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 5 7 315
CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES 0 0 0 1 1 6 6 20
COINTEGRATION, LONG-RUN STRUCTURAL MODELLING AND WEAK EXOGENEITY: TWO MODELS OF THE UK ECONOMY 0 1 3 251 1 8 13 575
Calculating the Variance of Seasonally Adjusted Series 0 0 1 4 0 6 8 429
Chi-squared tests of interval and density forecasts and the Bank of England's fan charts 0 1 1 214 0 6 9 834
Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts 0 0 0 175 0 9 11 854
Comparing Empirical Models of the Euro Economy 0 0 0 0 3 7 15 325
Comparing SVARs and SEMs: more shocking stories 0 1 2 12 0 6 10 64
DYNAMIC MODELS AND EXPECTATIONS HYPOTHESIS 0 0 0 0 1 4 4 11
Density Forecasting: A Survey 0 0 1 1,181 9 18 22 2,141
Dynamic Models and Expectations Hypotheses 0 0 0 1 1 2 3 60
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 1 1 272 0 7 16 1,272
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 0 0 1 5 8 659
FORECASTING AND SIGNAL EXTRACTION IN AUTOREGRESSIVE-MOVING AVERAGE MODELS 0 0 0 1 3 7 7 17
Forecasting and Signals Extraction in Autoregressive-moving Average Models 0 0 0 3 0 1 2 127
MODEL VALIDATION AND FORECAST COMPARISONS: THEORETICAL AND PRACTICAL CONSIDERATIONS 0 0 0 1 0 6 6 16
MODELS FOR X-11 AND 'X-11-FORECAST' PROCEDURES FOR PRELIMINARY AND REVISED SEASONAL ADJUSTMENTS 0 0 0 1 0 4 5 23
Macroeconomic modelling in central banks in Latin America 0 0 0 10 1 7 7 38
Model Validation and Forecast Comparisons: Theoretical and Practical Considerations 0 0 0 19 0 2 4 710
Models for X-11 and 'X-11-Forecast' Procedures for Preliminary and Revised Seasonal Adjustments 0 0 0 3 4 6 7 140
On Macroeconomic Policy and Macroeconometric Models 0 0 0 0 0 4 5 929
On Macroeconomic Policy and Macroeconomic Modeling 0 0 0 5 4 9 10 35
SIGNAL EXTRACTION IN NONSTATIONARY SERIES 0 0 0 1 0 4 6 17
Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data 0 0 1 109 1 7 8 958
Sensitivity of the chi-squared goodness-of-fit test to the partitioning of data 0 0 0 4 1 7 10 28
Signal Extraction in Nonstationary Series 0 0 0 4 0 8 9 113
Some Econometric Problems in the Analysis of Inventory Cycles 0 0 0 21 1 7 7 277
THE PROPERTIES OF SOME GOODNESS-OF-FIT TESTS 0 0 0 67 0 2 5 434
The Properties of Some Goodness-of-Fit Tests 0 0 0 0 0 4 6 32
The properties of some goodness-of-fit tests 0 0 0 101 0 7 8 666
UNOBSERVED-COMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS 0 0 1 1 0 5 10 33
Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters 0 0 0 169 2 11 16 633
Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters 0 0 1 6 0 6 9 38
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 6 0 1 5 168
Total Working Papers 0 4 12 2,698 36 204 284 12,991

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 1 1 134
A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments 0 0 0 13 2 4 5 191
A Simple Explanation of the Forecast Combination Puzzle* 0 0 1 110 1 8 16 441
An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties 0 0 0 17 0 4 4 55
An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties 0 0 0 0 0 4 6 8
Asymmetric density forecasts of inflation and the Bank of England's fan chart 1 1 5 26 1 3 13 58
Asymmetric density forecasts of inflation and the Bank of England's fan chart 1 1 1 4 1 6 7 11
Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts 0 0 0 57 1 6 8 212
Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy 0 0 1 53 1 7 13 196
Combining Density and Interval Forecasts: A Modest Proposal* 1 1 3 100 2 4 6 274
Combining forecasts - forty years later 0 0 0 48 1 2 4 167
Comment 0 0 0 3 2 6 8 49
Comparative Properties of Models of the UK Economy 0 0 0 8 0 3 3 56
Comparative Properties of Models of the UK Economy 0 0 0 0 0 7 11 36
Comparative Properties of Models of the UK Economy 0 0 0 1 2 5 7 11
Comparative Properties of Models of the UK Economy 0 0 0 0 0 3 3 6
Comparative Properties of Models of the UK Economy 0 0 0 0 0 5 6 8
Comparative Properties of Models of the UK Economy 0 0 0 0 2 4 14 29
Comparative Properties of Models of the UK Economy 0 0 0 0 1 7 8 34
Comparative Properties of Models of the UK Economy 0 0 0 0 3 5 7 9
Comparative Properties of Models of the UK Economy* 0 0 0 2 1 6 6 35
Comparative Properties of Models of the Uk Economy 0 0 0 0 1 8 11 37
Comparative Properties of Models of the Uk Economy 0 0 0 0 1 5 7 29
Comparative Properties of Models of the Uk Economy 0 0 0 1 0 2 5 33
Comparative Properties of Models of the Uk Economy 0 0 0 0 1 4 6 8
Comparative Properties of Models of the Uk Economy 0 0 0 0 1 3 4 6
Comparative Properties of Models of the Uk Economy 0 0 0 0 1 5 6 32
Comparative Properties of Models of the Uk Economy∗ 0 0 0 0 0 4 4 7
Comparing SVARs and SEMs: two models of the UK economy 0 1 1 140 1 10 15 443
Comparing SVARs and SEMs: two models of the UK economy 0 0 0 0 1 4 9 16
Comparing Time-Series and Nonlinear Model-based Forecasts 0 0 0 0 0 2 2 168
Comparing empirical models of the euro economy 0 0 1 107 6 9 13 261
Comparing global economic models 2 3 3 224 17 21 24 706
Decompositions of Pearson's chi-squared test 0 0 0 67 1 5 7 398
Differences in the Properties of Large-Scale Macroeconometric Models: The Role of Labour Market Specifications 0 0 0 26 1 3 5 212
Econometric Evaluation of Consumers' Expenditure Equations 0 0 0 1 0 7 10 339
Econometric Implications of the Rational Expectations Hypothesis 0 0 0 257 0 2 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 0 4 4 95
Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters 0 0 0 22 1 10 13 120
Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness 0 0 0 0 1 3 11 158
Fiscal policy rules in macroeconomic models: principles and practice 0 0 1 262 2 6 11 576
Here is the news: forecast revisions in the Bank of England survey of external forecasters 0 0 0 2 1 4 6 10
Here is the news: forecast revisions in the Bank of England survey of external forecasters 0 0 0 9 1 2 4 39
Long-Run Properties of Large-Scale Macroeconometric Models 0 0 0 5 0 3 5 31
Macro-models and Macro Policy in the 1980s 0 0 0 1 3 5 6 221
Macroeconomic Forecasting: A Survey 0 1 1 190 2 11 11 427
Models of the UK Economy and the Real Wage-Employment Debate 0 0 0 3 0 4 4 30
Models of the UK Economy and the Real Wage-Employment Debate 0 0 0 0 1 7 9 10
Multiple Time Series Analysis and the Final Form of Econometric Models 1 1 2 142 1 6 10 416
Multiple Time Series Modelling: Another Look at the Mink‐Muskrat Interaction 0 0 0 0 1 4 4 10
New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment 0 0 0 0 0 4 4 262
On Macroeconomic Policy and Macroeconometric Models* 0 0 1 2 0 1 4 13
Output Decisions of Firms Again 0 0 0 0 0 1 2 98
Scoring rules and survey density forecasts 0 0 0 31 1 6 12 189
Scoring rules and survey density forecasts 0 0 0 5 4 4 5 54
Some Recent Developments in Applied Econometrics: Dynamic Models and Simultaneous Equation Systems 0 0 0 85 0 2 2 379
Some Recent Developments in Macroeconometric Modelling in the United Kingdom 0 0 0 0 0 2 3 89
Statistical Demand Functions for Food in the USA and the Netherlands: Comments 0 0 0 33 0 0 3 306
TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES 0 1 1 15 2 6 8 45
Targeting inflation: Comparative control exercises on models of the UK economy 0 0 0 16 0 2 3 639
Technical Progress and the Natural Rate in Models of the UK Economy 0 0 0 0 1 4 4 16
Technical Progress and the Natural Rate in Models of the UK Economy 0 0 0 0 1 3 3 4
Testing for Fourth Order Autocorrelation in Qtrly Regression Equations 0 0 1 84 1 8 11 439
The Efficiency of the Two-Step Estimator 0 0 0 50 0 5 5 245
The Measurement and Characteristics of Professional Forecasters' Uncertainty 0 0 0 13 1 2 4 149
The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data 0 0 0 33 0 4 6 373
The historical tracking performance of UK macroeconometric models 1978-1985 0 0 0 19 0 7 7 86
Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters 0 0 1 5 0 5 10 21
Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters 0 0 0 108 0 3 9 467
Unobserved-Components Models for Seasonal Adjustment Filters 0 0 0 0 0 3 6 228
Total Journal Articles 6 10 24 2,504 78 335 496 11,816

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 0 3 8 69
Total Books 0 0 1 26 0 3 8 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 6 7 126
FORECAST UNCERTAINTY, ITS REPRESENTATION AND EVALUATION 0 1 2 11 5 12 15 61
Seasonal Adjustment and Multiple Time Series Analysis 0 0 1 17 2 8 10 88
Short-run Rigidities and Long-run Equilibrium in Large-scale Macroeconometric Models 0 0 0 0 2 7 10 15
Total Chapters 0 1 3 48 9 33 42 290

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Statistics updated 2026-03-04