Access Statistics for Kenneth F. Wallis

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the calculation of entropy from histograms 0 0 0 55 5 7 11 320
CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES 0 0 0 1 0 1 6 20
COINTEGRATION, LONG-RUN STRUCTURAL MODELLING AND WEAK EXOGENEITY: TWO MODELS OF THE UK ECONOMY 0 0 3 251 1 3 14 577
Calculating the Variance of Seasonally Adjusted Series 0 0 0 4 3 3 9 432
Chi-squared tests of interval and density forecasts and the Bank of England's fan charts 0 0 1 214 5 6 15 840
Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts 0 0 0 175 2 2 13 856
Comparing Empirical Models of the Euro Economy 0 0 0 0 1 5 17 327
Comparing SVARs and SEMs: more shocking stories 0 0 1 12 1 1 10 65
DYNAMIC MODELS AND EXPECTATIONS HYPOTHESIS 0 0 0 0 1 2 5 12
Density Forecasting: A Survey 0 0 0 1,181 0 10 21 2,142
Dynamic Models and Expectations Hypotheses 0 0 0 1 0 2 4 61
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 0 0 1 2 9 660
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 1 272 4 4 17 1,276
FORECASTING AND SIGNAL EXTRACTION IN AUTOREGRESSIVE-MOVING AVERAGE MODELS 0 0 0 1 0 4 8 18
Forecasting and Signals Extraction in Autoregressive-moving Average Models 0 0 0 3 1 1 3 128
MODEL VALIDATION AND FORECAST COMPARISONS: THEORETICAL AND PRACTICAL CONSIDERATIONS 0 0 0 1 1 2 8 18
MODELS FOR X-11 AND 'X-11-FORECAST' PROCEDURES FOR PRELIMINARY AND REVISED SEASONAL ADJUSTMENTS 0 0 0 1 3 3 8 26
Macroeconomic modelling in central banks in Latin America 0 1 1 11 3 7 13 44
Model Validation and Forecast Comparisons: Theoretical and Practical Considerations 0 0 0 19 0 0 4 710
Models for X-11 and 'X-11-Forecast' Procedures for Preliminary and Revised Seasonal Adjustments 0 0 0 3 2 6 9 142
On Macroeconomic Policy and Macroeconometric Models 0 0 0 0 1 1 6 930
On Macroeconomic Policy and Macroeconomic Modeling 0 0 0 5 0 6 12 37
SIGNAL EXTRACTION IN NONSTATIONARY SERIES 0 0 0 1 0 0 6 17
Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data 0 0 1 109 0 2 9 959
Sensitivity of the chi-squared goodness-of-fit test to the partitioning of data 0 0 0 4 0 1 10 28
Signal Extraction in Nonstationary Series 0 0 0 4 0 1 10 114
Some Econometric Problems in the Analysis of Inventory Cycles 0 0 0 21 3 4 10 280
THE PROPERTIES OF SOME GOODNESS-OF-FIT TESTS 0 0 0 67 0 0 5 434
The Properties of Some Goodness-of-Fit Tests 0 0 0 0 1 1 6 33
The properties of some goodness-of-fit tests 0 0 0 101 2 3 11 669
UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS 0 0 1 1 0 2 11 35
Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters 0 0 0 169 1 5 19 636
Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters 0 0 1 6 0 1 10 39
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 6 0 0 4 168
Total Working Papers 0 1 10 2,699 42 98 333 13,053

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 0 32 2 3 4 137
A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments 0 0 0 13 2 5 8 194
A Simple Explanation of the Forecast Combination Puzzle* 0 0 1 110 3 5 18 445
An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties 0 0 0 0 2 2 8 10
An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties 0 0 0 17 4 4 8 59
Asymmetric density forecasts of inflation and the Bank of England's fan chart 0 1 4 26 2 3 11 60
Asymmetric density forecasts of inflation and the Bank of England's fan chart 0 1 1 4 1 3 9 13
Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts 0 0 0 57 1 2 9 213
Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy 1 1 2 54 3 6 18 201
Combining Density and Interval Forecasts: A Modest Proposal* 0 1 3 100 2 5 9 277
Combining forecasts - forty years later 0 1 1 49 3 5 8 171
Comment 0 0 0 3 2 4 10 51
Comparative Properties of Models of the UK Economy 0 0 0 0 2 4 14 31
Comparative Properties of Models of the UK Economy 0 0 0 0 2 4 11 37
Comparative Properties of Models of the UK Economy 0 0 0 1 1 4 9 13
Comparative Properties of Models of the UK Economy 0 0 0 8 1 2 5 58
Comparative Properties of Models of the UK Economy 0 0 0 0 2 2 13 38
Comparative Properties of Models of the UK Economy 0 0 0 0 1 2 8 10
Comparative Properties of Models of the UK Economy 0 0 0 0 1 1 4 7
Comparative Properties of Models of the UK Economy 0 0 0 0 2 5 9 11
Comparative Properties of Models of the UK Economy* 0 0 0 2 2 3 8 37
Comparative Properties of Models of the Uk Economy 0 0 0 1 2 4 9 37
Comparative Properties of Models of the Uk Economy 0 0 0 0 0 1 7 29
Comparative Properties of Models of the Uk Economy 0 0 0 0 2 3 6 8
Comparative Properties of Models of the Uk Economy 0 0 0 0 1 2 12 38
Comparative Properties of Models of the Uk Economy 0 0 0 0 1 2 7 9
Comparative Properties of Models of the Uk Economy 0 0 0 0 2 3 8 34
Comparative Properties of Models of the Uk Economy∗ 0 0 0 0 1 1 5 8
Comparing SVARs and SEMs: two models of the UK economy 0 0 1 140 3 4 18 446
Comparing SVARs and SEMs: two models of the UK economy 0 0 0 0 0 1 9 16
Comparing Time-Series and Nonlinear Model-based Forecasts 0 0 0 0 0 0 2 168
Comparing empirical models of the euro economy 0 0 1 107 3 10 17 265
Comparing global economic models 0 2 3 224 1 18 25 707
Decompositions of Pearson's chi-squared test 0 0 0 67 1 3 9 400
Differences in the Properties of Large-Scale Macroeconometric Models: The Role of Labour Market Specifications 0 0 0 26 0 1 4 212
Econometric Evaluation of Consumers' Expenditure Equations 0 0 0 1 2 3 13 342
Econometric Implications of the Rational Expectations Hypothesis 0 0 0 257 0 0 3 655
Empirical macro-models of the euro economy: an introduction 0 0 0 72 0 0 0 201
Evaluating Special Employment Measures with Macroeconometric Models 0 0 0 0 0 0 4 95
Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters 0 0 0 22 2 3 15 122
Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness 0 0 0 0 2 3 12 160
Fiscal policy rules in macroeconomic models: principles and practice 0 0 1 262 1 3 12 577
Here is the news: forecast revisions in the Bank of England survey of external forecasters 0 0 0 9 1 3 6 41
Here is the news: forecast revisions in the Bank of England survey of external forecasters 0 0 0 2 1 2 7 11
Long-Run Properties of Large-Scale Macroeconometric Models 0 0 0 5 1 1 5 32
Macro-models and Macro Policy in the 1980s 0 0 0 1 2 5 8 223
Macroeconomic Forecasting: A Survey 0 1 2 191 4 9 18 434
Models of the UK Economy and the Real Wage-Employment Debate 0 0 0 3 0 1 5 31
Models of the UK Economy and the Real Wage-Employment Debate 0 0 0 0 1 2 9 11
Multiple Time Series Analysis and the Final Form of Econometric Models 0 2 3 143 0 3 12 418
Multiple Time Series Modelling: Another Look at the Mink‐Muskrat Interaction 0 0 0 0 1 2 5 11
New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment 0 0 0 0 0 0 4 262
On Macroeconomic Policy and Macroeconometric Models* 0 0 1 2 1 1 5 14
Output Decisions of Firms Again 0 0 0 0 2 2 4 100
Scoring rules and survey density forecasts 0 0 0 5 2 6 7 56
Scoring rules and survey density forecasts 0 0 0 31 1 3 13 191
Some Recent Developments in Applied Econometrics: Dynamic Models and Simultaneous Equation Systems 0 1 1 86 6 7 9 386
Some Recent Developments in Macroeconometric Modelling in the United Kingdom 0 0 0 0 0 1 4 90
Statistical Demand Functions for Food in the USA and the Netherlands: Comments 0 0 0 33 2 2 5 308
TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES 0 1 2 16 2 6 12 49
Targeting inflation: Comparative control exercises on models of the UK economy 0 0 0 16 2 3 6 642
Technical Progress and the Natural Rate in Models of the UK Economy 0 0 0 0 0 1 4 16
Technical Progress and the Natural Rate in Models of the UK Economy 0 0 0 0 0 1 3 4
Testing for Fourth Order Autocorrelation in Qtrly Regression Equations 0 0 1 84 1 3 13 441
The Efficiency of the Two-Step Estimator 0 0 0 50 3 3 8 248
The Measurement and Characteristics of Professional Forecasters' Uncertainty 0 0 0 13 1 2 5 150
The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data 0 0 0 33 0 1 7 374
The historical tracking performance of UK macroeconometric models 1978-1985 0 0 0 19 1 1 8 87
Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters 0 0 0 108 1 1 10 468
Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters 0 0 1 5 1 1 10 22
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 0 3 3 9 231
Total Journal Articles 1 12 29 2,510 105 215 619 11,953

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING 0 0 1 26 0 0 8 69
Total Books 0 0 1 26 0 0 8 69

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 0 20 2 2 9 128
FORECAST UNCERTAINTY, ITS REPRESENTATION AND EVALUATION 0 0 2 11 7 13 23 69
Seasonal Adjustment and Multiple Time Series Analysis 0 0 1 17 0 2 10 88
Short-run Rigidities and Long-run Equilibrium in Large-scale Macroeconometric Models 0 0 0 0 1 3 10 16
Total Chapters 0 0 3 48 10 20 52 301

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Statistics updated 2026-05-06