Details about Thomas B. Fomby

Access statistics for papers by Thomas B. Fomby.

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Short-id: pfo204

Working Papers

2015

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

2009

2. 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

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

1992

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

1991

5. 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

6. 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
7. Some time series methods of forecasting the Texas economy
   Working Papers, Federal Reserve Bank of Dallas View citations (4)

1983

8. 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

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

2013

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

2012

3. 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

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

2006

5. 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

6. A new barometer for the Texas economy
   Southwest Economy, 2005, (Nov), 14-16
7. 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

8. 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

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

1994

10. 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

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

1990

14. A new monetary aggregate
    Economic and Financial Policy Review, 1990, (May), 1-15
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

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

1988

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

1986

19. 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)
20. The relative efficiency of a robust generalized Bayes estimator in a linear regression model with multicollinearity
    Economics Letters, 1986, 22, (1), 33-38

1985

21. 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

22. 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

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

1979

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

1978

26. Deletion Criteria for Principal Components Regression Analysis
    American Journal of Agricultural Economics, 1978, 60, (3), 524-527
27. 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

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

Software Items

Editor

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