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 2013-05-07. Update your information in the RePEc Author Service.

Short-id: pwa27

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Jump to Journal Articles Edited books Chapters

Working Papers

2010

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
   Also in CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2007)
   See also Journal Article in Journal of Econometrics (2010)

2008

2. Evaluating Density Forecasts: Forecast Combinations, Model Mixtures, Calibration and Sharpness
   NIESR Discussion Papers, National Institute of Economic and Social Research View citations (11)
   See also Journal Article in Journal of Applied Econometrics (2011)

2006

3. 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 View citations (5)
   See also Journal Article in Economic Journal (2008)

2004

4. Comparing Empirical Models of the Euro Economy
   Econometric Society 2004 Australasian Meetings, Econometric Society View citations (7)
   See also Journal Article in Economic Modelling (2004)
5. 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 View citations (2)

2002

6. 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 View citations (12)
   Also in Working Paper Series, European Central Bank (2001)
   See also Journal Article in International Journal of Forecasting (2003)
7. Comparing SVARs and SEMs: more shocking stories
   Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management)
8. THE PROPERTIES OF SOME GOODNESS-OF-FIT TESTS
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (5)
   Also in Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia (2002) View citations (2)

2000

9. Density Forecasting: A Survey
   Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (55)

1998

10. Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1997) View citations (39)

1992

11. 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)

1986

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

1984

13. Calculating the Variance of Seasonally Adjusted Series
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (5)

1983

14. Signal Extraction in Nonstationary Series
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics
15. Unobserved-Components Models for Seasonal Adjustment Filters
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (6)
    See also Journal Article in Journal of Business & Economic Statistics (1984)

1981

16. Dynamic Models and Expectations Hypotheses
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics
17. 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

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

1966

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

Journal Articles

2011

1. Combining forecasts - forty years later
   Applied Financial Economics, 2011, 21, (1-2), 33-41
2. Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness
   Journal of Applied Econometrics, 2011, 26, (6), 1023-1040 View citations (3)
   See also Working Paper (2008)
3. Scoring rules and survey density forecasts
   International Journal of Forecasting, 2011, 27, (2), 379-393 View citations (2)
   Also in International Journal of Forecasting, 2011, 27, (2), 379-393 (2011) View citations (4)

2010

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

2009

5. A Simple Explanation of the Forecast Combination Puzzle
   Oxford Bulletin of Economics and Statistics, 2009, 71, (3), 331-355 View citations (14)

2008

6. 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 View citations (5)
7. Here is the News: Forecast Revisions in the Bank of England Survey of External Forecasters
   National Institute Economic Review, 2008, 203, (1), 68-77
8. Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters
   Economic Journal, 2008, 118, (530), 1107-1127 View citations (17)
   See also Working Paper (2006)

2005

9. Combining Density and Interval Forecasts: A Modest Proposal
   Oxford Bulletin of Economics and Statistics, 2005, 67, (s1), 983-994 View citations (18)
10. Comparing SVARs and SEMs: two models of the UK economy
    Journal of Applied Econometrics, 2005, 20, (2), 209-228 View citations (6)
11. The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data
    Econometric Reviews, 2005, 23, (4), 341-370 View citations (1)

2004

12. An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties
    National Institute Economic Review, 2004, 189, (1), 64-71
13. Comment
    Journal of Business & Economic Statistics, 2004, 22, 172-175
14. Comparing empirical models of the euro economy
    Economic Modelling, 2004, 21, (5), 735-758 View citations (10)
    See also Working Paper (2004)
15. Decompositions of Pearson's chi-squared test
    Journal of Econometrics, 2004, 123, (1), 189-193 View citations (1)
16. Empirical macro-models of the euro economy: an introduction
    Economic Modelling, 2004, 21, (5), 719-722

2003

17. 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 View citations (21)
    See also Working Paper (2002)

2000

18. Comparative Properties of Models of the UK Economy
    National Institute Economic Review, 2000, 171, (1), 106-122
    Also in National Institute Economic Review, 1997, 161, (1), 91-110 (1997)
    National Institute Economic Review, 1988, 125, (1), 69-87 (1988)
    National Institute Economic Review, 1990, 133, (1), 91-115 (1990) View citations (2)
    National Institute Economic Review, 1993, 145, (1), 87-107 (1993) View citations (3)
    National Institute Economic Review, 1991, 137, (1), 59-74 (1991) View citations (1)
    National Institute Economic Review, 1989, 129, (1), 69-87 (1989)
    National Institute Economic Review, 1995, 153, (1), 59-72 (1995) View citations (4)
19. Fiscal policy rules in macroeconomic models: principles and practice
    Economic Modelling, 2000, 17, (2), 171-193 View citations (29)

1999

20. Asymmetric density forecasts of inflation and the Bank of England's fan chart
    National Institute Economic Review, 1999, 167, (1), 106-112 View citations (2)

1998

21. Comparing global economic models
    Economic Modelling, 1998, 15, (1), 1-48 View citations (21)
22. New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment
    Journal of Business & Economic Statistics, 1998, 16, (2), 164-65
23. Technical Progress and the Natural Rate in Models of the UK Economy
    National Institute Economic Review, 1998, 164, (1), 80-89

1997

24. 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
25. Statistical Demand Functions for Food in the USA and the Netherlands: Comments
    Journal of Applied Econometrics, 1997, 12, (5), 637-40 View citations (1)

1996

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

1994

27. Econometric Evaluation of Consumers' Expenditure Equations
    Oxford Review of Economic Policy, 1994, 10, (2), 71-85 View citations (11)

1993

28. Comparing Macroeconometric Models: A Review Article
    Economica, 1993, 60, (238), 225-37 View citations (8)
29. On Macroeconomic Policy and Macroeconometric Models
    The Economic Record, 1993, 69, (205), 113-30 View citations (10)
    See also Working Paper (1992)

1991

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

1990

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

1989

33. Differences in the Properties of Large-Scale Macroeconometric Models: The Role of Labour Market Specifications
    Journal of Applied Econometrics, 1989, 4, (4), 317-44 View citations (1)
34. Macroeconomic Forecasting: A Survey
    Economic Journal, 1989, 99, (394), 28-61 View citations (39)

1988

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

1987

36. Evaluating Special Employment Measures with Macroeconometric Models
    Oxford Review of Economic Policy, 1987, 3, (3), xxv-xxxvi
37. Long-Run Properties of Large-Scale Macroeconometric Models
    Annales d'Economie et de Statistique, 1987, (6-7), 207-224

1984

38. Comparing Time-Series and Nonlinear Model-based Forecasts
    Oxford Bulletin of Economics and Statistics, 1984, 46, (4), 383-89
39. Unobserved-Components Models for Seasonal Adjustment Filters
    Journal of Business & Economic Statistics, 1984, 2, (4), 350-59 View citations (8)
    See also Working Paper (1983)

1982

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

1980

41. Econometric Implications of the Rational Expectations Hypothesis
    Econometrica, 1980, 48, (1), 49-73 View citations (41)

1977

42. Multiple Time Series Analysis and the Final Form of Econometric Models
    Econometrica, 1977, 45, (6), 1481-97 View citations (23)

1972

43. Testing for Fourth Order Autocorrelation in Qtrly Regression Equations
    Econometrica, 1972, 40, (4), 617-36 View citations (7)
44. The Efficiency of the Two-Step Estimator
    Econometrica, 1972, 40, (4), 769-70

1971

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

1970

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

1969

47. Some Recent Developments in Applied Econometrics: Dynamic Models and Simultaneous Equation Systems
    Journal of Economic Literature, 1969, 7, (3), 771-96 View citations (2)

Edited books

1997

1. Advances in Economics and Econometrics: Theory and Applications
   Cambridge Books, Cambridge University Press View citations (27)
2. Advances in Economics and Econometrics: Theory and Applications
   Cambridge Books, Cambridge University Press View citations (27)
3. Advances in Economics and Econometrics: Theory and Applications
   Cambridge Books, Cambridge University Press View citations (27)
4. Advances in Economics and Econometrics: Theory and Applications 3 Volume Paperback Set
   Cambridge Books, Cambridge University Press View citations (1)

Chapters

1979

1. Seasonal Adjustment and Multiple Time Series Analysis
   A chapter in Seasonal Analysis of Economic Time Series, 1979, pp 347-364
   Also in A chapter in Seasonal Analysis of Economic Time Series, 1978, pp 347-364 (1978) View citations (3)

1978

2. Contributed Comments to "Seasonal Analysis of Economic Time Series"
   A chapter in Seasonal Analysis of Economic Time Series, 1978, pp 461-479