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 2 3 4 312
CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES 0 0 0 1 1 1 1 15
COINTEGRATION, LONG-RUN STRUCTURAL MODELLING AND WEAK EXOGENEITY: TWO MODELS OF THE UK ECONOMY 1 2 3 251 2 4 8 569
Calculating the Variance of Seasonally Adjusted Series 0 0 1 4 1 1 3 424
Chi-squared tests of interval and density forecasts and the Bank of England's fan charts 1 1 1 214 3 6 7 831
Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts 0 0 0 175 2 3 4 847
Comparing Empirical Models of the Euro Economy 0 0 0 0 3 11 12 321
Comparing SVARs and SEMs: more shocking stories 0 0 1 11 2 4 7 60
DYNAMIC MODELS AND EXPECTATIONS HYPOTHESIS 0 0 0 0 0 0 0 7
Density Forecasting: A Survey 0 0 1 1,181 3 4 8 2,126
Dynamic Models and Expectations Hypotheses 0 0 0 1 0 1 2 58
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 0 0 2 4 5 656
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 1 1 1 272 4 7 13 1,269
FORECASTING AND SIGNAL EXTRACTION IN AUTOREGRESSIVE-MOVING AVERAGE MODELS 0 0 0 1 0 0 0 10
Forecasting and Signals Extraction in Autoregressive-moving Average Models 0 0 0 3 1 2 2 127
MODEL VALIDATION AND FORECAST COMPARISONS: THEORETICAL AND PRACTICAL CONSIDERATIONS 0 0 0 1 2 2 3 12
MODELS FOR X-11 AND 'X-11-FORECAST' PROCEDURES FOR PRELIMINARY AND REVISED SEASONAL ADJUSTMENTS 0 0 0 1 0 1 1 19
Macroeconomic modelling in central banks in Latin America 0 0 0 10 1 1 1 32
Model Validation and Forecast Comparisons: Theoretical and Practical Considerations 0 0 0 19 0 0 4 708
Models for X-11 and 'X-11-Forecast' Procedures for Preliminary and Revised Seasonal Adjustments 0 0 0 3 2 3 3 136
On Macroeconomic Policy and Macroeconometric Models 0 0 0 0 1 2 2 926
On Macroeconomic Policy and Macroeconomic Modeling 0 0 0 5 0 1 1 26
SIGNAL EXTRACTION IN NONSTATIONARY SERIES 0 0 0 1 2 4 4 15
Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data 0 1 1 109 1 2 2 952
Sensitivity of the chi-squared goodness-of-fit test to the partitioning of data 0 0 0 4 1 2 4 22
Signal Extraction in Nonstationary Series 0 0 0 4 2 3 3 107
Some Econometric Problems in the Analysis of Inventory Cycles 0 0 0 21 1 1 1 271
THE PROPERTIES OF SOME GOODNESS-OF-FIT TESTS 0 0 0 67 1 2 4 433
The Properties of Some Goodness-of-Fit Tests 0 0 0 0 1 2 3 29
The properties of some goodness-of-fit tests 0 0 0 101 4 5 5 663
UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS 0 0 1 1 2 5 7 30
Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters 0 0 0 169 2 3 8 624
Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters 0 0 1 6 2 3 5 34
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 6 0 3 6 167
Total Working Papers 3 5 11 2,697 51 96 143 12,838

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 0 0 1 133
A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments 0 0 0 13 0 1 1 187
A Simple Explanation of the Forecast Combination Puzzle* 0 1 1 110 3 5 12 436
An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties 0 0 0 17 2 2 2 53
An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties 0 0 0 0 0 1 3 4
Asymmetric density forecasts of inflation and the Bank of England's fan chart 0 0 1 3 1 1 3 6
Asymmetric density forecasts of inflation and the Bank of England's fan chart 0 0 4 25 0 1 11 55
Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts 0 0 0 57 1 3 3 207
Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy 0 1 2 53 4 8 11 193
Combining Density and Interval Forecasts: A Modest Proposal* 0 1 2 99 0 1 5 270
Combining forecasts - forty years later 0 0 0 48 0 0 2 165
Comment 0 0 0 3 0 2 4 43
Comparative Properties of Models of the UK Economy 0 0 0 0 1 3 13 26
Comparative Properties of Models of the UK Economy 0 0 0 0 1 2 3 5
Comparative Properties of Models of the UK Economy 0 0 0 0 3 4 4 30
Comparative Properties of Models of the UK Economy 0 0 0 8 2 2 3 55
Comparative Properties of Models of the UK Economy 0 0 0 0 2 2 2 5
Comparative Properties of Models of the UK Economy 0 0 0 0 1 2 3 4
Comparative Properties of Models of the UK Economy 0 0 0 0 4 8 9 33
Comparative Properties of Models of the UK Economy 0 0 0 1 1 2 6 7
Comparative Properties of Models of the UK Economy* 0 0 0 2 1 1 1 30
Comparative Properties of Models of the Uk Economy 0 0 0 0 2 2 3 5
Comparative Properties of Models of the Uk Economy 0 0 0 0 2 4 4 26
Comparative Properties of Models of the Uk Economy 0 0 0 0 5 6 8 34
Comparative Properties of Models of the Uk Economy 0 0 0 0 1 3 3 5
Comparative Properties of Models of the Uk Economy 0 0 0 1 1 4 4 32
Comparative Properties of Models of the Uk Economy 0 0 0 0 2 2 3 29
Comparative Properties of Models of the Uk Economy∗ 0 0 0 0 0 0 1 3
Comparing SVARs and SEMs: two models of the UK economy 0 0 0 0 2 6 7 14
Comparing SVARs and SEMs: two models of the UK economy 0 0 0 139 4 7 10 437
Comparing Time-Series and Nonlinear Model-based Forecasts 0 0 0 0 0 0 0 166
Comparing empirical models of the euro economy 0 0 1 107 1 2 6 253
Comparing global economic models 0 0 0 221 2 3 5 687
Decompositions of Pearson's chi-squared test 0 0 0 67 0 1 2 393
Differences in the Properties of Large-Scale Macroeconometric Models: The Role of Labour Market Specifications 0 0 0 26 1 2 3 210
Econometric Evaluation of Consumers' Expenditure Equations 0 0 0 1 2 3 5 334
Econometric Implications of the Rational Expectations Hypothesis 0 0 0 257 2 3 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 2 2 2 93
Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters 0 0 0 22 7 8 10 117
Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness 0 0 0 0 1 7 10 156
Fiscal policy rules in macroeconomic models: principles and practice 0 0 1 262 1 3 7 571
Here is the news: forecast revisions in the Bank of England survey of external forecasters 0 0 0 2 2 3 4 8
Here is the news: forecast revisions in the Bank of England survey of external forecasters 0 0 0 9 0 2 3 37
Long-Run Properties of Large-Scale Macroeconometric Models 0 0 0 5 0 1 3 28
Macro-models and Macro Policy in the 1980s 0 0 0 1 2 3 3 218
Macroeconomic Forecasting: A Survey 1 1 1 190 3 3 5 419
Models of the UK Economy and the Real Wage-Employment Debate 0 0 0 3 2 2 2 28
Models of the UK Economy and the Real Wage-Employment Debate 0 0 0 0 3 4 5 6
Multiple Time Series Analysis and the Final Form of Econometric Models 0 0 1 141 1 2 6 411
Multiple Time Series Modelling: Another Look at the Mink‐Muskrat Interaction 0 0 0 0 2 2 3 8
New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment 0 0 0 0 0 0 0 258
On Macroeconomic Policy and Macroeconometric Models* 0 0 1 2 0 0 4 12
Output Decisions of Firms Again 0 0 0 0 0 0 3 97
Scoring rules and survey density forecasts 0 0 0 5 0 0 1 50
Scoring rules and survey density forecasts 0 0 0 31 3 6 9 186
Some Recent Developments in Applied Econometrics: Dynamic Models and Simultaneous Equation Systems 0 0 0 85 2 2 3 379
Some Recent Developments in Macroeconometric Modelling in the United Kingdom 0 0 0 0 0 0 1 87
Statistical Demand Functions for Food in the USA and the Netherlands: Comments 0 0 0 33 0 3 3 306
TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES 1 1 1 15 2 3 5 41
Targeting inflation: Comparative control exercises on models of the UK economy 0 0 0 16 1 1 2 638
Technical Progress and the Natural Rate in Models of the UK Economy 0 0 0 0 0 0 1 12
Technical Progress and the Natural Rate in Models of the UK Economy 0 0 0 0 0 0 0 1
Testing for Fourth Order Autocorrelation in Qtrly Regression Equations 0 1 1 84 3 6 7 434
The Efficiency of the Two-Step Estimator 0 0 0 50 0 0 0 240
The Measurement and Characteristics of Professional Forecasters' Uncertainty 0 0 0 13 0 1 3 147
The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data 0 0 0 33 0 0 3 369
The historical tracking performance of UK macroeconometric models 1978-1985 0 0 0 19 0 0 0 79
Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters 0 0 0 108 1 3 7 465
Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters 0 0 1 5 1 3 6 17
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 0 1 3 4 226
Total Journal Articles 2 6 18 2,496 94 172 294 11,575

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 1 2 9 67
Total Books 0 0 1 26 1 2 9 67

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 3 3 4 123
FORECAST UNCERTAINTY, ITS REPRESENTATION AND EVALUATION 0 1 1 10 2 5 6 51
Seasonal Adjustment and Multiple Time Series Analysis 0 0 1 17 3 4 6 83
Short-run Rigidities and Long-run Equilibrium in Large-scale Macroeconometric Models 0 0 0 0 2 4 5 10
Total Chapters 0 1 2 47 10 16 21 267

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Statistics updated 2026-01-09