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 1 51 0 3 6 295
CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES 0 1 1 1 0 1 3 14
COINTEGRATION, LONG-RUN STRUCTURAL MODELLING AND WEAK EXOGENEITY: TWO MODELS OF THE UK ECONOMY 0 0 1 246 0 0 1 559
Calculating the Variance of Seasonally Adjusted Series 0 0 0 3 0 0 0 421
Chi-squared tests of interval and density forecasts and the Bank of England's fan charts 0 0 0 213 0 0 1 821
Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts 0 0 0 174 0 0 1 842
Comparing Empirical Models of the Euro Economy 0 0 0 0 0 1 1 307
Comparing SVARs and SEMs: more shocking stories 0 0 1 8 1 1 4 46
DYNAMIC MODELS AND EXPECTATIONS HYPOTHESIS 0 0 0 0 0 0 0 7
Density Forecasting: A Survey 2 2 5 1,177 3 6 12 2,107
Dynamic Models and Expectations Hypotheses 0 0 0 1 0 0 1 56
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 1 2 268 0 1 2 1,243
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 0 0 0 1 2 649
FORECASTING AND SIGNAL EXTRACTION IN AUTOREGRESSIVE-MOVING AVERAGE MODELS 0 0 0 1 0 0 1 10
Forecasting and Signals Extraction in Autoregressive-moving Average Models 0 0 0 3 0 0 0 125
MODEL VALIDATION AND FORECAST COMPARISONS: THEORETICAL AND PRACTICAL CONSIDERATIONS 0 0 0 1 0 0 0 7
MODELS FOR X-11 AND 'X-11-FORECAST' PROCEDURES FOR PRELIMINARY AND REVISED SEASONAL ADJUSTMENTS 0 0 0 0 0 0 0 17
Macroeconomic modelling in central banks in Latin America 0 0 0 10 0 0 0 30
Model Validation and Forecast Comparisons: Theoretical and Practical Considerations 0 0 1 18 0 0 1 703
Models for X-11 and 'X-11-Forecast' Procedures for Preliminary and Revised Seasonal Adjustments 0 0 0 3 0 0 1 132
On Macroeconomic Policy and Macroeconometric Models 0 0 0 0 0 0 0 924
On Macroeconomic Policy and Macroeconomic Modeling 0 1 1 5 0 1 1 23
SIGNAL EXTRACTION IN NONSTATIONARY SERIES 0 0 0 1 0 0 0 11
Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data 0 0 0 108 0 0 0 949
Sensitivity of the chi-squared goodness-of-fit test to the partitioning of data 0 0 0 4 0 0 0 18
Signal Extraction in Nonstationary Series 0 0 0 3 0 0 0 103
Some Econometric Problems in the Analysis of Inventory Cycles 0 0 0 21 0 0 1 270
THE PROPERTIES OF SOME GOODNESS-OF-FIT TESTS 0 0 0 67 0 0 1 429
The Properties of Some Goodness-of-Fit Tests 0 0 0 0 0 0 3 23
The properties of some goodness-of-fit tests 0 0 0 101 1 2 4 653
UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS 0 0 0 0 0 0 0 10
Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters 0 1 1 168 0 2 4 610
Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters 0 1 2 5 1 2 5 27
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 6 0 0 3 160
Total Working Papers 2 7 16 2,667 6 21 59 12,601

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 0 132
A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments 0 0 0 13 0 0 0 186
A Simple Explanation of the Forecast Combination Puzzle* 0 0 0 107 1 1 4 419
An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties 0 0 0 17 0 0 0 51
Asymmetric density forecasts of inflation and the Bank of England's fan chart 0 1 1 19 0 1 3 41
Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts 0 0 0 56 0 0 1 201
Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy 0 0 0 50 0 0 3 179
Combining Density and Interval Forecasts: A Modest Proposal* 1 1 1 95 1 1 4 262
Comment 0 0 0 3 0 0 0 39
Comparative Properties of Models of the UK Economy 0 0 0 8 0 0 1 52
Comparative Properties of Models of the UK Economy 0 0 0 0 0 0 0 24
Comparative Properties of Models of the UK Economy 0 0 0 0 0 0 0 25
Comparative Properties of Models of the UK Economy* 0 0 0 2 0 0 0 29
Comparative Properties of Models of the Uk Economy 0 0 0 0 0 0 0 22
Comparative Properties of Models of the Uk Economy 0 0 0 1 0 1 1 28
Comparative Properties of Models of the Uk Economy 0 0 0 0 0 0 1 26
Comparative Properties of Models of the Uk Economy 0 0 0 0 0 0 0 26
Comparing SVARs and SEMs: two models of the UK economy 0 0 0 139 0 0 0 426
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 0 106 0 0 1 246
Comparing global economic models 0 0 0 220 0 0 1 681
Decompositions of Pearson's chi-squared test 0 0 0 67 0 0 0 391
Differences in the Properties of Large-Scale Macroeconometric Models: The Role of Labour Market Specifications 0 0 0 26 0 0 1 207
Econometric Evaluation of Consumers' Expenditure Equations 0 0 0 1 0 0 0 329
Econometric Implications of the Rational Expectations Hypothesis 0 0 1 256 0 0 2 651
Empirical macro-models of the euro economy: an introduction 0 0 1 72 0 0 1 200
Evaluating Special Employment Measures with Macroeconometric Models 0 0 0 0 0 0 0 91
Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters 0 0 1 22 0 1 10 104
Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness 0 0 0 0 0 2 7 146
Fiscal policy rules in macroeconomic models: principles and practice 0 0 2 255 0 3 8 555
Long-Run Properties of Large-Scale Macroeconometric Models 0 0 1 5 0 0 3 24
Macro-models and Macro Policy in the 1980s 0 0 0 1 0 0 1 214
Macroeconomic Forecasting: A Survey 0 3 4 189 0 3 5 410
Models of the UK Economy and the Real Wage-Employment Debate 0 0 0 3 0 1 1 24
Multiple Time Series Analysis and the Final Form of Econometric Models 1 1 2 138 1 2 3 401
Multiple Time Series Modelling: Another Look at the Mink‐Muskrat Interaction 0 0 0 0 0 0 0 5
New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment 0 0 0 0 0 0 1 258
Output Decisions of Firms Again 0 0 0 0 0 0 0 93
Scoring rules and survey density forecasts 0 0 0 5 0 0 1 48
Scoring rules and survey density forecasts 0 0 0 31 0 0 0 177
Some Recent Developments in Applied Econometrics: Dynamic Models and Simultaneous Equation Systems 0 1 1 84 0 1 3 374
Some Recent Developments in Macroeconometric Modelling in the United Kingdom 0 0 0 0 0 0 0 86
Statistical Demand Functions for Food in the USA and the Netherlands: Comments 0 0 0 33 0 0 0 303
TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES 1 2 5 14 1 3 8 32
Targeting inflation: Comparative control exercises on models of the UK economy 0 0 0 15 0 0 0 634
Technical Progress and the Natural Rate in Models of the UK Economy 0 0 0 0 0 0 0 11
Testing for Fourth Order Autocorrelation in Qtrly Regression Equations 0 0 1 80 0 1 5 424
The Efficiency of the Two-Step Estimator 0 0 3 50 0 0 6 240
The Measurement and Characteristics of Professional Forecasters' Uncertainty 0 0 1 13 0 0 1 141
The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data 0 0 0 33 0 0 0 366
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 0 2 5 458
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 0 0 0 0 222
Total Journal Articles 3 9 25 2,388 4 23 92 10,959
1 registered items for which data could not be found

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 24 0 1 2 55
Total Books 0 0 0 24 0 1 2 55

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 1 1 119
FORECAST UNCERTAINTY, ITS REPRESENTATION AND EVALUATION 0 1 2 8 0 1 3 44
Seasonal Adjustment and Multiple Time Series Analysis 0 0 0 16 0 1 1 75
Total Chapters 0 1 2 44 0 3 5 238

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Statistics updated 2023-12-04