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 0 5 11 320
CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES 0 0 0 1 1 1 7 21
Calculating the Variance of Seasonally Adjusted Series 0 0 0 4 1 5 11 434
Chi-squared tests of interval and density forecasts and the Bank of England's fan charts 0 0 1 214 2 7 17 842
Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts 0 0 0 175 1 3 14 857
Cointegration, Long-Run Structural Modelling and Weak Exogeneity: Two Models of the UK Economy 0 0 3 251 0 3 16 579
Comparing Empirical Models of the Euro Economy 0 0 0 0 0 4 20 330
Comparing SVARs and SEMs: more shocking stories 0 0 1 12 0 1 9 65
DYNAMIC MODELS AND EXPECTATIONS HYPOTHESIS 0 0 0 0 0 1 5 12
Density Forecasting: A Survey 0 0 0 1,181 0 1 21 2,143
Dynamic Models and Expectations Hypotheses 0 0 0 1 0 0 4 61
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 0 0 0 2 10 661
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 1 272 0 4 16 1,276
FORECASTING AND SIGNAL EXTRACTION IN AUTOREGRESSIVE-MOVING AVERAGE MODELS 0 0 0 1 0 1 9 19
Forecasting and Signals Extraction in Autoregressive-moving Average Models 0 0 0 3 0 1 3 128
MODEL VALIDATION AND FORECAST COMPARISONS: THEORETICAL AND PRACTICAL CONSIDERATIONS 0 0 0 1 0 1 8 18
MODELS FOR X-11 AND 'X-11-FORECAST' PROCEDURES FOR PRELIMINARY AND REVISED SEASONAL ADJUSTMENTS 0 0 0 1 0 3 8 26
Macroeconomic modelling in central banks in Latin America 0 0 1 11 0 3 13 44
Model Validation and Forecast Comparisons: Theoretical and Practical Considerations 0 0 0 19 1 1 5 711
Models for X-11 and 'X-11-Forecast' Procedures for Preliminary and Revised Seasonal Adjustments 0 0 0 3 0 2 9 142
On Macroeconomic Policy and Macroeconometric Models 0 0 0 0 0 3 8 932
On Macroeconomic Policy and Macroeconomic Modeling 0 0 0 5 1 1 13 38
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 0 9 959
Sensitivity of the chi-squared goodness-of-fit test to the partitioning of data 0 0 0 4 1 2 12 30
Signal Extraction in Nonstationary Series 0 0 0 4 1 1 11 115
Some Econometric Problems in the Analysis of Inventory Cycles 0 0 0 21 1 4 11 281
THE PROPERTIES OF SOME GOODNESS-OF-FIT TESTS 0 0 0 67 0 2 5 436
The Properties of Some Goodness-of-Fit Tests 0 0 0 0 0 2 7 34
The properties of some goodness-of-fit tests 0 0 0 101 0 3 12 670
UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS 0 0 0 1 0 0 10 35
Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters 0 0 0 169 1 3 18 638
Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters 0 0 0 6 1 3 12 42
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 6 0 0 4 168
Total Working Papers 0 0 8 2,699 12 73 354 13,084

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 1 3 5 138
A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments 0 0 0 13 0 2 8 194
A Simple Explanation of the Forecast Combination Puzzle* 1 1 2 111 4 9 24 451
An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties 0 0 0 0 0 3 9 11
An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties 0 0 0 17 1 5 9 60
Asymmetric density forecasts of inflation and the Bank of England's fan chart 0 0 1 4 0 1 9 13
Asymmetric density forecasts of inflation and the Bank of England's fan chart 0 0 1 26 0 2 7 60
Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts 0 0 0 57 0 1 9 213
Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy 0 1 2 54 0 4 18 202
Combining Density and Interval Forecasts: A Modest Proposal* 0 0 2 100 0 2 8 277
Combining forecasts - forty years later 0 2 3 51 1 9 13 177
Comment 0 0 0 3 0 2 10 51
Comparative Properties of Models of the UK Economy 0 1 1 1 0 3 6 9
Comparative Properties of Models of the UK Economy 0 0 0 0 0 2 8 11
Comparative Properties of Models of the UK Economy 0 0 0 0 0 2 9 11
Comparative Properties of Models of the UK Economy 0 0 0 0 0 2 13 38
Comparative Properties of Models of the UK Economy 0 0 0 8 0 1 5 58
Comparative Properties of Models of the UK Economy 0 0 0 0 0 2 12 31
Comparative Properties of Models of the UK Economy 0 0 0 0 0 3 12 38
Comparative Properties of Models of the UK Economy 0 0 0 1 0 1 9 13
Comparative Properties of Models of the UK Economy* 0 0 0 2 0 3 9 38
Comparative Properties of Models of the Uk Economy 0 0 0 0 0 2 7 34
Comparative Properties of Models of the Uk Economy 0 0 0 0 0 1 8 30
Comparative Properties of Models of the Uk Economy 0 0 0 0 0 1 7 9
Comparative Properties of Models of the Uk Economy 0 0 0 1 0 3 10 38
Comparative Properties of Models of the Uk Economy 0 0 0 0 0 3 7 9
Comparative Properties of Models of the Uk Economy 0 0 0 0 0 1 11 38
Comparative Properties of Models of the Uk Economy∗ 0 0 0 0 0 2 6 9
Comparing SVARs and SEMs: two models of the UK economy 0 0 0 0 0 2 11 18
Comparing SVARs and SEMs: two models of the UK economy 0 0 1 140 0 4 18 447
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 0 4 17 266
Comparing global economic models 0 1 4 225 2 4 27 710
Decompositions of Pearson's chi-squared test 0 0 0 67 0 1 9 400
Differences in the Properties of Large-Scale Macroeconometric Models: The Role of Labour Market Specifications 0 0 0 26 1 1 5 213
Econometric Evaluation of Consumers' Expenditure Equations 0 0 0 1 0 2 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 1 1 202
Evaluating Special Employment Measures with Macroeconometric Models 0 0 0 0 0 1 5 96
Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters 0 0 0 22 0 2 13 122
Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness 0 0 0 0 0 3 13 161
Fiscal policy rules in macroeconomic models: principles and practice 0 0 0 262 0 1 10 577
Here is the news: forecast revisions in the Bank of England survey of external forecasters 0 0 0 9 0 1 6 41
Here is the news: forecast revisions in the Bank of England survey of external forecasters 0 0 0 2 0 2 7 12
Long-Run Properties of Large-Scale Macroeconometric Models 0 0 0 5 0 1 5 32
Macro-models and Macro Policy in the 1980s 0 0 0 1 0 2 8 223
Macroeconomic Forecasting: A Survey 0 0 2 191 0 4 18 434
Models of the UK Economy and the Real Wage-Employment Debate 0 0 0 0 0 1 9 11
Models of the UK Economy and the Real Wage-Employment Debate 0 0 0 3 0 2 7 33
Multiple Time Series Analysis and the Final Form of Econometric Models 0 0 2 143 2 2 11 420
Multiple Time Series Modelling: Another Look at the Mink‐Muskrat Interaction 0 0 0 0 0 1 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 0 2 0 2 5 15
Output Decisions of Firms Again 0 0 0 0 0 2 4 100
Scoring rules and survey density forecasts 0 0 0 31 0 1 13 191
Scoring rules and survey density forecasts 0 0 0 5 1 4 9 58
Some Recent Developments in Applied Econometrics: Dynamic Models and Simultaneous Equation Systems 0 0 1 86 1 7 10 387
Some Recent Developments in Macroeconometric Modelling in the United Kingdom 0 0 0 0 0 0 4 90
Statistical Demand Functions for Food in the USA and the Netherlands: Comments 0 0 0 33 1 3 6 309
TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES 1 1 3 17 2 4 14 51
Targeting inflation: Comparative control exercises on models of the UK economy 0 0 0 16 0 2 6 642
Technical Progress and the Natural Rate in Models of the UK Economy 0 0 0 0 0 0 3 4
Technical Progress and the Natural Rate in Models of the UK Economy 0 0 0 0 0 0 4 16
Testing for Fourth Order Autocorrelation in Qtrly Regression Equations 0 0 1 84 2 4 16 444
The Efficiency of the Two-Step Estimator 0 0 0 50 0 3 8 248
The Measurement and Characteristics of Professional Forecasters' Uncertainty 0 0 0 13 0 2 6 151
The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data 0 0 0 33 1 2 9 376
The historical tracking performance of UK macroeconometric models 1978-1985 0 0 0 19 0 2 9 88
Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters 0 0 1 5 0 3 11 24
Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters 0 0 0 108 0 1 9 468
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 0 0 3 9 231
Total Journal Articles 2 7 28 2,516 20 162 650 12,010

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 0 26 0 0 6 69
Total Books 0 0 0 26 0 0 6 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 0 2 9 128
FORECAST UNCERTAINTY, ITS REPRESENTATION AND EVALUATION 0 0 2 11 0 8 24 70
Seasonal Adjustment and Multiple Time Series Analysis 0 0 0 17 0 0 9 88
Short-run Rigidities and Long-run Equilibrium in Large-scale Macroeconometric Models 0 0 0 0 0 2 11 17
Total Chapters 0 0 2 48 0 12 53 303

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