Theoretical and Practical Considerations.(1980) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 1981 | DYNAMIC MODELS AND EXPECTATIONS HYPOTHESIS In: Economic Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 1981 | Dynamic Models and Expectations Hypotheses.(1981) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1981 | MODELS FOR X-11 AND X-11-FORECAST PROCEDURES FOR PRELIMINARY AND REVISED SEASONAL ADJUSTMENTS In: Economic Research Papers. [Full Text][Citation analysis] | paper | 4 |
| 1981 | Models for X-11 and X-11-Forecast Procedures for Preliminary and Revised Seasonal Adjustments.(1981) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 1983 | SIGNAL EXTRACTION IN NONSTATIONARY SERIES In: Economic Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 1983 | Signal Extraction in Nonstationary Series.(1983) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 1983 | UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS In: Economic Research Papers. [Full Text][Citation analysis] | paper | 24 |
| 1984 | Unobserved-Components Models for Seasonal Adjustment Filters..(1984) In: Journal of Business & Economic Statistics. [Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
| 1983 | Unobserved-Components Models for Seasonal Adjustment Filters..(1983) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 1984 | CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES In: Economic Research Papers. [Full Text][Citation analysis] | paper | 6 |
| 1984 | Calculating the Variance of Seasonally Adjusted Series.(1984) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 1986 | FORECASTING AND SIGNAL EXTRACTION IN AUTOREGRESSIVE-MOVING AVERAGE MODELS In: Economic Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 1986 | Forecasting and Signals Extraction in Autoregressive-moving Average Models.(1986) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2002 | The Properties of Some Goodness-of-Fit Tests In: Economic Research Papers. [Full Text][Citation analysis] | paper | 6 |
| 2002 | The properties of some goodness-of-fit tests.(2002) In: Working Paper CRENoS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2002 | THE PROPERTIES OF SOME GOODNESS-OF-FIT TESTS.(2002) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2004 | Sensitivity of the chi-squared goodness-of-fit test to the partitioning of data In: Economic Research Papers. [Full Text][Citation analysis] | paper | 7 |
| 2005 | The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data.(2005) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2004 | Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data.(2004) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2006 | Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters In: Economic Research Papers. [Full Text][Citation analysis] | paper | 124 |
| 2008 | Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters.(2008) In: Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 124 | article | |
| 2006 | Uncertainty and disagreement in economic prediction : the Bank of England Survey of External Forecasters.(2006) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 124 | paper | |
| 1992 | On Macroeconomic Policy and Macroeconometric Models. In: CEPR Discussion Papers. [Citation analysis] | paper | 0 |
| 1998 | New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 0 |
| 2004 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
| 1988 | Some Recent Developments in Macroeconometric Modelling in the United Kingdom. In: Australian Economic Papers. [Citation analysis] | article | 3 |
| 1978 | Multiple Time Series Modelling: Another Look at the Mink‐Muskrat Interaction In: Journal of the Royal Statistical Society Series C. [Full Text][Citation analysis] | article | 2 |
| 1987 | TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 37 |
| 1970 | Output Decisions of Firms Again. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 0 |
| 1984 | Comparing Time-Series and Nonlinear Model-based Forecasts. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 0 |
| 2005 | Combining Density and Interval Forecasts: A Modest Proposal* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 97 |
| 2009 | A Simple Explanation of the Forecast Combination Puzzle* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 170 |
| 1966 | Some Econometric Problems in the Analysis of Inventory Cycles In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Chi-squared tests of interval and density forecasts and the Bank of Englands fan charts In: Working Paper Series. [Full Text][Citation analysis] | paper | 91 |
| 2002 | Chi-squared tests of interval and density forecasts, and the Bank of Englands fan charts.(2002) In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | paper | |
| 2003 | Chi-squared tests of interval and density forecasts, and the Bank of Englands fan charts.(2003) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | article | |
| 1989 | Macroeconomic Forecasting: A Survey. In: Economic Journal. [Full Text][Citation analysis] | article | 65 |
| 2004 | Comparing Empirical Models of the Euro Economy In: Econometric Society 2004 Australasian Meetings. [Citation analysis] | paper | 30 |
| 2004 | Comparing empirical models of the euro economy.(2004) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
| 1972 | Testing for Fourth Order Autocorrelation in Qtrly Regression Equations. In: Econometrica. [Full Text][Citation analysis] | article | 13 |
| 1972 | The Efficiency of the Two-Step Estimator. In: Econometrica. [Full Text][Citation analysis] | article | 0 |
| 1977 | Multiple Time Series Analysis and the Final Form of Econometric Models. In: Econometrica. [Full Text][Citation analysis] | article | 44 |
| 1980 | Econometric Implications of the Rational Expectations Hypothesis. In: Econometrica. [Full Text][Citation analysis] | article | 86 |
| 2000 | Density Forecasting: A Survey In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 196 |
| 2008 | Macroeconomic modelling in central banks in Latin America In: Documentos de Proyectos. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Targeting inflation: Comparative control exercises on models of the UK economy In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 1998 | Comparing global economic models In: Economic Modelling. [Full Text][Citation analysis] | article | 22 |
| 2000 | Fiscal policy rules in macroeconomic models: principles and practice In: Economic Modelling. [Full Text][Citation analysis] | article | 52 |
| 2004 | Empirical macro-models of the euro economy: an introduction In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 1990 | The historical tracking performance of UK macroeconometric models 1978-1985 In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
| 1982 | Time-series versus econometric forecasts : A non-linear regression counterexample In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2004 | Decompositions of Pearsons chi-squared test In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
| 2007 | COINTEGRATION, LONG-RUN STRUCTURAL MODELLING AND WEAK EXOGENEITY: TWO MODELS OF THE UK ECONOMY.(2007) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2008 | Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 15 |
| 2011 | Scoring rules and survey density forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 33 |
| 2011 | Scoring rules and survey density forecasts.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
| 1995 | TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING In: Books. [Full Text][Citation analysis] | book | 0 |
| 2002 | Comparing SVARs and SEMs: more shocking stories In: Research Report. [Full Text][Citation analysis] | paper | 1 |
| 1997 | A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1997 | Statistical Demand Functions for Food in the USA and the Netherlands: Comments. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2005 | Comparing SVARs and SEMs: two models of the UK economy In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 11 |
| 1989 | Differences in the Properties of Large-Scale Macroeconometric Models: The Role of Labour Market Specifications. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
| 1978 | Seasonal Adjustment and Multiple Time Series Analysis In: NBER Chapters. [Full Text][Citation analysis] | chapter | 8 |
| 1978 | Contributed Comments to Seasonal Analysis of Economic Time Series In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 1997 | Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters In: NBER Working Papers. [Full Text][Citation analysis] | paper | 54 |
| 1998 | Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters.(1998) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 54 | paper | |
| 1994 | Econometric Evaluation of Consumers Expenditure Equations. In: Oxford Review of Economic Policy. [Citation analysis] | article | 12 |
| 1987 | Evaluating Special Employment Measures with Macroeconometric Models. In: Oxford Review of Economic Policy. [Citation analysis] | article | 0 |
| 1991 | Macro-models and Macro Policy in the 1980s. In: Oxford Review of Economic Policy. [Citation analysis] | article | 4 |
| 2006 | A note on the calculation of entropy from histograms In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
| 1985 | Models of the UK Economy and the Real Wage-Employment Debate In: National Institute Economic Review. [Full Text][Citation analysis] | article | 4 |
| 1988 | Comparative Properties of Models of the Uk Economy In: National Institute Economic Review. [Full Text][Citation analysis] | article | 30 |
| 1989 | Comparative Properties of Models of the Uk Economy.(1989) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
| 1990 | Comparative Properties of Models of the Uk Economy.(1990) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
| 1991 | Comparative Properties of Models of the Uk Economy.(1991) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
| 1993 | Comparative Properties of Models of the UK Economy.(1993) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
| 1995 | Comparative Properties of Models of the UK Economy.(1995) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
| 1997 | Comparative Properties of Models of the UK Economy*.(1997) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
| 2000 | Comparative Properties of Models of the UK Economy.(2000) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
| 1998 | Technical Progress and the Natural Rate in Models of the UK Economy In: National Institute Economic Review. [Full Text][Citation analysis] | article | 0 |
| 1999 | Asymmetric density forecasts of inflation and the Bank of Englands fan chart In: National Institute Economic Review. [Full Text][Citation analysis] | article | 60 |
| 2004 | An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties In: National Institute Economic Review. [Full Text][Citation analysis] | article | 52 |
| 2011 | Combining forecasts - forty years later In: Applied Financial Economics. [Full Text][Citation analysis] | article | 46 |
| 1992 | On Macroeconomic Policy and Macroeconomic Modeling In: Economics Discussion / Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness In: Journal of Applied Econometrics. [Citation analysis] | article | 89 |
| 2015 | The Measurement and Characteristics of Professional Forecasters Uncertainty In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 31 |
| 2008 | FORECAST UNCERTAINTY, ITS REPRESENTATION AND EVALUATION In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 5 |
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