Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Low-Dimension Collinearity-Robust Test for Non-linearity |
0 |
0 |
0 |
84 |
0 |
1 |
2 |
443 |
A Low-Dimension Portmanteau Test for Non-linearity |
0 |
0 |
0 |
143 |
0 |
0 |
0 |
237 |
A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations |
0 |
0 |
0 |
94 |
1 |
1 |
1 |
119 |
A machine learning dynamic switching approach to forecasting when there are structural breaks |
1 |
1 |
3 |
87 |
2 |
2 |
6 |
70 |
An Overview of Forecasting Facing Breaks |
0 |
0 |
2 |
113 |
1 |
2 |
6 |
194 |
Automatic Selection for Non-linear Models |
0 |
0 |
1 |
179 |
1 |
2 |
5 |
542 |
Can the UK achieve net-zero greenhouse gas emissions by 2050? |
0 |
0 |
5 |
45 |
2 |
3 |
11 |
88 |
Evaluating Automatic Model Selection |
0 |
0 |
0 |
75 |
0 |
1 |
7 |
222 |
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation |
0 |
0 |
3 |
341 |
0 |
0 |
7 |
824 |
Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview |
0 |
1 |
11 |
450 |
0 |
2 |
35 |
817 |
Forecasting breaks and forecasting during breaks |
0 |
0 |
2 |
221 |
0 |
0 |
3 |
373 |
Forecasting by factors, by variables, or both? |
0 |
0 |
0 |
147 |
0 |
0 |
2 |
299 |
Forecasting with Equilibrium-correction Models during Structural Breaks |
0 |
1 |
2 |
159 |
1 |
5 |
6 |
366 |
Forecasting: theory and practice |
0 |
4 |
12 |
89 |
0 |
4 |
23 |
102 |
How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms |
1 |
4 |
16 |
791 |
1 |
6 |
28 |
1,878 |
Identifying the Causal Role of CO2 during the Ice Ages |
1 |
1 |
2 |
54 |
4 |
4 |
6 |
84 |
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation |
0 |
0 |
1 |
101 |
2 |
2 |
4 |
255 |
Model Selection in Equations with Many 'Small' Effects |
0 |
0 |
0 |
91 |
0 |
3 |
5 |
182 |
Model Selection in Equations with Many 'Small' Effects |
0 |
0 |
1 |
24 |
0 |
0 |
1 |
95 |
Model Selection in Under-specified Equations Facing Breaks |
0 |
0 |
0 |
34 |
1 |
1 |
1 |
154 |
Model Selection when there are Multiple Breaks |
0 |
0 |
1 |
33 |
2 |
3 |
6 |
110 |
Modelling Non-stationary 'Big Data' |
0 |
0 |
1 |
140 |
1 |
3 |
7 |
215 |
Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks |
0 |
0 |
0 |
54 |
1 |
2 |
6 |
99 |
On Not Evaluating Economic Models by Forecast Outcomes |
0 |
0 |
0 |
141 |
0 |
0 |
1 |
150 |
Policy Analysis, Forediction, and Forecast Failure |
0 |
0 |
0 |
113 |
0 |
0 |
5 |
202 |
Robust Approaches to Forecasting |
0 |
0 |
3 |
240 |
1 |
2 |
11 |
513 |
Robust Discovery of Regression Models |
0 |
1 |
2 |
67 |
1 |
3 |
6 |
77 |
Selecting a Model for Forecasting |
0 |
0 |
0 |
94 |
2 |
2 |
8 |
172 |
Semi-automatic Non-linear Model selection |
0 |
0 |
1 |
110 |
0 |
0 |
1 |
199 |
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 |
0 |
1 |
1 |
47 |
2 |
3 |
4 |
85 |
Smooth Robust Multi-Horizon Forecasts |
0 |
2 |
4 |
24 |
0 |
3 |
6 |
41 |
Smooth Robust Multi-Horizon Forecasts |
0 |
0 |
1 |
45 |
0 |
0 |
2 |
72 |
Some forecasting principles from the M4 competition |
0 |
0 |
2 |
50 |
1 |
2 |
7 |
107 |
Structural relationships between cryptocurrency prices and monetary policy indicators |
0 |
0 |
3 |
25 |
2 |
3 |
12 |
31 |
Testing the Invariance of Expectations Models of Inflation |
0 |
0 |
0 |
84 |
2 |
2 |
4 |
160 |
Testing the Invariance of Expectations Models of Inflation |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
92 |
The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 |
1 |
4 |
8 |
49 |
1 |
10 |
20 |
94 |
The Long-Run Determinants of UK Wages, 1860-2004 |
0 |
0 |
0 |
210 |
1 |
1 |
7 |
583 |
The historical role of energy in UK inflation and productivity and implications for price inflation in 2022 |
0 |
0 |
0 |
31 |
1 |
1 |
1 |
27 |
Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates |
0 |
0 |
2 |
58 |
0 |
0 |
2 |
152 |
Total Working Papers |
4 |
20 |
90 |
4,964 |
34 |
79 |
276 |
10,525 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
27 |
A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate |
0 |
0 |
3 |
40 |
0 |
2 |
6 |
245 |
A low-dimension portmanteau test for non-linearity |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
181 |
An Overview of Forecasting Facing Breaks |
1 |
1 |
1 |
15 |
2 |
3 |
5 |
90 |
Card forecasts for M4 |
0 |
0 |
1 |
4 |
0 |
0 |
2 |
43 |
Climate Econometrics: An Overview |
0 |
2 |
5 |
32 |
1 |
4 |
16 |
90 |
Detecting Location Shifts during Model Selection by Step-Indicator Saturation |
0 |
0 |
5 |
40 |
0 |
1 |
10 |
271 |
Evaluating Automatic Model Selection |
0 |
1 |
5 |
171 |
0 |
2 |
9 |
537 |
Evaluating Forecasts, Narratives and Policy Using a Test of Invariance |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
47 |
Evaluating PcGets and RETINA as Automatic Model Selection Algorithms* |
0 |
0 |
0 |
94 |
0 |
0 |
1 |
296 |
Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
8 |
Forecasting Principles from Experience with Forecasting Competitions |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
35 |
Forecasting by factors, by variables, by both or neither? |
0 |
0 |
1 |
68 |
2 |
3 |
6 |
266 |
Forecasting the UK top 1% income share in a shifting world |
0 |
0 |
1 |
1 |
3 |
3 |
5 |
5 |
Forecasting with equilibrium-correction models during structural breaks |
0 |
0 |
0 |
67 |
1 |
1 |
1 |
272 |
Forecasting: theory and practice |
1 |
4 |
18 |
49 |
7 |
26 |
148 |
293 |
Improving models and forecasts after equilibrium-mean shifts |
0 |
0 |
2 |
2 |
0 |
0 |
3 |
3 |
Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks |
0 |
1 |
2 |
6 |
1 |
3 |
10 |
28 |
Misspecification Testing: Non-Invariance of Expectations Models of Inflation |
0 |
0 |
0 |
11 |
1 |
1 |
5 |
64 |
Model Selection in Equations with Many ‘Small’ Effects |
0 |
0 |
0 |
11 |
1 |
1 |
1 |
79 |
Model selection in under-specified equations facing breaks |
0 |
0 |
0 |
24 |
1 |
1 |
1 |
114 |
Model selection when there are multiple breaks |
1 |
1 |
2 |
45 |
2 |
4 |
8 |
180 |
Modeling and forecasting the COVID‐19 pandemic time‐series data |
1 |
1 |
1 |
2 |
1 |
1 |
1 |
17 |
Modelling non-stationary ‘Big Data’ |
0 |
0 |
1 |
7 |
0 |
1 |
3 |
28 |
NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING |
0 |
0 |
3 |
80 |
1 |
1 |
6 |
201 |
Nowcasting from disaggregates in the face of location shifts |
0 |
0 |
0 |
76 |
0 |
1 |
2 |
185 |
Nowcasting is not Just Contemporaneous Forecasting |
0 |
0 |
2 |
5 |
0 |
0 |
2 |
11 |
Robust Discovery of Regression Models |
1 |
1 |
2 |
4 |
2 |
2 |
5 |
9 |
Robust approaches to forecasting |
1 |
1 |
3 |
60 |
2 |
2 |
6 |
144 |
Selecting a Model for Forecasting |
0 |
0 |
2 |
19 |
0 |
1 |
6 |
50 |
Short-term forecasting of the coronavirus pandemic |
0 |
0 |
0 |
4 |
0 |
1 |
3 |
11 |
Stability between cryptocurrency prices and the term structure |
0 |
0 |
3 |
3 |
1 |
2 |
11 |
11 |
Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
34 |
Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
71 |
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
19 |
The historical role of energy in UK inflation and productivity with implications for price inflation |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
2 |
The long-run determinants of UK wages, 1860-2004 |
0 |
0 |
2 |
152 |
0 |
0 |
5 |
507 |
USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES |
0 |
0 |
1 |
26 |
0 |
0 |
2 |
89 |
What a Puzzle! Unravelling Why UK Phillips Curves were Unstable |
0 |
0 |
1 |
1 |
1 |
3 |
8 |
8 |
Total Journal Articles |
6 |
13 |
68 |
1,216 |
32 |
72 |
310 |
4,574 |