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 0 11 320
CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES 0 0 0 1 0 0 7 21
Calculating the Variance of Seasonally Adjusted Series 0 0 0 4 1 1 12 435
Chi-squared tests of interval and density forecasts and the Bank of England's fan charts 0 0 1 214 0 0 17 842
Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts 0 0 0 175 0 0 13 857
Cointegration, Long-Run Structural Modelling and Weak Exogeneity: Two Models of the UK Economy 0 0 2 251 2 4 18 583
Comparing Empirical Models of the Euro Economy 0 0 0 0 0 0 20 330
Comparing SVARs and SEMs: more shocking stories 0 0 1 12 0 1 10 66
DYNAMIC MODELS AND EXPECTATIONS HYPOTHESIS 0 0 0 0 0 0 5 12
Density Forecasting: A Survey 0 0 0 1,181 2 2 23 2,145
Dynamic Models and Expectations Hypotheses 0 0 0 1 2 2 6 63
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 1 272 0 1 15 1,277
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 0 0 0 1 10 662
FORECASTING AND SIGNAL EXTRACTION IN AUTOREGRESSIVE-MOVING AVERAGE MODELS 0 0 0 1 0 0 9 19
Forecasting and Signals Extraction in Autoregressive-moving Average Models 0 0 0 3 1 1 4 129
MODEL VALIDATION AND FORECAST COMPARISONS: THEORETICAL AND PRACTICAL CONSIDERATIONS 0 0 0 1 0 0 8 18
MODELS FOR X-11 AND 'X-11-FORECAST' PROCEDURES FOR PRELIMINARY AND REVISED SEASONAL ADJUSTMENTS 0 0 0 1 0 0 8 26
Macroeconomic modelling in central banks in Latin America 0 0 1 11 0 0 13 44
Model Validation and Forecast Comparisons: Theoretical and Practical Considerations 0 0 0 19 0 0 3 711
Models for X-11 and 'X-11-Forecast' Procedures for Preliminary and Revised Seasonal Adjustments 0 0 0 3 1 2 11 144
On Macroeconomic Policy and Macroeconometric Models 0 0 0 0 0 2 10 934
On Macroeconomic Policy and Macroeconomic Modeling 1 2 2 7 1 3 16 41
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 1 1 10 960
Sensitivity of the chi-squared goodness-of-fit test to the partitioning of data 0 0 0 4 1 2 12 32
Signal Extraction in Nonstationary Series 0 0 0 4 0 0 11 115
Some Econometric Problems in the Analysis of Inventory Cycles 0 0 0 21 0 1 12 282
THE PROPERTIES OF SOME GOODNESS-OF-FIT TESTS 0 0 0 67 0 0 5 436
The Properties of Some Goodness-of-Fit Tests 0 0 0 0 0 0 7 34
The properties of some goodness-of-fit tests 0 0 0 101 0 0 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 0 2 19 640
Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters 0 0 0 6 0 0 11 42
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 6 0 3 7 171
Total Working Papers 1 2 9 2,701 12 29 371 13,113

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 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 10 196
A Simple Explanation of the Forecast Combination Puzzle* 4 5 7 116 15 27 47 478
An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties 0 0 0 0 0 0 8 11
An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties 0 0 0 17 1 2 11 62
Asymmetric density forecasts of inflation and the Bank of England's fan chart 0 0 1 4 1 2 10 15
Asymmetric density forecasts of inflation and the Bank of England's fan chart 0 0 1 26 0 0 6 60
Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts 0 0 0 57 2 2 11 215
Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy 0 1 3 55 0 2 19 204
Combining Density and Interval Forecasts: A Modest Proposal* 0 0 2 100 0 0 8 277
Combining forecasts - forty years later 0 0 3 51 1 1 13 178
Comment 0 0 0 3 0 1 11 52
Comparative Properties of Models of the UK Economy 0 0 0 0 0 2 15 40
Comparative Properties of Models of the UK Economy 0 0 0 0 0 0 12 38
Comparative Properties of Models of the UK Economy 0 0 1 1 0 1 7 10
Comparative Properties of Models of the UK Economy 0 0 0 0 0 0 9 11
Comparative Properties of Models of the UK Economy 0 0 0 8 1 1 6 59
Comparative Properties of Models of the UK Economy 0 0 0 0 1 1 9 32
Comparative Properties of Models of the UK Economy 0 0 0 1 1 1 9 14
Comparative Properties of Models of the UK Economy 0 0 0 0 0 0 8 11
Comparative Properties of Models of the UK Economy* 0 0 0 2 0 0 9 38
Comparative Properties of Models of the Uk Economy 0 0 0 1 2 2 12 40
Comparative Properties of Models of the Uk Economy 0 0 0 0 0 1 7 10
Comparative Properties of Models of the Uk Economy 0 0 0 0 0 1 11 39
Comparative Properties of Models of the Uk Economy 0 0 0 0 0 1 8 10
Comparative Properties of Models of the Uk Economy 0 0 0 0 1 2 10 32
Comparative Properties of Models of the Uk Economy 0 0 0 0 0 1 8 35
Comparative Properties of Models of the Uk Economy∗ 0 0 0 0 0 0 6 9
Comparing SVARs and SEMs: two models of the UK economy 0 0 0 0 0 1 11 19
Comparing SVARs and SEMs: two models of the UK economy 0 0 1 140 1 2 19 449
Comparing Time-Series and Nonlinear Model-based Forecasts 0 0 0 0 2 2 4 170
Comparing empirical models of the euro economy 0 1 1 108 0 1 16 267
Comparing global economic models 0 0 4 225 0 2 28 712
Decompositions of Pearson's chi-squared test 0 0 0 67 0 0 8 400
Differences in the Properties of Large-Scale Macroeconometric Models: The Role of Labour Market Specifications 0 0 0 26 0 0 5 213
Econometric Evaluation of Consumers' Expenditure Equations 0 0 0 1 0 1 12 343
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 2 203
Evaluating Special Employment Measures with Macroeconometric Models 0 0 0 0 0 0 5 96
Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters 0 0 0 22 0 0 13 122
Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness 0 0 0 0 0 2 14 163
Fiscal policy rules in macroeconomic models: principles and practice 0 0 0 262 0 1 10 578
Here is the news: forecast revisions in the Bank of England survey of external forecasters 0 0 0 2 0 1 8 13
Here is the news: forecast revisions in the Bank of England survey of external forecasters 0 0 0 9 0 0 6 41
Long-Run Properties of Large-Scale Macroeconometric Models 0 0 0 5 0 1 6 33
Macro-models and Macro Policy in the 1980s 0 0 0 1 0 0 8 223
Macroeconomic Forecasting: A Survey 0 0 2 191 0 1 19 435
Models of the UK Economy and the Real Wage-Employment Debate 0 0 0 0 1 3 12 14
Models of the UK Economy and the Real Wage-Employment Debate 0 0 0 3 2 2 9 35
Multiple Time Series Analysis and the Final Form of Econometric Models 0 0 2 143 0 0 11 420
Multiple Time Series Modelling: Another Look at the Mink‐Muskrat Interaction 0 0 0 0 0 0 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 0 3 15
Output Decisions of Firms Again 0 0 0 0 0 0 3 100
Scoring rules and survey density forecasts 0 0 0 31 0 3 14 194
Scoring rules and survey density forecasts 0 0 0 5 0 0 8 58
Some Recent Developments in Applied Econometrics: Dynamic Models and Simultaneous Equation Systems 0 0 1 86 1 1 11 388
Some Recent Developments in Macroeconometric Modelling in the United Kingdom 0 0 0 0 1 2 5 92
Statistical Demand Functions for Food in the USA and the Netherlands: Comments 0 0 0 33 0 2 8 311
TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES 0 0 3 17 2 3 16 54
Targeting inflation: Comparative control exercises on models of the UK economy 0 0 0 16 0 0 5 642
Technical Progress and the Natural Rate in Models of the UK Economy 0 0 0 0 0 1 5 17
Technical Progress and the Natural Rate in Models of the UK Economy 0 0 0 0 1 2 5 6
Testing for Fourth Order Autocorrelation in Qtrly Regression Equations 0 0 1 84 0 0 16 444
The Efficiency of the Two-Step Estimator 0 0 0 50 0 0 8 248
The Measurement and Characteristics of Professional Forecasters' Uncertainty 0 0 0 13 1 2 7 153
The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data 0 0 0 33 0 0 7 376
The historical tracking performance of UK macroeconometric models 1978-1985 0 0 0 19 2 2 11 90
Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters 0 0 0 108 1 3 9 471
Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters 0 0 0 5 2 2 12 26
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 0 0 0 8 231
Total Journal Articles 4 7 33 2,523 43 97 704 12,107

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 2 4 8 73
Total Books 0 0 0 26 2 4 8 73

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 1 1 9 129
FORECAST UNCERTAINTY, ITS REPRESENTATION AND EVALUATION 0 0 2 11 0 0 24 70
Seasonal Adjustment and Multiple Time Series Analysis 0 0 0 17 0 2 11 90
Short-run Rigidities and Long-run Equilibrium in Large-scale Macroeconometric Models 0 0 0 0 0 0 11 17
Total Chapters 0 0 2 48 1 3 55 306

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