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 |
0 |
0 |
0 |
118 |
A machine learning dynamic switching approach to forecasting when there are structural breaks |
0 |
0 |
3 |
86 |
0 |
0 |
6 |
68 |
An Overview of Forecasting Facing Breaks |
0 |
0 |
2 |
113 |
0 |
1 |
5 |
193 |
Automatic Selection for Non-linear Models |
0 |
0 |
1 |
179 |
0 |
1 |
4 |
541 |
Can the UK achieve net-zero greenhouse gas emissions by 2050? |
0 |
0 |
5 |
45 |
1 |
1 |
9 |
86 |
Evaluating Automatic Model Selection |
0 |
0 |
1 |
75 |
0 |
1 |
8 |
222 |
Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation |
0 |
0 |
3 |
341 |
0 |
1 |
7 |
824 |
Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview |
1 |
2 |
14 |
450 |
1 |
3 |
40 |
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 |
3 |
299 |
Forecasting with Equilibrium-correction Models during Structural Breaks |
1 |
1 |
2 |
159 |
3 |
4 |
5 |
365 |
Forecasting: theory and practice |
3 |
4 |
13 |
89 |
3 |
6 |
26 |
102 |
How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms |
2 |
3 |
18 |
790 |
4 |
5 |
30 |
1,877 |
Identifying the Causal Role of CO2 during the Ice Ages |
0 |
0 |
1 |
53 |
0 |
1 |
2 |
80 |
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation |
0 |
0 |
1 |
101 |
0 |
0 |
2 |
253 |
Model Selection in Equations with Many 'Small' Effects |
0 |
0 |
1 |
24 |
0 |
0 |
1 |
95 |
Model Selection in Equations with Many 'Small' Effects |
0 |
0 |
0 |
91 |
2 |
4 |
5 |
182 |
Model Selection in Under-specified Equations Facing Breaks |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
153 |
Model Selection when there are Multiple Breaks |
0 |
0 |
1 |
33 |
1 |
1 |
4 |
108 |
Modelling Non-stationary 'Big Data' |
0 |
0 |
3 |
140 |
1 |
2 |
8 |
214 |
Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks |
0 |
0 |
0 |
54 |
1 |
1 |
5 |
98 |
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 |
0 |
3 |
10 |
512 |
Robust Discovery of Regression Models |
1 |
1 |
2 |
67 |
2 |
2 |
5 |
76 |
Selecting a Model for Forecasting |
0 |
0 |
0 |
94 |
0 |
1 |
6 |
170 |
Semi-automatic Non-linear Model selection |
0 |
0 |
1 |
110 |
0 |
0 |
1 |
199 |
Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 |
1 |
1 |
2 |
47 |
1 |
1 |
3 |
83 |
Smooth Robust Multi-Horizon Forecasts |
0 |
0 |
1 |
45 |
0 |
0 |
2 |
72 |
Smooth Robust Multi-Horizon Forecasts |
2 |
2 |
4 |
24 |
3 |
4 |
6 |
41 |
Some forecasting principles from the M4 competition |
0 |
0 |
2 |
50 |
0 |
1 |
6 |
106 |
Structural relationships between cryptocurrency prices and monetary policy indicators |
0 |
1 |
3 |
25 |
1 |
2 |
10 |
29 |
Testing the Invariance of Expectations Models of Inflation |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
92 |
Testing the Invariance of Expectations Models of Inflation |
0 |
0 |
0 |
84 |
0 |
1 |
2 |
158 |
The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 |
2 |
3 |
7 |
48 |
5 |
11 |
20 |
93 |
The Long-Run Determinants of UK Wages, 1860-2004 |
0 |
0 |
0 |
210 |
0 |
0 |
7 |
582 |
The historical role of energy in UK inflation and productivity and implications for price inflation in 2022 |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
26 |
Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates |
0 |
0 |
2 |
58 |
0 |
0 |
2 |
152 |
Total Working Papers |
13 |
18 |
98 |
4,960 |
29 |
59 |
262 |
10,491 |
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 |
2 |
2 |
7 |
245 |
A low-dimension portmanteau test for non-linearity |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
181 |
An Overview of Forecasting Facing Breaks |
0 |
0 |
0 |
14 |
0 |
1 |
3 |
88 |
Card forecasts for M4 |
0 |
0 |
1 |
4 |
0 |
0 |
2 |
43 |
Climate Econometrics: An Overview |
1 |
2 |
5 |
32 |
2 |
5 |
18 |
89 |
Detecting Location Shifts during Model Selection by Step-Indicator Saturation |
0 |
1 |
5 |
40 |
0 |
2 |
10 |
271 |
Evaluating Automatic Model Selection |
1 |
2 |
5 |
171 |
2 |
3 |
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 |
1 |
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 |
0 |
1 |
1 |
7 |
Forecasting Principles from Experience with Forecasting Competitions |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
34 |
Forecasting by factors, by variables, by both or neither? |
0 |
0 |
1 |
68 |
0 |
2 |
4 |
264 |
Forecasting the UK top 1% income share in a shifting world |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
2 |
Forecasting with equilibrium-correction models during structural breaks |
0 |
0 |
0 |
67 |
0 |
0 |
0 |
271 |
Forecasting: theory and practice |
1 |
5 |
18 |
48 |
11 |
32 |
148 |
286 |
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 |
1 |
1 |
2 |
6 |
2 |
2 |
10 |
27 |
Misspecification Testing: Non-Invariance of Expectations Models of Inflation |
0 |
0 |
0 |
11 |
0 |
0 |
4 |
63 |
Model Selection in Equations with Many ‘Small’ Effects |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
78 |
Model selection in under-specified equations facing breaks |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
113 |
Model selection when there are multiple breaks |
0 |
0 |
1 |
44 |
2 |
2 |
6 |
178 |
Modeling and forecasting the COVID‐19 pandemic time‐series data |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
16 |
Modelling non-stationary ‘Big Data’ |
0 |
0 |
1 |
7 |
1 |
1 |
3 |
28 |
NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING |
0 |
0 |
4 |
80 |
0 |
0 |
8 |
200 |
Nowcasting from disaggregates in the face of location shifts |
0 |
0 |
0 |
76 |
1 |
1 |
2 |
185 |
Nowcasting is not Just Contemporaneous Forecasting |
0 |
0 |
2 |
5 |
0 |
0 |
3 |
11 |
Robust Discovery of Regression Models |
0 |
0 |
2 |
3 |
0 |
0 |
4 |
7 |
Robust approaches to forecasting |
0 |
1 |
2 |
59 |
0 |
1 |
4 |
142 |
Selecting a Model for Forecasting |
0 |
1 |
2 |
19 |
0 |
3 |
6 |
50 |
Short-term forecasting of the coronavirus pandemic |
0 |
0 |
0 |
4 |
1 |
1 |
3 |
11 |
Stability between cryptocurrency prices and the term structure |
0 |
1 |
3 |
3 |
1 |
2 |
10 |
10 |
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 |
2 |
7 |
7 |
Total Journal Articles |
4 |
14 |
65 |
1,210 |
26 |
64 |
295 |
4,542 |