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Information about:
Kenneth Frank Wallis

Personal Details | Affiliation | Works
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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

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Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Number of Authors
  2. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  3. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  4. Number of Journal Pages
  5. Number of Journal Pages, Weighted by Simple Impact Factor
  6. Number of Journal Pages, Weighted by Number of Authors
  7. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

Works

| Working papers | Articles | Chapters | Books | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. James Mitchell & Wallis, K.F., 2008. "Evaluating Density Forecasts: Forecast Combinations, Model Mixtures, Calibration and Sharpness," NIESR Discussion Papers 320, National Institute of Economic and Social Research. [Downloadable!]

  2. Jan P.A.M. Jacobs & Kenneth F. Wallis, 2007. "Cointegration, Long-Run Structural Modelling And Weak Exogeneity: Two Models Of The Uk Economy," CAMA Working Papers 2007-12, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]

  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. [Downloadable!]
    Published as:

  4. 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. [Downloadable!]

  5. Kenneth F. Wallis, 2004. "Comparing Empirical Models of the Euro Economy," Econometric Society 2004 Australasian Meetings 14, Econometric Society.
    Published as:

  6. 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. [Downloadable!]
    Other versions:
    Published as:

  7. Gianna 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. [Downloadable!]
    Other versions:

  8. 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). [Downloadable!]

  9. Anthony Tay & Kenneth F. Wallis, 2000. "Density Forecasting: A Survey," Econometric Society World Congress 2000 Contributed Papers 0370, Econometric Society. [Downloadable!]

  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. [Downloadable!] (restricted)
    Other versions:

  11. Wallis, K.F., 1992. "On Macroeconomic Policy and Macroeconometric Models," CEPR Discussion Papers 264, Centre for Economic Policy Research, Research School of Social Sciences, Australian National University.
    Published as:

  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.
    Published as:

  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, Yale University. [Downloadable!]

Articles

  1. 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. [Downloadable!] (restricted)

  2. 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. [Downloadable!] (restricted)
    Other versions:

  3. 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. [Downloadable!] (restricted)

  4. 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. [Downloadable!] (restricted)

  5. 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. [Downloadable!]

  6. 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. [Downloadable!] (restricted)

  7. Wallis, Kenneth F., 2004. "Comparing empirical models of the euro economy," Economic Modelling, Elsevier, vol. 21(5), pages 735-758, September. [Downloadable!] (restricted)
    Other versions:

  8. Wallis K.F., 2004. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 172-175, April. [Downloadable!] (restricted)

  9. 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. [Downloadable!] (restricted)

  10. 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. [Downloadable!] (restricted)
    Other versions:

  11. 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. [Downloadable!] (restricted)

  12. 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. [Downloadable!] (restricted)

  13. 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.

  14. 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. [Downloadable!]

  15. 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. [Downloadable!]

  16. 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. [Downloadable!] (restricted)

  17. 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.

  18. 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.
    Other versions:

  19. 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. [Downloadable!] (restricted)

  20. Wallis, Kenneth F & Whitley, John D, 1991. " Large-Scale Econometric Models of National Economies," Scandinavian Journal of Economics, Blackwell Publishing, vol. 93(2), pages 283-314.

  21. 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.

  22. 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. [Downloadable!] (restricted)

  23. Wallis, Kenneth F, 1989. "Macroeconomic Forecasting: A Survey," Economic Journal, Royal Economic Society, vol. 99(394), pages 28-61, March. [Downloadable!] (restricted)

  24. 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.. [Downloadable!] (restricted)

  25. Wallis, Kenneth F, 1988. "Some Recent Developments in Macroeconometric Modelling in the United Kingdom," Australian Economic Papers, Blackwell Publishing, vol. 27(0), pages 7-25, Supplemen.

  26. Peter Burridge & Kenneth Wallis, 1988. "Prediction theory for autoregressivemoving average processes," Econometric Reviews, Taylor and Francis Journals, vol. 7(1), pages 65-95. [Downloadable!] (restricted)

  27. 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.

  28. Kenneth F. Wallis & John D. Whitley, 1987. "Long-Run Properties of Large-Scale Macroeconometric Models," Annales d'Economie et de Statistique, ADRES, issue 6-7, pages 09, Avril-Sep. [Downloadable!]

  29. 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.
    Other versions:

  30. 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.

  31. Wallis, Kenneth F., 1982. "'Time-series' versus 'econometric' forecasts : A non-linear regression counterexample," Economics Letters, Elsevier, vol. 10(3-4), pages 309-315. [Downloadable!] (restricted)

  32. Wallis, Kenneth F, 1980. "Econometric Implications of the Rational Expectations Hypothesis," Econometrica, Econometric Society, vol. 48(1), pages 49-73, January. [Downloadable!] (restricted)

  33. 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. [Downloadable!] (restricted)

  34. Wallis, Kenneth F, 1972. "Testing for Fourth Order Autocorrelation in Qtrly Regression Equations," Econometrica, Econometric Society, vol. 40(4), pages 617-36, July. [Downloadable!] (restricted)

  35. Wallis, Kenneth F, 1972. "The Efficiency of the Two-Step Estimator," Econometrica, Econometric Society, vol. 40(4), pages 769-70, July. [Downloadable!] (restricted)

  36. 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. [Downloadable!] (restricted)

  37. Wallis, Kenneth F, 1970. "Output Decisions of Firms Again," The Manchester School of Economic & Social Studies, Blackwell Publishing, vol. 38(2), pages 163-66, June.

  38. 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. [Downloadable!] (restricted)

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. [Downloadable!]
    Published as:

  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. [Downloadable!]

NEP Fields

3 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 (3) 2002-07-12 2003-01-12 2007-07-13 Author is listed
  3. NEP-EEC: European Economics (1) 2007-07-13 Author is listed
  4. NEP-ETS: Econometric Time Series (2) 2002-07-08 2007-07-13 Author is listed
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This page was last updated on 2009-11-14.

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