Access Statistics for Kenneth F. Wallis

Author contact details at EconPapers.

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 2 55 0 1 10 308
CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES 0 0 0 1 0 0 0 14
COINTEGRATION, LONG-RUN STRUCTURAL MODELLING AND WEAK EXOGENEITY: TWO MODELS OF THE UK ECONOMY 0 0 1 248 1 1 2 562
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 1 1 3 825
Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts 0 0 1 175 0 0 1 843
Comparing Empirical Models of the Euro Economy 0 0 0 0 1 1 2 310
Comparing SVARs and SEMs: more shocking stories 0 1 2 10 1 2 8 54
DYNAMIC MODELS AND EXPECTATIONS HYPOTHESIS 0 0 0 0 0 0 0 7
Density Forecasting: A Survey 0 0 1 1,180 1 1 7 2,119
Dynamic Models and Expectations Hypotheses 0 0 0 1 1 1 1 57
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 2 271 0 0 11 1,256
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 0 0 0 0 2 651
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 0 0 0 125
MODEL VALIDATION AND FORECAST COMPARISONS: THEORETICAL AND PRACTICAL CONSIDERATIONS 0 0 0 1 1 1 3 10
MODELS FOR X-11 AND 'X-11-FORECAST' PROCEDURES FOR PRELIMINARY AND REVISED SEASONAL ADJUSTMENTS 0 0 0 1 0 0 0 18
Macroeconomic modelling in central banks in Latin America 0 0 0 10 0 0 1 31
Model Validation and Forecast Comparisons: Theoretical and Practical Considerations 0 0 1 19 2 2 3 706
Models for X-11 and 'X-11-Forecast' Procedures for Preliminary and Revised Seasonal Adjustments 0 0 0 3 0 0 1 133
On Macroeconomic Policy and Macroeconometric Models 0 0 0 0 0 0 0 924
On Macroeconomic Policy and Macroeconomic Modeling 0 0 0 5 0 2 2 25
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 1 950
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 1 4 0 0 1 104
Some Econometric Problems in the Analysis of Inventory Cycles 0 0 0 21 0 0 0 270
THE PROPERTIES OF SOME GOODNESS-OF-FIT TESTS 0 0 0 67 0 0 0 429
The Properties of Some Goodness-of-Fit Tests 0 0 0 0 0 0 3 26
The properties of some goodness-of-fit tests 0 0 0 101 0 1 5 658
UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS 0 0 0 0 0 1 12 23
Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters 0 0 0 5 0 0 2 29
Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters 0 0 1 169 1 3 7 617
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 6 2 2 3 163
Total Working Papers 0 1 12 2,686 12 20 91 12,707

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 1 1 133
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 2 109 0 1 5 425
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 0 1 21 1 1 3 45
Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts 0 0 0 57 0 0 2 204
Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy 0 1 2 52 0 1 3 183
Combining Density and Interval Forecasts: A Modest Proposal* 0 0 2 97 2 3 6 268
Combining forecasts - forty years later 0 1 1 48 0 1 1 163
Comment 0 0 0 3 2 2 2 41
Comparative Properties of Models of the UK Economy 0 0 0 0 0 1 1 25
Comparative Properties of Models of the UK Economy 0 0 0 8 1 1 1 53
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 2 0 0 0 29
Comparative Properties of Models of the Uk Economy 0 0 0 0 0 0 0 26
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 0 0 0 0 26
Comparative Properties of Models of the Uk Economy 0 0 0 1 0 0 0 28
Comparing SVARs and SEMs: two models of the UK economy 0 0 0 139 1 1 1 428
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 1 2 248
Comparing global economic models 0 0 1 221 0 0 1 682
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 0 207
Econometric Evaluation of Consumers' Expenditure Equations 0 0 0 1 0 0 0 329
Econometric Implications of the Rational Expectations Hypothesis 0 0 1 257 0 0 1 652
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 0 91
Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters 0 0 0 22 0 0 2 107
Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness 0 0 0 0 1 1 1 147
Fiscal policy rules in macroeconomic models: principles and practice 0 0 5 261 1 1 9 565
Long-Run Properties of Large-Scale Macroeconometric Models 0 0 0 5 1 1 2 26
Macro-models and Macro Policy in the 1980s 0 0 0 1 0 1 1 215
Macroeconomic Forecasting: A Survey 0 0 0 189 1 2 5 416
Models of the UK Economy and the Real Wage-Employment Debate 0 0 0 3 0 0 0 26
Multiple Time Series Analysis and the Final Form of Econometric Models 0 0 1 140 1 1 2 406
Multiple Time Series Modelling: Another Look at the Mink‐Muskrat Interaction 0 0 0 0 1 1 1 6
New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment 0 0 0 0 0 0 0 258
Output Decisions of Firms Again 0 0 0 0 2 2 3 96
Scoring rules and survey density forecasts 0 0 0 5 0 0 1 49
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 85 1 2 3 377
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 0 0 0 14 1 1 5 37
Targeting inflation: Comparative control exercises on models of the UK economy 0 0 1 16 0 0 2 636
Technical Progress and the Natural Rate in Models of the UK Economy 0 0 0 0 1 1 1 12
Testing for Fourth Order Autocorrelation in Qtrly Regression Equations 0 0 2 83 0 1 3 428
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 4 145
The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data 0 0 0 33 1 1 1 367
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 0 0 458
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 0 0 0 0 222
Total Journal Articles 0 3 20 2,460 20 31 77 11,213

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 25 2 3 5 61
Total Books 0 0 0 25 2 3 5 61

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 0 0 119
FORECAST UNCERTAINTY, ITS REPRESENTATION AND EVALUATION 0 0 1 9 1 1 2 46
Seasonal Adjustment and Multiple Time Series Analysis 0 0 0 16 1 2 2 78
Total Chapters 0 0 1 45 2 3 4 243

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03