Access Statistics for Kenneth F. Wallis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
COINTEGRATION, LONG-RUN STRUCTURAL MODELLING AND WEAK EXOGENEITY: TWO MODELS OF THE UK ECONOMY 3 10 32 163 6 21 88 280
Calculating the Variance of Seasonally Adjusted Series 0 0 0 0 12 25 86 185
Chi-squared tests of interval and density forecasts and the Bank of England's fan charts 0 3 15 182 4 11 39 647
Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts 0 1 10 154 2 6 45 711
Comparing Empirical Models of the Euro Economy 0 0 0 0 0 3 9 221
Comparing SVARs and SEMs: more shocking stories 1 2 10 184 2 10 36 444
Density Forecasting: A Survey 18 45 120 775 24 72 184 1,193
Dynamic Models and Expectations Hypotheses 0 0 0 0 0 0 6 9
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 0 0 1 2 12 573
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 3 9 232 2 6 25 1,085
Forecasting and Signals Extraction in Autoregressive-moving Average Models 0 0 0 0 2 6 15 48
Model Validation and Forecast Comparisons: Theoretical and Practical Considerations 0 0 0 0 2 8 45 93
Models for X-11 and 'X-11-Forecast' Procedures for Preliminary and Revised Seasonal Adjustments 0 0 0 0 1 6 22 41
On Macroeconomic Policy and Macroeconometric Models 0 0 0 0 0 3 17 815
Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data 3 6 17 85 10 30 135 705
Signal Extraction in Nonstationary Series 0 0 0 0 2 5 17 53
Some Econometric Problems in the Analysis of Inventory Cycles 0 1 3 13 1 2 8 236
THE PROPERTIES OF SOME GOODNESS-OF-FIT TESTS 0 2 5 52 2 7 25 232
The properties of some goodness-of-fit tests 1 3 13 78 5 13 53 440
Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters 0 7 18 49 7 32 75 210
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 1 1 1 22 41
Total Working Papers 26 83 252 1,968 86 269 964 8,262


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
'Time-series' versus 'econometric' forecasts: A non-linear regression counterexample 0 0 4 22 1 1 18 88
A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments 0 0 0 13 0 0 3 170
A Simple Explanation of the Forecast Combination Puzzle 4 7 11 11 17 29 53 53
Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts 0 1 2 27 0 2 14 108
Combining Density and Interval Forecasts: A Modest Proposal 0 4 8 31 1 6 21 111
Comment 0 0 0 1 0 1 2 16
Comparing Macroeconometric Models: A Review Article 0 1 4 45 0 1 9 118
Comparing SVARs and SEMs: two models of the UK economy 1 3 17 89 3 8 39 251
Comparing Time-Series and Nonlinear Model-based Forecasts 0 0 0 0 0 1 6 154
Comparing empirical models of the euro economy 0 1 2 73 0 1 9 148
Comparing global economic models 1 4 45 150 7 20 151 420
Decompositions of Pearson's chi-squared test 0 1 3 37 1 3 30 270
Differences in the Properties of Large-Scale Macroeconometric Models: The Role of Labour Market Specifications 0 0 1 18 1 1 12 164
Econometric Evaluation of Consumers' Expenditure Equations 0 0 0 1 1 4 18 257
Econometric Implications of the Rational Expectations Hypothesis 1 6 46 140 1 7 86 371
Empirical macro-models of the euro economy: an introduction 1 1 1 64 1 2 4 173
Evaluating Special Employment Measures with Macroeconometric Models 0 0 0 0 1 1 6 67
Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters 0 1 2 4 0 1 14 20
Fiscal policy rules in macroeconomic models: principles and practice 1 10 22 134 3 13 38 292
Large-Scale Econometric Models of National Economies 0 0 0 0 0 1 15 170
Long-Run Properties of Large-Scale Macroeconometric Models 0 2 3 3 0 2 7 7
Macro-models and Macro Policy in the 1980s 0 0 0 1 0 1 5 190
Macroeconomic Forecasting: A Survey 1 1 17 134 1 4 45 283
Multiple Time Series Analysis and the Final Form of Econometric Models 1 2 14 98 3 4 28 296
New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment 0 0 0 0 0 0 2 232
On Macroeconomic Policy and Macroeconometric Models 0 0 0 0 0 4 29 219
Output Decisions of Firms Again 0 0 0 0 0 1 4 71
Prediction theory for autoregressivemoving average processes 2 3 20 39 2 5 37 86
Some Recent Developments in Applied Econometrics: Dynamic Models and Simultaneous Equation Systems 1 1 4 78 3 5 17 315
Some Recent Developments in Macroeconometric Modelling in the United Kingdom 0 0 0 0 0 0 1 52
Statistical Demand Functions for Food in the USA and the Netherlands: Comments 0 1 2 30 0 1 10 277
Targeting inflation: Comparative control exercises on models of the UK economy 1 1 3 14 2 12 77 588
Testing for Fourth Order Autocorrelation in Qtrly Regression Equations 0 0 2 58 0 2 24 307
The Efficiency of the Two-Step Estimator 1 1 2 37 1 1 5 194
The historical tracking performance of UK macroeconometric models 1978-1985 0 0 0 11 0 0 3 48
Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters 2 4 17 27 5 12 90 163
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 0 1 2 9 169
Wages, Prices and Incomes Policies: Some Comments 0 0 1 13 0 0 3 70
Total Journal Articles 18 56 253 1,403 56 159 944 6,988


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Contributed Comments to "Seasonal Analysis of Economic Time Series" 0 0 3 3 2 5 15 15
Seasonal Adjustment and Multiple Time Series Analysis 2 3 6 6 4 6 13 13
Seasonal Adjustment and Multiple Time Series Analysis 1 1 3 3 1 1 6 6
Total Chapters 3 4 12 12 7 12 34 34


Statistics updated 2009-11-04