Details about Kenneth F. Wallis
Access statistics for papers by Kenneth F. Wallis.
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Short-id: pwa27
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Working Papers
2008
- Macroeconomic modelling in central banks in Latin America
Documentos de Proyectos, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL)
2007
- 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
- A note on the calculation of entropy from histograms
MPRA Paper, University Library of Munich, Germany View citations (5)
- Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters
The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics View citations (6)
Also in Economic Research Papers, University of Warwick - Department of Economics (2006) 
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
- 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)
- 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
- 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)
- Comparing SVARs and SEMs: more shocking stories
Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management) View citations (1)
- 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 Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia (2002) View citations (5) Economic Research Papers, University of Warwick - Department of Economics (2002) View citations (5)
2000
- Density Forecasting: A Survey
Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (198)
1998
- 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 (42)
1992
- On Macroeconomic Policy and Macroeconometric Models
CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University
- On Macroeconomic Policy and Macroeconomic Modeling
Economics Discussion / Working Papers, The University of Western Australia, Department of Economics
1986
- 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
- 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
- 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)
- 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
- 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)
- 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
- 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
- Some Econometric Problems in the Analysis of Inventory Cycles
Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
Journal Articles
2015
- The Measurement and Characteristics of Professional Forecasters' Uncertainty
Journal of Applied Econometrics, 2015, 30, (7), 1029-1046 View citations (31)
2011
- Combining forecasts - forty years later
Applied Financial Economics, 2011, 21, (1-2), 33-41 View citations (46)
- Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness
Journal of Applied Econometrics, 2011, 26, (6), 1023-1040 View citations (89)
- 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
- 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
- A Simple Explanation of the Forecast Combination Puzzle*
Oxford Bulletin of Economics and Statistics, 2009, 71, (3), 331-355 View citations (169)
2008
- 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)
- 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, The Warwick Economics Research Paper Series (TWERPS) (2006) View citations (6) (2006)
2005
- Combining Density and Interval Forecasts: A Modest Proposal*
Oxford Bulletin of Economics and Statistics, 2005, 67, (s1), 983-994 View citations (100)
- Comparing SVARs and SEMs: two models of the UK economy
Journal of Applied Econometrics, 2005, 20, (2), 209-228 View citations (14)
- 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
- An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties
National Institute Economic Review, 2004, 189, (1), 64-71 View citations (56)
- Comment
Journal of Business & Economic Statistics, 2004, 22, 172-175
- 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)
- Decompositions of Pearson's chi-squared test
Journal of Econometrics, 2004, 123, (1), 189-193 View citations (1)
- Empirical macro-models of the euro economy: an introduction
Economic Modelling, 2004, 21, (5), 719-722
2003
- 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
- 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, 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, 1997, 161, (1), 91-110 (1997) View citations (9) National Institute Economic Review, 1988, 125, (1), 69-87 (1988) View citations (3) National Institute Economic Review, 1990, 133, (1), 91-115 (1990) View citations (4) National Institute Economic Review, 1989, 129, (1), 69-87 (1989)
- Fiscal policy rules in macroeconomic models: principles and practice
Economic Modelling, 2000, 17, (2), 171-193 View citations (53)
1999
- 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
- Comparing global economic models
Economic Modelling, 1998, 15, (1), 1-48 View citations (25)
- New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment
Journal of Business & Economic Statistics, 1998, 16, (2), 164-65
- Technical Progress and the Natural Rate in Models of the UK Economy
National Institute Economic Review, 1998, 164, (1), 80-89
1997
- 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
- Statistical Demand Functions for Food in the USA and the Netherlands: Comments
Journal of Applied Econometrics, 1997, 12, (5), 637-40
1996
- Targeting inflation: Comparative control exercises on models of the UK economy
Economic Modelling, 1996, 13, (2), 169-184 View citations (1)
1994
- Econometric Evaluation of Consumers' Expenditure Equations
Oxford Review of Economic Policy, 1994, 10, (2), 71-85 View citations (12)
1991
- Macro-models and Macro Policy in the 1980s
Oxford Review of Economic Policy, 1991, 7, (3), 118-27 View citations (4)
1990
- The historical tracking performance of UK macroeconometric models 1978-1985
Economic Modelling, 1990, 7, (2), 179-197 View citations (10)
1989
- 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)
- Macroeconomic Forecasting: A Survey
Economic Journal, 1989, 99, (394), 28-61 View citations (66)
1988
- Some Recent Developments in Macroeconometric Modelling in the United Kingdom
Australian Economic Papers, 1988, 27, 7-25 View citations (3)
1987
- Evaluating Special Employment Measures with Macroeconometric Models
Oxford Review of Economic Policy, 1987, 3, (3), xxv-xxxvi
- Long-Run Properties of Large-Scale Macroeconometric Models
Annals of Economics and Statistics, 1987, (6-7), 207-224 View citations (5)
- TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES
Journal of Time Series Analysis, 1987, 8, (1), 115-123 View citations (37)
1985
- Models of the UK Economy and the Real Wage-Employment Debate
National Institute Economic Review, 1985, 112, (1), 41-52 View citations (4)
1984
- Comparing Time-Series and Nonlinear Model-based Forecasts
Oxford Bulletin of Economics and Statistics, 1984, 46, (4), 383-89
- 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
- 'Time-series' versus 'econometric' forecasts: A non-linear regression counterexample
Economics Letters, 1982, 10, (3-4), 309-315 View citations (4)
1980
- Econometric Implications of the Rational Expectations Hypothesis
Econometrica, 1980, 48, (1), 49-73 View citations (87)
1978
- 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
- Multiple Time Series Analysis and the Final Form of Econometric Models
Econometrica, 1977, 45, (6), 1481-97 View citations (44)
1972
- Testing for Fourth Order Autocorrelation in Qtrly Regression Equations
Econometrica, 1972, 40, (4), 617-36 View citations (13)
- The Efficiency of the Two-Step Estimator
Econometrica, 1972, 40, (4), 769-70
1970
- Output Decisions of Firms Again
The Manchester School of Economic & Social Studies, 1970, 38, (2), 163-66
1969
- 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
- TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING
Books, Edward Elgar Publishing
Edited books
1997
- Advances in Economics and Econometrics: Theory and Applications
Cambridge Books, Cambridge University Press View citations (535)
- Advances in Economics and Econometrics: Theory and Applications
Cambridge Books, Cambridge University Press View citations (535)
- Advances in Economics and Econometrics: Theory and Applications
Cambridge Books, Cambridge University Press View citations (535)
1994
- MACROECONOMETRIC MODELLING, vol Two volume set
Books, Edward Elgar Publishing View citations (1)
Chapters
2008
- FORECAST UNCERTAINTY, ITS REPRESENTATION AND EVALUATION
Chapter 1 in Econometric Forecasting And High-Frequency Data Analysis, 2008, pp 1-51 View citations (5)
1978
- Contributed Comments to "Seasonal Analysis of Economic Time Series"
A chapter in Seasonal Analysis of Economic Time Series, 1978, pp 461-479
- Seasonal Adjustment and Multiple Time Series Analysis
A chapter in Seasonal Analysis of Economic Time Series, 1978, pp 347-364 View citations (8)
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