Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A framework for economic forecasting |
0 |
0 |
0 |
363 |
1 |
1 |
3 |
1,075 |
A retrospective on J. Denis Sargan and his contributions to econometrics |
0 |
0 |
0 |
134 |
0 |
0 |
1 |
510 |
An analogue model of phase-averaging procedures |
0 |
0 |
0 |
26 |
0 |
1 |
1 |
587 |
An early version of The Lucas Critique in Practice: Theory without Measurement |
0 |
0 |
0 |
457 |
0 |
0 |
1 |
1,200 |
An econometric analysis of UK money demand in MONETARY TRENDS IN THE UNITED STATES AND THE UNITED KINGDOM by Milton Friedman and Anna J. Schwartz |
0 |
0 |
4 |
286 |
0 |
0 |
7 |
1,579 |
Assertion without empirical basis: an econometric appraisal of monetary trends in... the United Kingdom, by Milton Friedman and Anna J. Schwartz |
0 |
0 |
0 |
108 |
0 |
0 |
2 |
750 |
Broad money demand and financial liberalization in Greece |
0 |
0 |
0 |
461 |
0 |
0 |
1 |
1,694 |
Cointegration tests in the presence of structural breaks |
0 |
0 |
0 |
240 |
1 |
1 |
2 |
1,172 |
Cointegration, exogeneity, and policy analysis: an overview |
0 |
0 |
2 |
116 |
0 |
1 |
3 |
549 |
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom |
0 |
0 |
0 |
138 |
0 |
0 |
1 |
811 |
Conditional and structural error correction models |
0 |
0 |
0 |
135 |
0 |
0 |
1 |
801 |
Conditional econometric modelling: an application to new house prices in the United Kingdom |
0 |
0 |
2 |
169 |
0 |
2 |
4 |
815 |
Constructive data mining: modeling Argentine broad money demand |
0 |
0 |
0 |
158 |
0 |
0 |
0 |
607 |
Constructive data mining: modeling consumers' expenditure in Venezuela |
0 |
0 |
0 |
305 |
0 |
0 |
0 |
934 |
Distributions of Error Correction Tests for Cointegration |
0 |
0 |
0 |
543 |
1 |
1 |
3 |
1,113 |
Distributions of error correction tests for cointegration |
0 |
0 |
1 |
417 |
1 |
2 |
5 |
1,296 |
Dollarization in Argentina |
1 |
4 |
7 |
366 |
2 |
7 |
13 |
2,695 |
Dynamic Econometrics in Action: A Biography of David F. Hendry |
1 |
1 |
3 |
28 |
2 |
5 |
15 |
64 |
Econometric modeling of consumers' expenditure in Venezuela |
0 |
0 |
1 |
150 |
0 |
0 |
2 |
741 |
Economic Forecasting in Theory and Practice: An Interview with David F. Hendry |
0 |
0 |
0 |
4 |
1 |
2 |
3 |
79 |
Economic Forecasting in Theory and Practice: An Interview with David F. Hendry |
0 |
0 |
0 |
257 |
1 |
3 |
4 |
172 |
Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis |
0 |
0 |
1 |
45 |
0 |
0 |
3 |
128 |
Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
138 |
Encompassing and rational expectations: how sequential corroboration can imply refutation |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
436 |
Evaluating a Global Vector Autoregression for Forecasting |
0 |
0 |
0 |
92 |
0 |
0 |
0 |
187 |
Evaluating a global vector autoregression for forecasting |
0 |
0 |
1 |
126 |
0 |
1 |
2 |
229 |
Evaluating the predictive performance of trade-account models |
0 |
0 |
1 |
23 |
1 |
1 |
2 |
190 |
Exact and approximate multi-period mean-square forecast errors for dynamic econometric models |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
273 |
Exogeneity, cointegration, and economic policy analysis |
0 |
1 |
2 |
1,002 |
1 |
3 |
4 |
2,034 |
Forecast uncertainty in economic modeling |
0 |
0 |
0 |
704 |
1 |
1 |
1 |
2,470 |
General-to-specific modeling: an overview and selected bibliography |
0 |
0 |
10 |
1,800 |
1 |
3 |
36 |
7,080 |
Hazards in Implementing a Monetary Conditions Index |
0 |
0 |
0 |
4 |
0 |
2 |
3 |
997 |
Hazards in implementing a monetary conditions index |
0 |
0 |
0 |
646 |
0 |
0 |
2 |
1,290 |
How Biased Are U.S. Government Forecasts of the Federal Debt? |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
126 |
How Biased Are U.S. Government Forecasts of the Federal Debt? |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
129 |
Milton Friedman and Data Adjustment |
0 |
0 |
1 |
202 |
0 |
1 |
3 |
179 |
Modeling the demand for narrow money in the United Kingdom and the United States |
0 |
0 |
1 |
316 |
1 |
1 |
2 |
1,239 |
Modelling Inflation in Australia |
0 |
0 |
1 |
1,246 |
1 |
2 |
7 |
3,156 |
Modelling inflation in Australia |
0 |
0 |
1 |
162 |
0 |
2 |
5 |
1,880 |
Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses |
0 |
0 |
0 |
40 |
1 |
3 |
5 |
570 |
Output and inflation in the long run |
0 |
0 |
0 |
329 |
0 |
2 |
9 |
1,043 |
PC-give and David Hendry's econometric methodology |
0 |
0 |
1 |
258 |
1 |
2 |
4 |
1,735 |
Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration |
0 |
0 |
1 |
188 |
0 |
0 |
1 |
1,829 |
Post-simulation analysis of Monte Carlo experiments: interpreting Pesaran's (1974) study of non-nested hypothesis test statistics |
0 |
0 |
0 |
29 |
1 |
1 |
1 |
534 |
Predictable uncertainty in economic forecasting |
0 |
0 |
0 |
252 |
2 |
2 |
4 |
830 |
Predicting Fed Forecasts |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
62 |
The ET interview: professor David F. Hendry |
0 |
0 |
1 |
218 |
0 |
0 |
6 |
620 |
The Lucas critique in practice: theory without measurement |
2 |
2 |
3 |
279 |
4 |
8 |
12 |
1,750 |
The UK Demand for Broad Money over the Long run |
0 |
0 |
0 |
314 |
0 |
0 |
1 |
897 |
The demand for broad money in the United Kingdom, 1878-1993 |
1 |
1 |
1 |
550 |
1 |
1 |
1 |
1,167 |
The fragility of sensitivity analysis: an encompassing perspective |
0 |
0 |
0 |
63 |
0 |
1 |
1 |
299 |
The power of cointegration tests |
2 |
2 |
2 |
433 |
2 |
3 |
5 |
1,898 |
Total Working Papers |
7 |
11 |
48 |
14,420 |
28 |
66 |
194 |
54,639 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A framework for economic forecasting |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
415 |
An Econometric Analysis of U.K. Money Demand in 'Monetary Trends in the United States and the United Kingdom' by Milton Friedman and Anna Schwartz |
0 |
0 |
2 |
470 |
1 |
2 |
8 |
1,198 |
An analogue model of phase-averaging procedures |
0 |
0 |
0 |
30 |
0 |
1 |
2 |
192 |
Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
222 |
Broad money demand and financial liberalization in Greece |
0 |
0 |
0 |
299 |
1 |
1 |
1 |
1,535 |
Cointegration tests in the presence of structural breaks |
0 |
1 |
2 |
281 |
0 |
1 |
7 |
695 |
Cointegration, exogeneity, and policy analysis: A synopsis |
0 |
1 |
1 |
26 |
0 |
1 |
3 |
73 |
Cointegration, exogeneity, and policy analysis: An overview |
0 |
0 |
0 |
119 |
0 |
0 |
1 |
357 |
Comment on "Economic Forecasting in a Changing World" (by Michael Clements and David Hendry) |
0 |
0 |
0 |
38 |
0 |
0 |
0 |
164 |
Conditional and structural error correction models |
0 |
0 |
0 |
63 |
2 |
3 |
5 |
258 |
Contructive data mining: modeling consumers' expenditure in Venezuela |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
862 |
Distributions of error correction tests for cointegration |
0 |
0 |
0 |
368 |
2 |
2 |
9 |
1,269 |
Dollarization in post-hyperinflationary Argentina |
0 |
2 |
7 |
219 |
0 |
4 |
13 |
525 |
Economic forecasting in theory and practice: An interview with David F. Hendry |
0 |
0 |
2 |
13 |
0 |
0 |
7 |
83 |
Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis |
0 |
0 |
0 |
9 |
1 |
1 |
2 |
93 |
Empirical modeling of money demand |
2 |
2 |
6 |
869 |
2 |
3 |
11 |
1,974 |
Encompassing and rational expectations: How sequential corroboration can imply refutation |
0 |
0 |
0 |
79 |
1 |
2 |
3 |
651 |
Encompassing the Forecasts of U.S. Trade Balance Models |
0 |
0 |
0 |
111 |
0 |
0 |
0 |
464 |
Evaluating a Global Vector Autoregression for Forecasting |
0 |
0 |
0 |
12 |
0 |
1 |
2 |
60 |
Exogeneity, Cointegration, and Economic Policy Analysis |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
695 |
Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom |
0 |
0 |
2 |
170 |
0 |
1 |
7 |
940 |
Hazards in Implementing a Monetary Conditions Index |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
299 |
How biased are U.S. government forecasts of the federal debt? |
0 |
0 |
0 |
8 |
1 |
1 |
3 |
89 |
Interpreting estimates of forecast bias |
0 |
0 |
0 |
4 |
0 |
2 |
3 |
121 |
Modeling Inflation in Australia |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
1,254 |
Modeling the demand for narrow money in the United Kingdom and the United States |
0 |
0 |
4 |
395 |
1 |
2 |
11 |
923 |
Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-nested Hypotheses |
0 |
0 |
0 |
112 |
1 |
2 |
2 |
774 |
Output and inflation in the long run |
0 |
0 |
1 |
189 |
0 |
0 |
5 |
826 |
Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration |
0 |
0 |
1 |
71 |
2 |
2 |
5 |
423 |
Pc-Give and David Hendry'S Econometric Methodology |
0 |
0 |
1 |
3 |
0 |
0 |
4 |
92 |
Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics |
0 |
0 |
0 |
53 |
0 |
0 |
0 |
380 |
Predicting Fed Forecasts |
0 |
0 |
3 |
11 |
1 |
1 |
7 |
50 |
THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson |
0 |
0 |
0 |
24 |
1 |
1 |
1 |
71 |
Testing Linear versus Logarithmic Regression Models: A Comment |
0 |
0 |
0 |
200 |
0 |
0 |
1 |
1,156 |
Testing for Common Features: Comment |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
91 |
Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector |
0 |
0 |
0 |
22 |
3 |
5 |
7 |
162 |
The Demand for Broad Money in the United Kingdom, 1878–1993 |
0 |
0 |
0 |
94 |
0 |
0 |
2 |
340 |
The Economic Feasibility of Shale Oil: An Activity Analysis |
0 |
0 |
0 |
132 |
1 |
2 |
3 |
1,352 |
The Fragility of Sensitivity Analysis: An Encompassing Perspective* |
0 |
0 |
0 |
19 |
2 |
2 |
2 |
123 |
The Power of Cointegration Tests |
0 |
0 |
0 |
9 |
1 |
3 |
17 |
4,324 |
Total Journal Articles |
2 |
6 |
32 |
4,554 |
25 |
49 |
167 |
25,575 |