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.

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Short-id: pwa27

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Working Papers

2008

1. Macroeconomic modelling in central banks in Latin America
   Documentos de Proyectos, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL)

2007

2. 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 View citations (5)
   See also Journal Article Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy, Journal of Econometrics, Elsevier (2010) View citations (13) (2010)

2006

3. A note on the calculation of entropy from histograms
   MPRA Paper, University Library of Munich, Germany View citations (5)
4. Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters
   Economic Research Papers, University of Warwick - Department of Economics
   Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (2006) View citations (6)
   See also Journal Article Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters, Economic Journal, Royal Economic Society (2008) View citations (126) (2008)

2004

5. Comparing Empirical Models of the Euro Economy
   Econometric Society 2004 Australasian Meetings, Econometric Society View citations (28)
   See also Journal Article Comparing empirical models of the euro economy, Economic Modelling, Elsevier (2004) View citations (31) (2004)
6. 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 (4)
   Also in Economic Research Papers, University of Warwick - Department of Economics (2004) View citations (5)
   See also Journal Article The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data, Econometric Reviews, Taylor & Francis Journals (2005) View citations (1) (2005)

2002

7. 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 (17)
   Also in Working Paper Series, European Central Bank (2001) View citations (3)
   See also Journal Article Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts, International Journal of Forecasting, Elsevier (2003) View citations (81) (2003)
8. Comparing SVARs and SEMs: more shocking stories
   Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) View citations (1)
9. THE PROPERTIES OF SOME GOODNESS-OF-FIT TESTS
   The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (7)
   Also in Economic Research Papers, University of Warwick - Department of Economics (2002) View citations (5)
   Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia (2002) View citations (5)

2000

10. Density Forecasting: A Survey
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (198)

1998

11. Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics View citations (15)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1997) View citations (43)

1992

12. On Macroeconomic Policy and Macroeconometric Models
    CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University
13. On Macroeconomic Policy and Macroeconomic Modeling
    Economics Discussion / Working Papers, The University of Western Australia, Department of Economics

1986

14. FORECASTING AND SIGNAL EXTRACTION IN AUTOREGRESSIVE-MOVING AVERAGE MODELS
    Economic Research Papers, University of Warwick - Department of Economics
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1986)

1984

15. CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES
    Economic Research Papers, University of Warwick - Department of Economics View citations (2)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1984) View citations (6)

1983

16. SIGNAL EXTRACTION IN NONSTATIONARY SERIES
    Economic Research Papers, University of Warwick - Department of Economics View citations (1)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1983)
17. UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS
    Economic Research Papers, University of Warwick - Department of Economics
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1983) View citations (4)
    See also Journal Article Unobserved-Components Models for Seasonal Adjustment Filters, Journal of Business & Economic Statistics, American Statistical Association (1984) View citations (23) (1984)

1981

18. DYNAMIC MODELS AND EXPECTATIONS HYPOTHESIS
    Economic Research Papers, University of Warwick - Department of Economics View citations (1)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1981)
19. MODELS FOR X-11 AND 'X-11-FORECAST' PROCEDURES FOR PRELIMINARY AND REVISED SEASONAL ADJUSTMENTS
    Economic Research Papers, University of Warwick - Department of Economics View citations (1)
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1981) View citations (4)

1980

20. MODEL VALIDATION AND FORECAST COMPARISONS: THEORETICAL AND PRACTICAL CONSIDERATIONS
    Economic Research Papers, University of Warwick - Department of Economics
    Also in The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics (1980) View citations (2)

1966

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

Journal Articles

2015

1. The Measurement and Characteristics of Professional Forecasters' Uncertainty
   Journal of Applied Econometrics, 2015, 30, (7), 1029-1046 View citations (31)

2011

2. Combining forecasts - forty years later
   Applied Financial Economics, 2011, 21, (1-2), 33-41 View citations (46)
3. Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness
   Journal of Applied Econometrics, 2011, 26, (6), 1023-1040 View citations (89)
4. Scoring rules and survey density forecasts
   International Journal of Forecasting, 2011, 27, (2), 379-393 View citations (32)
   Also in International Journal of Forecasting, 2011, 27, (2), 379-393 (2011) View citations (31)

2010

5. Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy
   Journal of Econometrics, 2010, 158, (1), 108-116 View citations (13)
   See also Working Paper COINTEGRATION, LONG-RUN STRUCTURAL MODELLING AND WEAK EXOGENEITY: TWO MODELS OF THE UK ECONOMY, CAMA Working Papers (2007) View citations (5) (2007)

2009

6. A Simple Explanation of the Forecast Combination Puzzle*
   Oxford Bulletin of Economics and Statistics, 2009, 71, (3), 331-355 View citations (171)

2008

7. 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 (17)
8. Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters
   Economic Journal, 2008, 118, (530), 1107-1127 View citations (126)
   See also Working Paper Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters, Economic Research Papers (2006) (2006)

2005

9. Combining Density and Interval Forecasts: A Modest Proposal*
   Oxford Bulletin of Economics and Statistics, 2005, 67, (s1), 983-994 View citations (101)
10. Comparing SVARs and SEMs: two models of the UK economy
    Journal of Applied Econometrics, 2005, 20, (2), 209-228 View citations (14)
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)
    See also Working Paper Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data, The Warwick Economics Research Paper Series (TWERPS) (2004) View citations (4) (2004)

2004

12. An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties
    National Institute Economic Review, 2004, 189, (1), 64-71 View citations (56)
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 (31)
    See also Working Paper Comparing Empirical Models of the Euro Economy, Econometric Society 2004 Australasian Meetings (2004) View citations (28) (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 (81)
    See also Working Paper Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts, Royal Economic Society Annual Conference 2002 (2002) View citations (17) (2002)

2000

18. Comparative Properties of Models of the UK Economy
    National Institute Economic Review, 2000, 171, (1), 106-122 View citations (18)
    Also in National Institute Economic Review, 1995, 153, (1), 59-72 (1995) View citations (4)
    National Institute Economic Review, 1990, 133, (1), 91-115 (1990) View citations (4)
    National Institute Economic Review, 1997, 161, (1), 91-110 (1997) View citations (9)
    National Institute Economic Review, 1993, 145, (1), 87-107 (1993) View citations (5)
    National Institute Economic Review, 1991, 137, (1), 59-74 (1991) View citations (3)
    National Institute Economic Review, 1989, 129, (1), 69-87 (1989)
    National Institute Economic Review, 1988, 125, (1), 69-87 (1988) View citations (3)
19. Fiscal policy rules in macroeconomic models: principles and practice
    Economic Modelling, 2000, 17, (2), 171-193 View citations (53)

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 (68)

1998

21. Comparing global economic models
    Economic Modelling, 1998, 15, (1), 1-48 View citations (25)
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

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 (12)

1991

28. Macro-models and Macro Policy in the 1980s
    Oxford Review of Economic Policy, 1991, 7, (3), 118-27 View citations (4)

1990

29. The historical tracking performance of UK macroeconometric models 1978-1985
    Economic Modelling, 1990, 7, (2), 179-197 View citations (10)

1989

30. 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 (2)
31. Macroeconomic Forecasting: A Survey
    Economic Journal, 1989, 99, (394), 28-61 View citations (66)

1988

32. Some Recent Developments in Macroeconometric Modelling in the United Kingdom
    Australian Economic Papers, 1988, 27, 7-25 View citations (3)

1987

33. Evaluating Special Employment Measures with Macroeconometric Models
    Oxford Review of Economic Policy, 1987, 3, (3), xxv-xxxvi
34. Long-Run Properties of Large-Scale Macroeconometric Models
    Annals of Economics and Statistics, 1987, (6-7), 207-224 View citations (5)
35. TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES
    Journal of Time Series Analysis, 1987, 8, (1), 115-123 View citations (37)

1985

36. Models of the UK Economy and the Real Wage-Employment Debate
    National Institute Economic Review, 1985, 112, (1), 41-52 View citations (4)

1984

37. Comparing Time-Series and Nonlinear Model-based Forecasts
    Oxford Bulletin of Economics and Statistics, 1984, 46, (4), 383-89
38. Unobserved-Components Models for Seasonal Adjustment Filters
    Journal of Business & Economic Statistics, 1984, 2, (4), 350-59 View citations (23)
    See also Working Paper UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS, Economic Research Papers (1983) (1983)

1982

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

1980

40. Econometric Implications of the Rational Expectations Hypothesis
    Econometrica, 1980, 48, (1), 49-73 View citations (87)

1978

41. Multiple Time Series Modelling: Another Look at the Mink‐Muskrat Interaction
    Journal of the Royal Statistical Society Series C, 1978, 27, (2), 168-175 View citations (2)

1977

42. Multiple Time Series Analysis and the Final Form of Econometric Models
    Econometrica, 1977, 45, (6), 1481-97 View citations (44)

1972

43. Testing for Fourth Order Autocorrelation in Qtrly Regression Equations
    Econometrica, 1972, 40, (4), 617-36 View citations (13)
44. The Efficiency of the Two-Step Estimator
    Econometrica, 1972, 40, (4), 769-70

1970

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

1969

46. Some Recent Developments in Applied Econometrics: Dynamic Models and Simultaneous Equation Systems
    Journal of Economic Literature, 1969, 7, (3), 771-96 View citations (8)

Books

1995

1. TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING
   Books, Edward Elgar Publishing

Edited books

1997

1. Advances in Economics and Econometrics: Theory and Applications
   Cambridge Books, Cambridge University Press View citations (535)
2. Advances in Economics and Econometrics: Theory and Applications
   Cambridge Books, Cambridge University Press View citations (535)
3. Advances in Economics and Econometrics: Theory and Applications
   Cambridge Books, Cambridge University Press View citations (535)

1994

4. MACROECONOMETRIC MODELLING, vol Two volume set
   Books, Edward Elgar Publishing View citations (1)

Chapters

2008

1. FORECAST UNCERTAINTY, ITS REPRESENTATION AND EVALUATION
   Chapter 1 in Econometric Forecasting And High-Frequency Data Analysis, 2008, pp 1-51 View citations (5)

1978

2. Contributed Comments to "Seasonal Analysis of Economic Time Series"
   A chapter in Seasonal Analysis of Economic Time Series, 1978, pp 461-479
3. Seasonal Adjustment and Multiple Time Series Analysis
   A chapter in Seasonal Analysis of Economic Time Series, 1978, pp 347-364 View citations (8)