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Details about Thomas B. Fomby

Homepage:http://faculty.smu.edu/tfomby
Phone:214-768-2559
Postal address:Department of Economics Southern Methodist Unuversity Dallas, Texas 75275
Workplace:Department of Economics, Southern Methodist University, (more information at EDIRC)

Access statistics for papers by Thomas B. Fomby.

Last updated 2017-12-01. Update your information in the RePEc Author Service.

Short-id: pfo204


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Working Papers

2015

  1. Financial Literacy and Food Security in Extremely Vulnerable Households
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (2)

2009

  1. The growth aftermath of natural disasters
    Policy Research Working Paper Series, The World Bank Downloads View citations (46)
    See also Journal Article in Journal of Applied Econometrics (2013)

2000

  1. The Application of Size Robust Trend Analysis to Global Warming Temperature Series
    Working Papers, Cornell University, Center for Analytic Economics Downloads View citations (9)

1992

  1. Threshold cointegration
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (2)
    See also Journal Article in International Economic Review (1997)

1991

  1. Large shocks, small shocks, and economic fluctuations: outliers in macroeconomic times series
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (2)
    See also Journal Article in Journal of Applied Econometrics (1994)

1984

  1. Small sample efficiency gains from a first observation correction for Hatanaka's estimator of the lagged dependent variable-serial correlation regression model
    Working Papers, Federal Reserve Bank of Dallas Downloads
  2. Some time series methods of forecasting the Texas economy
    Working Papers, Federal Reserve Bank of Dallas Downloads View citations (4)

1983

  1. A comparison of forecasting accuracies of alternative regional production index methodologies
    Working Papers, Federal Reserve Bank of Dallas Downloads
    See also Journal Article in Journal of Business & Economic Statistics (1986)

Journal Articles

2017

  1. Prediction‐based adaptive compositional model for seasonal time series analysis
    Journal of Forecasting, 2017, 36, (7), 842-853 Downloads

2013

  1. THE GROWTH AFTERMATH OF NATURAL DISASTERS
    Journal of Applied Econometrics, 2013, 28, (3), 412-434 View citations (79)
    See also Working Paper (2009)

2012

  1. Return Dependence and the Limits of Product Diversification in Financial Firms
    Journal of Money, Credit and Banking, 2012, 44, (6), 1151-1183 Downloads View citations (5)

2007

  1. The Texas Manufacturing Outlook Survey: a tool for understanding the economy
    Southwest Economy, 2007, (Jan), 15 Downloads

2006

  1. A Change Point Analysis of the Impact of "Environmental Federalism" on Aggregate Air Quality in the United States: 1940--98
    Economic Inquiry, 2006, 44, (1), 109-120 Downloads View citations (4)

2005

  1. A new barometer for the Texas economy
    Southwest Economy, 2005, (Nov), 14-16 Downloads
  2. Inconsistency of HAC standard errors in event studies with i.i.d. errors
    Applied Financial Economics Letters, 2005, 1, (4), 239-242 Downloads View citations (4)

1999

  1. Forecasting with Stable Seasonal Pattern Models with an Application to Hawaiian Tourism Data
    Journal of Business & Economic Statistics, 1999, 17, (4), 497-504 View citations (4)

1997

  1. Threshold Cointegration
    International Economic Review, 1997, 38, (3), 627-45 View citations (586)
    See also Working Paper (1992)

1994

  1. Large Shocks, Small Shocks, and Economic Fluctuations: Outliers in Macroeconomic Time Series
    Journal of Applied Econometrics, 1994, 9, (2), 181-200 Downloads View citations (101)
    See also Working Paper (1991)

1991

  1. Application of Stein Rules to Combination Forecasting
    Journal of Business & Economic Statistics, 1991, 9, (4), 391-407 View citations (6)
  2. Infrequent permanent shocks and the finite-sample performance of unit root tests
    Economics Letters, 1991, 36, (3), 269-273 Downloads View citations (7)
  3. Shifting trends, segmented trends, and infrequent permanent shocks
    Journal of Monetary Economics, 1991, 28, (1), 61-85 Downloads View citations (81)

1990

  1. A new monetary aggregate
    Economic and Financial Policy Review, 1990, (May), 1-15
  2. An intervention analysis of the war on poverty: Poverty's persistence and political-business cycle implications
    Journal of Econometrics, 1990, 43, (1-2), 197-212 Downloads View citations (5)

1989

  1. Deregulation and the demand for money market mutual funds
    Journal of Macroeconomics, 1989, 11, (2), 297-308 Downloads View citations (3)
  2. Texas in transition: dependence on oil and the national economy
    Economic and Financial Policy Review, 1989, (Jan), 11-28 View citations (4)

1988

  1. A study of the relationship between economic growth and inequality: the case of Mexico
    Economic and Financial Policy Review, 1988, (May), 13-25

1986

  1. A Comparison of Forecasting Accuracies of Alternative Regional Production Index Methodologies
    Journal of Business & Economic Statistics, 1986, 4, (2), 177-86 View citations (2)
    See also Working Paper (1983)
  2. The relative efficiency of a robust generalized Bayes estimator in a linear regression model with multicollinearity
    Economics Letters, 1986, 22, (1), 33-38 Downloads

1985

  1. Hendry, David F., and Kenneth F. Wallis, eds. Econometrics and Quantitative Economics. Oxford, U.K., and New York: Basil Blackwell, 1984, 320 pp., $45
    American Journal of Agricultural Economics, 1985, 67, (4), 888-890 Downloads

1983

  1. An examination of two-step estimators for models with lagged dependent variables and autocorrelated errors
    Journal of Econometrics, 1983, 22, (3), 291-300 Downloads View citations (1)

1981

  1. Loss of efficiency in regression analysis due to irrelevant variables: A generalization
    Economics Letters, 1981, 7, (4), 319-322 Downloads View citations (2)

1979

  1. MSE Evaluation of Shiller's Smoothness Priors
    International Economic Review, 1979, 20, (1), 203-15 Downloads View citations (1)
  2. Multicollinearity and the Minimax Conditions of the Bock Stein-Like Estimator
    Econometrica, 1979, 47, (1), 211-12 Downloads

1978

  1. Deletion Criteria for Principal Components Regression Analysis
    American Journal of Agricultural Economics, 1978, 60, (3), 524-527 Downloads
  2. On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative
    Journal of Econometrics, 1978, 8, (2), 203-213 Downloads View citations (13)

Edited books

2014

  1. Essays in Honor of Peter C. B. Phillips, vol 33
    Advances in Econometrics, Emerald Publishing Ltd Downloads View citations (13)

Software Items

Editor

  1. Advances in Econometrics
    Emerald Publishing Ltd
  2. Advances in Econometrics
    Emerald Publishing Ltd
 
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