Details about Grayham E. Mizon

Access statistics for papers by Grayham E. Mizon.

Last updated 2024-11-11. Update your information in the RePEc Author Service.

Short-id: pmi532

Working Papers

2016

1. Improving the Teaching of Econometrics
   Economics Series Working Papers, University of Oxford, Department of Economics
   See also Journal Article Improving the teaching of econometrics, Cogent Economics & Finance, Taylor & Francis Journals (2016) (2016)

2013

2. Unpredictability in Economic Analysis, Econometric Modeling and Forecasting
   Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (2)
   See also Journal Article Unpredictability in economic analysis, econometric modeling and forecasting, Journal of Econometrics, Elsevier (2014) View citations (37) (2014)

2012

3. Forecasting from Structural Econometric Models
   Economics Series Working Papers, University of Oxford, Department of Economics View citations (2)

2011

4. An Open-model Forecast-error Taxonomy
   Economics Series Working Papers, University of Oxford, Department of Economics

2010

5. Econometric Modelling of Changing Time Series
   Economics Series Working Papers, University of Oxford, Department of Economics View citations (3)
6. On the Mathematical Basis of Inter-temporal Optimization
   Economics Series Working Papers, University of Oxford, Department of Economics View citations (24)

2001

7. A retrospective on J. Denis Sargan and his contributions to econometrics
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
8. Forecasting in the Presence of Structural Breaks and Policy Regime Shifts
   Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (5)
9. Model Identification and Non-unique Structure
   Economics Papers, Economics Group, Nuffield College, University of Oxford View citations (3)

2000

10. Wages, Prices, Productivity, Inflation and Unemployment in Italy 1970-1994
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (8)

1998

11. Exogeneity, cointegration, and economic policy analysis
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (72)
    See also Journal Article Exogeneity, Cointegration, and Economic Policy Analysis, Journal of Business & Economic Statistics, American Statistical Association (1998) View citations (87) (1998)

1997

12. Mutual Encompassing and Model Equivalence
    Economics Working Papers, European University Institute View citations (1)

1996

13. The Econometric Analysis of Economic Policy
    Economics Working Papers, European University Institute View citations (24)
    See also Journal Article The Econometric Analysis of Economic Policy, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (1996) View citations (32) (1996)
14. The Influence of A. W. H. Phillips on Econometrics
    Economics Working Papers, European University Institute

1990

15. EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR
    Economics Series Working Papers, University of Oxford, Department of Economics View citations (56)

1989

16. Costs of Inflation
    CEPR Discussion Papers, C.E.P.R. Discussion Papers
    See also Chapter Costs of inflation, Handbook of Monetary Economics, Elsevier (1990) View citations (64) (1990)

1985

17. Procrustean Econometrics: Stretching and Squeezing Data
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)

Undated

18. A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (48)
    See also Journal Article A Markov-switching vector equilibrium correction model of the UK labour market, Empirical Economics, Springer (2002) View citations (74) (2002)
19. Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (17)
    See also Journal Article Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK, Economic Modelling, Elsevier (2000) View citations (15) (2000)
20. Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University View citations (16)
    See also Journal Article Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2001) View citations (16) (2001)

Journal Articles

2016

1. Improving the teaching of econometrics
   Cogent Economics & Finance, 2016, 4, (1), 1170096
   See also Working Paper Improving the Teaching of Econometrics, Economics Series Working Papers (2016) (2016)

2014

2. Unpredictability in economic analysis, econometric modeling and forecasting
   Journal of Econometrics, 2014, 182, (1), 186-195 View citations (37)
   See also Working Paper Unpredictability in Economic Analysis, Econometric Modeling and Forecasting, Economics Papers (2013) View citations (2) (2013)

2011

3. Econometric Modelling of Time Series with Outlying Observations
   Journal of Time Series Econometrics, 2011, 3, (1), 26 View citations (37)

2008

4. Encompassing: Concepts and Implementation*
   Oxford Bulletin of Economics and Statistics, 2008, 70, (s1), 721-750 View citations (42)
5. Guest Editors’ Introduction to Special Issue on Encompassing
   Oxford Bulletin of Economics and Statistics, 2008, 70, (s1), 715-719 View citations (3)
6. Simulation Encompassing: Testing Non‐nested Hypotheses*
   Oxford Bulletin of Economics and Statistics, 2008, 70, (s1), 781-806 View citations (4)

2002

7. A Markov-switching vector equilibrium correction model of the UK labour market
   Empirical Economics, 2002, 27, (2), 233-254 View citations (74)
   See also Working Paper A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market, Working Papers View citations (48)

2001

8. Small-system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994
   Journal of Applied Econometrics, 2001, 16, (3), 359-370 View citations (16)
   See also Working Paper Small system modelling of real wages, inflation, unemployment and output per capita in Italy 1970-1994, Working Papers View citations (16)

2000

9. Modelling economies in transition: an introduction
   Economic Modelling, 2000, 17, (3), 339-357 View citations (12)
10. Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland and the UK
    Economic Modelling, 2000, 17, (3), 387-413 View citations (15)
    See also Working Paper Modelling shifts in the wage-price and unemployment-inflation relationships in Italy, Poland, and the UK, Working Papers View citations (17)
11. Reformulating Empirical Macroeconomic Modelling
    Oxford Review of Economic Policy, 2000, 16, (4), 138-59 View citations (15)

1998

12. Exogeneity, Cointegration, and Economic Policy Analysis
    Journal of Business & Economic Statistics, 1998, 16, (4), 370-87 View citations (87)
    See also Working Paper Exogeneity, cointegration, and economic policy analysis, International Finance Discussion Papers (1998) View citations (72) (1998)
13. Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK
    Empirical Economics, 1998, 23, (3), 267-294 View citations (100)
14. Simulation methods in econometrics: editors' introduction
    Econometrics Journal, 1998, 1, (ConferenceIssue), Ci-Cvii

1997

15. John Denis Sargan
    Economic Journal, 1997, 107, (443), 1121-25 View citations (2)

1996

16. The Econometric Analysis of Economic Policy
    Oxford Bulletin of Economics and Statistics, 1996, 58, (4), 573-600 View citations (32)
    See also Working Paper The Econometric Analysis of Economic Policy, Economics Working Papers (1996) View citations (24) (1996)
17. The Encompassing Principle and Hypothesis Testing
    Econometric Theory, 1996, 12, (5), 845-858 View citations (8)

1995

18. A simple message for autocorrelation correctors: Don't
    Journal of Econometrics, 1995, 69, (1), 267-288 View citations (50)

1991

19. Empirical analysis of macroeconomic time series: VAR and structural models
    European Economic Review, 1991, 35, (4), 887-917 View citations (65)

1989

20. A note on the distribution of the least squares estimator of a random walk with drift
    Economics Letters, 1989, 29, (3), 225-230 View citations (23)
21. Cointegration and Error Correction Mechanisms
    Economic Journal, 1989, 99, (395), 113-25 View citations (32)
22. Efficient Estimation Using Panel Data
    Econometrica, 1989, 57, (3), 695-700 View citations (109)

1986

23. The Encompassing Principle and Its Application to Testing Non-nested Hypotheses
    Econometrica, 1986, 54, (3), 657-78 View citations (215)

1983

24. 50th Anniversary of the Review of Economic Studies
    The Review of Economic Studies, 1983, 50, (4), 583 View citations (1)

1980

25. An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification
    The Review of Economic Studies, 1980, 47, (1), 21-45 View citations (31)

1978

26. Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England
    Economic Journal, 1978, 88, (351), 549-63 View citations (160)

1977

27. Inferential Procedures in Nonlinear Models: An Application in a UK Industrial Cross Section Study of Factor Substitution and Returns to Scale
    Econometrica, 1977, 45, (5), 1221-42 View citations (27)

1974

28. The Estimation of Non-Linear Econometric Equations: An Application to the Specification and Estimation of an Aggregate Putty-Clay Relation for the United Kingdom
    The Review of Economic Studies, 1974, 41, (3), 353-369 View citations (3)

Chapters

2004

1. The Use of Econometric Models in Economic Policy Analysis
   A chapter in New Directions in Macromodelling, 2004, pp 147-171

1990

2. Costs of inflation
   Chapter 19 in Handbook of Monetary Economics, 1990, vol. 2, pp 1013-1066 View citations (64)
   See also Working Paper Costs of Inflation, C.E.P.R. Discussion Papers (1989) (1989)