50
H index
128
i10 index
9879
Citations
Rimini Centre for Economic Analysis (RCEA) (2% share) | 50 H index 128 i10 index 9879 Citations RESEARCH PRODUCTION: 175 Articles 141 Papers 8 Books 18 Chapters EDITOR: RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with David F. Hendry. | Is cited by: | Cites to: |
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2024 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper | |
2024 | (When) Can We Detect $p$-Hacking?. (2022). Elliott, Graham ; Wuthrich, Kaspar ; Kudrin, Nikolay. In: Papers. RePEc:arx:papers:2205.07950. Full description at Econpapers || Download paper | |
2024 | What Does it Take to Control Global Temperatures? A toolbox for estimating the impact of economic policies on climate. (2023). Kurita, Takamitsu ; Chevillon, Guillaume. In: Papers. RePEc:arx:papers:2307.05818. Full description at Econpapers || Download paper | |
2024 | Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451. Full description at Econpapers || Download paper | |
2024 | Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2024). Pedersen, Michael. In: Papers. RePEc:arx:papers:2404.04105. Full description at Econpapers || Download paper | |
2025 | A data-driven merit order: Learning a fundamental electricity price model. (2025). Ghelasi, Paul ; Ziel, Florian. In: Papers. RePEc:arx:papers:2501.02963. Full description at Econpapers || Download paper | |
2025 | Misspecification-Robust Shrinkage and Selection for VAR Forecasts and IRFs. (2025). Schorfheide, Frank ; Gonz, Oriol. In: Papers. RePEc:arx:papers:2502.03693. Full description at Econpapers || Download paper | |
2024 | Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | The nexus between national and regional reporting of economic news: Evidence from the United Kingdom and Scotland. (2024). Kwiatkowski, Andrzej ; Rambaccussing, Dooruj. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:371-393. Full description at Econpapers || Download paper | |
2024 | Do markets Trump politics? Fossil and renewable market reactions to major political events. (2024). Sterner, Thomas ; Mukanjari, Samson. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:805-836. Full description at Econpapers || Download paper | |
2024 | Good risk measures, bad statistical assumptions, ugly risk forecasts. (2024). Poudyal, Niraj ; Michaelides, Michael. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:519-543. Full description at Econpapers || Download paper | |
2024 | The Janus model of money demand. (2024). McAdam, Peter ; Faria, Joo Ricardo. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:20:y:2024:i:3:p:334-351. Full description at Econpapers || Download paper | |
2024 | Future directions in nowcasting economic activity: A systematic literature review. (2024). Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233. Full description at Econpapers || Download paper | |
2024 | Interpretable Machine Learning Using Partial Linear Models. (2024). Hué, Sullivan ; Hacheme, Gilles ; Laurent, Sbastien ; Flachaire, Emmanuel. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:519-540. Full description at Econpapers || Download paper | |
2024 | Revisiting the Phillips Curve: The Empirical Relationship Yet to be Validated. (2024). Spanos, Aris ; Do, Hoangphuong. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:761-793. Full description at Econpapers || Download paper | |
2024 | International Sanctions and Internal Conflict: The Case of Iran. (2024). Gutmann, Jerg ; Farzanegan, Mohammad Reza. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11578. Full description at Econpapers || Download paper | |
2025 | Are money demand equations still alive and kicking? Historical evidence of cointegration for the UK, using nonlinear techniques. (2025). Arranz, Miguel Angel ; Rodrguez, Juan Andrs ; Escribano, Lvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:45845. Full description at Econpapers || Download paper | |
2024 | ECB macroeconometric models for forecasting and policy analysis. (2024). Priftis, Romanos ; Banbura, Marta ; Kase, Hanno ; Fagan, Gabriel ; Rigato, Rodolfo Dinis ; Bokan, Nikola ; Zimic, Sreko ; Babura, Marta ; Warne, Anders ; Angelini, Elena ; Santoro, Sergio ; Von-Pine, Eliott ; Paredes, Joan ; Paries, Matthieu Darracq ; Invernizzi, Marco ; Muller, Georg ; Ciccarelli, Matteo ; Giammaria, Alessandro ; Montes-Galdon, Carlos ; Cocchi, Sara ; Lalik, Magdalena ; Brunotte, Stella ; Kornprobst, Antoine ; Koutsoulis, Iason ; Gumiel, Jose Emilio. In: Occasional Paper Series. RePEc:ecb:ecbops:2024344. Full description at Econpapers || Download 2024 | Advancements in stress-testing methodologies for financial stability applications. (2024). Shaw, Frances ; Poblacion, Francisco Javier ; Metzler, Julian ; le Grand, Catherine ; Chalf, Yasmine ; Konietschke, Paul ; Trachana, Zoe ; Figueres, Juan Manuel ; Ortl, Aljosa ; Durrani, Agha ; Georgescu, Oana-Maria ; Grassi, Alberto ; Franch, Fabio ; Giglio, Carla ; Sydow, Matthias ; Marques, Aurea Ponte ; Gross, Johannes ; Budnik, Katarzyna. In: Occasional Paper Series. RePEc:ecb:ecbops:2024348. Full description at Econpapers || Download paper |
2024 | Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Menz, Jan-Oliver ; Wieland, Elisabeth ; Schnorrenberger, Richard ; Carstensen, Kai ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930. Full description at Econpapers || Download paper | |
2024 | Enhancing tourism demand forecasting with a transformer-based framework. (2024). Xu, Yechi ; Li, Xin ; Wang, Shouyang ; Law, Rob. In: Annals of Tourism Research. RePEc:eee:anture:v:107:y:2024:i:c:s0160738324000689. Full description at Econpapers || Download paper | |
2024 | The simple macroeconometrics of the quantity theory and the welfare cost of inflation. (2024). Stewart, Kenneth G. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000344. Full description at Econpapers || Download paper | |
2024 | Stability between cryptocurrency prices and the term structure. (2024). Castle, Jennifer ; Kurita, Takamitsu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000824. Full description at Econpapers || Download paper | |
2024 | A micro-macro approach for the evaluation of fiscal policies: The case of the Italian tax-benefit reform. (2024). Suta, Cornelia-Madalina ; Longo, Enrico ; Figari, Francesco ; Alexandri, Eva. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000452. Full description at Econpapers || Download paper | |
2024 | Disentangling demand and supply inflation shocks from electronic payments data. (2024). Hernndez-Romn, Luis G ; Eterovic, Nicols ; Carlomagno, Guillermo. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002281. Full description at Econpapers || Download paper | |
2024 | Forecasting the climate-conflict risk in Africa along climate-related scenarios and multiple socio-economic drivers. (2024). Costantini, Valeria ; Tancredi, Andrea ; Paglialunga, Elena ; Conigliani, Caterina. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002682. Full description at Econpapers || Download paper | |
2024 | Improving volatility forecasts: Evidence from range-based models. (2024). Fiszeder, Piotr ; Fadziski, Marcin ; Molnar, Peter. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001420. Full description at Econpapers || Download paper | |
2024 | Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499. Full description at Econpapers || Download paper | |
2024 | The efficiency of the Japanese government’s revenue projections. (2024). Yamamoto, Yohei ; Iizuka, Nobuo ; Arai, Natsuki. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524005196. Full description at Econpapers || Download paper | |
2024 | Modelling cycles in climate series: The fractional sinusoidal waveform process. (2024). Proietti, Tommaso ; Maddanu, Federico. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622000987. Full description at Econpapers || Download paper | |
2024 | Sieve bootstrap inference for linear time-varying coefficient models. (2024). Lin, Yicong ; Friedrich, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622001701. Full description at Econpapers || Download paper | |
2024 | Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change. (2024). Pretis, Felix ; Jiao, Xiyu ; Schwarz, Moritz. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002634. Full description at Econpapers || Download paper | |
2024 | A new macro-financial condition index for the euro area. (2024). MORANA, CLAUDIO. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:64-87. Full description at Econpapers || Download paper | |
2024 | Persistence of human capital development in OECD countries over 150 years: Evidence from linear and nonlinear fractional integration methods. (2024). Gil-Alana, Luis ; Solarin, Sakiru Adebola ; Hernandez-Herrera, Maria. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000372. Full description at Econpapers || Download paper | |
2024 | On the update frequency of univariate forecasting models. (2024). Petropoulos, Fotios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:111-121. 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 | The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Muhammadullah, Sara ; Khan, Faridoon ; Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673. Full description at Econpapers || Download paper | |
2024 | Impacts of electricity price reform on Saudi regional fuel consumption and CO2 emissions. (2024). Soummane, Salaheddine ; Mikayilov, Jeyhun I ; Darandary, Abdulelah. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001087. Full description at Econpapers || Download paper | |
2024 | The ‘complex’ transition: Energy intensity and CO2 emissions amidst technological and structural shifts. Evidence from OECD countries. (2024). Cucculelli, Marco ; Nissi, Eugenia ; Colantonio, Emiliano ; Marra, Alessandro. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004109. Full description at Econpapers || Download paper | |
2024 | The impact of renewable energy on inflation in G7 economies: Evidence from artificial neural networks and machine learning methods. (2024). Singh, Sanjay Kumar ; Gupta, Monika ; Zhang, Long ; Padhan, Hemachandra. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004262. Full description at Econpapers || Download paper | |
2024 | Urban?rural disparities in household energy and electricity consumption under the influence of electricity price reform policies. (2024). Su, Bin ; Zhang, Guoxing ; Nie, Yan ; Zhong, Luhao. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004536. Full description at Econpapers || Download paper | |
2024 | Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024. Full description at Econpapers || Download paper | |
2024 | Testing rational expectations in a cointegrated VAR with structural change. (2024). Marçal, Emerson ; Maral, Emerson Fernandes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003673. Full description at Econpapers || Download paper | |
2024 | A machine learning approach in stress testing US bank holding companies. (2024). Fonton, Ahmadou Mustapha. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004083. Full description at Econpapers || Download paper | |
2024 | A market for trading forecasts: A wagering mechanism. (2024). Kazempour, Jalal ; Pinson, Pierre ; Raja, Aitazaz Ali ; Grammatico, Sergio. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:142-159. Full description at Econpapers || Download paper | |
2024 | How local is the local inflation factor? Evidence from emerging European countries. (2024). Clements, Michael ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:160-183. Full description at Econpapers || Download paper | |
2024 | Demand forecasting for fashion products: A systematic review. (2024). Venkitasubramony, Rakesh ; Swaminathan, Kritika. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:247-267. Full description at Econpapers || Download paper | |
2024 | Conflict forecasting using remote sensing data: An application to the Syrian civil war. (2024). Davidson, Brittany I ; Thurner, Paul W ; Racek, Daniel ; Kauermann, Goran ; Zhu, Xiao Xiang. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:373-391. Full description at Econpapers || Download paper | |
2024 | Forecast combination-based forecast reconciliation: Insights and extensions. (2024). Girolimetto, Daniele ; di Fonzo, Tommaso. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:490-514. Full description at Econpapers || Download paper | |
2024 | Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2024). Ziel, Florian ; Ghelasi, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:581-596. 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 | Forecasting seasonal demand for retail: A Fourier time-varying grey model. (2024). Shang, Zhongju ; Xie, Naiming ; Ye, Lili ; Boylan, John E. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1467-1485. Full description at Econpapers || Download paper | |
2024 | Forecasting UK inflation bottom up. (2024). Potjagailo, Galina ; Kapetanios, George ; Chakraborty, Chiranjit ; Joseph, Andreas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1521-1538. Full description at Econpapers || Download paper | |
2024 | A loss discounting framework for model averaging and selection in time series models. (2024). Griffin, Jim E ; Bernaciak, Dawid. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1721-1733. 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 | Violence and cooperation in geopolitical conflicts: Evidence from the Second Intifada. (2024). Asali, Muhammad ; Beenstock, Michael ; Abu-Qarn, Aamer. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:261-286. Full description at Econpapers || Download paper | |
2024 | Climate change and economic prosperity: Evidence from a flexible damage function. (2024). Eberhardt, Markus ; Desbordes, Rodolphe. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000482. Full description at Econpapers || Download paper | |
2024 | Climate change impacts on the within-country income distributions. (2024). Calcaterra, Matteo ; Gilli, Martino ; Emmerling, Johannes ; Granella, Francesco. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:127:y:2024:i:c:s009506962400086x. Full description at Econpapers || Download paper | |
2024 | A bank-level analysis of interest rate pass-through in South Africa. (2024). Steenkamp, Daan ; van Jaarsveld, Rossouw ; Greenwood-Nimmo, Matthew. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:82:y:2024:i:c:s0164070424000545. Full description at Econpapers || Download paper | |
2024 | Forecasting the price of oil: A cautionary note. (2024). Eyiah-Donkor, Emmanuel ; Cotter, John ; Conlon, Thomas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000685. Full description at Econpapers || Download paper | |
2024 | Measuring wholesale electricity price risk from climate change: Evidence from Portugal. (2024). Fuinhas, Jos Alberto ; Entezari, Negin. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001309. Full description at Econpapers || Download paper | |
2024 | Assessing the ethics of prison policies to ensure human rights compliance: Suicides and self-inflicted critical events in Italian prisons. (2024). Santoni, Michele ; Fedeli, Silvia ; Coretti, Silvia. In: European Journal of Political Economy. RePEc:eee:poleco:v:84:y:2024:i:c:s0176268023000721. Full description at Econpapers || Download paper | |
2024 | Optimization of a hybrid renewable energy system for off-grid residential communities using numerical simulation, response surface methodology, and life cycle assessment. (2024). Assareh, Ehsanolah ; Roshani, Amir Salek ; Carvalho, Monica ; Ershadi, Ali. In: Renewable Energy. RePEc:eee:renene:v:236:y:2024:i:c:s0960148124014939. Full description at Econpapers || Download paper | |
2024 | Optimal planning for hybrid renewable energy systems under limited information based on uncertainty quantification. (2024). Feng, Wei ; Wu, Xia ; Tian, Zhe ; Li, Xiaoyuan ; Niu, Jide. In: Renewable Energy. RePEc:eee:renene:v:237:y:2024:i:pd:s0960148124019347. Full description at Econpapers || Download paper | |
2024 | A systematic review towards integrative energy management of smart grids and urban energy systems. (2024). Luo, Xiaowei ; Shafique, Muhammad ; Zheng, Zhuang ; Wang, Shengwei. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s136403212300881x. Full description at Econpapers || Download paper | |
2024 | Investigating the diffusion of innovation: A comprehensive study of successive diffusion processes through analysis of search trends, patent records, and academic publications. (2024). Scornavacca, Eusebio ; Bastos, Julio Cesar ; Takahashi, Carlos Kazunari. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006765. Full description at Econpapers || Download paper | |
2024 | External arms embargoes and their implications for government expenditure, democracy and internal conflict. (2024). Murshed, Syed Mansoob ; Dizaji, Sajjad Faraji. In: World Development. RePEc:eee:wdevel:v:173:y:2024:i:c:s0305750x23002280. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Oxford Bulletin of Economics and Statistics |
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Year | Title | Type | Cited |
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2007 | Selecting a Regression Saturated by Indicators In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
2007 | Selecting a Regression Saturated by Indicators.(2007) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2011 | The Properties of Model Selection when Retaining Theory Variables In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 3 |
2011 | The Properties of Model Selection when Retaining Theory Variables.(2011) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2002 | Forecast Failure, Expectations Formation and the Lucas Critique In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 9 |
2000 | Forecast Failure, Expectations Formation, and the Lucas Critique.(2000) In: Economics Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
1991 | An Econometric Analysis of U.K. Money Demand in Monetary Trends in the United States and the United Kingdom by Milton Friedman and Anna Schwartz. In: American Economic Review. [Full Text][Citation analysis] | article | 139 |
1989 | An econometric analysis of UK money demand in MONETARY TRENDS IN THE UNITED STATES AND THE UNITED KINGDOM by Milton Friedman and Anna J. Schwartz.(1989) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 139 | paper | |
2000 | Explaining Cointegration Analysis: Part 1 In: The Energy Journal. [Full Text][Citation analysis] | article | 277 |
2001 | Explaining Cointegration Analysis: Part II.(2001) In: The Energy Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 277 | article | |
2000 | Explaining Cointegration Analysis: Part II.(2000) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 277 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 277 | article | ||
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1996 | MULTI-STEP ESTIMATION FOR FORECASTING In: Economic Research Papers. [Full Text][Citation analysis] | paper | 79 |
1996 | Multi-step Estimation for Forecasting..(1996) In: Oxford Bulletin of Economics and Statistics. [Citation analysis] This paper has nother version. Agregated cites: 79 | article | |
1996 | Multi-Step Estimation for Forecasting.(1996) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
1998 | FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS In: Economic Research Papers. [Full Text][Citation analysis] | paper | 41 |
2001 | Forecasting with difference-stationary and trend-stationary models.(2001) In: Econometrics Journal. [Citation analysis] This paper has nother version. Agregated cites: 41 | article | |
2000 | Forecasting with Difference-Stationary and Trend-Stationary Models.(2000) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
1998 | Forecasting with Difference-Stationary and Trend-Stationary Models..(1998) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
1979 | EXOGENEITY In: Economic Research Papers. [Full Text][Citation analysis] | paper | 48 |
1983 | Exogeneity.(1983) In: LIDAM Reprints CORE. [Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
1983 | Exogeneity..(1983) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | article | |
1979 | Exogeneity.(1979) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
2022 | Forecasting: theory and practice In: Papers. [Full Text][Citation analysis] | paper | 69 |
2022 | Forecasting: theory and practice.(2022) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | article | |
1998 | Exogeneity, Cointegration, and Economic Policy Analysis. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 86 |
1998 | Exogeneity, cointegration, and economic policy analysis.(1998) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 86 | paper | |
2007 | Co-Breaking: Recent Advances and a Synopsis of the Literature In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 47 |
2011 | Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 137 |
2010 | Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate.(2010) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 137 | paper | |
2011 | Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 137 | article | |
1973 | On Asymptotic Theory and Finite Sample Experiments. In: Economica. [Full Text][Citation analysis] | article | 6 |
1980 | Econometrics-Alchemy or Science? In: Economica. [Full Text][Citation analysis] | article | 134 |
2024 | Forecasting the UK top 1% income share in a shifting world In: Economica. [Full Text][Citation analysis] | article | 1 |
2000 | Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
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2001 | Modelling UK inflation, 1875-1991 In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 44 |
2009 | In memory of Clive Granger: an advisory board member of the journal In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
2010 | Nowcasting from disaggregates in the face of location shifts In: Journal of Forecasting. [Full Text][Citation analysis] | article | 21 |
2001 | Forecasting Non-Stationary Economic Time Series In: MIT Press Books. [Citation analysis] | book | 144 |
2020 | Climate Econometrics: An Overview In: Foundations and Trends(R) in Econometrics. [Full Text][Citation analysis] | article | 15 |
1994 | An evaluation of forecasting using leading indicators In: Economics Papers. [Full Text][Citation analysis] | paper | 8 |
1995 | On the interactions of unit roots and exogeneity In: Economics Papers. [Full Text][Citation analysis] | paper | 18 |
2001 | Computationally-intensive Econometrics using a Distributed Matrix-programming Language In: Economics Papers. [Full Text][Citation analysis] | paper | 3 |
2001 | Model Identification and Non-unique Structure In: Economics Papers. [Full Text][Citation analysis] | paper | 3 |
2001 | Forecasting in the Presence of Structural Breaks and Policy Regime Shifts In: Economics Papers. [Full Text][Citation analysis] | paper | 5 |
2003 | Sub-sample Model Selection Procedures in Gets Modelling In: Economics Papers. [Full Text][Citation analysis] | paper | 2 |
2004 | Robustifying Forecasts from Equilibrium-Correction Models In: Economics Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | Parallel Computation in Econometrics: A Simplified Approach In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Some forecasting principles from the M4 competition In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | A Short History of Macro-econometric Modelling In: Economics Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017 In: Economics Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 In: Economics Papers. [Full Text][Citation analysis] | paper | 3 |
1996 | Log income versus linear income: an application of the encompassing principl In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
1996 | The UK Demand for Broad Money over the Long run In: Economics Papers. [Full Text][Citation analysis] | paper | 0 |
1983 | On Keynesian Model Building and the Rational Expectations Critique: A Question of Methodology. In: Cambridge Journal of Economics. [Citation analysis] | article | 1 |
2010 | Professor Sir Clive W.J. Granger and Cointegration In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
1988 | The Encompassing Implications of Feedback versus Feedforward Mechanisms in Econometrics. In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 59 |
1989 | A Re-analysis of Confluence Analysis. In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 7 |
1994 | HUS Revisited. In: Oxford Review of Economic Policy. [Citation analysis] | article | 26 |
2000 | Reformulating Empirical Macroeconomic Modelling. In: Oxford Review of Economic Policy. [Citation analysis] | article | 15 |
1985 | Monetary Economic Myth and Econometric Reality. In: Oxford Review of Economic Policy. [Citation analysis] | article | 28 |
2018 | The future of macroeconomics: macro theory and models at the Bank of England In: Oxford Review of Economic Policy. [Full Text][Citation analysis] | article | 49 |
2017 | The future of macroeconomics: Macro theory and models at the Bank of England.(2017) In: Economics Series Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
1972 | Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 11 |
1980 | An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 27 |
1986 | Econometric Evaluation of Linear Macro-Economic Models In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 294 |
1992 | The Demand for M1 in the U.S.A., 1960–1988 In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 89 |
2000 | Modelling UK Inflation over the Long Run In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 2 |
2007 | Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 7 |
2007 | A Low-Dimension Collinearity-Robust Test for Non-linearity In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
2000 | Constructing Historical Euro-Zone Data In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 12 |
2010 | Automatic Selection for Non-linear Models In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 7 |
2010 | Econometric Modelling of Changing Time Series In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 3 |
2010 | An Automatic Test of Super Exogeneity In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 49 |
2010 | Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 2 |
2010 | Climate Change: Lessons for our Future from the Distant Past In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | On the Mathematical Basis of Inter-temporal Optimization In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 20 |
2011 | A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Empirical Economic Model Discovery and Theory Evaluation In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 5 |
2011 | Empirical Economic Model Discovery and Theory Evaluation.(2011) In: Rationality, Markets and Morals. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2011 | Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Forecasting breaks and forecasting during breaks In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 18 |
2011 | On Not Evaluating Economic Models by Forecast Outcomes In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | An Open-model Forecast-error Taxonomy In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Forecasting from Structural Econometric Models In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 2 |
2012 | Forecasting by factors, by variables, or both? In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 2 |
2013 | Some Fallacies in Econometric Modelling of Climate Change In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 5 |
2013 | Semi-automatic Non-linear Model selection In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 2 |
2013 | Step-indicator Saturation In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 19 |
2013 | Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 8 |
2014 | Statistical Model Selection with Big Data In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 13 |
2016 | An Overview of Forecasting Facing Breaks In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 18 |
2016 | An Overview of Forecasting Facing Breaks.(2016) In: Journal of Business Cycle Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2016 | Improving the Teaching of Econometrics In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Policy Analysis, Forediction, and Forecast Failure In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | The impact of integrated measurement errors on modeling long-run macroeconomic time series.(2017) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2020 | Identifying the Causal Role of CO2 during the Ice Ages In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Geoclimate, geopolitics, and the geovolatility of carbon-intensive equity returns In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Can the UK achieve net-zero greenhouse gas emissions by 2050? In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 0 |
1990 | TESTING THE LUCAS CRITIQUE: A REVIEW. In: Economics Series Working Papers. [Citation analysis] | paper | 46 |
1989 | Testing the Lucas Critique: A Review.(1989) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
1990 | Testing the Lucas Critique: A Review.(1990) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
1990 | EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR. In: Economics Series Working Papers. [Citation analysis] | paper | 52 |
1992 | On the Limitations of Comparing Mean Square Forecast Errors. In: Economics Series Working Papers. [Citation analysis] | paper | 45 |
1992 | Forecasting in Cointegrated Systems. In: Economics Series Working Papers. [Citation analysis] | paper | 24 |
1995 | Dynamic Econometrics In: OUP Catalogue. [Citation analysis] | book | 611 |
1993 | Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data In: OUP Catalogue. [Citation analysis] | book | 688 |
2000 | Econometrics: Alchemy or Science?: Essays in Econometric Methodology In: OUP Catalogue. [Citation analysis] | book | 52 |
2009 | The Methodology of Empirical Econometric Modeling: Applied Econometrics Through the Looking-Glass In: Palgrave Macmillan Books. [Citation analysis] | chapter | 23 |
2019 | John Denis Sargan (1924–1996) In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
2007 | The Bernoulli model, from Econometric Modeling: A Likelihood Approach In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 34 |
2007 | Preface to Econometric Modeling: A Likelihood Approach In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 45 |
2012 | Mis-specification Testing: Non-Invariance of Expectations Models of Inflation In: Working Paper series. [Full Text][Citation analysis] | paper | 6 |
2014 | Misspecification Testing: Non-Invariance of Expectations Models of Inflation.(2014) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2005 | Forecasting Aggregates by Disaggregates In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 18 |
1994 | Can Econometrics Improve Economic Forecasting? In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 9 |
2008 | Automatic selection of indicators in a fully saturated regression In: Computational Statistics. [Full Text][Citation analysis] | article | 158 |
2008 | Automatic selection of indicators in a fully saturated regression.(2008) In: Computational Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 158 | article | |
1998 | Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK In: Empirical Economics. [Full Text][Citation analysis] | article | 97 |
1998 | Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
1999 | On winning forecasting competitions in economics In: Spanish Economic Review. [Full Text][Citation analysis] | article | 21 |
2021 | Oxford’s Contributions to Econometrics In: Springer Books. [Citation analysis] | chapter | 0 |
2005 | Bridging the Gap: Linking Economics and Econometrics In: Springer Books. [Citation analysis] | chapter | 12 |
2011 | Revisiting UK consumers expenditure: cointegration, breaks and robust forecasts In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2010 | RESEARCH AND THE ACADEMIC: A TALE OF TWO CULTURES In: Economics Discussion / Working Papers. [Full Text][Citation analysis] | paper | 0 |
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