Advanced Search
MyIDEAS: Login to follow this author

Kenneth Frank Wallis

Contents:

This is information that was supplied by Kenneth Wallis in registering through RePEc. If you are Kenneth Frank Wallis , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Kenneth
Middle Name: Frank
Last Name: Wallis
Suffix:

RePEc Short-ID: pwa27

Email:
Homepage: http://www.warwick.ac.uk/go/kfwallis
Postal Address: Department of Economics University of Warwick Coventry CV4 7AL UK
Phone:

Affiliation

(95%) Department of Economics
University of Warwick
Location: Coventry, United Kingdom
Homepage: http://www.warwick.ac.uk/fac/soc/Economics/
Email:
Phone: +44 (0) 2476 523202
Fax: +44 (0) 2476 523032
Postal: CV4 7AL COVENTRY
Handle: RePEc:edi:dewaruk (more details at EDIRC)
(5%) Centre for Applied Macroeconomic Analysis (CAMA)
Crawford School of Public Policy
Australian National University
Location: Canberra, Australia
Homepage: http://cama.anu.edu.au/
Email:
Phone: +61 2 6125 4442
Fax: +61 2 6125 5124
Postal: H. W. Arndt Building #25A, The Australian National University, Canberra ACT 0200
Handle: RePEc:edi:cmanuau (more details at EDIRC)

Works

as in new window

Working papers

  1. Jan PAM Jacobs & Kenneth F.Wallis, 2010. "Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy," CAMA Working Papers 2010-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  2. Wallis, Kenneth, 2006. "A note on the calculation of entropy from histograms," MPRA Paper 52856, University Library of Munich, Germany.
  3. Boero,Gianna & Smith,Jeremy & Wallis,Kenneth F, 2006. "Uncertainty and disagreement in economic prediction : the Bank of England Survey of External Forecasters," The Warwick Economics Research Paper Series (TWERPS) 811, University of Warwick, Department of Economics.
  4. Kenneth F. Wallis, 2004. "Comparing Empirical Models of the Euro Economy," Econometric Society 2004 Australasian Meetings 14, Econometric Society.
  5. Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F, 2004. "Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data," The Warwick Economics Research Paper Series (TWERPS) 694, University of Warwick, Department of Economics.
  6. Jacobs, Jan & Wallis, Kenneth F., 2002. "Comparing SVARs and SEMs: more shocking stories," Research Report 02C56, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  7. Wallis, Kenneth F., 2002. "Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts," Royal Economic Society Annual Conference 2002 181, Royal Economic Society.
  8. G. Boero & J. Smith & KF. Wallis, 2002. "The properties of some goodness-of-fit tests," Working Paper CRENoS 200209, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  9. Anthony Tay & Kenneth F. Wallis, 2000. "Density Forecasting: A Survey," Econometric Society World Congress 2000 Contributed Papers 0370, Econometric Society.
  10. Francis X. Diebold & Anthony S. Tay & Kenneth F. Wallis, 1997. "Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters," NBER Working Papers 6228, National Bureau of Economic Research, Inc.
  11. Wallis, K.F., 1992. "On Macroeconomic Policy and Macroeconometric Models," CEPR Discussion Papers 264, Centre for Economic Policy Research, Research School of Economics, Australian National University.
  12. Burridge, Peter & Wallis, Kenneth F, 1986. "Forecasting and Signals Extraction in Autoregressive-moving Average Models," The Warwick Economics Research Paper Series (TWERPS) 274, University of Warwick, Department of Economics.
  13. Burridge, Peter & Wallis, Kenneth F, 1984. "Calculating the Variance of Seasonally Adjusted Series," The Warwick Economics Research Paper Series (TWERPS) 251, University of Warwick, Department of Economics.
  14. Burridge, Peter & Wallis, Kenneth F, 1983. "Unobserved-Components Models for Seasonal Adjustment Filters," The Warwick Economics Research Paper Series (TWERPS) 244, University of Warwick, Department of Economics.
  15. Burridge, Peter & Wallis, Kenneth F, 1983. "Signal Extraction in Nonstationary Series," The Warwick Economics Research Paper Series (TWERPS) 234, University of Warwick, Department of Economics.
  16. Wallis, Kenneth F, 1981. "Dynamic Models and Expectations Hypotheses," The Warwick Economics Research Paper Series (TWERPS) 187, University of Warwick, Department of Economics.
  17. Wallis, Kenneth F, 1981. "Models for X-11 and 'X-11-Forecast' Procedures for Preliminary and Revised Seasonal Adjustments," The Warwick Economics Research Paper Series (TWERPS) 198, University of Warwick, Department of Economics.
  18. Salmon, Mark & Wallis, Kenneth F, 1980. "Model Validation and Forecast Comparisons : Theoretical and Practical Considerations," The Warwick Economics Research Paper Series (TWERPS) 184, University of Warwick, Department of Economics.
  19. Kenneth F. Wallis, 1966. "Some Econometric Problems in the Analysis of Inventory Cycles," Cowles Foundation Discussion Papers 209, Cowles Foundation for Research in Economics, Yale University.

Articles

  1. Kenneth Wallis, 2011. "Combining forecasts - forty years later," Applied Financial Economics, Taylor & Francis Journals, vol. 21(1-2), pages 33-41.
  2. James Mitchell & Kenneth F. Wallis, 2011. "Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 1023-1040, 09.
  3. Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F., 2011. "Scoring rules and survey density forecasts," International Journal of Forecasting, Elsevier, vol. 27(2), pages 379-393, April.
  4. Jacobs, Jan P.A.M. & Wallis, Kenneth F., 2010. "Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy," Journal of Econometrics, Elsevier, vol. 158(1), pages 108-116, September.
  5. Jeremy Smith & Kenneth F. Wallis, 2009. "A Simple Explanation of the Forecast Combination Puzzle," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(3), pages 331-355, 06.
  6. Gianna Boero & Jeremy Smith & KennethF. Wallis, 2008. "Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters," Economic Journal, Royal Economic Society, vol. 118(530), pages 1107-1127, 07.
  7. Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F., 2008. "Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters," International Journal of Forecasting, Elsevier, vol. 24(3), pages 354-367.
  8. Gianna Boero & Jeremy Smith & Kenneth F. Wallis, 2008. "Here is the News: Forecast Revisions in the Bank of England Survey of External Forecasters," National Institute Economic Review, National Institute of Economic and Social Research, vol. 203(1), pages 68-77, January.
  9. Gianna Boero & Jeremy Smith & Kenneth Wallis, 2005. "The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data," Econometric Reviews, Taylor & Francis Journals, vol. 23(4), pages 341-370.
  10. Kenneth F. Wallis, 2005. "Combining Density and Interval Forecasts: A Modest Proposal," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 983-994, December.
  11. Kenneth F. Wallis & Jan P. A. M. Jacobs, 2005. "Comparing SVARs and SEMs: two models of the UK economy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 209-228.
  12. Kenneth F. Wallis, 2004. "An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties," National Institute Economic Review, National Institute of Economic and Social Research, vol. 189(1), pages 64-71, July.
  13. Wallis, Kenneth F., 2004. "Comparing empirical models of the euro economy," Economic Modelling, Elsevier, vol. 21(5), pages 735-758, September.
  14. Hughes Hallett, Andrew & Wallis, Kenneth F., 2004. "Empirical macro-models of the euro economy: an introduction," Economic Modelling, Elsevier, vol. 21(5), pages 719-722, September.
  15. Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F., 2004. "Decompositions of Pearson's chi-squared test," Journal of Econometrics, Elsevier, vol. 123(1), pages 189-193, November.
  16. Wallis K.F., 2004. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 172-175, April.
  17. Wallis, Kenneth F., 2003. "Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts," International Journal of Forecasting, Elsevier, vol. 19(2), pages 165-175.
  18. Mitchell, Peter R. & Sault, Joanne E. & Wallis, Kenneth F., 2000. "Fiscal policy rules in macroeconomic models: principles and practice," Economic Modelling, Elsevier, vol. 17(2), pages 171-193, April.
  19. Keith B. Church & Joanne E. Sault & Silvia Sgherri & Kenneth F. Wallis, 2000. "Comparative Properties of Models of the UK Economy," National Institute Economic Review, National Institute of Economic and Social Research, vol. 171(1), pages 106-122, January.
  20. Kenneth F. Wallis, 1999. "Asymmetric density forecasts of inflation and the Bank of England's fan chart," National Institute Economic Review, National Institute of Economic and Social Research, vol. 167(1), pages 106-112, January.
  21. Wallis, Kenneth F, 1998. "New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(2), pages 164-65, April.
  22. Keith B. Church & Peter R. Mitchell & Joanne E. Sault & Kenneth F. Wallis, 1998. "Technical Progress and the Natural Rate in Models of the UK Economy," National Institute Economic Review, National Institute of Economic and Social Research, vol. 164(1), pages 80-89, April.
  23. Mitchell, Peter R. & Sault, Joanne E. & Smith, Peter N. & Wallis, Kenneth F., 1998. "Comparing global economic models," Economic Modelling, Elsevier, vol. 15(1), pages 1-48, January.
  24. Wallis, Kenneth F, 1997. "A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 611, Sept.-Oct.
  25. Wallis, Kenneth F, 1997. "Statistical Demand Functions for Food in the USA and the Netherlands: Comments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 637-40, Sept.-Oct.
  26. Church, Keith B. & Mitchell, Peter R. & Smith, Peter N. & Wallis, Kenneth F., 1996. "Targeting inflation: Comparative control exercises on models of the UK economy," Economic Modelling, Elsevier, vol. 13(2), pages 169-184, April.
  27. Church, Keith B & Smith, Peter N & Wallis, Kenneth F, 1994. "Econometric Evaluation of Consumers' Expenditure Equations," Oxford Review of Economic Policy, Oxford University Press, vol. 10(2), pages 71-85, Summer.
  28. Wallis, Kenneth F, 1993. "Comparing Macroeconometric Models: A Review Article," Economica, London School of Economics and Political Science, vol. 60(238), pages 225-37, May.
  29. Wallis, Kenneth F, 1993. "On Macroeconomic Policy and Macroeconometric Models," The Economic Record, The Economic Society of Australia, vol. 69(205), pages 113-30, June.
  30. Wallis, Kenneth F & Whitley, John D, 1991. " Large-Scale Econometric Models of National Economies," Scandinavian Journal of Economics, Wiley Blackwell, vol. 93(2), pages 283-314.
  31. Wallis, Kenneth F & Whitley, John D, 1991. "Macro-models and Macro Policy in the 1980s," Oxford Review of Economic Policy, Oxford University Press, vol. 7(3), pages 118-27, Autumn.
  32. Fisher, Paul G. & Wallis, Kenneth F., 1990. "The historical tracking performance of UK macroeconometric models 1978-1985," Economic Modelling, Elsevier, vol. 7(2), pages 179-197, April.
  33. Wallis, Kenneth F, 1989. "Macroeconomic Forecasting: A Survey," Economic Journal, Royal Economic Society, vol. 99(394), pages 28-61, March.
  34. Turner, David S & Wallis, Kenneth F & Whitley, John D, 1989. "Differences in the Properties of Large-Scale Macroeconometric Models: The Role of Labour Market Specifications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(4), pages 317-44, Oct.-Dec..
  35. Wallis, Kenneth F, 1988. "Some Recent Developments in Macroeconometric Modelling in the United Kingdom," Australian Economic Papers, Wiley Blackwell, vol. 27(0), pages 7-25, Supplemen.
  36. Kenneth F. WALLIS- & John D. WHITLEY, 1987. "Long-Run Properties of Large-Scale Macroeconometric Models," Annales d'Economie et de Statistique, ENSAE, issue 6-7, pages 207-224.
  37. Turner, David S & Wallis, Kenneth F & Whitley, John D, 1987. "Evaluating Special Employment Measures with Macroeconometric Models," Oxford Review of Economic Policy, Oxford University Press, vol. 3(3), pages xxv-xxxvi, Autumn.
  38. M.J. Andrews & D.N.F. Bell & P.G. Fisher & K.F. Wallis & J.D. Whitley, 1985. "Models of the UK Economy and the Real Wage-Employment Debate," National Institute Economic Review, National Institute of Economic and Social Research, vol. 112(1), pages 41-52, May.
  39. Burridge, Peter & Wallis, Kenneth F, 1984. "Unobserved-Components Models for Seasonal Adjustment Filters," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 350-59, October.
  40. Wallis, Kenneth F, 1984. "Comparing Time-Series and Nonlinear Model-based Forecasts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 46(4), pages 383-89, November.
  41. Wallis, Kenneth F., 1982. "'Time-series' versus 'econometric' forecasts : A non-linear regression counterexample," Economics Letters, Elsevier, vol. 10(3-4), pages 309-315.
  42. Wallis, Kenneth F, 1980. "Econometric Implications of the Rational Expectations Hypothesis," Econometrica, Econometric Society, vol. 48(1), pages 49-73, January.
  43. Wallis, Kenneth F, 1977. "Multiple Time Series Analysis and the Final Form of Econometric Models," Econometrica, Econometric Society, vol. 45(6), pages 1481-97, September.
  44. Wallis, Kenneth F, 1972. "The Efficiency of the Two-Step Estimator," Econometrica, Econometric Society, vol. 40(4), pages 769-70, July.
  45. Wallis, Kenneth F, 1972. "Testing for Fourth Order Autocorrelation in Qtrly Regression Equations," Econometrica, Econometric Society, vol. 40(4), pages 617-36, July.
  46. Wallis, Kenneth F, 1971. "Wages, Prices and Incomes Policies: Some Comments," Economica, London School of Economics and Political Science, vol. 38(151), pages 304-10, August.
  47. Wallis, Kenneth F, 1970. "Output Decisions of Firms Again," The Manchester School of Economic & Social Studies, University of Manchester, vol. 38(2), pages 163-66, June.
  48. Wallis, Kenneth F, 1969. "Some Recent Developments in Applied Econometrics: Dynamic Models and Simultaneous Equation Systems," Journal of Economic Literature, American Economic Association, vol. 7(3), pages 771-96, September.

Chapters

  1. Kenneth F. Wallis, 1979. "Seasonal Adjustment and Multiple Time Series Analysis," NBER Chapters, in: Seasonal Analysis of Economic Time Series, pages 347-364 National Bureau of Economic Research, Inc.
  2. John P.Burman & Dennis Farley & Stephen Zeller & Martin M. G. Fase & Agustin Maravall & Christopher A. Sims & Kenneth F. Wallis, 1978. "Contributed Comments to "Seasonal Analysis of Economic Time Series"," NBER Chapters, in: Seasonal Analysis of Economic Time Series, pages 461-479 National Bureau of Economic Research, Inc.

Books

  1. Kreps,David M. & Wallis,Kenneth F. (ed.), 1997. "Advances in Economics and Econometrics: Theory and Applications," Cambridge Books, Cambridge University Press, number 9780521589833, April.
  2. Kreps,David M. & Wallis,Kenneth F. (ed.), 1997. "Advances in Economics and Econometrics: Theory and Applications," Cambridge Books, Cambridge University Press, number 9780521589819, April.
  3. Kreps,David M. & Wallis,Kenneth F. (ed.), 1997. "Advances in Economics and Econometrics: Theory and Applications 3 Volume Paperback Set," Cambridge Books, Cambridge University Press, number 9780521581394, April.
  4. Kreps,David M. & Wallis,Kenneth F. (ed.), 1997. "Advances in Economics and Econometrics: Theory and Applications," Cambridge Books, Cambridge University Press, number 9780521580137, April.
  5. Kreps,David M. & Wallis,Kenneth F. (ed.), 1997. "Advances in Economics and Econometrics: Theory and Applications," Cambridge Books, Cambridge University Press, number 9780521589826, April.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2003-01-12. Author is listed
  2. NEP-ECM: Econometrics (2) 2002-07-12 2003-01-12. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2002-07-08. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works
  3. Number of Distinct Works, Weighted by Simple Impact Factor
  4. Number of Distinct Works, Weighted by Recursive Impact Factor
  5. Number of Distinct Works, Weighted by Number of Authors
  6. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  7. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  8. Number of Citations, Weighted by Recursive Impact Factor
  9. Number of Citations, Weighted by Number of Authors
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  12. h-index
  13. Number of Registered Citing Authors
  14. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  15. Number of Journal Pages
  16. Number of Journal Pages, Weighted by Simple Impact Factor
  17. Number of Journal Pages, Weighted by Recursive Impact Factor
  18. Number of Journal Pages, Weighted by Number of Authors
  19. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  20. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  21. Closeness measure in co-authorship network
  22. Strength of students

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Kenneth Wallis should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.