Working Paper |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
452 |
A General Forecast-error Taxonomy |
0 |
0 |
1 |
271 |
0 |
0 |
2 |
750 |
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 Short History of Macro-econometric Modelling |
0 |
1 |
8 |
128 |
0 |
6 |
22 |
331 |
A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations |
0 |
0 |
0 |
94 |
0 |
0 |
0 |
118 |
AUTOMATIC TESTS for SUPER EXOGENEITY |
0 |
0 |
0 |
168 |
0 |
0 |
0 |
347 |
An Automatic Test of Super Exogeneity |
0 |
1 |
5 |
257 |
0 |
1 |
5 |
838 |
An Econometric Analysis of Money Demand in Italy |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1,246 |
An Open-model Forecast-error Taxonomy |
1 |
1 |
1 |
49 |
1 |
1 |
2 |
89 |
An Overview of Forecasting Facing Breaks |
0 |
0 |
2 |
113 |
0 |
1 |
5 |
193 |
An analogue model of phase-averaging procedures |
0 |
0 |
0 |
26 |
1 |
1 |
1 |
587 |
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 |
1 |
5 |
286 |
0 |
2 |
9 |
1,579 |
An evaluation of forecasting using leading indicators |
0 |
0 |
2 |
718 |
0 |
0 |
4 |
1,443 |
Analyzing Differences between Scenarios |
1 |
2 |
2 |
57 |
1 |
3 |
5 |
288 |
Anthropogenic Influences on Atmospheric CO2 |
0 |
0 |
1 |
70 |
1 |
1 |
2 |
234 |
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 |
3 |
750 |
Automatic Selection for Non-linear Models |
0 |
0 |
1 |
179 |
0 |
1 |
4 |
541 |
Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
71 |
Beyer-Doornik-Hendry |
0 |
1 |
2 |
368 |
1 |
3 |
10 |
1,403 |
Can the UK achieve net-zero greenhouse gas emissions by 2050? |
0 |
0 |
5 |
45 |
1 |
1 |
9 |
86 |
Climate Change: Lessons for our Future from the Distant Past |
0 |
0 |
0 |
102 |
1 |
1 |
1 |
218 |
Cointegration tests in the presence of structural breaks |
0 |
0 |
0 |
240 |
0 |
0 |
1 |
1,171 |
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom |
0 |
0 |
0 |
138 |
0 |
0 |
2 |
811 |
Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate |
0 |
0 |
0 |
268 |
0 |
0 |
2 |
634 |
Computationally-intensive Econometrics using a Distributed Matrix-programming Language |
0 |
0 |
0 |
181 |
0 |
0 |
0 |
904 |
Computer Automation of General-to-Specific Model Selection Procedures |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
2,219 |
Computer Automation of General-to-Specific Model Selection Procedures |
0 |
0 |
1 |
29 |
0 |
0 |
1 |
92 |
Conditional econometric modelling: an application to new house prices in the United Kingdom |
0 |
0 |
2 |
169 |
2 |
2 |
4 |
815 |
Constructing Historical Euro-Zone Data |
0 |
0 |
0 |
2 |
1 |
1 |
5 |
798 |
Deciding Between Alternative Approaches In Macroeconomics |
1 |
1 |
4 |
228 |
1 |
1 |
9 |
427 |
Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
116 |
EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR |
0 |
0 |
0 |
1 |
1 |
2 |
8 |
628 |
EXOGENEITY |
0 |
1 |
4 |
25 |
0 |
2 |
16 |
111 |
Econometric Modelling of Changing Time Series |
0 |
0 |
0 |
222 |
0 |
0 |
1 |
272 |
Economic Forecasting: Some Lessons from Recent Research |
1 |
1 |
2 |
493 |
2 |
3 |
8 |
814 |
Economic Forecasting: Some Lessons from Recent Research |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
48 |
Economic Forecasting: Some Lessons from Recent Research |
0 |
0 |
2 |
410 |
1 |
2 |
6 |
981 |
Economic forecasting: some lessons from recent research |
0 |
0 |
3 |
449 |
0 |
1 |
9 |
977 |
Empirical Economic Model Discovery and Theory Evaluation |
0 |
0 |
2 |
290 |
1 |
3 |
6 |
830 |
Encompassing and rational expectations: how sequential corroboration can imply refutation |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
436 |
Evaluating Automatic Model Selection |
0 |
0 |
1 |
75 |
0 |
1 |
8 |
222 |
Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations |
0 |
0 |
0 |
55 |
0 |
0 |
1 |
110 |
Exogeneity |
0 |
0 |
0 |
0 |
0 |
3 |
23 |
222 |
Exogeneity |
1 |
1 |
3 |
40 |
1 |
1 |
6 |
904 |
Exogeneity, cointegration, and economic policy analysis |
1 |
1 |
2 |
1,002 |
2 |
2 |
3 |
2,033 |
Explaining Cointegration Analysis: Part II |
0 |
1 |
3 |
3,662 |
1 |
3 |
13 |
7,101 |
FORECASTING WITH DIFFERENCE-STATIONARY AND TREND-STATIONARY MODELS |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
33 |
First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017 |
1 |
3 |
4 |
88 |
2 |
6 |
8 |
118 |
Forecast Failure, Expectations Formation, and the Lucas Critique |
0 |
0 |
0 |
239 |
0 |
1 |
2 |
618 |
Forecasting Aggregates by Disaggregates |
0 |
0 |
3 |
272 |
0 |
1 |
8 |
1,022 |
Forecasting Economic Aggregates by Disaggregates |
1 |
1 |
1 |
208 |
1 |
1 |
2 |
751 |
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 economic aggregates by disaggregates |
0 |
1 |
3 |
242 |
0 |
1 |
7 |
543 |
Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts |
0 |
0 |
1 |
149 |
0 |
0 |
1 |
625 |
Forecasting from Structural Econometric Models |
0 |
0 |
2 |
381 |
0 |
0 |
3 |
716 |
Forecasting in Cointegrated Systems |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
224 |
Forecasting in the Presence of Structural Breaks and Policy Regime Shifts |
0 |
0 |
0 |
208 |
0 |
0 |
7 |
503 |
Forecasting with Difference-Stationary and Trend-Stationary Models |
0 |
0 |
0 |
22 |
0 |
0 |
3 |
1,660 |
Forecasting with Difference-Stationary and Trend-Stationary Models |
0 |
0 |
3 |
43 |
0 |
2 |
12 |
182 |
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 |
General-to-specific modeling: an overview and selected bibliography |
0 |
1 |
12 |
1,800 |
0 |
6 |
40 |
7,079 |
Geoclimate, geopolitics, and the geovolatility of carbon-intensive equity returns |
0 |
1 |
2 |
33 |
1 |
2 |
9 |
64 |
Identifying the Causal Role of CO2 during the Ice Ages |
0 |
0 |
1 |
53 |
0 |
1 |
2 |
80 |
Improving the Teaching of Econometrics |
0 |
0 |
1 |
258 |
0 |
0 |
4 |
546 |
John Denis Sargan at the London School of Economics |
0 |
0 |
1 |
104 |
0 |
0 |
1 |
224 |
Log Income vs. Linear Income: An Application of the Encompassing Principle |
0 |
0 |
0 |
0 |
6 |
9 |
31 |
517 |
Log income versus linear income: an application of the encompassing principl |
0 |
0 |
0 |
554 |
0 |
0 |
0 |
2,538 |
MULTI-STEP ESTIMATION FOR FORECASTING |
0 |
0 |
1 |
4 |
0 |
0 |
2 |
59 |
Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics |
0 |
0 |
1 |
413 |
2 |
4 |
13 |
583 |
Milton Friedman and Data Adjustment |
0 |
0 |
1 |
202 |
0 |
1 |
4 |
179 |
Mis-specification Testing: Non-Invariance of Expectations Models of Inflation |
0 |
0 |
1 |
101 |
0 |
0 |
2 |
253 |
Model Discovery and Trygve Haavelmo's Legacy |
0 |
0 |
0 |
119 |
0 |
1 |
2 |
316 |
Model Identification and Non-unique Structure |
0 |
0 |
0 |
102 |
0 |
0 |
0 |
437 |
Model Selection in Equations with Many 'Small' Effects |
0 |
0 |
0 |
91 |
2 |
4 |
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 |
0 |
0 |
0 |
153 |
Model Selection when there are Multiple Breaks |
0 |
0 |
1 |
33 |
1 |
1 |
4 |
108 |
Modeling the demand for narrow money in the United Kingdom and the United States |
0 |
0 |
1 |
316 |
0 |
0 |
1 |
1,238 |
Modelling Non-stationary 'Big Data' |
0 |
0 |
3 |
140 |
1 |
2 |
8 |
214 |
Modelling UK Inflation over the Long Run |
0 |
0 |
1 |
45 |
0 |
1 |
3 |
112 |
Multi-Step Estimation for Forecasting |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
212 |
Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes |
0 |
0 |
2 |
96 |
0 |
0 |
3 |
354 |
Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes |
0 |
0 |
0 |
93 |
1 |
1 |
5 |
341 |
On Not Evaluating Economic Models by Forecast Outcomes |
0 |
0 |
0 |
141 |
0 |
0 |
1 |
150 |
On the Limitations of Comparing Mean Square Forecast Errors |
0 |
0 |
0 |
1 |
1 |
2 |
12 |
758 |
On the Mathematical Basis of Inter-temporal Optimization |
0 |
0 |
1 |
218 |
0 |
1 |
4 |
446 |
On the interactions of unit roots and exogeneity |
0 |
0 |
1 |
298 |
1 |
1 |
2 |
675 |
Parallel Computation in Econometrics: A Simplified Approach |
0 |
0 |
1 |
201 |
0 |
0 |
2 |
498 |
Policy Analysis, Forediction, and Forecast Failure |
0 |
0 |
0 |
113 |
0 |
0 |
5 |
202 |
Pooling of Forecasts |
1 |
1 |
5 |
332 |
1 |
1 |
10 |
812 |
Procrustean Econometrics: Stretching and Squeezing Data |
0 |
0 |
0 |
97 |
0 |
1 |
1 |
772 |
RESEARCH AND THE ACADEMIC: A TALE OF TWO CULTURES |
0 |
0 |
1 |
155 |
0 |
0 |
3 |
199 |
Recent developments in the theory of encompassing |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
194 |
Regression Models with Data-based Indicator Variables |
0 |
0 |
0 |
78 |
0 |
0 |
1 |
237 |
Regression Models with Data-based Indicator Variables |
0 |
0 |
0 |
211 |
0 |
0 |
0 |
786 |
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 |
Robustifying Forecasts from Equilibrium-Correction Models |
0 |
0 |
0 |
75 |
0 |
0 |
0 |
146 |
Selecting a Model for Forecasting |
0 |
0 |
0 |
94 |
0 |
1 |
6 |
170 |
Selecting a Regression Saturated by Indicators |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
198 |
Selecting a Regression Saturated by Indicators |
0 |
0 |
0 |
185 |
0 |
0 |
1 |
607 |
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 Fallacies in Econometric Modelling of Climate Change |
0 |
1 |
2 |
269 |
1 |
2 |
3 |
507 |
Some forecasting principles from the M4 competition |
0 |
0 |
2 |
50 |
0 |
1 |
6 |
106 |
Statistical Model Selection with 'Big Data' |
1 |
1 |
1 |
260 |
1 |
1 |
5 |
421 |
Step-indicator Saturation |
0 |
1 |
9 |
139 |
2 |
6 |
33 |
479 |
Sub-sample Model Selection Procedures in Gets Modelling |
0 |
0 |
0 |
122 |
0 |
0 |
0 |
536 |
TESTING SUPER EXOGENEITY AND INVARIANCE IN REGRESSION MODELS |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
597 |
TESTING THE LUCAS CRITIQUE: A REVIEW |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
504 |
Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom |
0 |
0 |
1 |
73 |
0 |
0 |
1 |
333 |
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 |
Testing the Lucas Critique: A Review |
1 |
1 |
1 |
14 |
1 |
2 |
2 |
51 |
Testing the Lucas Critique: A Review |
0 |
0 |
0 |
19 |
1 |
2 |
2 |
51 |
The Econometric Analysis of Economic Policy |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
411 |
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 Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series |
0 |
0 |
2 |
119 |
0 |
0 |
4 |
113 |
The Influence of A. W. H. Phillips on Econometrics |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
440 |
The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
166 |
The Long-Run Determinants of UK Wages, 1860-2004 |
0 |
0 |
0 |
210 |
0 |
0 |
7 |
582 |
The Properties of Automatic Gets Modelling |
0 |
0 |
2 |
234 |
0 |
0 |
3 |
542 |
The Properties of Automatic Gets Modelling |
0 |
0 |
0 |
144 |
0 |
0 |
0 |
372 |
The Properties of Model Selection when Retaining Theory Variables |
0 |
0 |
0 |
59 |
0 |
0 |
0 |
130 |
The Properties of Model Selection when Retaining Theory Variables |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
100 |
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 |
0 |
0 |
0 |
549 |
0 |
0 |
0 |
1,166 |
The econometric analysis of economic time series |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
84 |
The future of macroeconomics: Macro theory and models at the Bank of England |
0 |
2 |
10 |
552 |
2 |
5 |
27 |
711 |
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 |
Unpredictability and the Foundations of Economic Forecasting |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
251 |
Unpredictability and the Foundations of Economic Forecasting |
0 |
0 |
0 |
175 |
1 |
1 |
3 |
389 |
Unpredictability in Economic Analyis, Econometric Modelling and Forecasting |
0 |
0 |
2 |
265 |
1 |
2 |
5 |
246 |
Unpredictability in Economic Analysis, Econometric Modeling and Forecasting |
1 |
1 |
2 |
144 |
2 |
3 |
5 |
194 |
We Ran One Regression |
0 |
0 |
1 |
435 |
4 |
6 |
11 |
1,141 |
Total Working Papers |
23 |
42 |
209 |
26,437 |
76 |
174 |
741 |
81,301 |
Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Brief History of General‐to‐specific Modelling |
1 |
1 |
8 |
12 |
1 |
1 |
10 |
17 |
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING |
0 |
0 |
1 |
50 |
0 |
0 |
2 |
184 |
A Re-analysis of Confluence Analysis |
0 |
0 |
0 |
55 |
0 |
0 |
1 |
201 |
A comment on "Specification searches in spatial econometrics: The relevance of Hendry's methodology" |
0 |
0 |
1 |
41 |
0 |
1 |
4 |
133 |
A low-dimension portmanteau test for non-linearity |
0 |
0 |
0 |
49 |
0 |
0 |
0 |
181 |
A reply to Professors Maasoumi and Phillips |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
94 |
A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics |
0 |
1 |
2 |
88 |
0 |
1 |
4 |
435 |
Achievements and challenges in econometric methodology |
0 |
0 |
0 |
64 |
0 |
0 |
0 |
222 |
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 |
9 |
1,197 |
An Econometric Model of United Kingdom Building Societies |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
163 |
An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification |
1 |
1 |
1 |
55 |
1 |
1 |
2 |
165 |
An Historical Perspective on Forecast Errors |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
31 |
An Historical Perspective on Forecast Errors |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
An Overview of Forecasting Facing Breaks |
0 |
0 |
0 |
14 |
0 |
1 |
3 |
88 |
An analogue model of phase-averaging procedures |
0 |
0 |
0 |
30 |
0 |
1 |
2 |
192 |
An econometric analysis of TV advertising expenditure in the United Kingdom |
0 |
0 |
3 |
168 |
0 |
1 |
4 |
390 |
An empirical study of seasonal unit roots in forecasting |
0 |
0 |
0 |
60 |
0 |
0 |
0 |
184 |
Analysing differences between scenarios |
0 |
0 |
3 |
3 |
0 |
0 |
4 |
7 |
Applied Econometrics without Sinning |
0 |
0 |
1 |
97 |
0 |
0 |
4 |
258 |
Automatic selection of indicators in a fully saturated regression |
1 |
1 |
1 |
48 |
1 |
2 |
3 |
180 |
Automatic selection of indicators in a fully saturated regression |
0 |
0 |
3 |
107 |
4 |
5 |
9 |
354 |
Autoreg: a computer program library for dynamic econometric models with autoregressive errors |
0 |
1 |
1 |
26 |
0 |
1 |
1 |
151 |
Can Econometrics Improve Economic Forecasting? |
0 |
0 |
1 |
73 |
0 |
1 |
5 |
207 |
Card forecasts for M4 |
0 |
0 |
1 |
4 |
0 |
0 |
2 |
43 |
Climate Econometrics: An Overview |
1 |
2 |
5 |
32 |
2 |
5 |
18 |
89 |
Co-Breaking: Recent Advances and a Synopsis of the Literature |
0 |
0 |
0 |
129 |
0 |
0 |
1 |
288 |
Cointegration tests in the presence of structural breaks |
0 |
1 |
2 |
281 |
0 |
1 |
7 |
695 |
Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate |
0 |
0 |
1 |
25 |
0 |
0 |
6 |
117 |
Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate |
0 |
0 |
1 |
81 |
0 |
2 |
7 |
401 |
Comment on "Excessive Ambitions" (by Jon Elster) |
0 |
0 |
0 |
41 |
0 |
0 |
0 |
163 |
Common volatility shocks driven by the global carbon transition |
1 |
2 |
4 |
4 |
3 |
7 |
16 |
16 |
Computer automation of general-to-specific model selection procedures |
0 |
0 |
3 |
400 |
1 |
2 |
9 |
1,039 |
Consistent Model Selection by an Automatic Gets Approach* |
0 |
0 |
0 |
69 |
0 |
0 |
1 |
229 |
Constructing Historical Euro-Zone Data |
0 |
0 |
0 |
254 |
0 |
0 |
8 |
834 |
DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION |
0 |
0 |
0 |
7 |
1 |
1 |
1 |
55 |
Deciding between alternative approaches in macroeconomics |
1 |
1 |
2 |
27 |
2 |
2 |
3 |
93 |
Detecting Location Shifts during Model Selection by Step-Indicator Saturation |
0 |
1 |
5 |
40 |
0 |
2 |
10 |
271 |
Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
Econometric Evaluation of Linear Macro-Economic Models |
0 |
0 |
7 |
344 |
0 |
1 |
19 |
952 |
Econometric Modelling of Time Series with Outlying Observations |
0 |
0 |
0 |
53 |
1 |
1 |
1 |
278 |
Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom |
3 |
4 |
25 |
1,910 |
3 |
4 |
34 |
4,277 |
Econometric Modelling with Cointegrated Variables: An Overview |
0 |
0 |
0 |
4 |
0 |
3 |
7 |
1,199 |
Econometric Modelling: The "Consumption Function" in Retrospect |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
637 |
Econometric Modelling: The ‘Consumption Function’ In Retrospect |
0 |
0 |
1 |
16 |
0 |
0 |
2 |
67 |
Econometric analysis of small linear systems using PC-FIML |
0 |
0 |
0 |
50 |
0 |
0 |
0 |
183 |
Econometrics and Business Cycle Empirics |
0 |
0 |
1 |
119 |
0 |
0 |
1 |
311 |
Economic Forecasting in a Changing World |
0 |
0 |
1 |
90 |
0 |
0 |
1 |
199 |
Economic forecasting: some lessons from recent research |
0 |
0 |
4 |
223 |
0 |
0 |
8 |
553 |
Elusive return predictability: Discussion |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
70 |
Empirical Economic Model Discovery and Theory Evaluation |
0 |
0 |
0 |
31 |
0 |
0 |
2 |
234 |
Encompassing |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
Encompassing |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
24 |
Encompassing and Specificity |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
56 |
Encompassing and rational expectations: How sequential corroboration can imply refutation |
0 |
0 |
0 |
79 |
1 |
1 |
2 |
650 |
Encompassing in stationary linear dynamic models |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
91 |
Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
282 |
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 a Model by Forecast Performance* |
0 |
0 |
1 |
88 |
0 |
0 |
2 |
284 |
Evaluating multi-step system forecasts with relatively few forecast-error observations |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
54 |
Exogeneity |
0 |
4 |
27 |
1,566 |
2 |
12 |
58 |
5,203 |
Exogeneity, Cointegration, and Economic Policy Analysis |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
695 |
Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK |
0 |
0 |
0 |
367 |
0 |
0 |
1 |
991 |
Explaining Cointegration Analysis: Part 1 |
1 |
6 |
27 |
493 |
1 |
8 |
46 |
1,371 |
Explaining Cointegration Analysis: Part 1 |
0 |
3 |
6 |
6 |
1 |
5 |
14 |
14 |
Explaining Cointegration Analysis: Part II |
0 |
0 |
3 |
3 |
0 |
1 |
4 |
4 |
Explaining Cointegration Analysis: Part II |
0 |
1 |
3 |
234 |
2 |
4 |
15 |
881 |
Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
Forecast Failure, Expectations Formation and the Lucas Critique |
0 |
0 |
1 |
8 |
0 |
0 |
1 |
45 |
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 economic processes |
0 |
0 |
0 |
91 |
0 |
0 |
0 |
243 |
Forecasting in Cointegration Systems |
0 |
0 |
0 |
379 |
0 |
1 |
2 |
749 |
Forecasting the UK top 1% income share in a shifting world |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
2 |
Forecasting with difference-stationary and trend-stationary models |
0 |
0 |
0 |
29 |
1 |
2 |
4 |
1,739 |
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 |
Foreword |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
42 |
Foreword by the Editors |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
90 |
Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom |
0 |
0 |
2 |
170 |
1 |
1 |
9 |
940 |
Guest Editors’ Introduction to Special Issue on Encompassing |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
61 |
Guest Editors’ Introduction: Information in Economic Forecasting |
0 |
1 |
1 |
61 |
0 |
1 |
1 |
179 |
Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
78 |
HUS Revisited |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
205 |
Improving models and forecasts after equilibrium-mean shifts |
0 |
0 |
2 |
2 |
0 |
0 |
3 |
3 |
Improving on 'Data mining reconsidered' by K.D. Hoover and S.J. Perez |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
628 |
In memory of Clive Granger: an advisory board member of the journal |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
86 |
Inference in Cointegrating Models: UK M1 Revisited |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
51 |
Intercept Corrections and Structural Change |
0 |
0 |
2 |
262 |
0 |
1 |
8 |
853 |
Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
250 |
Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK |
0 |
1 |
4 |
170 |
0 |
1 |
4 |
315 |
J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY |
0 |
0 |
2 |
50 |
0 |
1 |
3 |
102 |
John Denis Sargan |
0 |
0 |
1 |
11 |
0 |
0 |
1 |
119 |
Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing* |
0 |
0 |
1 |
54 |
0 |
1 |
7 |
267 |
Log Income vs. Linear Income: An Application of the Encompassing Principle* |
0 |
0 |
2 |
89 |
1 |
1 |
5 |
315 |
MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY |
0 |
1 |
1 |
23 |
0 |
1 |
3 |
68 |
Macro-economic Forecasting and Modelling |
0 |
0 |
0 |
138 |
0 |
0 |
0 |
439 |
Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
154 |
Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process |
0 |
0 |
1 |
137 |
1 |
1 |
3 |
645 |
Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction |
0 |
0 |
0 |
57 |
0 |
0 |
0 |
328 |
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 formulation to simplify selection when specification is uncertain |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
67 |
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 |
Modeling the demand for narrow money in the United Kingdom and the United States |
0 |
0 |
4 |
395 |
1 |
1 |
10 |
922 |
Modelling Linear Dynamic Econometric Systems |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
834 |
Modelling UK inflation, 1875-1991 |
0 |
0 |
2 |
810 |
1 |
1 |
4 |
2,099 |
Modelling methodology and forecast failure |
0 |
0 |
0 |
105 |
0 |
0 |
0 |
378 |
Modelling non-stationary ‘Big Data’ |
0 |
0 |
1 |
7 |
1 |
1 |
3 |
28 |
Monetary Economic Myth and Econometric Reality |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
332 |
Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares |
0 |
0 |
0 |
44 |
0 |
0 |
1 |
143 |
Multi-step Estimation for Forecasting |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
357 |
NOWCASTING IS NOT JUST CONTEMPORANEOUS FORECASTING |
0 |
0 |
4 |
80 |
0 |
0 |
8 |
200 |
Non-parametric direct multi-step estimation for forecasting economic processes |
0 |
1 |
5 |
87 |
2 |
3 |
10 |
268 |
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 |
Obituary: Jan Tinbergen, 1903–94 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
On High and Low R2 Contributions |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
276 |
On Keynesian Model Building and the Rational Expectations Critique: A Question of Methodology |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
221 |
On adding over-identifying instrumental variables to simultaneous equations |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
66 |
On congruent econometric relations: A comment |
0 |
0 |
0 |
30 |
0 |
1 |
1 |
154 |
On detectable and non-detectable structural change |
0 |
0 |
0 |
81 |
0 |
0 |
1 |
231 |
On the formulation of empirical models in dynamic econometrics |
0 |
1 |
4 |
256 |
0 |
3 |
12 |
557 |
On winning forecasting competitions in economics |
0 |
0 |
0 |
201 |
0 |
0 |
0 |
770 |
Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
37 |
Pooling of forecasts |
0 |
0 |
0 |
304 |
2 |
3 |
18 |
863 |
Professor Sir Clive W.J. Granger and Cointegration |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
64 |
Reconstructing Aggregate Euro‐zone Data |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
65 |
Reformulating Empirical Macroeconomic Modelling |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
238 |
Regression Models with Data‐based Indicator Variables |
0 |
0 |
1 |
102 |
0 |
0 |
1 |
723 |
Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220' |
0 |
0 |
0 |
13 |
0 |
1 |
1 |
45 |
Revisiting UK consumers' expenditure: cointegration, breaks and robust forecasts |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
78 |
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 |
Robustifying forecasts from equilibrium-correction systems |
0 |
0 |
1 |
59 |
0 |
0 |
4 |
167 |
SURVEY OF STUDENT INCOME AND EXPENDITURE AT ABERDEEN UNIVERSITY 1963-64 AND 1964-65 |
0 |
0 |
1 |
8 |
0 |
0 |
1 |
31 |
Saturation in Autoregressive Models |
0 |
1 |
1 |
78 |
0 |
1 |
1 |
194 |
Selecting a Model for Forecasting |
0 |
1 |
2 |
19 |
0 |
3 |
6 |
50 |
Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England |
0 |
1 |
8 |
601 |
0 |
2 |
12 |
1,418 |
Short-term forecasting of the coronavirus pandemic |
0 |
0 |
0 |
4 |
1 |
1 |
3 |
11 |
Small-Sample Properties of ARCH Estimators and Tests |
0 |
0 |
0 |
55 |
0 |
0 |
2 |
394 |
Stochastic Specification in an Aggregate Demand Model of the United Kingdom |
0 |
0 |
0 |
45 |
0 |
0 |
1 |
220 |
THE VALUE OF ROBUST STATISTICAL FORECASTS IN THE COVID-19 PANDEMIC |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
19 |
Testing Integration and Cointegration: An Overview |
0 |
0 |
0 |
2 |
1 |
2 |
7 |
764 |
Testing superexogeneity and invariance in regression models |
0 |
0 |
2 |
269 |
0 |
2 |
8 |
548 |
The Demand for Broad Money in the United Kingdom, 1878–1993 |
0 |
0 |
0 |
94 |
0 |
0 |
2 |
340 |
The Demand for M1 in the U.S.A., 1960–1988 |
0 |
1 |
4 |
322 |
0 |
4 |
7 |
798 |
The Demand for M1 in the USA: A Reply |
0 |
0 |
0 |
53 |
0 |
0 |
0 |
205 |
The Econometric Analysis of Economic Policy |
0 |
0 |
0 |
2 |
2 |
4 |
6 |
375 |
The Econometrics of Macroeconomic Forecasting |
0 |
0 |
0 |
223 |
0 |
0 |
0 |
633 |
The Encompassing Implications of Feedback versus Feedforward Mechanisms in Econometrics |
0 |
0 |
0 |
83 |
0 |
0 |
1 |
857 |
The Implications for Econometric Modelling of Forecast Failure |
0 |
0 |
1 |
5 |
0 |
0 |
1 |
14 |
The Nobel Memorial Prize for Clive W. J. Granger |
1 |
1 |
1 |
80 |
1 |
1 |
1 |
223 |
The Properties of Automatic "GETS" Modelling |
0 |
0 |
0 |
282 |
0 |
2 |
7 |
810 |
The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
235 |
The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors |
0 |
0 |
0 |
23 |
1 |
1 |
2 |
70 |
The future of macroeconomics: macro theory and models at the Bank of England |
1 |
1 |
6 |
60 |
2 |
4 |
26 |
208 |
The historical role of energy in UK inflation and productivity with implications for price inflation |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
2 |
The impact of integrated measurement errors on modeling long-run macroeconomic time series |
0 |
0 |
1 |
3 |
0 |
0 |
2 |
27 |
The long-run determinants of UK wages, 1860-2004 |
0 |
0 |
2 |
152 |
0 |
0 |
5 |
507 |
The response of consumption to income: A cross-country investigation: by John Y. Campbell and N. Gregory Mankiw |
0 |
0 |
2 |
98 |
0 |
0 |
5 |
223 |
The structure of simultaneous equations estimators |
1 |
2 |
3 |
43 |
1 |
2 |
5 |
121 |
Unpredictability in economic analysis, econometric modeling and forecasting |
0 |
0 |
0 |
77 |
0 |
0 |
6 |
255 |
Using PC-GIVE in Econometrics Teaching |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
880 |
Using PC-NAIVE in Teaching Econometrics |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
203 |
We Ran One Regression |
0 |
0 |
1 |
197 |
0 |
1 |
5 |
670 |
What a Puzzle! Unravelling Why UK Phillips Curves were Unstable |
0 |
0 |
1 |
1 |
1 |
2 |
7 |
7 |
Total Journal Articles |
15 |
51 |
269 |
16,803 |
69 |
184 |
845 |
61,672 |