Details about Thomas B. Fomby
Access statistics for papers by Thomas B. Fomby.
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Short-id: pfo204
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Working Papers
2015
- Financial Literacy and Food Security in Extremely Vulnerable Households
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (2)
2009
- The growth aftermath of natural disasters
Policy Research Working Paper Series, The World Bank View citations (46)
See also Journal Article in Journal of Applied Econometrics (2013)
2000
- The Application of Size Robust Trend Analysis to Global Warming Temperature Series
Working Papers, Cornell University, Center for Analytic Economics View citations (9)
1992
- Threshold cointegration
Working Papers, Federal Reserve Bank of Dallas View citations (2)
See also Journal Article in International Economic Review (1997)
1991
- Large shocks, small shocks, and economic fluctuations: outliers in macroeconomic times series
Working Papers, Federal Reserve Bank of Dallas View citations (2)
See also Journal Article in Journal of Applied Econometrics (1994)
1984
- 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
- Some time series methods of forecasting the Texas economy
Working Papers, Federal Reserve Bank of Dallas View citations (4)
1983
- A comparison of forecasting accuracies of alternative regional production index methodologies
Working Papers, Federal Reserve Bank of Dallas 
See also Journal Article in Journal of Business & Economic Statistics (1986)
Journal Articles
2017
- Prediction‐based adaptive compositional model for seasonal time series analysis
Journal of Forecasting, 2017, 36, (7), 842-853
2013
- THE GROWTH AFTERMATH OF NATURAL DISASTERS
Journal of Applied Econometrics, 2013, 28, (3), 412-434 View citations (79)
See also Working Paper (2009)
2012
- Return Dependence and the Limits of Product Diversification in Financial Firms
Journal of Money, Credit and Banking, 2012, 44, (6), 1151-1183 View citations (5)
2007
- The Texas Manufacturing Outlook Survey: a tool for understanding the economy
Southwest Economy, 2007, (Jan), 15
2006
- 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 View citations (4)
2005
- A new barometer for the Texas economy
Southwest Economy, 2005, (Nov), 14-16
- Inconsistency of HAC standard errors in event studies with i.i.d. errors
Applied Financial Economics Letters, 2005, 1, (4), 239-242 View citations (4)
1999
- 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
- Threshold Cointegration
International Economic Review, 1997, 38, (3), 627-45 View citations (586)
See also Working Paper (1992)
1994
- Large Shocks, Small Shocks, and Economic Fluctuations: Outliers in Macroeconomic Time Series
Journal of Applied Econometrics, 1994, 9, (2), 181-200 View citations (101)
See also Working Paper (1991)
1991
- Application of Stein Rules to Combination Forecasting
Journal of Business & Economic Statistics, 1991, 9, (4), 391-407 View citations (6)
- Infrequent permanent shocks and the finite-sample performance of unit root tests
Economics Letters, 1991, 36, (3), 269-273 View citations (7)
- Shifting trends, segmented trends, and infrequent permanent shocks
Journal of Monetary Economics, 1991, 28, (1), 61-85 View citations (81)
1990
- A new monetary aggregate
Economic and Financial Policy Review, 1990, (May), 1-15
- 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 View citations (5)
1989
- Deregulation and the demand for money market mutual funds
Journal of Macroeconomics, 1989, 11, (2), 297-308 View citations (3)
- Texas in transition: dependence on oil and the national economy
Economic and Financial Policy Review, 1989, (Jan), 11-28 View citations (4)
1988
- A study of the relationship between economic growth and inequality: the case of Mexico
Economic and Financial Policy Review, 1988, (May), 13-25
1986
- 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)
- The relative efficiency of a robust generalized Bayes estimator in a linear regression model with multicollinearity
Economics Letters, 1986, 22, (1), 33-38
1985
- 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
1983
- An examination of two-step estimators for models with lagged dependent variables and autocorrelated errors
Journal of Econometrics, 1983, 22, (3), 291-300 View citations (1)
1981
- Loss of efficiency in regression analysis due to irrelevant variables: A generalization
Economics Letters, 1981, 7, (4), 319-322 View citations (2)
1979
- MSE Evaluation of Shiller's Smoothness Priors
International Economic Review, 1979, 20, (1), 203-15 View citations (1)
- Multicollinearity and the Minimax Conditions of the Bock Stein-Like Estimator
Econometrica, 1979, 47, (1), 211-12
1978
- Deletion Criteria for Principal Components Regression Analysis
American Journal of Agricultural Economics, 1978, 60, (3), 524-527
- On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative
Journal of Econometrics, 1978, 8, (2), 203-213 View citations (13)
Edited books
2014
- Essays in Honor of Peter C. B. Phillips, vol 33
Advances in Econometrics, Emerald Publishing Ltd View citations (13)
Software Items
Editor
- Advances in Econometrics
Emerald Publishing Ltd
- Advances in Econometrics
Emerald Publishing Ltd
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