21
H index
27
i10 index
3199
Citations
University of Warwick (95% share) | 21 H index 27 i10 index 3199 Citations RESEARCH PRODUCTION: 53 Articles 34 Papers 1 Books 3 Chapters EDITOR: Books edited RESEARCH ACTIVITY: 49 years (1966 - 2015). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pwa27 |
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: |
Working Papers Series with more than one paper published | # docs |
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Economic Research Papers / University of Warwick - Department of Economics | 10 |
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics | 10 |
Year | Title of citing document |
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2023 | Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662. Full description at Econpapers || Download paper |
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 |
2023 | The Sample Complexity of Forecast Aggregation. (2022). Lin, Tao ; Chen, Yiling. In: Papers. RePEc:arx:papers:2207.13126. Full description at Econpapers || Download paper |
2023 | Testing Quantile Forecast Optimality. (2023). Pohle, Marc-Oliver ; Gutknecht, Daniel ; Fosten, Jack. In: Papers. RePEc:arx:papers:2302.02747. 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 |
2023 | Central Bank Forecasting: A Survey. (2023). Sekkel, Rodrigo ; Binder, Carola Conces. In: Staff Working Papers. RePEc:bca:bocawp:23-18. Full description at Econpapers || Download paper |
2023 | Effects of Carbon Pricing in Germany and Spain: An Assessment with EMuSe. (2023). Hinterlang, Natascha. In: Working Papers. RePEc:bde:wpaper:2328. Full description at Econpapers || Download paper |
2023 | Recent 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. Full description at Econpapers || Download paper |
2023 | Can 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. Full description at Econpapers || Download paper |
2023 | Improving 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. Full description at Econpapers || Download paper |
2023 | House 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. 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 |
2023 | Penalized 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. Full description at Econpapers || Download paper |
2023 | Model 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. Full description at Econpapers || Download paper |
2023 | On 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. Full description at Econpapers || Download paper |
2023 | Score-driven models for realized volatility. (2023). Palumbo, Dario ; Harvey, Andrew. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001422. Full description at Econpapers || Download paper |
2023 | Central 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. Full description at Econpapers || Download paper |
2023 | Gauging 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. 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 |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Carbon 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. Full description at Econpapers || Download paper |
2023 | Too 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Testing 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. Full description at Econpapers || Download paper |
2023 | Differing 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. Full description at Econpapers || Download paper |
2023 | Static 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. Full description at Econpapers || Download paper |
2023 | Bayesian 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. Full description at Econpapers || Download paper |
2023 | Forecast 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. Full description at Econpapers || Download paper |
2023 | Real-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. Full description at Econpapers || Download paper |
2023 | Dynamic 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. 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 |
2023 | Commodity 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics. (2022). Poon, Aubrey ; Mitchell, James ; Zhu, Dan. In: Working Papers. RePEc:fip:fedcwq:94160. Full description at Econpapers || Download paper |
2023 | Inflation and Real Activity over the Business Cycle. (2023). Song, Dongho ; Nicolo, Giovanni ; Bianchi, Francesco. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96640. Full description at Econpapers || Download paper |
2023 | Distribution 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. Full description at Econpapers || Download paper |
2023 | Herding 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. Full description at Econpapers || Download paper |
2023 | Solving 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. Full description at Econpapers || Download paper |
2023 | Eye 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. 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 |
2023 | Expectations and Stock Market in Nepal. (2023). Shijin, S ; Sedhain, Roshan. In: Vision. RePEc:sae:vision:v:27:y:2023:i:5:p:671-679. Full description at Econpapers || Download paper |
2023 | Economic 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. Full description at Econpapers || Download paper |
2023 | Trends 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Censored 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. Full description at Econpapers || Download paper |
2023 | A 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. 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 |
2023 | . Full description at Econpapers || Download paper |
2023 | Heterogeneous expectations among professional forecasters. (2023). Lahiri, Kajal ; Conrad, Christian. In: ZEW Discussion Papers. RePEc:zbw:zewdip:283583. Full description at Econpapers || Download paper |
2023 | An area-wide model (AWM) for the euro area. (2001). Mestre, Ricardo ; Henry, Jerome ; Fagan, Gabriel. In: Working Paper Series. RePEc:ecb:ecbwps:20010042. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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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 | 123 |
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: 123 | 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: 123 | 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 |
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 | 166 |
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 | 94 |
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: 94 | 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: 94 | 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 | 45 |
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 | 24 |
2000 | Fiscal policy rules in macroeconomic models: principles and practice In: Economic Modelling. [Full Text][Citation analysis] | article | 56 |
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 | 13 |
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 | 32 |
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: 32 | 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: 32 | 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: 32 | 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: 32 | 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: 32 | 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: 32 | 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: 32 | 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 | 58 |
2004 | An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties In: National Institute Economic Review. [Full Text][Citation analysis] | article | 54 |
2011 | Combining forecasts - forty years later In: Applied Financial Economics. [Full Text][Citation analysis] | article | 43 |
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 | 93 |
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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