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Details about Kenneth F. Wallis

E-mail:
Homepage:http://www.warwick.ac.uk/go/kfwallis
Postal address:Department of Economics University of Warwick Coventry CV4 7AL UK
Workplace:Department of Economics, University of Warwick, (more information at EDIRC)
Centre for Applied Macroeconomic Analysis (CAMA), Crawford School of Public Policy, Australian National University, (more information at EDIRC)

Access statistics for papers by Kenneth F. Wallis.

Last updated 2017-04-21. Update your information in the RePEc Author Service.

Short-id: pwa27


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Working Papers

2008

  1. Macroeconomic modelling in central banks in Latin America
    Documentos de Proyectos, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL) Downloads

2007

  1. COINTEGRATION, LONG-RUN STRUCTURAL MODELLING AND WEAK EXOGENEITY: TWO MODELS OF THE UK ECONOMY
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2010)

2006

  1. A note on the calculation of entropy from histograms
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  2. Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (6)
    See also Journal Article in Economic Journal (2008)

2004

  1. Comparing Empirical Models of the Euro Economy
    Econometric Society 2004 Australasian Meetings, Econometric Society View citations (19)
    See also Journal Article in Economic Modelling (2004)
  2. Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (3)

2002

  1. Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts
    Royal Economic Society Annual Conference 2002, Royal Economic Society Downloads View citations (15)
    Also in Working Paper Series, European Central Bank (2001) Downloads View citations (1)

    See also Journal Article in International Journal of Forecasting (2003)
  2. Comparing SVARs and SEMs: more shocking stories
    Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) Downloads
  3. THE PROPERTIES OF SOME GOODNESS-OF-FIT TESTS
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (6)
    Also in Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia (2002) Downloads View citations (3)

2000

  1. Density Forecasting: A Survey
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads View citations (121)

1998

  1. Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (6)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1997) Downloads View citations (38)

1992

  1. On Macroeconomic Policy and Macroeconometric Models
    CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University
    See also Journal Article in The Economic Record (1993)
  2. On Macroeconomic Policy and Macroeconomic Modeling
    Economics Discussion / Working Papers, The University of Western Australia, Department of Economics Downloads

1986

  1. Forecasting and Signals Extraction in Autoregressive-moving Average Models
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics

1984

  1. Calculating the Variance of Seasonally Adjusted Series
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (6)

1983

  1. Signal Extraction in Nonstationary Series
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics
  2. Unobserved-Components Models for Seasonal Adjustment Filters
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (4)
    See also Journal Article in Journal of Business & Economic Statistics (1984)

1981

  1. Dynamic Models and Expectations Hypotheses
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics
  2. Models for X-11 and 'X-11-Forecast' Procedures for Preliminary and Revised Seasonal Adjustments
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (3)

1980

  1. Model Validation and Forecast Comparisons: Theoretical and Practical Considerations
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics Downloads View citations (2)

1966

  1. Some Econometric Problems in the Analysis of Inventory Cycles
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads

Journal Articles

2015

  1. The Measurement and Characteristics of Professional Forecasters' Uncertainty
    Journal of Applied Econometrics, 2015, 30, (7), 1029-1046 Downloads View citations (2)

2011

  1. Combining forecasts - forty years later
    Applied Financial Economics, 2011, 21, (1-2), 33-41 Downloads View citations (17)
  2. Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness
    Journal of Applied Econometrics, 2011, 26, (6), 1023-1040 View citations (42)
  3. Scoring rules and survey density forecasts
    International Journal of Forecasting, 2011, 27, (2), 379-393 Downloads View citations (14)
    Also in International Journal of Forecasting, 2011, 27, (2), 379-393 (2011) Downloads View citations (12)

2010

  1. Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy
    Journal of Econometrics, 2010, 158, (1), 108-116 Downloads View citations (5)
    See also Working Paper (2007)

2009

  1. A Simple Explanation of the Forecast Combination Puzzle
    Oxford Bulletin of Economics and Statistics, 2009, 71, (3), 331-355 Downloads View citations (60)

2008

  1. Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters
    International Journal of Forecasting, 2008, 24, (3), 354-367 Downloads View citations (13)
  2. Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters
    Economic Journal, 2008, 118, (530), 1107-1127 Downloads View citations (48)
    See also Working Paper (2006)

2005

  1. Combining Density and Interval Forecasts: A Modest Proposal
    Oxford Bulletin of Economics and Statistics, 2005, 67, (s1), 983-994 Downloads View citations (58)
  2. Comparing SVARs and SEMs: two models of the UK economy
    Journal of Applied Econometrics, 2005, 20, (2), 209-228 Downloads View citations (12)
  3. The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data
    Econometric Reviews, 2005, 23, (4), 341-370 Downloads View citations (1)

2004

  1. An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties
    National Institute Economic Review, 2004, 189, (1), 64-71 Downloads View citations (21)
  2. Comment
    Journal of Business & Economic Statistics, 2004, 22, 172-175 Downloads
  3. Comparing empirical models of the euro economy
    Economic Modelling, 2004, 21, (5), 735-758 Downloads View citations (22)
    See also Working Paper (2004)
  4. Decompositions of Pearson's chi-squared test
    Journal of Econometrics, 2004, 123, (1), 189-193 Downloads View citations (1)
  5. Empirical macro-models of the euro economy: an introduction
    Economic Modelling, 2004, 21, (5), 719-722 Downloads

2003

  1. Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts
    International Journal of Forecasting, 2003, 19, (2), 165-175 Downloads View citations (58)
    See also Working Paper (2002)

2000

  1. Comparative Properties of Models of the UK Economy
    National Institute Economic Review, 2000, 171, (1), 106-122 Downloads View citations (15)
    Also in National Institute Economic Review, 1993, 145, (1), 87-107 (1993) Downloads View citations (5)
    National Institute Economic Review, 1991, 137, (1), 59-74 (1991) Downloads View citations (1)
    National Institute Economic Review, 1988, 125, (1), 69-87 (1988) Downloads View citations (2)
    National Institute Economic Review, 1995, 153, (1), 59-72 (1995) Downloads View citations (4)
    National Institute Economic Review, 1990, 133, (1), 91-115 (1990) Downloads View citations (3)
    National Institute Economic Review, 1997, 161, (1), 91-110 (1997) Downloads View citations (1)
    National Institute Economic Review, 1989, 129, (1), 69-87 (1989) Downloads
  2. Fiscal policy rules in macroeconomic models: principles and practice
    Economic Modelling, 2000, 17, (2), 171-193 Downloads View citations (38)

1999

  1. Asymmetric density forecasts of inflation and the Bank of England's fan chart
    National Institute Economic Review, 1999, 167, (1), 106-112 Downloads View citations (5)

1998

  1. Comparing global economic models
    Economic Modelling, 1998, 15, (1), 1-48 Downloads View citations (25)
  2. New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment
    Journal of Business & Economic Statistics, 1998, 16, (2), 164-65
  3. Technical Progress and the Natural Rate in Models of the UK Economy
    National Institute Economic Review, 1998, 164, (1), 80-89 Downloads

1997

  1. A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments
    Journal of Applied Econometrics, 1997, 12, (5), 611 Downloads
  2. Statistical Demand Functions for Food in the USA and the Netherlands: Comments
    Journal of Applied Econometrics, 1997, 12, (5), 637-40 Downloads

1996

  1. Targeting inflation: Comparative control exercises on models of the UK economy
    Economic Modelling, 1996, 13, (2), 169-184 Downloads View citations (1)

1994

  1. Econometric Evaluation of Consumers' Expenditure Equations
    Oxford Review of Economic Policy, 1994, 10, (2), 71-85 View citations (13)

1993

  1. Comparing Macroeconometric Models: A Review Article
    Economica, 1993, 60, (238), 225-37 Downloads View citations (11)
  2. On Macroeconomic Policy and Macroeconometric Models
    The Economic Record, 1993, 69, (205), 113-30 View citations (10)
    See also Working Paper (1992)

1991

  1. Large-Scale Econometric Models of National Economies
    Scandinavian Journal of Economics, 1991, 93, (2), 283-314 View citations (5)
  2. Macro-models and Macro Policy in the 1980s
    Oxford Review of Economic Policy, 1991, 7, (3), 118-27 View citations (4)

1990

  1. The historical tracking performance of UK macroeconometric models 1978-1985
    Economic Modelling, 1990, 7, (2), 179-197 Downloads View citations (5)

1989

  1. Differences in the Properties of Large-Scale Macroeconometric Models: The Role of Labour Market Specifications
    Journal of Applied Econometrics, 1989, 4, (4), 317-44 Downloads View citations (2)
  2. Macroeconomic Forecasting: A Survey
    Economic Journal, 1989, 99, (394), 28-61 Downloads View citations (51)

1988

  1. Some Recent Developments in Macroeconometric Modelling in the United Kingdom
    Australian Economic Papers, 1988, 27, 7-25 View citations (3)

1987

  1. Evaluating Special Employment Measures with Macroeconometric Models
    Oxford Review of Economic Policy, 1987, 3, (3), xxv-xxxvi
  2. Long-Run Properties of Large-Scale Macroeconometric Models
    Annals of Economics and Statistics, 1987, (6-7), 207-224 Downloads View citations (1)

1985

  1. Models of the UK Economy and the Real Wage-Employment Debate
    National Institute Economic Review, 1985, 112, (1), 41-52 Downloads View citations (3)

1984

  1. Comparing Time-Series and Nonlinear Model-based Forecasts
    Oxford Bulletin of Economics and Statistics, 1984, 46, (4), 383-89
  2. Unobserved-Components Models for Seasonal Adjustment Filters
    Journal of Business & Economic Statistics, 1984, 2, (4), 350-59 View citations (18)
    See also Working Paper (1983)

1982

  1. 'Time-series' versus 'econometric' forecasts: A non-linear regression counterexample
    Economics Letters, 1982, 10, (3-4), 309-315 Downloads View citations (4)

1980

  1. Econometric Implications of the Rational Expectations Hypothesis
    Econometrica, 1980, 48, (1), 49-73 Downloads View citations (55)

1977

  1. Multiple Time Series Analysis and the Final Form of Econometric Models
    Econometrica, 1977, 45, (6), 1481-97 Downloads View citations (30)

1972

  1. Testing for Fourth Order Autocorrelation in Qtrly Regression Equations
    Econometrica, 1972, 40, (4), 617-36 Downloads View citations (8)
  2. The Efficiency of the Two-Step Estimator
    Econometrica, 1972, 40, (4), 769-70 Downloads

1971

  1. Wages, Prices and Incomes Policies: Some Comments
    Economica, 1971, 38, (151), 304-10 Downloads

1970

  1. Output Decisions of Firms Again
    The Manchester School of Economic & Social Studies, 1970, 38, (2), 163-66

1969

  1. Some Recent Developments in Applied Econometrics: Dynamic Models and Simultaneous Equation Systems
    Journal of Economic Literature, 1969, 7, (3), 771-96 Downloads View citations (3)

Books

1995

  1. TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING
    Books, Edward Elgar Publishing Downloads

Edited books

1997

  1. Advances in Economics and Econometrics: Theory and Applications
    Cambridge Books, Cambridge University Press View citations (13)
  2. Advances in Economics and Econometrics: Theory and Applications
    Cambridge Books, Cambridge University Press View citations (13)
  3. Advances in Economics and Econometrics: Theory and Applications
    Cambridge Books, Cambridge University Press View citations (13)
  4. Advances in Economics and Econometrics: Theory and Applications
    Cambridge Books, Cambridge University Press View citations (13)
  5. Advances in Economics and Econometrics: Theory and Applications 3 Volume Paperback Set
    Cambridge Books, Cambridge University Press View citations (6)

1994

  1. MACROECONOMETRIC MODELLING, vol Two volume set
    Books, Edward Elgar Publishing Downloads

Chapters

1979

  1. Seasonal Adjustment and Multiple Time Series Analysis
    A chapter in Seasonal Analysis of Economic Time Series, 1979, pp 347-364 Downloads
    Also in A chapter in Seasonal Analysis of Economic Time Series, 1978, pp 347-364 (1978) Downloads View citations (5)

1978

  1. Contributed Comments to "Seasonal Analysis of Economic Time Series"
    A chapter in Seasonal Analysis of Economic Time Series, 1978, pp 461-479 Downloads
 
Page updated 2017-04-29