| 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 |
1 |
1 |
8 |
452 |
| A Low-Dimension Portmanteau Test for Non-linearity |
0 |
0 |
0 |
143 |
2 |
3 |
28 |
265 |
| A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations |
0 |
0 |
0 |
94 |
0 |
1 |
7 |
126 |
| A machine learning dynamic switching approach to forecasting when there are structural breaks |
0 |
1 |
7 |
94 |
1 |
3 |
29 |
101 |
| An Overview of Forecasting Facing Breaks |
1 |
1 |
3 |
117 |
4 |
6 |
22 |
217 |
| Automatic Selection for Non-linear Models |
0 |
0 |
0 |
179 |
6 |
7 |
14 |
556 |
| Can the UK achieve net-zero greenhouse gas emissions by 2050? |
0 |
0 |
0 |
46 |
3 |
6 |
13 |
102 |
| Evaluating Automatic Model Selection |
0 |
0 |
1 |
76 |
2 |
5 |
20 |
242 |
| Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation |
0 |
0 |
0 |
342 |
0 |
1 |
12 |
837 |
| Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview |
1 |
4 |
17 |
467 |
9 |
28 |
69 |
890 |
| Forecasting breaks and forecasting during breaks |
0 |
0 |
0 |
221 |
2 |
5 |
16 |
391 |
| Forecasting by factors, by variables, or both? |
0 |
0 |
0 |
147 |
1 |
2 |
7 |
306 |
| Forecasting with Equilibrium-correction Models during Structural Breaks |
0 |
0 |
1 |
160 |
5 |
11 |
21 |
387 |
| Forecasting: theory and practice |
1 |
1 |
5 |
95 |
3 |
5 |
45 |
154 |
| How To Pick The Best Regression Equation: A Review And Comparison Of Model Selection Algorithms |
0 |
0 |
5 |
797 |
5 |
12 |
40 |
1,920 |
| Identifying the Causal Role of CO2 during the Ice Ages |
0 |
0 |
0 |
54 |
3 |
6 |
17 |
101 |
| Mis-specification Testing: Non-Invariance of Expectations Models of Inflation |
0 |
0 |
0 |
101 |
2 |
4 |
13 |
269 |
| Model Selection in Equations with Many 'Small' Effects |
0 |
0 |
0 |
25 |
2 |
3 |
8 |
104 |
| Model Selection in Equations with Many 'Small' Effects |
0 |
0 |
0 |
91 |
1 |
1 |
11 |
193 |
| Model Selection in Under-specified Equations Facing Breaks |
0 |
0 |
0 |
34 |
2 |
4 |
11 |
165 |
| Model Selection when there are Multiple Breaks |
0 |
0 |
1 |
34 |
6 |
8 |
18 |
128 |
| Modelling Non-stationary 'Big Data' |
0 |
0 |
1 |
141 |
6 |
10 |
34 |
249 |
| Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks |
0 |
0 |
0 |
54 |
4 |
9 |
18 |
117 |
| On Not Evaluating Economic Models by Forecast Outcomes |
0 |
0 |
0 |
141 |
3 |
7 |
15 |
165 |
| Policy Analysis, Forediction, and Forecast Failure |
0 |
0 |
1 |
114 |
1 |
3 |
11 |
214 |
| Robust Approaches to Forecasting |
0 |
0 |
1 |
241 |
1 |
1 |
11 |
524 |
| Robust Discovery of Regression Models |
0 |
0 |
1 |
68 |
3 |
5 |
17 |
94 |
| Selecting a Model for Forecasting |
0 |
0 |
0 |
94 |
5 |
15 |
27 |
202 |
| Semi-automatic Non-linear Model selection |
0 |
0 |
2 |
112 |
2 |
3 |
18 |
217 |
| Short-term forecasting of the Coronavirus Pandemic - 2020-04-27 |
0 |
1 |
1 |
48 |
1 |
3 |
7 |
92 |
| Smooth Robust Multi-Horizon Forecasts |
0 |
1 |
2 |
26 |
3 |
5 |
14 |
55 |
| Smooth Robust Multi-Horizon Forecasts |
0 |
0 |
1 |
46 |
3 |
5 |
11 |
83 |
| Some forecasting principles from the M4 competition |
0 |
0 |
1 |
52 |
2 |
5 |
21 |
129 |
| Structural relationships between cryptocurrency prices and monetary policy indicators |
0 |
2 |
3 |
30 |
4 |
11 |
26 |
61 |
| Testing the Invariance of Expectations Models of Inflation |
0 |
0 |
0 |
84 |
4 |
5 |
14 |
175 |
| Testing the Invariance of Expectations Models of Inflation |
0 |
0 |
0 |
27 |
1 |
1 |
8 |
100 |
| The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022 |
0 |
0 |
0 |
52 |
2 |
4 |
11 |
108 |
| The Long-Run Determinants of UK Wages, 1860-2004 |
0 |
0 |
0 |
210 |
4 |
4 |
10 |
596 |
| The historical role of energy in UK inflation and productivity and implications for price inflation in 2022 |
0 |
0 |
2 |
33 |
4 |
8 |
22 |
49 |
| Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates |
0 |
0 |
0 |
58 |
5 |
5 |
17 |
169 |
| Total Working Papers |
3 |
11 |
56 |
5,032 |
118 |
231 |
741 |
11,305 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Novel Approach to Forecasting After Large Forecast Errors |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
2 |
| A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts |
0 |
0 |
0 |
4 |
2 |
3 |
14 |
42 |
| 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 |
4 |
45 |
5 |
6 |
18 |
264 |
| A low-dimension portmanteau test for non-linearity |
0 |
0 |
0 |
49 |
3 |
5 |
21 |
202 |
| An Overview of Forecasting Facing Breaks |
0 |
0 |
2 |
17 |
4 |
4 |
19 |
110 |
| CAN THE UK ACHIEVE NET ZERO GREENHOUSE GAS EMISSIONS BY 2050? |
0 |
0 |
0 |
0 |
2 |
6 |
23 |
23 |
| Card forecasts for M4 |
0 |
1 |
2 |
6 |
3 |
6 |
7 |
50 |
| Climate Econometrics: An Overview |
0 |
1 |
7 |
40 |
1 |
9 |
23 |
115 |
| Climate and Sustainable Energy Econometrics and Statistics |
0 |
1 |
1 |
1 |
2 |
4 |
6 |
6 |
| Could the Bank of England have avoided mis-forecasting UK inflation during 2021–24? |
1 |
1 |
3 |
3 |
3 |
4 |
14 |
14 |
| Detecting Location Shifts during Model Selection by Step-Indicator Saturation |
0 |
0 |
0 |
40 |
1 |
2 |
10 |
281 |
| Evaluating Automatic Model Selection |
0 |
0 |
0 |
171 |
1 |
4 |
21 |
558 |
| Evaluating Forecasts, Narratives and Policy Using a Test of Invariance |
0 |
0 |
1 |
10 |
5 |
6 |
14 |
61 |
| Evaluating PcGets and RETINA as Automatic Model Selection Algorithms* |
0 |
0 |
0 |
94 |
3 |
4 |
9 |
305 |
| Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK |
0 |
0 |
0 |
0 |
3 |
4 |
15 |
18 |
| Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics |
0 |
0 |
0 |
1 |
0 |
1 |
8 |
16 |
| Forecasting Principles from Experience with Forecasting Competitions |
0 |
0 |
0 |
3 |
5 |
5 |
13 |
48 |
| Forecasting by factors, by variables, by both or neither? |
0 |
0 |
0 |
68 |
2 |
4 |
18 |
285 |
| Forecasting the UK top 1% income share in a shifting world |
0 |
0 |
1 |
2 |
2 |
13 |
41 |
47 |
| Forecasting with equilibrium-correction models during structural breaks |
0 |
0 |
1 |
68 |
0 |
2 |
10 |
282 |
| Forecasting: theory and practice |
0 |
3 |
11 |
61 |
31 |
83 |
189 |
498 |
| Improving models and forecasts after equilibrium-mean shifts |
0 |
0 |
0 |
2 |
1 |
3 |
8 |
12 |
| Machine Learning Dynamic Switching Approach to Forecasting in the Presence of Structural Breaks |
0 |
1 |
2 |
8 |
2 |
6 |
19 |
48 |
| Misspecification Testing: Non-Invariance of Expectations Models of Inflation |
0 |
0 |
0 |
11 |
6 |
6 |
14 |
80 |
| Model Selection in Equations with Many ‘Small’ Effects |
0 |
0 |
0 |
11 |
2 |
3 |
6 |
85 |
| Model selection in under-specified equations facing breaks |
0 |
0 |
1 |
25 |
0 |
1 |
7 |
121 |
| Model selection when there are multiple breaks |
0 |
0 |
0 |
45 |
3 |
3 |
11 |
191 |
| Modeling and forecasting the COVID‐19 pandemic time‐series data |
0 |
0 |
0 |
2 |
5 |
7 |
16 |
33 |
| Modelling non-stationary ‘Big Data’ |
0 |
0 |
0 |
7 |
2 |
2 |
5 |
33 |
| NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING |
0 |
0 |
1 |
81 |
1 |
5 |
8 |
209 |
| Nowcasting from disaggregates in the face of location shifts |
0 |
0 |
0 |
76 |
0 |
2 |
8 |
193 |
| Nowcasting is not Just Contemporaneous Forecasting |
0 |
0 |
0 |
5 |
1 |
2 |
7 |
18 |
| Robust Discovery of Regression Models |
0 |
0 |
1 |
5 |
2 |
2 |
8 |
17 |
| Robust approaches to forecasting |
0 |
0 |
1 |
61 |
2 |
3 |
12 |
157 |
| Selecting a Model for Forecasting |
0 |
0 |
1 |
20 |
2 |
5 |
37 |
88 |
| Short-term forecasting of the coronavirus pandemic |
0 |
0 |
0 |
4 |
1 |
2 |
4 |
15 |
| Stability between cryptocurrency prices and the term structure |
0 |
0 |
2 |
6 |
6 |
9 |
27 |
41 |
| Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations |
0 |
0 |
0 |
5 |
1 |
1 |
2 |
36 |
| Stigum, Bernt P.: Econometrics in a formal science of economics: theory and the measurement of economic relations |
0 |
0 |
0 |
18 |
0 |
0 |
7 |
78 |
| THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC |
0 |
0 |
2 |
10 |
0 |
2 |
9 |
28 |
| The historical role of energy in UK inflation and productivity with implications for price inflation |
0 |
0 |
1 |
2 |
1 |
6 |
16 |
18 |
| The long-run determinants of UK wages, 1860-2004 |
0 |
0 |
0 |
152 |
1 |
5 |
17 |
524 |
| USING MODEL SELECTION ALGORITHMS TO OBTAIN RELIABLE COEFFICIENT ESTIMATES |
0 |
0 |
0 |
26 |
5 |
5 |
10 |
99 |
| What a Puzzle! Unravelling Why UK Phillips Curves were Unstable |
1 |
1 |
3 |
5 |
4 |
4 |
16 |
25 |
| Total Journal Articles |
2 |
9 |
48 |
1,270 |
128 |
261 |
769 |
5,376 |