IDEAS home Printed from https://ideas.repec.org/d/pfgwuus.html

Publications

by members of

George Washington University → Department of Economics → Center for Economic Research → H.O. Stekler Research Program on Forecasting

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

2026

  1. Constantin Burgi & Wanying Deng & Karl Whelan, 2026, "Makers and Takers: The Economics of the Kalshi Prediction Market," Working Papers, The George Washington University, The Center for Economic Research, number 2026-001, Feb.
  2. Daniel Broxterman & William Larson & Anthony Yezer, 2026, "Characteristics of a Sufficient Statistic to Measure City Housing Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 35144, Apr.
  3. Neil R. Ericsson & Andrew B. Martinez, 2026, "Unit Roots and Cointegration: A Panel Discussion with David Hendry, Peter Phillips, Katarina Juselius, and Søren Johansen," Working Papers, The George Washington University, The Center for Economic Research, number 2026-009, May.

2025

  1. Natsuki Arai & Shian Chang, 2025, "Dispersion of FOMC Policymakers: Evidence from Individual Economic Projections with Identities," Working Papers, The George Washington University, The Center for Economic Research, number 2025-003, Apr.
  2. Natsuki Arai & Masashige Hamano & Munechika Katayama & Yuki Murakami & Katsunori Yamada, 2025, "Nightless City: Impacts of Politicians' Questions on Overtime Work of Bureaucrats," Working Papers, Tokyo Center for Economic Research, number e215, Mar.
  3. Dobrislav Dobrev & Pawel J. Szerszen, 2025, "Missing Data Substitution for Enhanced Robust Filtering and Forecasting in Linear State-Space Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-001, Jan, DOI: 10.17016/FEDS.2025.001.
  4. Dobrislav Dobrev & Joon Kim & Edith X. Liu & Marius del Giudice Rodriguez, 2025, "Order Flow Imbalances and Amplification of Price Movements: Evidence from U.S. Treasury Markets," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2025-11-03, Nov, DOI: 10.17016/2380-7172.3954.
  5. Weinig, Max & Fritsche, Ulrich, 2025, "Going viral: Inflation narratives and the macroeconomy," WiSo-HH Working Paper Series, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory, number 86, revised 2025.
  6. William Larson & Andrew Martinez, 2025, "How Debt Affects the Relationship Between House Prices and Mortgage Rates," The OFR Blog, Office of Financial Research, US Department of the Treasury, number 25-06, Jun.
  7. Andrew B. Martinez, 2025, "How do Macroeconomic Expectations React to Extreme Weather Shocks?," Working Papers, The George Washington University, The Center for Economic Research, number 2025-001, Jan.
  8. Luke P. Jackson & Katarina Juselius & Andrew B. Martinez & Felix Pretis, 2025, "Modelling the dependence between recent changes in polar ice sheets: Implications for global sea-level projections," Working Papers, The George Washington University, The Center for Economic Research, number 2025-002, Apr.
  9. Andrew B. Martinez & Alexander D. Schibuola & David Beckworth, 2025, "The Reliability of the Nominal GDP Expectations Gap," Working Papers, The George Washington University, The Center for Economic Research, number 2025-004, Jun.
  10. Andrew B. Martinez, 2025, "Real-time Hurricane Damage Nowcasts," Working Papers, The George Washington University, The Center for Economic Research, number 2025-006, Oct.
  11. Andrew Martinez & Tara Sinclair, 2025, "When the Fed Reveals Its Hand: The SEP and Monetary Policy Surprises," Working Papers, The George Washington University, The Center for Economic Research, number 2025-013, Dec.
  12. Nils Braakmann & Andy & J. James Reade & Gennaro Rossi, 2025, "Football Matches and Policing: Evidence from London," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2025-07, Dec.
  13. Sophia Kazinnik & Tara M. Sinclair, 2025, "FOMC In Silico: A Multi-Agent System for Monetary Policy Decision Modeling," Working Papers, The George Washington University, The Center for Economic Research, number 2025-005, Aug.

2024

  1. Constantin Bürgi & Mengdi Song, 2024, "Do Professional Forecasters Follow Uncovered Interest Rate Parity?," CESifo Working Paper Series, CESifo, number 11338.
  2. Burgi,Constantin & Shoghik Hovhannisyan & Camilo Mondragon Velez, 2024, "GDP-Employment Elasticities across Developing Economies," Policy Research Working Paper Series, The World Bank, number 10989, Dec.
  3. Gary Cornwall & Marina Gindelsky, 2024, "Nowcasting Distributional National Accounts for the United States: A Machine Learning Approach," BEA Papers, Bureau of Economic Analysis, number 0130, Sep.
  4. Gary Cornwall & Marina Gindelsky, 2024, "House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks," Working Papers, The George Washington University, The Center for Economic Research, number 2024-003, Sep.
  5. William D. Larson & Andrew B. Martinez, 2024, "House Prices, Debt Burdens, and the Heterogeneous Effects of Mortgage Rate Shocks," Working Papers, The George Washington University, The Center for Economic Research, number 2024-002, Jul.
  6. Carl Singleton & Adrian r. Bell & Andy Chung & J. James Reade & Andrew Urquhart, 2024, "Scoring goals: The impact of English Premier League football teams on local university admissions," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2024-02, Mar.
  7. J. James Reade & Jan C. van Ours, 2024, "Consumer Perceptions Matter: A Case Study of an Anomaly in English Football," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2024-03, Apr.
  8. Gabriele Ciminelli & Antton Haramboure & Lea Samek & Cyrille Schwellnus & Allison Shrivastava & Tara Sinclair, 2024, "Occupational reallocation and mismatch in the wake of the Covid-19 pandemic: Cross-country evidence from an online job site," OECD Productivity Working Papers, OECD Publishing, number 35, May, DOI: 10.1787/128b92aa-en.

2023

  1. Natsuki Arai & Masashige Hamano & Munechika Katayama & Yuki Murakami & Katsunori Yamada, 2023, "Nightless City: Impacts of Policymakers' Questions on Overtime Work of Government Officials," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1206, Mar.
  2. Constantin Bürgi, 2023, "How to Deal With Missing Observations in Surveys of Professional Forecasters," CESifo Working Paper Series, CESifo, number 10203.
  3. Burgi, Constantin & Srivastava, Prachi & Whelan, Karl, 2023, "Oil Prices and Inflation Forecasts," CEPR Discussion Papers, Centre for Economic Policy Research, number 18677, Dec.
  4. Heinisch, Katja & Behrens, Christoph & Döpke, Jörg & Foltas, Alexander & Fritsche, Ulrich & Köhler, Tim & Müller, Karsten & Puckelwald, Johannes & Reichmayr, Hannes, 2023, "The IWH Forecasting Dashboard: From forecasts to evaluation and comparison," IWH Technical Reports, Halle Institute for Economic Research (IWH), number 1/2023.
  5. Demgensky, Lisa & Fritsche, Ulrich, 2023, "Narratives on the causes of inflation in Germany: First results of a pilot study," WiSo-HH Working Paper Series, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory, number 77.
  6. Waldhof, Gabi & Fritsche, Ulrich, 2023, "Understanding moral narratives as drivers of polarization about genetically engineered crops," WiSo-HH Working Paper Series, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory, number 78.
  7. Shahnaz Parsaeian, 2023, "Structural Breaks in Seemingly Unrelated Regression Models," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202308, Aug.
  8. Papps, Kerry L. & Bryson, Alex & Reade, J. James, 2023, "Running Up That Hill: Fitness in the Face of Recession," IZA Discussion Papers, IZA Network @ LISER, number 16410, Aug.
  9. Pedro Garcia-del-Barrio & J. James Reade, 2023, "The Impact of Uncertainty on Fan Interest Surrounding Multiple Outcomes in Open European Football Leagues," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2023-02, Jan.
  10. J. James Reade, 2023, "Large Sporting Events and Public Health and Safety," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2023-04, Feb.
  11. Tim Pawlowski & Dooruj Rambaccussing & Philip Ramirez & James & Giambattista Rossi, 2023, "Exploring Entertainment Utility from Football Games," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2023-13, Aug.

2022

  1. Arai, Natsuki & Iizuka, Nobuo & Yamamoto, Yohei, 2022, "The Efficiency of the Government’s Revenue Projections," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-122, Sep.
  2. Constantin Bürgi & Nisan Gorgulu, 2022, "The Impact of the Spatial Population Distribution on Economic Growth: Evidence from the United States," CESifo Working Paper Series, CESifo, number 10008.
  3. Constantin Bürgi & Julio L. Ortiz, 2022, "Overreaction through Anchoring," CESifo Working Paper Series, CESifo, number 10193.
  4. Constantin Bürgi & Klaus Wohlrabe, 2022, "The Influence of Covid-19 on Publications in Economics: Bibliometric Evidence from Five Working Paper Series," CESifo Working Paper Series, CESifo, number 9787.
  5. Constantin Bürgi & Bo Jiang, 2022, "Monetary Policy, Funding Cost and Banks’ Risk-Taking: Evidence from the United States," CESifo Working Paper Series, CESifo, number 9995.
  6. Burgi,Constantin Rudolf Salomo & Hovhannisyan,Shoghik & Joshi,Santosh Ram & Ahmad Famm Alkhuzam, 2022, "Informal Emissions," Policy Research Working Paper Series, The World Bank, number 10158, Aug.
  7. du Plessis, Emile & Fritsche, Ulrich, 2022, "New forecasting methods for an old problem: Predicting 147 years of systemic financial crises," WiSo-HH Working Paper Series, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory, number 67.
  8. Remi Jedwab & Marina Gindelsky, 2022, "Killer Cities and Industrious Cities? New Data and Evidence on 250 Years of Urban Growth," Working Papers, The George Washington University, Institute for International Economic Policy, number 2022-01, Jan.
  9. Jennifer L. Castle & David F. Hendry & Andrew B. Martinez, 2022, "The Historical Role of Energy in UK Inflation and Productivity and Implications for Price Inflation in 2022," Working Papers, The George Washington University, The Center for Economic Research, number 2022-001, Sep.
  10. William D. Larson, 2022, "Effects of Mortgage Interest Rates on House Price Appreciation: The Role of Payment Constraints," FHFA Staff Working Papers, Federal Housing Finance Agency, number 22-04, Nov.
  11. Julio L. Ortiz, 2022, "Spread Too Thin: The Impact of Lean Inventories," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1342, Apr, DOI: 10.17016/IFDP.2022.1342.
  12. Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Optimal Forecast under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202207, Jan.
  13. Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Forecasting under Structural Breaks Using Improved Weighted Estimation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202212, Jun.
  14. Luca De Angelis & J. James Reade, 2022, "Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2022-01, Jul.
  15. Brad Humphreys & J. James Reade & Dominik Schreyer & Carl Singleton, 2022, "Separating the crowds: Examining home and away attendances at football matches," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2022-11, Nov.

2021

  1. Natsuki Arai & Shian Chang & Biing-Shen Kuo, 2021, "Introductory Economics: Gender, Majors, and Future Performance," Papers, arXiv.org, number 2106.10091, Jun.
  2. Arai, Natsuki & 荒井, 夏來 & Nakazawa, Nobuhiko & 中澤, 伸彦, 2021, "Does Working with a Future Executive Make Junior Employees More Likely to Be Promoted ?," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2021-01, Feb.
  3. Klaus Wohlrabe & Constantin Bürgi, 2021, "What Is the Benefit from Publishing a Working Paper in a Journal in Terms of Citations? Evidence from Economics," CESifo Working Paper Series, CESifo, number 8925.
  4. Burgi, Constantin & Gorgulu, Nisan, 2021, "The Impact of the Spatial Population Distribution on Economic Growth," Working Papers, Copenhagen Business School, Department of Economics, number 17-2021, Nov.
  5. Alex Aronovich & Dobrislav Dobrev & Andrew C. Meldrum, 2021, "The Treasury Market Flash Event of February 25, 2021," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2021-05-14, May, DOI: 10.17016/2380-7172.2909.
  6. Neil R. Ericsson, 2021, "Dynamic Econometrics in Action: A Biography of David F. Hendry," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1311, Mar, DOI: 10.17016/IFDP.2021.1311.
  7. Dennis J. Fixle & Marina Gindelsky & Robert Kornfeld, 2021, "The Feasibility of a Quarterly Distribution of Personal Income," BEA Working Papers, Bureau of Economic Analysis, number 0191, Dec.
  8. Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2021, "Employment Reconciliation and Nowcasting," Working Papers, The George Washington University, The Center for Economic Research, number 2021-007, Dec.
  9. Susana Campos-Martins & David F. Hendry, 2021, "Geoclimate, geopolitics, and the geovolatility of carbon-intensive equity returns," Economics Series Working Papers, University of Oxford, Department of Economics, number 948 JEL classification: C, Sep.
  10. Jennifer L. Castle & David F. Hendry, 2021, "Can the UK achieve net-zero greenhouse gas emissions by 2050?," Economics Series Working Papers, University of Oxford, Department of Economics, number 953 JEL classification: C, Nov.
  11. William D. Larson & Justin Contat, 2021, "Transaction Composition and House Price Index Measurement: Evidence from a Repeat-Sales Aggregation Index," FHFA Staff Working Papers, Federal Housing Finance Agency, number 21-01, Apr.
  12. William D. Larson & Christos Makridis & Chad Redmer, 2021, "Borrower Expectations and Mortgage Performance: Evidence from the COVID-19 Pandemic," FHFA Staff Working Papers, Federal Housing Finance Agency, number 21-02, Oct.
  13. William D. Larson, 2021, "The Riskiness of Outstanding Mortgages in the United States, 1999 - 2019," FHFA Staff Working Papers, Federal Housing Finance Agency, number 21-03, Oct.
  14. Martinez, Andrew & Schibuola, Alex, 2021, "The Expectations Gap: An Alternative Measure of Economic Slack," Working Papers, George Mason University, Mercatus Center, number 11284, Sep.
  15. David H. Bernstein & Andrew B. Martinez, 2021, "Jointly Modeling Male and Female Labor Participation and Unemployment," Working Papers, The George Washington University, The Center for Economic Research, number 2021-006, Nov.
  16. Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2021, "Efficient Combined Estimation under Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202107, Jan.
  17. van Ours, Jan C. & Reade, James, 2021, "How Sensitive are Sports Fans to Unemployment?," CEPR Discussion Papers, Centre for Economic Policy Research, number 16171, May.
  18. Alex Bryson & Peter Dolton & J. James Reade & Dominik Schreyer & Carl Singleton, 2021, "What we can learn about economics from professional sport during Covid-19," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 525, Jan.
  19. Philip Ramirez & J. James Reade & Carl Singleton, 2021, "Betting on a buzz, mispricing and inefficiency in online sportsbooks," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2021-10, May, revised 27 Jul 2022.
  20. Carl Singleton & J. James Reade & Johan Rewilak & Dominik Schreyer, 2021, "How big is home advantage at the Olympic Games?," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2021-13, Jul.
  21. Dmitry Dagaev & Sofia Paklina & J. James Reade & Carl Singleton, 2021, "The Iron Curtain and Referee Bias in International Football," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2021-14, Aug, revised 26 Apr 2023.
  22. Kai Fischer & J. James Reade & W. Benedikt Schmal, 2021, "The Long Shadow of an Infection: COVID-19 and Performance at Work," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2021-17, Aug.
  23. Pedro Garcia-del-Bario & J. James Reade, 2021, "Does Certainty on the Winner Diminish the Interest in Sport Competitions? The Case of Formula One," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2021-18, Sep.
  24. Carl Singleton & J. James Reade & Dominik Schreyer, 2021, "A decade of violence and empty stadiums in Egypt: When does emotion from the terraces affect behaviour on the pitch?," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2021-21, Nov, revised 24 Jan 2023.
  25. Tara M. Sinclair & Zhoudan Xie, 2021, "Sentiment and uncertainty about regulation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-54, Jul.
  26. Pawel Adrjan & Gabriele Ciminelli & Alexandre Judes & Michael Koelle & Cyrille Schwellnus & Tara Sinclair, 2021, "Will it stay or will it go? Analysing developments in telework during COVID-19 using online job postings data," OECD Productivity Working Papers, OECD Publishing, number 30, Dec, DOI: 10.1787/aed3816e-en.

2020

  1. Natsuki Arai, 2020, "The FOMC’s New Individual Economic Projections and Macroeconomic Theories," Working Papers, The George Washington University, The Center for Economic Research, number 2020-007, Oct.
  2. Eiji Goto & Constantin Bürgi, 2020, "Sectoral Okun's Law and Cross-Country Cyclical Differences," CESifo Working Paper Series, CESifo, number 8101.
  3. Constantin Bürgi & Dorine Boumans, 2020, "Categorical Forecasts and Non-Categorical Loss Functions," CESifo Working Paper Series, CESifo, number 8266.
  4. Constantin Bürgi & Nisan Gorgulu, 2020, "Social Distancing and the Economic Impact of Covid-19 in the United States," CESifo Working Paper Series, CESifo, number 8577.
  5. Klaus Wohlrabe & Constantin Bürgi, 2020, "Do Working Papers Increase Journal Citations? Evidence from the Top 5 Journals in Economics," CESifo Working Paper Series, CESifo, number 8643.
  6. Constantin Bürgi & Tara M. Sinclair, 2020, "What Does Forecaster Disagreement Tell Us about the State of the Economy?," Working Papers, The George Washington University, The Center for Economic Research, number 2020-001, Feb.
  7. Constantin Bürgi, 2020, "Consumer Inflation Expectations and Household Weights," Working Papers, The George Washington University, The Center for Economic Research, number 2020-002, Feb.
  8. Constantin Bürgi, 2020, "Expectation Formation and the Persistence of Shocks," Working Papers, The George Washington University, The Center for Economic Research, number 2020-005, Aug, revised Sep 2020.
  9. Dobrislav Dobrev & Andrew C. Meldrum, 2020, "What Do Quoted Spreads Tell Us About Machine Trading at Times of Market Stress? Evidence from Treasury and FX Markets during the COVID-19-Related Market Turmoil in March 2020," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2020-09-25, Sep, DOI: 10.17016/2380-7172.2748.
  10. Sami Diaf & Jörg Döpke & Ulrich Fritsche & Ida Rockenbach, 2020, "Sharks and minnows in a shoal of words: Measuring latent ideological positions of German economic research institutes based on text mining techniques," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 202001, Aug.
  11. Ishak, Phoebe W. & Fritsche, Ulrich, 2020, "Oil Price Shocks, Protest and the Shadow Economyː Is there a Mitigation Effect?," WiSo-HH Working Paper Series, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory, number 52.
  12. Dennis Fixler & Marina Gindelsky & David Johnson, 2020, "Measuring Inequality in the National Accounts," BEA Working Papers, Bureau of Economic Analysis, number 0175, Mar.
  13. Dennis Fixler & Marina Gindelsky & David Johnson, 2020, "Distributing Personal Income: Trends Over Time," NBER Working Papers, National Bureau of Economic Research, Inc, number 26996, Apr.
  14. Eiji Goto, 2020, "Industry Impacts of Unconventional Monetary Policy," 2020 Papers, Job Market Papers, number pgo873, Jan.
  15. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020, "Forecasting: theory and practice," Papers, arXiv.org, number 2012.03854, Dec, revised Jan 2022.
    • Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022, "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, volume 38, issue 3, pages 705-871, DOI: 10.1016/j.ijforecast.2021.11.001.
  16. Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2020, "Smooth Robust Multi-Horizon Forecasts," Working Papers, The George Washington University, The Center for Economic Research, number 2020-009, Dec.
  17. David F. Hendry, 2020, "A Short History of Macro-econometric Modelling," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2020-W01, Jan.
  18. David F. Hendry, 2020, "First in, First out: Econometric Modelling of UK Annual CO_2 Emissions, 1860–2017," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2020-W02, Feb.
  19. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2020, "Robust Discovery of Regression Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2020-W04, Apr.
  20. David F. Hendry & Felix Pretis, 2020, "Analyzing Differences between Scenarios," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2020-W05, Apr.
  21. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2020, "Short-term forecasting of the Coronavirus Pandemic - 2020-04-27," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2020-W06, Apr.
  22. Jennifer Castle & David Hendry, 2020, "Identifying the Causal Role of CO2 during the Ice Ages," Economics Series Working Papers, University of Oxford, Department of Economics, number 898, Jan.
  23. Jennifer Castle & Jurgen Doornik & David Hendry, 2020, "Modelling Non-stationary 'Big Data'," Economics Series Working Papers, University of Oxford, Department of Economics, number 905, Apr.
  24. William D. Larson & Tara M. Sinclair, 2020, "Nowcasting Unemployment Insurance Claims in the Time of COVID-19," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-63, Jul.
  25. William D. Larson & Jessica Shui, 2020, "Land Valuation using Public Records and Kriging: Implications for Land versus Property Taxation in Cities," FHFA Staff Working Papers, Federal Housing Finance Agency, number 20-01, Jan.
  26. Andrew B. Martinez, 2020, "Forecast Accuracy Matters for Hurricane Damages," Working Papers, The George Washington University, The Center for Economic Research, number 2020-003, May.
  27. Andrew B. Martinez, 2020, "Extracting Information from Different Expectations," Working Papers, The George Washington University, The Center for Economic Research, number 2020-008, Oct.
  28. Bryson, Alex & Dolton, Peter & Reade, J. James & Schreyer, Dominik & Singleton, Carl, 2020, "Experimental Effects of an Absent Crowd on Performances and Refereeing Decisions during COVID-19," IZA Discussion Papers, IZA Network @ LISER, number 13578, Aug.
  29. Alex Bryson & Peter Dolton & J. James Reade & Dominik Schreyer & Carl Singleton, 2020, "Causal effects of an absent crowd on performances and refereeing decisions during Covid-19," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 524, Dec.
  30. J. James Reade & Carl Singleton & Leighton Vaughan Williams, 2020, "Betting markets for English Premier League results and scorelines: evaluating a forecasting model," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2020-03, Mar.
  31. J. James Reade, 2020, "Football Attendance Over the Centuries," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2020-08, Apr.
  32. J. James Reade & Carl Singleton, 2020, "Demand for Public Events in the COVID-19 Pandemic: A Case Study of European Football," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2020-09, Apr, revised 01 Oct 2020.
  33. Sarah Jewell & J. James Reade & Carl Singleton, 2020, "It's Just Not Cricket: The Uncontested Toss and the Gentleman's Game," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2020-10, May.
  34. J. James Reade, 2020, "Outcomes with asymmetric payoffs: The case of the Soviet Football League," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2020-12, Jun.
  35. J. James Reade & Dominik Schreyer & Carl Singleton, 2020, "Echoes: what happens when football is played behind closed doors?," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2020-14, Jun.
  36. Meshael Batarfi & J. James Reade, 2020, "Why are we so good at football, and they so bad? Institutions and national footballing performance," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2020-17, Jul.
  37. Matthew Olczak & J. James Reade & Matthew Yeo, 2020, "Mass Outdoor Events and the Spread of a Virus: English Football and Covid-19," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2020-19, Sep.
  38. J. James Reade & Dominik Schreyer & Carl Singleton, 2020, "Stadium attendance demand during the COVID-19 crisis: Early empirical evidence from Belarus," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2020-20, Jul.
  39. J. James Reade & Dominik Schreyer & Carl Singleton, 2020, "Eliminating supportive crowds reduces referee bias," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2020-25, Dec, revised 01 Dec 2021.
  40. Tara Sinclair & Martha Gimbel, 2020, "Mismatch in Online Job Search," Working Papers, The George Washington University, Institute for International Economic Policy, number 2020-1, Jan.

2019

  1. Constantin Bürgi & Vida Bobic & Min Wu, 2019, "Net Capital Flows and Portfolio Diversification," CESifo Working Paper Series, CESifo, number 7883.
  2. Michael S. Lee-Browne, 2019, "Estimating monetary policy rules in small open economies," Working Papers, The George Washington University, The Center for Economic Research, number 2019-002, May.
  3. Phoebe W. Ishak & Ulrich Fritsche, 2019, "Oil Price Shocks and Protest: Can Shadow Economy Mitigate?," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201901, Apr.
  4. Dennis J. Fixler & Marina Gindelsky & David Johnson, 2019, "Improving the measure of the distribution of Personal Income," BEA Working Papers, Bureau of Economic Analysis, number 0163, Feb.
  5. Jennifer L. Castle & Jurgen A. Doornik & David Hendry, 2019, "Some forecasting principles from the M4 competition," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2019-W01, Jan.
  6. Morris A. Davis & William D. Larson & Stephen D. Oline & Jessica Shui, 2019, "The Price of Residential Land for Counties, ZIP codes, and Census Tracts inthe United States," FHFA Staff Working Papers, Federal Housing Finance Agency, number 19-01, Jan.
  7. Morris A. Davis & William D. Larson & Stephen D. Oliner & Benjamin Smith, 2019, "Mortgage Risk Since 1990," FHFA Staff Working Papers, Federal Housing Finance Agency, number 19-02, Feb.
  8. Cabras, Stefano & Reade, J. James & Tena Horrillo, Juan de Dios, 2019, "Social Pressure or Rational Reactions to Incentives? A Historical Analysis of Reasons for Referee Bias in the Spanish Football," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 28198, Mar.
  9. Guy Elaad & J. James Reade & Carl Singleton, 2019, "Information, prices and efficiency in an online betting market," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2019-10, Apr.
  10. J. James Reade & Carl Singleton & Alasdair Brown, 2019, "Evaluating Strange Forecasts: The Curious Case of Football Match Scorelines," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2019-18, Jun, revised 01 Aug 2020.
  11. Tara M. Sinclair, 2019, "Continuities and Discontinuities in Economic Forecasting," Working Papers, The George Washington University, The Center for Economic Research, number 2019-003, Aug.
  12. Averett, Susan L. & Smith, Julie K. & Wang, Yang, 2019, "Minimum Wages and the Health and Access to Care of Immigrants' Children," IZA Discussion Papers, IZA Network @ LISER, number 12606, Sep.

2018

  1. Doug Brain & Michiel De Pooter & Dobrislav Dobrev & Michael J. Fleming & Peter Johansson & Collin Jones & Frank M. Keane & Michael Puglia & Liza Reiderman & Tony Rodrigues & Or Shachar, 2018, "Unlocking the Treasury Market through TRACE," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2018-09-28-1, Sep, DOI: 10.17016/2380-7172.2251.
  2. Doug Brain & Michiel De Pooter & Dobrislav Dobrev & Michael J. Fleming & Peter Johansson & Frank M. Keane & Michael Puglia & Tony Rodrigues & Or Shachar, 2018, "Breaking Down TRACE Volumes Further," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2018-11-29, Nov, DOI: 10.17016/2380-7172.2299.
  3. Jörg Döpke & Ulrich Fritsche & Karsten Müller, 2018, "Has Macroeconomic Forecasting changed after the Great Recession? - Panel-based Evidence on Accuracy and Forecaster Behaviour from Germany," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201803, May.
  4. Ulrich Fritsche & Johannes Puckelwald, 2018, "Deciphering Professional Forecasters’ Stories - Analyzing a Corpus of Textual Predictions for the German Economy," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201804, May.
  5. Jeyhun I. Mikayilov & Marzio Galeotti & Fakhri J. Hasanov, 2018, "The Impact of Economic Growth on CO2 Emissions in Azerbaijan," IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy, number 102.
  6. Jeyhun I. Mikayilov & Fakhri J. Hasanov & Marzio Galeotti, 2018, "Decoupling of C02 Emissions and GDP: A Time-Varying Cointegration Approach," IEFE Working Papers, IEFE, Center for Research on Energy and Environmental Economics and Policy, Universita' Bocconi, Milano, Italy, number 101.
  7. Jennifer Castle & Jurgen Doornik & David Hendry, 2018, "Selecting a Model for Forecasting," Economics Series Working Papers, University of Oxford, Department of Economics, number 861, Nov.
  8. Anthony Yezer & William Larson & Weihua Zhao, 2018, "An Examination of the Link between Urban Planning Policies and the High Cost of Housing and Labor," Working Papers, The George Washington University, Institute for International Economic Policy, number 2018-6, Jun.
  9. Paul E. Carrillo & William M. Doerner & William D. Larson, 2018, "House Price Markups and Mortgage Defaults," FHFA Staff Working Papers, Federal Housing Finance Agency, number 18-02, Apr, DOI: 10.1111/jmcb.12940.
  10. Carl Singleton & J. James Reade & Alsdair Brown, 2018, "Going with your Gut: The (In)accuracy of Forecast Revisions in a Football Score Prediction Game," Working Papers, The George Washington University, The Center for Economic Research, number 2018-006, Nov.
  11. James Reade, 2018, "Officials and Home Advantage," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2018-01, Mar.
  12. Alasdair Brown & James Reade & Leighton Vaughan Williams, 2018, "Prediction Markets and Poll Releases: When Are Prices Most Informative?," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2018-02, Mar.
  13. Jacob T. Jones & Tara M. Sinclair & Herman O. Stekler, 2018, "A Textual Analysis of the Bank of England Growth Forecasts," Working Papers, The George Washington University, The Center for Economic Research, number 2018-005, Nov, revised May 2019.
  14. Tara Sinclair & Mariano Mamertino, 2018, "Migration and Online Job Search: A Gravity Model Approach," Working Papers, The George Washington University, Institute for International Economic Policy, number 2018-3, Mar.
  15. Averett, Susan L. & Bansak, Cynthia & Smith, Julie K., 2018, "Behind Every High Earning Man Is a Conscientious Woman: A Study of the Impact of Spousal Personality on Wages," IZA Discussion Papers, IZA Network @ LISER, number 11756, Aug.

2017

  1. Neil R. Ericsson, 2017, "How Biased Are U.S. Government Forecasts of the Federal Debt?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1189, Jan, DOI: 10.17016/IFDP.2017.1189.
  2. Neil R. Ericsson & David F. Hendry & Stedman B. Hood, 2017, "Milton Friedman and Data Adjustment," IFDP Notes, Board of Governors of the Federal Reserve System (U.S.), number 2017-05-15, May, DOI: 10.17016/2573-2129.31.
  3. Jörg Döpke & Ulrich Fritsche & Gabi Waldhof, 2017, "Theories, techniques and the formation of German business cycle forecasts: Evidence from a survey among professional forecasters," Working Papers, The George Washington University, The Center for Economic Research, number 2017-002, Aug.
  4. Jörg Döpke & Ulrich Fritsche & Gabi Waldhof, 2017, "Theories, techniques and the formation of German business cycle forecasts: Evidence from a survey of professional forecasters," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201701, Jul.
  5. Ulrich Fritsche & Artur Tarassow, 2017, "Vergleichende Evaluation der Konjunkturprognosen des Instituts für Makroökonomie und Konjunkturforschung an der Hans-Böckler-Stiftung für den Zeitraum 2005-2014," IMK Studies, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 54-2017.
  6. David F. Hendry & Peter C.B. Phillips, 2017, "John Denis Sargan at the London School of Economics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2082, Mar.
  7. James Duffy & David Hendry, 2017, "The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series," Economics Series Working Papers, University of Oxford, Department of Economics, number 818, Jan.
  8. David Hendry & John Muellbauer, 2017, "The future of macroeconomics: Macro theory and models at the Bank of England," Economics Series Working Papers, University of Oxford, Department of Economics, number 832, Sep.
  9. Peter Chinloy & William D. Larson, 2017, "The Daily Microstructure of the Housing Market," FHFA Staff Working Papers, Federal Housing Finance Agency, number 17-01, Feb.
  10. Andrew Martinez, 2017, "Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1717, Nov, DOI: 10.26509/frbc-wp-201717.
  11. Andrew B. Martinez, 2017, "How quickly can we adapt to change? An assessment of hurricane damage mitigation efforts using forecast uncertainty," Economics Series Working Papers, University of Oxford, Department of Economics, number 831, Aug.
  12. Averett, Susan L. & Smith, Julie K. & Wang, Yang, 2017, "Minimum Wages and the Health of Hispanic Women," IZA Discussion Papers, IZA Network @ LISER, number 10916, Jul.

2016

  1. Constantin Burgi, 2016, "What Do We Lose When We Average Expectations?," Working Papers, The George Washington University, The Center for Economic Research, number 2016-013.
  2. Michael Browne, 2016, "Liquidity effects on consumers’ imports in Trinidad and Tobago," Working Papers, The George Washington University, The Center for Economic Research, number 2016-005, May.
  3. Dobrislav Dobrev & Travis D. Nesmith & Dong Hwan Oh, 2016, "Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-065, DOI: 10.17016/FEDS.2016.065r1.
  4. Neil R. Ericsson, 2016, "Economic Forecasting in Theory and Practice : An Interview with David F. Hendry," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1184, Nov, DOI: 10.17016/IFDP.2016.1184.
  5. Neil R. Ericsson, 2016, "Predicting Fed Forecasts," IFDP Notes, Board of Governors of the Federal Reserve System (U.S.), number 2016-02-12, Feb, DOI: 10.17016/2573-2129.17.
  6. Ulrich Fritsche & Christian Pierdzioch, 2016, "Animal Spirits, the Stock Market, and the Unemployment Rate: Some Evidence for German Data," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201601, Jan.
  7. Georg Erber & Ulrich Fritsche & Patrick Harms, 2016, "Labor Productivity Slowdown in the Developed Economies. Another Productivity Puzzle?," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201604, Sep.
  8. David Hendry, 2016, "Deciding Between Alternative Approaches In Macroeconomics," Economics Series Working Papers, University of Oxford, Department of Economics, number 778, Jan.
  9. Jennifer Castle & David Hendry & Michael P. Clements, 2016, "An Overview of Forecasting Facing Breaks," Economics Series Working Papers, University of Oxford, Department of Economics, number 779, Feb.
  10. David Hendry & Lea Schneider & Jason E. Smerdon, 2016, "Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation," Economics Series Working Papers, University of Oxford, Department of Economics, number 780, Feb.
  11. David Hendry & Andrew B. Martinez, 2016, "Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations," Economics Series Working Papers, University of Oxford, Department of Economics, number 784, Mar.
  12. David Hendry & Grayham E. Mizon, 2016, "Improving the Teaching of Econometrics," Economics Series Working Papers, University of Oxford, Department of Economics, number 785, Mar.
  13. Jennifer Castle & David Hendry, 2016, "Policy Analysis, Forediction, and Forecast Failure," Economics Series Working Papers, University of Oxford, Department of Economics, number 809, Oct.
  14. Alexander N. Bogin & William M. Doerner & William D. Larson, 2016, "Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling," Working Papers, The George Washington University, The Center for Economic Research, number 2016-010, Oct.
  15. Alexander N. Bogin & William M. Doerner & William D. Larson, 2016, "Local House Price Dynamics: New Indices and Stylized Facts," FHFA Staff Working Papers, Federal Housing Finance Agency, number 16-01, Apr, DOI: 10.1111/1540-6229.12233.
  16. Alexander N. Bogin & William M. Doerner & William D. Larson, 2016, "Local House Price Growth Accelerations," FHFA Staff Working Papers, Federal Housing Finance Agency, number 16-02, Jun, DOI: 10.1007/s11146-017-9643-y.
  17. William D. Larson & Weihua Zhao, 2016, "Oil Prices and Urban Housing Demand," FHFA Staff Working Papers, Federal Housing Finance Agency, number 16-03, Sep.
  18. Alasdair Brown & Dooruj Rambaccussing & J. James Reade & Giambattista Rossi, 2016, "Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 293, Feb.
  19. Alasdair Brown & Dooruj Rambaccussing & J. James Reade & Giambattista Rossi, 2016, "Using Social Media to Identify Market Ine!ciencies: Evidence from Twitter and Betfair," Working Papers, The George Washington University, The Center for Economic Research, number 2016-002, Feb.
  20. James Reade & Genaro Sucarrat, 2016, "General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets," Economics Series Working Papers, University of Oxford, Department of Economics, number 794, Apr.
  21. Pao-Lin Tien & Tara M. Sinclair & Edward N. Gamber, 2016, "Do Fed Forecast Errors Matter?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2016-47, Jul.
  22. Tara Sinclair & Mariano Mamertino, 2016, "Online Job Search and Migration Intentions Across EU Member States," Working Papers, The George Washington University, Institute for International Economic Policy, number 2016-5, May.
  23. Edward N. Gamber & Julie K. Smith, 2016, "Time-series measures of core inflation," Working Papers, The George Washington University, The Center for Economic Research, number 2016-008, Sep.
  24. Averett, Susan L. & Smith, Julie K. & Wang, Yang, 2016, "The Effects of Minimum Wages on the Health of Working Teenagers," IZA Discussion Papers, IZA Network @ LISER, number 10185, Sep.

2015

  1. Constantin Burgi, 2015, "Can A Subset Of Forecasters Beat The Simple Average In The Spf?," Working Papers, The George Washington University, The Center for Economic Research, number 2015-001, Mar.
  2. Constantin Bürgi & Tara M. Sinclair, 2015, "A Nonparametric Approach to Identifying a Subset of Forecasters that Outperforms the Simple Average," Working Papers, The George Washington University, The Center for Economic Research, number 2015-006, Dec.
  3. Neil R. Ericsson, 2015, "Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1152, Nov, DOI: 10.17016/IFDP.2015.1152.
  4. Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch, 2015, "Predicting Recessions With Boosted Regression Trees," Working Papers, The George Washington University, The Center for Economic Research, number 2015-004, Dec.
  5. Katharina Glass & Ulrich Fritsche, 2015, "Real-time Macroeconomic Data and Uncertainty," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201406, Jul.
  6. Jörg Döpke & Ulrich Fritsche & Christian Pierdzioch, 2015, "Predicting Recessions in Germany With Boosted Regression Trees," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201505, Oct.
  7. Jedwab,Remi Camille & Christiaensen,Luc & Gindelsky,Marina, 2015, "Demography, urbanization and development : rural push, urban pull and... urban push ?," Policy Research Working Paper Series, The World Bank, number 7333, Jun.
  8. William Larson, 2015, "New Estimates of Value of Land of the United States," BEA Working Papers, Bureau of Economic Analysis, number 0120, Apr.
  9. William Larson, 2015, "Forecasting an Aggregate in the Presence of Structural Breaks in the Disaggregates," Working Papers, The George Washington University, The Center for Economic Research, number 2015-002, Jul.
  10. Amy Y. Guisinger & Ruben Hernandez-Murillo & Michael T. Owyang & Tara M. Sinclair, 2015, "A State-Level Analysis of Okun’s Law," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1523, Oct, DOI: 10.26509/frbc-wp-201523.

2014

  1. Jonas Dovern & Ulrich Fritsche & Prakash Loungani & Natalia Tamirisa, 2014, "Information Rigidities: Comparing Average And Individual Forecasts For A Large International Panel," Working Papers, The George Washington University, The Center for Economic Research, number 2014-001, Jan.
  2. Eva Arnold & Lena Dräger & Ulrich Fritsche, 2014, "Evaluating the Link between Consumers' Savings Portfolio Decisions, their Inflation Expectations and Economic News," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201402, Feb.
  3. Remi Jedwab & Luc Christiaensen & Marina Gindelsky, 2014, "Rural Push, Urban Pull and... Urban Push? New Historical Evidence from Developing Countries," Working Papers, The George Washington University, Institute for International Economic Policy, number 2014-04, Apr.
  4. Chiswick, Barry R. & Gindelsky, Marina, 2014, "Determinants of Bilingualism among Children," IZA Discussion Papers, IZA Network @ LISER, number 8488, Sep.
  5. Jennifer Castle & David Hendry & Michael P. Clements, 2014, "Robust Approaches to Forecasting," Economics Series Working Papers, University of Oxford, Department of Economics, number 697, Jan.
  6. David Hendry & Jurgen A. Doornik, 2014, "Statistical Model Selection with 'Big Data'," Economics Series Working Papers, University of Oxford, Department of Economics, number 735, Dec.
  7. Anthony M. Yezer & William Larson, 2014, "The Energy Implications of City Size and Density," Working Papers, The George Washington University, Institute for International Economic Policy, number 2014-16.
  8. Andrew Martinez, 2014, "How Good Are U.S. Government Forecasts of the Federal Debt?," Economics Series Working Papers, University of Oxford, Department of Economics, number 727, Oct.
  9. James Reade, 2014, "Information and Predictability: Bookmakers, Prediction Markets and Tipsters as Forecasters," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2014-05, Oct.
  10. Sarah Jewell & James Reade, 2014, "On Fixing International Cricket Matches," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2014-08, Nov.
  11. Leighton Vaughan Williams & James Reade, 2014, "Prediction Markets, Twitter and Bigotgate," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2014-09, Nov.
  12. Hans Christian Muller-Droge & Tara M. Sinclair & H.O. Stekler, 2014, "Evaluating Forecasts of a Vector of Variables: a German Forecasting Competition," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2014-55, Jul.
  13. Jeff Messina & Tara M. Sinclair & Herman O. Stekler, 2014, "What Can We Learn From Revisions To The Greenbook Forecasts?," Working Papers, The George Washington University, The Center for Economic Research, number 2014-003, Jun.
  14. James Morley & Irina B. Panovska & Tara M. Sinclair, 2014, "Testing Stationarity for Unobserved Components Models," Discussion Papers, School of Economics, The University of New South Wales, number 2012-41B, Aug.

2013

  1. Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2013, "A robust neighborhood truncation approach to estimation of integrated quarticity," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1078.
  2. Lena Dräger & Ulrich Fritsche, 2013, "Don't Worry, Be Right! Survey Wording Effects on In flation Perceptions and Expectations," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201308, Dec.
  3. Jonas Dovern & Mr. Ulrich Fritsche & Mr. Prakash Loungani & Ms. Natalia T. Tamirisa, 2013, "Information Rigidities in Economic Growth Forecasts: Evidence from a Large International Panel," IMF Working Papers, International Monetary Fund, number 2013/056, Feb.
  4. Suleymanov, Elchin & Hasanov, Fakhri & Nuri Aras, Osman, 2013, "Trans Anadolu Dogal Gaz Boru Hattı Projesinin Ekonomik ve Stratejik Beklentileri
    [Economıc and Strategıc Expectations from Trans Anatolıan Natural Gas Pipeline Project]    ," MPRA Paper, University Library of Munich, Germany, number 52187, Sep.
  5. Fakhri Hasanov & Frederick Joutz, 2013, "A macroeconometric model for making effective policy decisions in the Republic of Azerbaijan," International Conference on Energy, Regional Integration and Socio-economic Development, EcoMod, number 6017, Sep.
  6. David F. Hendry & Grayham E. Mizon, 2013, "Unpredictability in Economic Analysis, Econometric Modeling and Forecasting," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2013-W04, Feb.
  7. David Hendry & Felix Pretis, 2013, "Some Fallacies in Econometric Modelling of Climate Change," Economics Series Working Papers, University of Oxford, Department of Economics, number 643, Feb.
  8. Jennifer Castle & David Hendry, 2013, "Semi-automatic Non-linear Model selection," Economics Series Working Papers, University of Oxford, Department of Economics, number 654, May.
  9. David Hendry & Jurgen A. Doornik & Felix Pretis, 2013, "Step-indicator Saturation," Economics Series Working Papers, University of Oxford, Department of Economics, number 658, Jun.
  10. Jennifer Castle & David Hendry & Oleg Kitov, 2013, "Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview," Economics Series Working Papers, University of Oxford, Department of Economics, number 674, Sep.
  11. J. James Reade & Sachiko Akie, 2013, "Using Forecasting to Detect Corruption in International Football," Working Papers, The George Washington University, The Center for Economic Research, number 2013-005, May.
  12. Michael D. Bradley & Dennis W. Jansen & Tara M. Sinclair, 2013, "How Well Does "Core" Inflation Capture Permanent Price Changes?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2013-26, May.
  13. Tara Sinclair & Julia Bersch, 2013, "Statistical Versus Economic Output Gap Measures: Evidence from Mongolia," Working Papers, The George Washington University, Institute for International Economic Policy, number 2013-7, Aug.
  14. James Morley & Irina B. Panovska & Tara M. Sinclair, 2013, "Testing Stationarity for Unobserved Components Models," Discussion Papers, School of Economics, The University of New South Wales, number 2012-41A, May.
  15. Edward N. Gamber & Jeffrey P. Liebner & Julie K. Smith, 2013, "Inflation Persistence: Revisited," Working Papers, The George Washington University, The Center for Economic Research, number 2013-002, Apr.

2012

  1. Tara M. Sinclair & H.O. Stekler & Warren Carnow, 2012, "Evaluating A Vector Of The Fed’S Forecasts," Working Papers, The George Washington University, The Center for Economic Research, number 2012-002, Jan.
  2. Tara M. Sinclair & H.O. Stekler & Warren Carnow, 2012, "A New Approach For Evaluating Economic Forecasts," Working Papers, The George Washington University, The Center for Economic Research, number 2012-004, Mar.
  3. Neil R. Ericsson & Erica L. Reisman, 2012, "Evaluating a global vector autoregression for forecasting," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1056.
  4. Ulrich Fritsche & Christian Pierdzioch & Jan-Christoph Ruelke & Georg Stadtmann, 2012, "Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function?," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201201, Feb.
  5. Ulrich Fritsche & Christian Pierdzioch & Jan-Christoph Ruelke & Georg Stadtmann, 2012, "Forecasting the Brazilian Real and the Mexican Peso: Asymmetric Loss, Forecast Rationality, and Forecaster Herding," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201202, Feb.
  6. Fakhri Hasanov, 2012, "The impact of the real exchange rate on non-oil exports. Is there an asymmetric adjustment towards the equilibrium?," Working Papers, The George Washington University, The Center for Economic Research, number 2012-005, May.
  7. David Hendry & Grayham E. Mizon, 2012, "Forecasting from Structural Econometric Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 597, Mar.
  8. David Hendry & Soren Johansen, 2012, "Model Discovery and Trygve Haavelmo's Legacy," Economics Series Working Papers, University of Oxford, Department of Economics, number 598, Mar.
  9. Jennifer Castle & David Hendry, 2012, "Forecasting by factors, by variables, or both?," Economics Series Working Papers, University of Oxford, Department of Economics, number 600, Apr.
  10. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Ragnar Nymoen, 2012, "Mis-specification Testing: Non-Invariance of Expectations Models of Inflation," Working Paper series, Rimini Centre for Economic Analysis, number 50_12, Jul.
  11. Jason B. Jorgensen & Fred Joutz, 2012, "Modelling and Forecasting Residential Electricity Consumption in the U.S. Mountain Region," Working Papers, The George Washington University, The Center for Economic Research, number 2012-003, Jan.
  12. Erik Robert de Carrillo & William Larson, 2012, "Can housing liquidity help forecast subsequent house price appreciation: Evidence from the US and the Netherlands," ERES, European Real Estate Society (ERES), number eres2012_174, Jan.
  13. Paul E. Carrillo & Erik Robert De Wit & William D. Larson, 2012, "Can Tightness in the Housing Market Help Predict Subsequent Home Price Appreciation? Evidence from the U.S. and the Netherlands," Working Papers, The George Washington University, Institute for International Economic Policy, number 2012-11, Nov.
  14. Edoardo Gallo & Thomas Grund & J. James Reade, 2012, "Punishing the Foreigner: Implicit Discrimination in the Premier League Based on Oppositional Identity," Discussion Papers, Department of Economics, University of Birmingham, number 12-02, Apr.
  15. Tara M. Sinclair, 2012, "Forecasting Data Vintages," Working Papers, The George Washington University, The Center for Economic Research, number 2012-001, Jan.
  16. Tara M. Sinclair, 2012, "Characteristics and Implications of Chinese Macroeconomic Data Revisions," Working Papers, The George Washington University, Institute for International Economic Policy, number 2012-09, Aug.
  17. William Barnett & Ki-Hong Choi & Tara M. Sinclair, 2012, "The Differential Approach to Superlative Index Number Theory," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 201234, Sep, revised Sep 2012.
  18. Julie K. Smith, 2012, "PCE inflation and core inflation," Working Papers, Federal Reserve Bank of Dallas, number 1203, DOI: 10.24149/wp1203.
  19. Averett, Susan L. & Smith, Julie K., 2012, "Indebted and Overweight: The Link Between Weight and Household Debt," IZA Discussion Papers, IZA Network @ LISER, number 6898, Oct.

2011

  1. Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2011, "A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-23, May.
  2. Roberta Colavecchio & Ulrich Fritsche & Michael Graff, 2011, "Inflation Inequality in Europe," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201102, Feb.
  3. Lena Dräger & Jan-Oliver Menz & Ulrich Fritsche, 2011, "Perceived Inflation under Loss Aversion," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201105, May.
  4. Fakhri, Hasanov & Khudayar, Hasanli, 2011, "Why had the Money Market Approach been irrelevant in explaining inflation in Azerbaijan during the rapid economic growth period?," MPRA Paper, University Library of Munich, Germany, number 29559, Feb.
  5. Hasanov, Fakhri, 2011, "Relationship between inflation and economic growth in Azerbaijani economy: is there any threshold effect?," MPRA Paper, University Library of Munich, Germany, number 33494, Jun.
  6. Hasanov Fakhri, 2011, "Dutch Disease and Azerbaijan Economy," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 11/03e, Nov.
  7. David F. Hendry & Søren Johansen, 2011, "The Properties of Model Selection when Retaining Theory Variables," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-36, Oct.
  8. Jennifer Castle & David Hendry, 2011, "A Tale of 3 Cities: Model Selection in Over-, Exact, and Under-specified Equations," Economics Series Working Papers, University of Oxford, Department of Economics, number 523, Jan.
  9. Jennifer Castle & David Hendry, 2011, "Model Selection in Equations with Many 'Small' Effects," Economics Series Working Papers, University of Oxford, Department of Economics, number 528, Feb.
  10. David Hendry, 2011, "Empirical Economic Model Discovery and Theory Evaluation," Economics Series Working Papers, University of Oxford, Department of Economics, number 529, Feb.
  11. David Hendry, 2011, "Mathematical Models and Economic Forecasting: Some Uses and Mis-Uses of Mathematics in Economics," Economics Series Working Papers, University of Oxford, Department of Economics, number 530, Feb.
  12. Jennifer Castle & David Hendry & Nicholas W.P. Fawcett, 2011, "Forecasting breaks and forecasting during breaks," Economics Series Working Papers, University of Oxford, Department of Economics, number 535, Feb.
  13. Jennifer Castle & David Hendry, 2011, "On Not Evaluating Economic Models by Forecast Outcomes," Economics Series Working Papers, University of Oxford, Department of Economics, number 538, Feb.
  14. David Hendry & Grayham E. Mizon, 2011, "An Open-model Forecast-error Taxonomy," Economics Series Working Papers, University of Oxford, Department of Economics, number 552, Jun.
  15. David Hendry & Felix Pretis, 2011, "Anthropogenic Influences on Atmospheric CO2," Economics Series Working Papers, University of Oxford, Department of Economics, number 584, Dec.
  16. Yueqing Jia, 2011, "A New Look at China’s Output Fluctuations: Quarterly GDP Estimation with an Unobserved Components Approach," Working Papers, The George Washington University, The Center for Economic Research, number 2011-006, Dec.
  17. Andrew B. Martinez, 2011, "Comparing Government Forecasts of the United States’ Gross Federal Debt," Working Papers, The George Washington University, The Center for Economic Research, number 2011-002, Feb.
  18. Karen Croxson & J. James Reade, 2011, "Information and Efficiency: Goal Arrival in Soccer Betting," Discussion Papers, Department of Economics, University of Birmingham, number 11-01, Jan.
  19. J. James Reade, 2011, "Modelling Monetary and Fiscal Policy in the US: A Cointegration Approach," Discussion Papers, Department of Economics, University of Birmingham, number 11-02, Jan.
  20. J. James Reade & Ulrich Volz, 2011, "From the General to the Specific," Discussion Papers, Department of Economics, University of Birmingham, number 11-18, Sep.
  21. Karen Croxson & J. James Reade, 2011, "Exchange vs Dealers: A High-Frequency Analysis of In-Play Betting Prices," Discussion Papers, Department of Economics, University of Birmingham, number 11-19, Dec.
  22. Tara M. Sinclair & H.O. Stekler, 2011, "Examining the Quality of Early GDP Component Estimates," Working Papers, The George Washington University, The Center for Economic Research, number 2011-001, Feb, revised Dec 2011.
  23. Tara M. Sinclair & H.O. Stekler, 2011, "Differences in Early GDP Component Estimates Between Recession and Expansion," Working Papers, The George Washington University, Institute for International Economic Policy, number 2011-05, Feb.
  24. Julia Bersch & Tara M. Sinclair, 2011, "Mongolia: Measuring the Output Gap," IMF Working Papers, International Monetary Fund, number 2011/079, Apr.

2010

  1. Kajal Lahiri & Antony Davies & Xuguang Sheng, 2010, "Analyzing Three-Dimensional Panel Data of Forecasts," Discussion Papers, University at Albany, SUNY, Department of Economics, number 10-07.
  2. Dobrislav Dobrev & Pawel J. Szerszen, 2010, "The information content of high-frequency data for estimating equity return models and forecasting risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2010-45.
  3. Ulrich FRITSCHE & Vladimir KOUZINE, 2010, "Prediction of Business Cycle Turning Points in Germany," EcoMod2004, EcoMod, number 330600054, Jan.
  4. Ulrich Fritsche & Ullrich Heilemann, 2010, "Too Many Cooks? The German Joint Diagnosis and Its Production," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 201001, Jan.
  5. Ulrich Frische & Ingrid Größl, 2010, "New Keynesian DSGE Models and the IS-LM Paradigm," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 1-2010.
  6. Fakhri Hasanov, 2010, "The Impact of Real Oil Price on Real Effective Exchange Rate: The Case of Azerbaijan," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1041.
  7. Fakhri, Hasanov, 2010, "The Impact of Real Effective Exchange Rate on the Non-oil Export: The Case of Azerbaijan," MPRA Paper, University Library of Munich, Germany, number 29556.
  8. Yadulla HASANLI & Fakhri HASANOV & Malahat MANSIMLI, 2010, "Equilibrium Prices Model for Sectors of Azerbaijan Economy Based on Input-Output Tables," EcoMod2010, EcoMod, number 259600071, May.
  9. Hasanov, Fakhri & Mammadov, Fuad, 2010, "The Role of the Fiscal Policy in the Development of the Non-Resource," MPRA Paper, University Library of Munich, Germany, number 65571, Jun.
  10. Hendry, David F. & Hubrich, Kirstin, 2010, "Combining disaggregate forecasts or combining disaggregate information to forecast an aggregate," Working Paper Series, European Central Bank, number 1155, Feb.
  11. Nymoen, Ragnar & L. Castle, Jennifer & A. Doornik, Jurgen & F. Hendry, David, 2010, "Testing the Invariance of Expectations Models of Inflation," Memorandum, Oslo University, Department of Economics, number 21/2010, Nov.
  12. Jennifer Castle & David Hendry, 2010, "A Low-Dimension Portmanteau Test for Non-linearity," Economics Series Working Papers, University of Oxford, Department of Economics, number 471, Jan.
  13. Jennifer Castle & David Hendry, 2010, "Automatic Selection for Non-linear Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 473, Jan.
  14. Jennifer Castle & David Hendry & Jurgen A. Doornik, 2010, "Evaluating Automatic Model Selection," Economics Series Working Papers, University of Oxford, Department of Economics, number 474, Jan.
  15. David Hendry & Grayham E. Mizon, 2010, "Econometric Modelling of Changing Time Series," Economics Series Working Papers, University of Oxford, Department of Economics, number 475, Jan.
  16. David Hendry & Carlos Santos, 2010, "An Automatic Test of Super Exogeneity," Economics Series Working Papers, University of Oxford, Department of Economics, number 476, Jan.
  17. David Hendry & Michael P. Clements, 2010, "Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts," Economics Series Working Papers, University of Oxford, Department of Economics, number 484, May.
  18. David Hendry, 2010, "Climate Change: Lessons for our Future from the Distant Past," Economics Series Working Papers, University of Oxford, Department of Economics, number 485, May.
  19. David Hendry & Grayham E. Mizon, 2010, "On the Mathematical Basis of Inter-temporal Optimization," Economics Series Working Papers, University of Oxford, Department of Economics, number 497, Aug.
  20. David Hendry & Jennifer L. Castle, 2010, "Model Selection in Under-specified Equations Facing Breaks," Economics Series Working Papers, University of Oxford, Department of Economics, number 509, Oct.
  21. David F Hendry, 2010, "Research And The Academic: A Tale Of Two Cultures," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 10-01.
  22. Tara Sinclair & Yeuqing Jia, 2010, "Permanent and Transitory Macroeconomic Relationships between China and the Developed World," Working Papers, The George Washington University, Institute for International Economic Policy, number 2010-08, Oct.
  23. William D. Larson, 2010, "Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment," Working Papers, The George Washington University, The Center for Economic Research, number 2010-004, Dec, revised Feb 2011.
  24. J James Reade & Ulrich Volz, 2010, "Too Much to Lose, or More to Gain? Should Sweden Join the Euro?," Discussion Papers, Department of Economics, University of Birmingham, number 10-13, Apr.
  25. Aninday Banerjee & Markus Eberhardt & J James Reade, 2010, "Panel Estimation for Worriers," Discussion Papers, Department of Economics, University of Birmingham, number 10-33, Nov.
  26. Reade, J. James & Volz, Ulrich, 2010, "Chinese monetary policy and the dollar peg," Discussion Papers, Free University Berlin, School of Business & Economics, number 2010/35.

2009

  1. Rosen Valchev & Antony Davies, 2009, "Transparency, Performance, and Agency Budgets: A Rational Expectations Modeling Approach," Working Papers, The George Washington University, The Center for Economic Research, number 2009-004, Dec.
  2. Konstantin A. Kholodilin & Maximilian Podstawski & Boriss Siliverstovs & Constantin Bürgi, 2009, "Google Searches as a Means of Improving the Nowcasts of Key Macroeconomic Variables," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 946.
  3. Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009, "Jump-Robust Volatility Estimation using Nearest Neighbor Truncation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-52, Oct.
  4. Torben G. Andersen & Dobrislav Dobrev & Ernst Schaumburg, 2009, "Duration-Based Volatility Estimation," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-034, Mar.
  5. Dovern, Jonas & Fritsche, Ulrich & Slacalek, Jiri, 2009, "Disagreement among forecasters in G7 countries," Working Paper Series, European Central Bank, number 1082, Aug.
  6. Jan-Egbert Sturm & Ulrich Fritsche & Michael Graff & Michael Lamla & Sarah Lein & Volker Nitsch & David Liechti & Daniel Triet, 2009, "The euro and prices: changeover-related inflation and price convergence in the euro area," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 381, Jun.
  7. Lena Vogel & Jan-Oliver Menz & Ulrich Fritsche, 2009, "Prospect Theory and Inflation Perceptions - An Empirical Assessment," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200903, Jul.
  8. Ulrich Fritsche & Sarah Lein & Sebastian Weber, 2009, "Do Prices in the EMU Converge (Non-linearly)?," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200904, Jul.
  9. Joerg Doepke & Ulrich Fritsche & Boriss Siliverstovs, 2009, "Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200905, Jul.
  10. Sebastian Dullien & Ulrich Fritsche & Ingrid Groessl & Michael Paetz, 2009, "Adjustment in EMU: Is Convergence Assured?," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200907, Sep.
  11. Hasanov, Fakhri & Huseynov, Fariz, 2009, "Real Exchange Rate Misalignment in Azerbaijan," MPRA Paper, University Library of Munich, Germany, number 29561.
  12. Hasanov, Fakhri, 2009, "Analyzing price level in a booming economy: the case of Azerbaijan," MPRA Paper, University Library of Munich, Germany, number 29555.
  13. Simon Johnson & William Larson & Chris Papageorgiou & Arvind Subramanian, 2009, "Is Newer Better? Penn World Table Revisions and Their Impact on Growth Estimates," Working Papers, Center for Global Development, number 191, Nov.
  14. William Larson & Chris Papageorgiou & Arvind Subramania & Simon Johnson, 2009, "Is Newer Better? Penn World Table Revisions and the Growth Literature," 2009 Meeting Papers, Society for Economic Dynamics, number 858.
  15. J. James ReadeUlrich Volz, 2009, "Leader of the Pack? German Monetary Dominance in Europe Prior to EMU," Economics Series Working Papers, University of Oxford, Department of Economics, number 419, Jan.
  16. Tara M. Sinclair & Fred Joutz & Herman O. Stekler, 2009, "Can the Fed Predict the State of the Economy?," Working Papers, The George Washington University, The Center for Economic Research, number 2009-001, Jun, revised Mar 2010.
  17. Tara Sinclair & H.O. Stekler & Elizabeth Reid & Edward N. Gamber, 2009, "Jointly Evaluating GDP and Inflation Forcasts in the Context of the Taylor Rule," Working Papers, The George Washington University, Institute for International Economic Policy, number 2008-05, Jun.
  18. Tara M. Sinclair & Dennis W. Jensen & Michael D. Bradley, 2009, "How Well Does "Core" CPI Capture Permanent Price Changes?," Working Papers, The George Washington University, Institute for International Economic Policy, number 2009-13, Oct.

2008

  1. Antony Davies, 2008, "An Exploration of Regression-Based Data Mining Techniques Using Super Computation," Working Papers, The George Washington University, The Center for Economic Research, number 2008-008, Aug.
  2. Neil R. Ericsson & Steven B. Kamin, 2008, "Constructive data mining: modeling Argentine broad money demand," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 943.
  3. Neil R. Ericsson, 2008, "The fragility of sensitivity analysis: an encompassing perspective," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 959.
  4. Jonas Dovern & Ulrich Fritsche, 2008, "Estimating Fundamental Cross-Section Dispersion from Fixed Event Forecasts," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 787.
  5. Vladimir KUZIN & Ulrich FRITSCHE, 2008, "Transition Paths to Convergence and Convergence Clusters in EMU: Evidence from a Nonlinear Time-Varying Factor Model Framework," EcoMod2008, EcoMod, number 23800072, Jul.
  6. Ulrich Fritsche & Vladimir Kuzin, 2008, "Analysing Convergence in Europe Using a Non-linear Single Factor Model," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200802, Jun.
  7. Jennifer Castle & David Hendry & Jurgen A. Doornik, 2008, "Model Selection when there are Multiple Breaks," Economics Series Working Papers, University of Oxford, Department of Economics, number 407, Oct.
  8. Jennifer Castle & David Hendry & Nicholas W.P. Fawcett, 2008, "Forecasting with Equilibrium-correction Models during Structural Breaks," Economics Series Working Papers, University of Oxford, Department of Economics, number 408, Oct.
  9. Jennifer Castle & David Hendry, 2008, "The Long-Run Determinants of UK Wages, 1860-2004," Economics Series Working Papers, University of Oxford, Department of Economics, number 409, Oct.
  10. Tara M. Sinclair & Edward N. Gamber & H.O. Stekler & Elizabeth Reid, 2008, "Jointly Evaluating the Federal Reserve’s Forecasts of GDP Growth and Inflation," Working Papers, The George Washington University, The Center for Economic Research, number 2008-002, Apr, revised Mar 2011.
  11. Tara M. Sinclair & Fred Joutz & Herman O. Stekler, 2008, "Are 'unbiased' forecasts really unbiased? Another look at the Fed forecasts," Working Papers, The George Washington University, The Center for Economic Research, number 2008-010, Aug.
  12. Tara Sinclair, 2008, "Asymmetry in the Business Model: Revisiting the Friedman Plucking Model," Working Papers, The George Washington University, Institute for International Economic Policy, number 2008-03, Feb.
  13. Tara Sinclair & Sinchan Mitra, 2008, "Output Fluctuations in the G-7: An Unobserved Components Approach," Working Papers, The George Washington University, Institute for International Economic Policy, number 2008-04, May.
  14. Edward N. Gamber & Julie K. Smith & Matthew Weiss, 2008, "Forecast Errors Before and After the Great Moderation," Working Papers, The George Washington University, The Center for Economic Research, number 2008-001, revised Mar 2009.

2007

  1. Torben G. Andersen & Tim Bollerslev & Dobrislav Dobrev, 2007, "No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 12963, Mar.
  2. Ingrid Größl & Ulrich Fritsche, 2007, "The Store-of-Value-Function of Money as a Component of Household Risk Management," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 660.
  3. Ulrich Fritsche & Vladimir Kuzin, 2007, "Unit Labor Cost Growth Differentials in the Euro Area, Germany, and the US: Lessons from PANIC and Cluster Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 667.
  4. Sebastian Dullien & Ulrich Fritsche, 2007, "Does the Dispersion of Unit Labor Cost Dynamics in the EMU Imply Long-Run Divergence?: Results from a Comparison with the United States of America and Germany," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 674.
  5. Ingrid Groessl & Ulrich Fritsche, 2007, "Default Option, Risk-Aversion and Household Borrowing Behaviour," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200705, Sep.
  6. Søren Johansen & David F. Hendry & Carlos Santos, 2007, "Selecting a Regression Saturated by Indicators," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-36, Nov.
  7. David Hendry & Carlos Santos, 2007, "AUTOMATIC TESTS for SUPER EXOGENEITY," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 11, Jun.
  8. Jennifer Castle & David Hendry, 2007, "Forecasting UK Inflation: the Roles of Structural Breaks and Time Disaggregation," Economics Series Working Papers, University of Oxford, Department of Economics, number 309, Feb.
  9. Jennifer L. Castle & David F. Hendry, 2007, "A Low-Dimension Collinearity-Robust Test for Non-linearity," Economics Series Working Papers, University of Oxford, Department of Economics, number 326, May.
  10. Edward N. Gamber & Julie K. Smith, 2007, "Are the Fed’s Inflation Forecasts Still Superior to the Private Sector’s?," Working Papers, The George Washington University, The Center for Economic Research, number 2007-002, Nov, revised Jul 2008.

2006

  1. Jörg Döpke & Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2006, "The Dynamics of European Inflation Expectations," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 571.
  2. Jörg Döpke & Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2006, "Sticky Information Phillips Curves: European Evidence," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 615.
  3. Sebastian Dullien & Ulrich Fritsche, 2006, "How bad is Divergence in the Euro-Zone? Lessons from the United States of America and Germany," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200605, Oct.
  4. Ulrich Fritsche & Erik Klaer & Jirka Slacalek & Florian Zinsmeister, 2006, "Makroökonomische Bedingungen für die Rückkehr zur Vollbeschäftigung: Plädoyer für einen mehrdimensionalen Ansatz," Macroeconomics and Finance Series, University of Hamburg, Department of Socioeconomics, number 200701, Dec.
  5. Fritsche, Ulrich, 2006, "Ergebnisse der ökonometrischen Untersuchung zum Forschungsprojekt Wirtschaftspolitische Regime westlicher Industrienationen," Working Papers, Berlin School of Economics and Law, Institute of Management Berlin (IMB), number 24.
  6. Hendry, David & Hubrich, Kirstin, 2006, "Forecasting Economic Aggregates by Disaggregates," CEPR Discussion Papers, Centre for Economic Policy Research, number 5485, Jan.
  7. Leora Friedberg & Michael T. Owyang & Tara M. Sinclair, 2006, "Searching for better prospects: endogenizing falling job tenure and private pension coverage," Working Papers, Federal Reserve Bank of St. Louis, number 2003-038, DOI: 10.20955/wp.2003.038.

2005

  1. Julia Campos & Neil R. Ericsson & David F. Hendry, 2005, "General-to-specific modeling: an overview and selected bibliography," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 838.
  2. Georg Erber & Ulrich Fritsche, 2005, "Estimating and Forecasting Aggregate Productivity Growth Trends in the US and Germany," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 471.
  3. Ulrich Fritsche & Jörg Döpke, 2005, "Forecast Errors and the Macroeconomy: A Non-Linear Relationship?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 498.
  4. Jan Gottschalk & Ulrich Fritsche, 2005, "The New Keynesian Model and the Long-Run Vertical Phillips Curve: Does It Hold for Germany?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 521.
  5. Jiri Slacalek & Jörg Döpke & Ulrich Fritsche, 2005, "Estimating Sticky Information Phillips Curve: International Evidence from the Consensus Survey of Forecasters," Computing in Economics and Finance 2005, Society for Computational Economics, number 260, Nov.
  6. Slacalek, Jirka & Fritsche, Ulrich & Dovern, Jonas & Döpke, Jörg, 2005, "European inflation expectations dynamics," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,37.
  7. Kirstin Hubrich & David F. Hendry, 2005, "Forecasting Aggregates by Disaggregates," Computing in Economics and Finance 2005, Society for Computational Economics, number 270, Nov.
  8. James Morley & Tara M. Sinclair, 2005, "Testing for Stationarity and Cointegration in an Unobserved Components Framework," Computing in Economics and Finance 2005, Society for Computational Economics, number 451, Nov.

2004

  1. Neil R. Ericsson, 2004, "The ET interview: professor David F. Hendry," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 811.
  2. Jörg Döpke & Ulrich Fritsche, 2004, "Growth and Inflation Forecasts for Germany: An Assessment of Accuracy and Dispersion," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 399.
  3. Ulrich Fritsche & Vladimir Kuzin, 2004, "Declining Output Volatility in Germany: Impulses, Propagation, and the Role of Monetary Policy," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 433.
  4. David F. Hendry, 2004, "Unpredictability and the Foundations of Economic Forecasting," Econometric Society 2004 Australasian Meetings, Econometric Society, number 27, Aug.
  5. Guillaume Chevillon & David F. Hendry, 2004, "Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W12, May.
  6. David F. Hendry & Carlos Santos, 2004, "Regression Models with Data-based Indicator Variables," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W13, Nov.
  7. David F. Hendry, 2004, "Robustifying Forecasts from Equilibrium-Correction Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W14, Apr.
  8. Jurgen A. Doornik & Neil Shephard & David F. Hendry, 2004, "Parallel Computation in Econometrics: A Simplified Approach," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W16, Jan.
  9. David F. Hendry & Hans-Martin Krolzig, 2004, "We Ran One Regression," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W17, Mar.
  10. Bent Nielsen & J. James Reade, 2004, "Simulating properties of the likelihood ratio test for a unit root in an explosive second order autoregression," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W24, Oct.

2003

  1. Hendry, David F & Hans-Martin Krolzig, 2003, "The Properties of Automatic Gets Modelling," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 105, Jun.
  2. David F. Hendry & Hans-Martin Krolzig, 2003, "Sub-sample Model Selection Procedures in Gets Modelling," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2003-W17, Apr.

2002

  1. Ulrich Fritsche & Camille Logeay, 2002, "Structural Unemployment and the Output Gap in Germany: Evidence from an SVAR Analysis within a Hysteresis Framework," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 312.
  2. Ulrich Fritsche & Vladimir Kuzin, 2002, "Do Leading Indicators Help to Predict Business Cycle Turning Points in Germany?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 314.

2001

  1. Neil R. Ericsson, 2001, "Forecast uncertainty in economic modeling," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 697.
  2. Neil R. Ericsson & Esfandiar Maasoumi & Grayham E. Mizon, 2001, "A retrospective on J. Denis Sargan and his contributions to econometrics," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 700.
  3. Ulrich Fritsche & Felix Marklein, 2001, "Leading Indicators of Euroland Business Cycles," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 238.
  4. Ulrich Fritsche, 2001, "Do Probit Models Help in Forecasting Turning Points in German Business Cycles?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 241.
  5. Clements, Michael P. & Hendry, David F., 2001, "Economic forecasting: some lessons from recent research," Working Paper Series, European Central Bank, number 82, Nov.
  6. David Hendry & Michael P. Clements, 2001, "Pooling of Forecasts," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2002-W9, Oct.
  7. David Hendry & Maozu Lu & Grayham E. Mizon, 2001, "Model Identification and Non-unique Structure," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2002-W10, May.
  8. David Hendry & Grayham E. Mizon, 2001, "Forecasting in the Presence of Structural Breaks and Policy Regime Shifts," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2002-W12, Sep.

2000

  1. Neil R. Ericsson & James G. MacKinnon, 2000, "Distributions of Error Correction Tests for Cointegration," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0561, Aug.
  2. Julia Campos & Neil R. Ericsson, 2000, "Constructive data mining: modeling consumers' expenditure in Venezuela," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 663.
  3. Neil R. Ericsson & John S. Irons & Ralph W. Tryon, 2000, "Output and inflation in the long run," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 687.
  4. Neil R. Ericsson, 2000, "Predictable uncertainty in economic forecasting," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 695.
  5. Ulrich Fritsche & Sabine Stephan, 2000, "Leading Indicators of German Business Cycles: An Assessment of Properties," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 207.
  6. David Hendry, 2000, "A General Forecast-error Taxonomy," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0608, Aug.
  7. Beyer, A. & Doornik, J.A. & Hendry, D.F., 2000, "Constructing Historical Euro-Zone Data," Economics Working Papers, European University Institute, number eco2000/10.
  8. Katarina Juselius & David F. Hendry, 2000, "Explaining Cointegration Analysis: Part II," Discussion Papers, University of Copenhagen. Department of Economics, number 00-20, Dec.
  9. David Hendry, 2000, "Forecast Failure, Expectations Formation, and the Lucas Critique," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2002-W8, Mar.
  10. David Hendry, 2000, "Modelling UK Inflation over the Long Run," Economics Series Working Papers, University of Oxford, Department of Economics, number 2, May.
  11. David Hendry & Hans-Martin Krolzig, 2000, "Computer Automation of General-to-Specific Model Selection Procedures," Economics Series Working Papers, University of Oxford, Department of Economics, number 3, Mar.
  12. David Hendry & Jurgen Doornik, 2000, "Constructing Historical Euro-Zone Data," Economics Series Working Papers, University of Oxford, Department of Economics, number 4, Apr.

1999

  1. Ulrich Fritsche, 1999, "Vorlaufeigenschaften von Ifo-Indikatoren für Westdeutschland," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 179.
  2. Schumacher, Christian & Loose, Brigitte & Langmantel, Erich & Gottschalk, Jan & Fritsche, Ulrich & Döpke, Jörg, 1999, "Indikatoren zur Prognose der Investitionen in Deutschland," Kiel Working Papers, Kiel Institute for the World Economy, number 906.

1998

  1. Neil R. Ericsson & David F. Hendry & Grayham E. Mizon, 1998, "Exogeneity, cointegration, and economic policy analysis," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 616.
  2. Neil R. Ericsson & Jaime R. Marquez, 1998, "A framework for economic forecasting," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 626.

1997

  1. Neil R. Ericsson & David F. Hendry & Kevin M. Prestwich, 1997, "The demand for broad money in the United Kingdom, 1878-1993," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 596.

1996

  1. Neil R. Ericsson & Sunil Sharma, 1996, "Broad money demand and financial liberalization in Greece," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 559.
  2. Kari H. Eika & Neil R. Ericsson & Ragnar Nymoen, 1996, "Hazards in implementing a monetary conditions index," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 568.
  3. Hendry, D-F & Mizon, G-E, 1996, "The Influence of A. W. H. Phillips on Econometrics," Economics Working Papers, European University Institute, number eco96/03.
  4. Banerjee, A & Hendry, D-F & Mizon, G-E, 1996, "The Econometric Analysis of Economic Policy," Economics Working Papers, European University Institute, number eco96/34.

1995

  1. Neil R. Ericsson & John S. Irons, 1995, "The Lucas critique in practice: theory without measurement," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 506.
  2. Gordon De Brouwer & Neil R. Ericsson, 1995, "Modelling inflation in Australia," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 530.
  3. David Hendry, 1995, "On the interactions of unit roots and exogeneity," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 7., Jan.

1994

  1. Neil R. Ericsson, 1994, "Conditional and structural error correction models," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 487.
  2. Rebecca A Emerson & David Hendry, 1994, "An evaluation of forecasting using leading indicators," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 5., Dec.

1993

  1. Julia Campos & Neil R. Ericsson & David F. Hendry, 1993, "Cointegration tests in the presence of structural breaks," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 440.
  2. Neil R. Ericsson & David F. Hendry & Hong-Anh Tran, 1993, "Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 457.
  3. Neil R. Ericsson & Steven B. Kamin, 1993, "Dollarization in Argentina," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 460.
  4. Angelini, P. & Hendry, D.F. & Rinaldi, R., 1993, "An Econometric Analysis of Money Demand in Italy," Papers, Banca Italia - Servizio di Studi, number 219.

1992

  1. Juan J. Dolado & Neil R. Ericsson & Jeroen J. M. Kremers, 1992, "The power of cointegration tests," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 431.
  2. Clements, M.P. & Hendry, D., 1992, "On the Limitations of Comparing Mean Square Forecast Errors," Economics Series Working Papers, University of Oxford, Department of Economics, number 99138.
  3. Clements, M.P. & Hendry, D.F., 1992, "Forecasting in Cointegrated Systems," Economics Series Working Papers, University of Oxford, Department of Economics, number 99139.

1991

  1. Julia Campos & Neil R. Ericsson & Hong-Anh Tran, 1991, "PC-give and David Hendry's econometric methodology," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 406.
  2. Neil R. Ericsson, 1991, "Parameter constancy, mean square forecast errors, and measuring forecast performance: an exposition, extensions, and illustration," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 412.
  3. Neil R. Ericsson, 1991, "Cointegration, exogeneity, and policy analysis: an overview," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 415.
  4. Luigi Ermini & David F. Hendry, 1991, "Log Income vs. Linear Income: An Application of the Encompassing Principle," Working Papers, University of Hawaii at Manoa, Department of Economics, number 199111.

1990

  1. Neil R. Ericsson & Jaime R. Marquez, 1990, "Evaluating the predictive performance of trade-account models," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 377.
  2. Neil R. Ericsson & David F. Hendry, 1990, "Modeling the demand for narrow money in the United Kingdom and the United States," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 383.
  3. Engle, R. & Hendry, D., 1990, "Testing Super Exogeneity And Invariance In Regression Models," Economics Series Working Papers, University of Oxford, Department of Economics, number 99100.
  4. Favero, C. & Hendry, D., 1990, "Testing The Lucas Critique: A Review," Economics Series Working Papers, University of Oxford, Department of Economics, number 99101.
  5. Hendry, D.F. & Mizon, G.E., 1990, "Evaluating Dynamic Econometric Models By Encompassing The Var," Economics Series Working Papers, University of Oxford, Department of Economics, number 99102.

1989

  1. Neil R. Ericsson & Jaime R. Marquez, 1989, "Exact and approximate multi-period mean-square forecast errors for dynamic econometric models," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 348.
  2. Neil R. Ericsson & David F. Hendry, 1989, "Encompassing and rational expectations: how sequential corroboration can imply refutation," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 354.
  3. Neil R. Ericsson & David F. Hendry, 1989, "An econometric analysis of UK money demand in MONETARY TRENDS IN THE UNITED STATES AND THE UNITED KINGDOM by Milton Friedman and Anna J. Schwartz," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 355.

1988

  1. Julia Campos & Neil R. Ericsson, 1988, "Econometric modeling of consumers' expenditure in Venezuela," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 325.

1987

  1. Julia Campos & Neil R. Ericsson & David F. Hendry, 1987, "An analogue model of phase-averaging procedures," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 303.
  2. Neil R. Ericsson, 1987, "Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 317.
  3. Hendry, D.F. & Richard, J.-F., 1987, "Recent developments in the theory of encompassing," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1987022, Jan.

1986

  1. Neil R. Ericsson, 1986, "Post-simulation analysis of Monte Carlo experiments: interpreting Pesaran's (1974) study of non-nested hypothesis test statistics," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 276.

1985

  1. Neil R. Ericsson & David F. Hendry, 1985, "Conditional econometric modelling : an application to new house prices in the United Kingdom," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 254.
  2. Neil R. Ericsson & David F. Hendry, 1985, "Assertion without empirical basis : an econometric appraisal of monetary trends in ... the United Kingdom, by Milton Friedman and Anna J. Schwartz," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 270.
  3. Hendry, David & Mizon, Grayham Ernest, 1985, "Procrustean Econometrics: Stretching and Squeezing Data," CEPR Discussion Papers, Centre for Economic Policy Research, number 68, Oct.

1983

  1. HENDRY, David F. & RICHARD, Jean-François, 1983, "The econometric analysis of economic time series," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 531, Jan.

1975

  1. David F. Hendry & Gordon J. Anderson, 1975, "Testing Dynamic Specification in Small Simultaneous Systems: An Application to a Model of Building Society Behavior in the United Kingdom," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 398.
  2. David F. Hendry, 1975, "The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 399.
  3. David F. Hendry & Frank Srba, 1975, "A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 400.

Undated

  1. Neil R. Ericsson, David F. Hendry & Kevin M. Prestiwch, undated, "The UK Demand for Broad Money over the Long run," Economics Papers, Economics Group, Nuffield College, University of Oxford, number W29.
  2. John S. Irons & N. Ericsson, undated, "An early version of The Lucas Critique in Practice: Theory without Measurement," Home Pages, Massachussets Institute of Technology, Economics, number _004.
  3. Clements, Michael P. & Hendry, David F., undated, "Multi-Step Estimation For Forecasting," Economic Research Papers, University of Warwick - Department of Economics, number 268696, DOI: 10.22004/ag.econ.268696.
  4. Clements, Michael P. & Hendry, David F., undated, "Forecasting With Difference-Stationary And Trend-Stationary Models," Economic Research Papers, University of Warwick - Department of Economics, number 268798, DOI: 10.22004/ag.econ.268798.
  5. Engle, Robert F. & Hendry, David F. & Richard, Jean-Francois, undated, "Exogeneity," Economic Research Papers, University of Warwick - Department of Economics, number 269060, DOI: 10.22004/ag.econ.269060.
  6. Beyer, Andreas & Doornik, Jurgen A. & Hendry, David F., undated, "Beyer-Doornik-Hendry," Instructional Stata datasets for econometrics, Boston College Department of Economics, number bdh.
  7. Jurgen A. Doornik & David F. Hendry & Neil Shephard, undated, "Computationally-intensive Econometrics using a Distributed Matrix-programming Language," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2001-W22.
  8. . Luigi Ermini & David Hendry, undated, "Log income versus linear income: an application of the encompassing principl," Economics Papers, Economics Group, Nuffield College, University of Oxford, number W6.
  9. Sinchan Mitra & Tara M. Sinclair, undated, "Macroeconomic Fluctuations in Emerging Economies: An Unobserved Components Approach," MRG Discussion Paper Series, School of Economics, University of Queensland, Australia, number 3911.

Journal articles

2026

  1. Bürgi, Constantin & Ortiz, Julio L., 2026, "Overreaction through anchoring," International Journal of Forecasting, Elsevier, volume 42, issue 2, pages 512-526, DOI: 10.1016/j.ijforecast.2025.08.002.
  2. David F. Hendry, 2026, "Looking Back to 1991 Economic Forecasting: Introducing Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 88, issue 1, pages 1-21, February, DOI: 10.1111/obes.70003.
  3. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Luke P. Jackson, 2026, "Forecasting Climate Change Using a Multivariate Cointegrated System," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 88, issue 4, pages 783-802, August, DOI: 10.1111/obes.70047.
  4. Castle, Jennifer L. & Hendry, David F., 2026, "The ‘climate Kuznets curve’: A critique," Energy Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.eneco.2026.109231.
  5. Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2026, "Could the Bank of England have avoided mis-forecasting UK inflation during 2021–24?," International Journal of Forecasting, Elsevier, volume 42, issue 1, pages 13-21, DOI: 10.1016/j.ijforecast.2025.07.001.
  6. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2026, "A Novel Approach to Forecasting After Large Forecast Errors," Journal of Forecasting, John Wiley & Sons, Ltd., volume 45, issue 2, pages 837-849, March, DOI: 10.1002/for.70062.
  7. Neil R. Ericsson & Andrew B. Martinez, 2026, "Unit Roots and Cointegration: A Panel Discussion With David Hendry, Peter Phillips, Katarina Juselius, and Søren Johansen," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 88, issue 4, pages 573-586, August, DOI: 10.1111/obes.70096.
  8. Victoria Tribone & Andrew B. Martinez & Neil R. Ericsson, 2026, "Insights From Cointegration: Gender and Age Disparities in the US Labor Market," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 88, issue 4, pages 847-870, August, DOI: 10.1111/obes.70099.
  9. Andrew B. Martinez & Alexander D. Schibuola & David Beckworth, 2026, "The Reliability of the Nominal GDP Expectations Gap," International Journal of Central Banking, International Journal of Central Banking, volume 22, issue 2, pages 525-557, April.
  10. Pedro Garcia‐del‐Barrio & J. James Reade, 2026, "The impact of uncertainty on fan interest surrounding multiple outcomes in open European football leagues," Economic Inquiry, Western Economic Association International, volume 64, issue 1, pages 371-390, January, DOI: 10.1111/ecin.70024.

2025

  1. Natsuki Arai & Nobuhiko Nakazawa, 2025, "Long‐run peer effects and promotion: Evidence from 70‐plus years of career records in Japan," Economic Inquiry, Western Economic Association International, volume 63, issue 3, pages 740-758, July, DOI: 10.1111/ecin.13278.
  2. CHANG, Shian & ARAI, Natsuki, 2025, "US Credit Spillovers to Small Open Economies : A Proxy-VAR Approach," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 66, issue 1, pages 46-60, June, DOI: 10.15057/hje.2025003.
  3. Constantin Rudolf Salomo Bürgi, 2025, "Assessing the accuracy of directional forecasts," Applied Economics, Taylor & Francis Journals, volume 57, issue 48, pages 7909-7920, October, DOI: 10.1080/00036846.2024.2393902.
  4. Emile du Plessis & Ulrich Fritsche, 2025, "New forecasting methods for an old problem: Predicting 147 years of systemic financial crises," Journal of Forecasting, John Wiley & Sons, Ltd., volume 44, issue 1, pages 3-40, January, DOI: 10.1002/for.3184.
  5. Gary Cornwall & Marina Gindelsky, 2025, "Nowcasting Distributional National Accounts for the United States: A Machine Learning Approach," AEA Papers and Proceedings, American Economic Association, volume 115, pages 79-84, May, DOI: 10.1257/pandp.20251105.
  6. Marina Gindelsky & Robert Martin, 2025, "The Polarization of Personal Saving," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 71, issue 1, February, DOI: 10.1111/roiw.70004.
  7. Larson, William D. & Makridis, Christos A. & Redmer, Chad A., 2025, "Borrower expectations and mortgage performance: Evidence from the COVID-19 pandemic," Journal of Financial Intermediation, Elsevier, volume 64, issue C, DOI: 10.1016/j.jfi.2025.101181.
  8. Andrew B. Martinez & Neil R. Ericsson, 2025, "Improving empirical models and forecasts with saturation-based machine learning," Annals of Operations Research, Springer, volume 346, issue 1, pages 447-487, March, DOI: 10.1007/s10479-024-06373-y.
  9. Adrjan, Pawel & Ciminelli, Gabriele & Judes, Alexandre & Koelle, Michael & Schwellnus, Cyrille & Sinclair, Tara M., 2025, "Working from home after COVID-19: Evidence from job postings in 20 countries," Labour Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.labeco.2025.102751.
  10. Cynthia Bansak & Julie K. Smith & Christine L. Storrie, 2025, "Teaching student-driven modules in macroeconomics classes," The Journal of Economic Education, Taylor & Francis Journals, volume 56, issue 1, pages 30-48, January, DOI: 10.1080/00220485.2024.2410241.

2024

  1. Arai, Natsuki & Iizuka, Nobuo & Yamamoto, Yohei, 2024, "The efficiency of the Japanese government’s revenue projections," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.112035.
  2. Heinisch Katja & Behrens Christoph & Döpke Jörg & Foltas Alexander & Fritsche Ulrich & Köhler Tim & Müller Karsten & Puckelwald Johannes & Reichmayr Hannes, 2024, "The IWH Forecasting Dashboard: From Forecasts to Evaluation and Comparison," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 244, issue 3, pages 277-288, June, DOI: 10.1515/jbnst-2023-0011.
  3. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2024, "Forecasting the UK top 1% income share in a shifting world," Economica, London School of Economics and Political Science, volume 91, issue 363, pages 1047-1074, July, DOI: 10.1111/ecca.12533.
  4. David F. Hendry, 2024, "A Brief History of General‐to‐specific Modelling," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 86, issue 1, pages 1-20, February, DOI: 10.1111/obes.12578.
  5. Jennifer L. Castle & David F. Hendry, 2024, "What a Puzzle! Unravelling Why UK Phillips Curves were Unstable," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 86, issue 4, pages 743-760, August, DOI: 10.1111/obes.12615.
  6. Campos-Martins, Susana & Hendry, David F., 2024, "Common volatility shocks driven by the global carbon transition," Journal of Econometrics, Elsevier, volume 239, issue 1, DOI: 10.1016/j.jeconom.2023.05.008.
  7. Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2024, "Improving models and forecasts after equilibrium-mean shifts," International Journal of Forecasting, Elsevier, volume 40, issue 3, pages 1085-1100, DOI: 10.1016/j.ijforecast.2023.09.006.
  8. Castle, Jennifer L. & Hendry, David F., 2024, "Five sensitive intervention points to achieve climate neutrality by 2050, illustrated by the UK," Renewable Energy, Elsevier, volume 226, issue C, DOI: 10.1016/j.renene.2024.120445.
  9. Shahnaz Parsaeian, 2024, "Stein-like Common Correlated Effects Estimation under Structural Breaks," Econometrics, MDPI, volume 12, issue 2, pages 1-23, April.
  10. Singleton, Carl & Bell, Adrian R. & Chung, Andy & Reade, J. James & Urquhart, Andrew, 2024, "Scoring goals: The impact of English Premier League football teams on local university admissions," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111957.
  11. Pawlowski, Tim & Rambaccussing, Dooruj & Ramirez, Philip & Reade, J. James & Rossi, Giambattista, 2024, "Exploring entertainment utility from football games," Journal of Economic Behavior & Organization, Elsevier, volume 223, issue C, pages 185-198, DOI: 10.1016/j.jebo.2024.04.018.
  12. Reade J. James & van Ours Jan C., 2024, "Consumer Perceptions Matter: A Case Study of an Anomaly in English Football," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 244, issue 5-6, pages 605-629, DOI: 10.1515/jbnst-2023-0095.
  13. Garcia-del-Barrio Pedro & Reade J. James, 2024, "Talent Allocation in European Football Leagues: Why Competitive Imbalance May be optimal?," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 244, issue 5-6, pages 631-670, DOI: 10.1515/jbnst-2023-0104.
  14. Dmitry Dagaev & Sofia Paklina & J. James Reade & Carl Singleton, 2024, "The Iron Curtain and Referee Bias in International Football," Journal of Sports Economics, , volume 25, issue 1, pages 126-151, January, DOI: 10.1177/15270025231206470.

2023

  1. Arai, Natsuki, 2023, "The FOMC’s new individual economic projections and macroeconomic theories," Journal of Banking & Finance, Elsevier, volume 151, issue C, DOI: 10.1016/j.jbankfin.2023.106845.
  2. Constantin Bürgi & Bo Jiang, 2023, "Monetary policy, funding cost and banks’ risk-taking: evidence from the USA," Empirical Economics, Springer, volume 65, issue 3, pages 1129-1148, September, DOI: 10.1007/s00181-023-02384-z.
  3. Constantin Rudolf Salomo Bürgi, 2023, "How to deal with missing observations in surveys of professional forecasters," Journal of Applied Economics, Taylor & Francis Journals, volume 26, issue 1, pages 2185975-218, December, DOI: 10.1080/15140326.2023.2185975.
  4. Fritsche Ulrich & Spoerer Mark, 2023, "Introduction: Digital History," Jahrbuch für Wirtschaftsgeschichte / Economic History Yearbook, De Gruyter, volume 64, issue 1, pages 1-7, May, DOI: 10.1515/jbwg-2023-0001.
  5. Marina Gindelsky & Remi Jedwab, 2023, "Killer cities and industrious cities? New data and evidence on 250 years of urban growth," Journal of Economic Geography, Oxford University Press, volume 23, issue 1, pages 179-208.
  6. Goto, Eiji, 2023, "International comovement of r∗: A case study of the G7 countries," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101425.
  7. Goto, Eiji, 2023, "Industry effects of unconventional monetary policy, within and across countries," Journal of International Money and Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jimonfin.2023.102875.
  8. Eiji Goto & Jan P.A.M. Jacobs & Tara M. Sinclair & Simon van Norden, 2023, "Employment reconciliation and nowcasting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 38, issue 7, pages 1007-1017, November, DOI: 10.1002/jae.2995.
  9. Castle, Jennifer L. & Hendry, David F., 2023, "Can The Uk Achieve Net Zero Greenhouse Gas Emissions By 2050?," National Institute Economic Review, National Institute of Economic and Social Research, volume 266, issue , pages 11-21, November.
  10. Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2023, "Robust Discovery of Regression Models," Econometrics and Statistics, Elsevier, volume 26, issue C, pages 31-51, DOI: 10.1016/j.ecosta.2021.05.004.
  11. Castle, Jennifer L. & Hendry, David F. & Martinez, Andrew B., 2023, "The historical role of energy in UK inflation and productivity with implications for price inflation," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106947.
  12. Hendry, David F. & Pretis, Felix, 2023, "Analysing differences between scenarios," International Journal of Forecasting, Elsevier, volume 39, issue 2, pages 754-771, DOI: 10.1016/j.ijforecast.2022.02.004.
  13. William D. Larson, 2023, "The riskiness of outstanding mortgages in the United States, 1999–2019," Real Estate Economics, American Real Estate and Urban Economics Association, volume 51, issue 2, pages 279-310, March, DOI: 10.1111/1540-6229.12419.
  14. Morris A Davis & William D Larson & Stephen D Oliner & Benjamin R Smith, 2023, "A Quarter Century of Mortgage Risk," Review of Finance, European Finance Association, volume 27, issue 2, pages 581-618.
  15. Paul E. Carrillo & William M. Doerner & William D. Larson, 2023, "House Price Markups and Mortgage Defaults," Journal of Money, Credit and Banking, Blackwell Publishing, volume 55, issue 4, pages 747-782, June, DOI: 10.1111/jmcb.12940.
  16. Ramirez, Philip & Reade, J. James & Singleton, Carl, 2023, "Betting on a buzz: Mispricing and inefficiency in online sportsbooks," International Journal of Forecasting, Elsevier, volume 39, issue 3, pages 1413-1423, DOI: 10.1016/j.ijforecast.2022.07.011.
  17. Luca De Angelis & J. James Reade, 2023, "Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball," Annals of Operations Research, Springer, volume 325, issue 1, pages 391-418, June, DOI: 10.1007/s10479-022-04950-7.
  18. Carl Singleton & J. James Reade & Dominik Schreyer, 2023, "A decade of violence and empty stadiums in Egypt: when does emotion from the terraces affect behaviour on the pitch?," Empirical Economics, Springer, volume 65, issue 3, pages 1487-1507, September, DOI: 10.1007/s00181-023-02383-0.
  19. J. James Reade & Jan C. Van Ours, 2023, "How sensitive are sports fans to unemployment?," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 3, pages 324-330, February, DOI: 10.1080/13504851.2021.1985064.
  20. Pawel Adrjan & Gabriele Ciminelli & Alexandre Judes & Michael Koelle & Cyrille Schwellnus & Tara Sinclair, 2023, "Unlocked Potential: Work-from-Home Job Postings in 20 OECD Countries," AEA Papers and Proceedings, American Economic Association, volume 113, pages 604-608, May, DOI: 10.1257/pandp.20231014.
  21. Cynthia Bansak & Julie K. Smith, 2023, "Introduction to the Symposium on Teaching Economics: Innovations in Times of Uncertainty," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 49, issue 1, pages 1-3, January, DOI: 10.1057/s41302-022-00234-x.
  22. Cynthia Bansak & Julie K. Smith, 2023, "Introduction to the Second Symposium on Teaching Economics: Innovations in Times of Uncertainty," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 49, issue 3, pages 273-275, June, DOI: 10.1057/s41302-023-00253-2.

2022

  1. Constantin Bürgi & Klaus Wohlrabe, 2022, "The influence of Covid-19 on publications in economics: bibliometric evidence from five working paper series," Scientometrics, Springer;Akadémiai Kiadó, volume 127, issue 9, pages 5175-5189, September, DOI: 10.1007/s11192-022-04473-9.
  2. Diaf, Sami & Döpke, Jörg & Fritsche, Ulrich & Rockenbach, Ida, 2022, "Sharks and minnows in a shoal of words: Measuring latent ideological positions based on text mining techniques," European Journal of Political Economy, Elsevier, volume 75, issue C, DOI: 10.1016/j.ejpoleco.2022.102179.
  3. Ulrich Fritsche, 2022, "Editorial to the special issue," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 19, issue 2, pages 224-226, September.
  4. Marina Gindelsky, 2022, "Do transfers lower inequality between households? Demographic evidence from Distributional National Accounts," Economic Inquiry, Western Economic Association International, volume 60, issue 3, pages 1233-1257, July, DOI: 10.1111/ecin.13061.
  5. Doornik, Jurgen A. & Castle, Jennifer L. & Hendry, David F., 2022, "Short-term forecasting of the coronavirus pandemic," International Journal of Forecasting, Elsevier, volume 38, issue 2, pages 453-466, DOI: 10.1016/j.ijforecast.2020.09.003.
  6. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022, "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, volume 38, issue 3, pages 705-871, DOI: 10.1016/j.ijforecast.2021.11.001.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020, "Forecasting: theory and practice," Papers, arXiv.org, number 2012.03854, Dec, revised Jan 2022.
  7. Larson, William D. & Sinclair, Tara M., 2022, "Nowcasting unemployment insurance claims in the time of COVID-19," International Journal of Forecasting, Elsevier, volume 38, issue 2, pages 635-647, DOI: 10.1016/j.ijforecast.2021.01.001.
  8. Larson, William D. & Shui, Jessica, 2022, "Land valuation using public records and kriging: Implications for land versus property taxation in cities," Journal of Housing Economics, Elsevier, volume 58, issue PA, DOI: 10.1016/j.jhe.2022.101871.
  9. Larson, William & Yezer, Anthony & Zhao, Weihua, 2022, "Urban planning policies and the cost of living in large cities," Regional Science and Urban Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.regsciurbeco.2022.103802.
  10. Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Forecasting Under Structural Breaks Using Improved Weighted Estimation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 84, issue 6, pages 1485-1501, December, DOI: 10.1111/obes.12512.
  11. Tae‐Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Optimal forecast under structural breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 37, issue 5, pages 965-987, August, DOI: 10.1002/jae.2908.
  12. J. James Reade & Dominik Schreyer & Carl Singleton, 2022, "Eliminating supportive crowds reduces referee bias," Economic Inquiry, Western Economic Association International, volume 60, issue 3, pages 1416-1436, July, DOI: 10.1111/ecin.13063.
  13. Wei‐Fong Pan & James Reade & Shixuan Wang, 2022, "Measuring US regional economic uncertainty," Journal of Regional Science, Wiley Blackwell, volume 62, issue 4, pages 1149-1178, September, DOI: 10.1111/jors.12590.
  14. Fischer, Kai & Reade, J. James & Schmal, W. Benedikt, 2022, "What cannot be cured must be endured: The long-lasting effect of a COVID-19 infection on workplace productivity," Labour Economics, Elsevier, volume 79, issue C, DOI: 10.1016/j.labeco.2022.102281.
  15. Pedro Garcia-del-Barrio & J. James Reade, 2022, "Does certainty on the winner diminish the interest in sport competitions? The case of formula one," Empirical Economics, Springer, volume 63, issue 2, pages 1059-1079, August, DOI: 10.1007/s00181-021-02147-8.
  16. Julie K. Smith, 2022, "Introduction to the Symposium on Macroeconomic Research at Liberal Arts Colleges," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 48, issue 3, pages 317-318, June, DOI: 10.1057/s41302-022-00214-1.

2021

  1. Constantin Bürgi & Klaus Wohlrabe, 2021, "Working Paper, Journalartikel und Zitierungen: Eine empirische Analyse für die Top-5-Zeitschriften in der Volkswirtschaftslehre," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 74, issue 02, pages 51-54, February.
  2. Goto, Eiji & Bürgi, Constantin, 2021, "Sectoral Okun's law and cross-country cyclical differences," Economic Modelling, Elsevier, volume 94, issue C, pages 91-103, DOI: 10.1016/j.econmod.2020.08.016.
  3. Klaus Wohlrabe & Constantin Bürgi, 2021, "What is the benefit from publishing a working paper in a journal in terms of citations? Evidence from economics," Scientometrics, Springer;Akadémiai Kiadó, volume 126, issue 6, pages 4701-4714, June, DOI: 10.1007/s11192-021-03942-x.
  4. Constantin Bürgi & Tara M. Sinclair, 2021, "What does forecaster disagreement tell us about the state of the economy?," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 1, pages 49-53, January, DOI: 10.1080/13504851.2020.1730751.
  5. Klaus Wohlrabe & Constantin Bürgi, 2021, "Do working papers increase journal citations? Evidence from the top 5 journals in economics," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 17, pages 1531-1535, October, DOI: 10.1080/13504851.2020.1855303.
  6. Jurgen A. Doornik & Jennifer L. Castle & David F. Hendry, 2021, "Modeling and forecasting the COVID‐19 pandemic time‐series data," Social Science Quarterly, Southwestern Social Science Association, volume 102, issue 5, pages 2070-2087, September, DOI: 10.1111/ssqu.13008.
  7. Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2021, "The Value Of Robust Statistical Forecasts In The Covid-19 Pandemic," National Institute Economic Review, National Institute of Economic and Social Research, volume 256, issue , pages 19-43, April.
  8. Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2021, "Modelling non-stationary ‘Big Data’," International Journal of Forecasting, Elsevier, volume 37, issue 4, pages 1556-1575, DOI: 10.1016/j.ijforecast.2020.08.002.
  9. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2021, "Forecasting Facing Economic Shifts, Climate Change and Evolving Pandemics," Econometrics, MDPI, volume 10, issue 1, pages 1-21, December.
  10. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2021, "Selecting a Model for Forecasting," Econometrics, MDPI, volume 9, issue 3, pages 1-35, June.
  11. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2021, "Forecasting Principles from Experience with Forecasting Competitions," Forecasting, MDPI, volume 3, issue 1, pages 1-28, February.
  12. Davis, Morris A. & Larson, William D. & Oliner, Stephen D. & Shui, Jessica, 2021, "The price of residential land for counties, ZIP codes, and census tracts in the United States," Journal of Monetary Economics, Elsevier, volume 118, issue C, pages 413-431, DOI: 10.1016/j.jmoneco.2020.12.005.
  13. David H. Bernstein & Andrew B. Martinez, 2021, "Jointly Modeling Male and Female Labor Participation and Unemployment," Econometrics, MDPI, volume 9, issue 4, pages 1-14, December.
  14. J. James Reade & Carl Singleton & Alasdair Brown, 2021, "Evaluating strange forecasts: The curious case of football match scorelines," Scottish Journal of Political Economy, Scottish Economic Society, volume 68, issue 2, pages 261-285, May, DOI: 10.1111/sjpe.12264.
  15. Bryson, Alex & Dolton, Peter & Reade, J. James & Schreyer, Dominik & Singleton, Carl, 2021, "Causal effects of an absent crowd on performances and refereeing decisions during Covid-19," Economics Letters, Elsevier, volume 198, issue C, DOI: 10.1016/j.econlet.2020.109664.
  16. Meshael Batarfi & James Reade, 2021, "Why are We So Good At Football, and They So Bad? Institutions and National Footballing Performance," De Economist, Springer, volume 169, issue 1, pages 63-80, February, DOI: 10.1007/s10645-020-09379-6.
  17. J. James Reade & Dominik Schreyer & Carl Singleton, 2021, "Stadium attendance demand during the COVID-19 crisis: early empirical evidence from Belarus," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 18, pages 1542-1547, October, DOI: 10.1080/13504851.2020.1830933.
  18. Pao‐Lin Tien & Tara M. Sinclair & Edward N. Gamber, 2021, "Do Fed Forecast Errors Matter?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 83, issue 3, pages 686-712, June, DOI: 10.1111/obes.12415.
  19. Susan L. Averett & Cynthia Bansak & Julie K. Smith, 2021, "Behind Every High Earning Man is a Conscientious Woman: The Impact of Spousal Personality on Earnings and Marriage," Journal of Family and Economic Issues, Springer, volume 42, issue 1, pages 29-46, March, DOI: 10.1007/s10834-020-09692-x.
  20. Susan L. Averett & Julie K. Smith & Yang Wang, 2021, "Minimum wages and the health of immigrants’ children," Applied Economics Letters, Taylor & Francis Journals, volume 28, issue 11, pages 894-901, June, DOI: 10.1080/13504851.2020.1784832.

2020

  1. Arai, Natsuki, 2020, "Investigating the inefficiency of the CBO’s budgetary projections," International Journal of Forecasting, Elsevier, volume 36, issue 4, pages 1290-1300, DOI: 10.1016/j.ijforecast.2019.12.008.
  2. Wentland, Scott A. & Ancona, Zachary H. & Bagstad, Kenneth J. & Boyd, James & Hass, Julie L. & Gindelsky, Marina & Moulton, Jeremy G., 2020, "Accounting for land in the United States: Integrating physical land cover, land use, and monetary valuation," Ecosystem Services, Elsevier, volume 46, issue C, DOI: 10.1016/j.ecoser.2020.101178.
  3. Doornik, Jurgen A. & Castle, Jennifer L. & Hendry, David F., 2020, "Card forecasts for M4," International Journal of Forecasting, Elsevier, volume 36, issue 1, pages 129-134, DOI: 10.1016/j.ijforecast.2019.03.012.
  4. Castle, Jennifer L. & Hendry, David F., 2020, "Climate Econometrics: An Overview," Foundations and Trends(R) in Econometrics, now publishers, volume 10, issue 3-4, pages 145-322, August, DOI: 10.1561/0800000037.
  5. Daniel A. Broxterman & William D. Larson, 2020, "An empirical examination of shift‐share instruments," Journal of Regional Science, Wiley Blackwell, volume 60, issue 4, pages 677-711, September, DOI: 10.1111/jors.12481.
  6. William D. Larson & Weihua Zhao, 2020, "Oil Prices and Urban Housing Demand," Real Estate Economics, American Real Estate and Urban Economics Association, volume 48, issue 3, pages 808-849, September, DOI: 10.1111/1540-6229.12227.
  7. Proque, Andressa Lemes & dos Santos, Gervásio Ferreira & Betarelli Junior, Admir Antonio & Larson, William D., 2020, "Effects of land use and transportation policies on the spatial distribution of urban energy consumption in Brazil," Energy Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.eneco.2020.104864.
  8. Larson, William & Zhao, Weihua, 2020, "Self-driving cars and the city: Effects on sprawl, energy consumption, and housing affordability," Regional Science and Urban Economics, Elsevier, volume 81, issue C, DOI: 10.1016/j.regsciurbeco.2019.103484.
  9. Kris A. Johnson & Oliver E. J. Wing & Paul D. Bates & Joseph Fargione & Timm Kroeger & William D. Larson & Christopher C. Sampson & Andrew M. Smith, 2020, "A benefit–cost analysis of floodplain land acquisition for US flood damage reduction," Nature Sustainability, Nature, volume 3, issue 1, pages 56-62, January, DOI: 10.1038/s41893-019-0437-5.
  10. Andrew B. Martinez, 2020, "Forecast Accuracy Matters for Hurricane Damage," Econometrics, MDPI, volume 8, issue 2, pages 1-24, May.
  11. Andrew B. Martinez, 2020, "Improving normalized hurricane damages," Nature Sustainability, Nature, volume 3, issue 7, pages 517-518, July, DOI: 10.1038/s41893-020-0550-5.
  12. Timo Haber & Edward S. Knotek & Jean-Paul L'Huillier & Julio L. Ortiz & Damjan Pfajfar & Robert W. Rich & Raphael Schoenle, 2020, "Inflation: Drivers and Dynamics | 2019 CEBRA Annual Meeting Session Summary," Economic Commentary, Federal Reserve Bank of Cleveland, volume 2020, issue 14, pages 1-3, June, DOI: 10.26509/frbc-ec-202014.
  13. Elaad, Guy & Reade, J. James & Singleton, Carl, 2020, "Information, prices and efficiency in an online betting market," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.006.
  14. Clements, Michael P. & Reade, J. James, 2020, "Forecasting and forecast narratives: The Bank of England Inflation Reports," International Journal of Forecasting, Elsevier, volume 36, issue 4, pages 1488-1500, DOI: 10.1016/j.ijforecast.2019.08.013.
  15. Singleton, Carl & Reade, J. James & Brown, Alasdair, 2020, "Going with your gut: The (In)accuracy of forecast revisions in a football score prediction game," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 89, issue C, DOI: 10.1016/j.socec.2019.101502.
  16. J Reade & C Singleton & L Vaughan Williams, 2020, "Betting Markets for English Premier League Results and Scorelines: Evaluating a Simple Forecasting Model," Economic Issues Journal Articles, Economic Issues, volume 25, issue 1, pages 87-106, March.
  17. Jones, Jacob T. & Sinclair, Tara M. & Stekler, Herman O., 2020, "A textual analysis of Bank of England growth forecasts," International Journal of Forecasting, Elsevier, volume 36, issue 4, pages 1478-1487, DOI: 10.1016/j.ijforecast.2019.05.015.
  18. Edward N Gamber & Julie K Smith, 2020, "Monetary policy and the yield curve," Economics Bulletin, AccessEcon, volume 40, issue 1, pages 407-424.

2019

  1. Döpke, Jörg & Fritsche, Ulrich & Müller, Karsten, 2019, "Has macroeconomic forecasting changed after the Great Recession? Panel-based evidence on forecast accuracy and forecaster behavior from Germany," Journal of Macroeconomics, Elsevier, volume 62, issue C, DOI: 10.1016/j.jmacro.2019.103135.
  2. Döpke Jörg & Fritsche Ulrich & Waldhof Gabi, 2019, "Theories, Techniques and the Formation of German Business Cycle Forecasts : Evidence from a survey of professional forecasters," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 239, issue 2, pages 203-241, April, DOI: 10.1515/jbnst-2018-0018.
  3. Dennis Fixler & Marina Gindelsky & David Johnson, 2019, "Improving the Measure of the Distribution of Personal Income," AEA Papers and Proceedings, American Economic Association, volume 109, pages 302-306, May.
  4. Marina Gindelsky, 2019, "Testing the acculturation of the 1.5 generation in the United States: Is there a “critical” age of migration?," Review of Economics of the Household, Springer, volume 17, issue 1, pages 31-65, March, DOI: 10.1007/s11150-017-9400-2.
  5. Alexander Bogin & William Doerner & William Larson, 2019, "Local House Price Dynamics: New Indices and Stylized Facts," Real Estate Economics, American Real Estate and Urban Economics Association, volume 47, issue 2, pages 365-398, June, DOI: 10.1111/1540-6229.12233.
  6. Alexander N. Bogin & William M. Doerner & William D. Larson, 2019, "Local House Price Paths: Accelerations, Declines, and Recoveries," The Journal of Real Estate Finance and Economics, Springer, volume 58, issue 2, pages 201-222, February, DOI: 10.1007/s11146-017-9643-y.
  7. Alexander N. Bogin & William M. Doerner & William D. Larson, 2019, "Missing the Mark: Mortgage Valuation Accuracy and Credit Modeling," Financial Analysts Journal, Taylor & Francis Journals, volume 75, issue 1, pages 32-47, February, DOI: 10.1080/0015198X.2018.1547051.
  8. Chi Vu & Andy Mullineux & Victor Murinde & James Reade, 2019, "Financial Sustainability and Social Outreach in Microfinance: Do Micro-Savings Attenuate Trade-Offs?," Africagrowth Agenda, Africagrowth Institute, volume 16, issue 3, pages 4-6.
  9. Brown, Alasdair & Reade, J. James, 2019, "The wisdom of amateur crowds: Evidence from an online community of sports tipsters," European Journal of Operational Research, Elsevier, volume 272, issue 3, pages 1073-1081, DOI: 10.1016/j.ejor.2018.07.015.
  10. Reade, J. James & Vaughan Williams, Leighton, 2019, "Polls to probabilities: Comparing prediction markets and opinion polls," International Journal of Forecasting, Elsevier, volume 35, issue 1, pages 336-350, DOI: 10.1016/j.ijforecast.2018.04.001.
  11. Brown, Alasdair & Reade, J. James & Vaughan Williams, Leighton, 2019, "When are prediction market prices most informative?," International Journal of Forecasting, Elsevier, volume 35, issue 1, pages 420-428, DOI: 10.1016/j.ijforecast.2018.05.005.
  12. Mamertino, Mariano & Sinclair, Tara M., 2019, "Migration and online job search: A gravity model approach," Economics Letters, Elsevier, volume 181, issue C, pages 51-53, DOI: 10.1016/j.econlet.2019.05.005.
  13. Sinclair, Tara M., 2019, "Characteristics and implications of Chinese macroeconomic data revisions," International Journal of Forecasting, Elsevier, volume 35, issue 3, pages 1108-1117, DOI: 10.1016/j.ijforecast.2019.04.010.
  14. Susan L. Averett & Julie K. Smith & Yang Wang, 2019, "Medicaid expansion and opioid deaths," Health Economics, John Wiley & Sons, Ltd., volume 28, issue 12, pages 1491-1496, December, DOI: 10.1002/hec.3945.
  15. Edward N. Gamber & Julie K. Smith, 2019, "Constructing and evaluating core inflation measures from component‐level inflation data," Journal of Forecasting, John Wiley & Sons, Ltd., volume 38, issue 8, pages 833-852, December, DOI: 10.1002/for.2595.

2018

  1. Fakhri Hasanov & Fuad Mammadov & Nayef Al-Musehel, 2018, "The Effects of Fiscal Policy on Non-Oil Economic Growth," Economies, MDPI, volume 6, issue 2, pages 1-21, April.
  2. Elchin Suleymanov & Farhad Rahmanov & Cihan Bulut & Fakhri Hasanov, 2018, "The Impact of the Oil Price Fluctuations on the Economic Policy in Oil-Exporting Former Soviet Union Countries," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 4, issue 1, pages 111-122, March.
  3. Hendry, David F., 2018, "Deciding between alternative approaches in macroeconomics," International Journal of Forecasting, Elsevier, volume 34, issue 1, pages 119-135, DOI: 10.1016/j.ijforecast.2017.09.003.
  4. David F Hendry & John N J Muellbauer, 2018, "The future of macroeconomics: macro theory and models at the Bank of England," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 34, issue 1-2, pages 287-328.
  5. Alasdair Brown & Dooruj Rambaccussing & J. James Reade & Giambattista Rossi, 2018, "Forecasting With Social Media: Evidence From Tweets On Soccer Matches," Economic Inquiry, Western Economic Association International, volume 56, issue 3, pages 1748-1763, July, DOI: 10.1111/ecin.12506.
  6. Guisinger, Amy Y. & Hernandez-Murillo, Ruben & Owyang, Michael T. & Sinclair, Tara M., 2018, "A state-level analysis of Okun's law," Regional Science and Urban Economics, Elsevier, volume 68, issue C, pages 239-248, DOI: 10.1016/j.regsciurbeco.2017.11.005.
  7. Susan L. Averett & Julie K. Smith & Yang Wang, 2018, "Minimum Wages and the Health of Hispanic Women," Journal of Economics, Race, and Policy, Springer, volume 1, issue 4, pages 217-239, December, DOI: 10.1007/s41996-018-0019-3.
  8. Zhoudan Xie, 2018, "Structured to Fail? Regulatory Performance under Competing Mandates. Christopher Carrigan. New York: Cambridge University Press, (2017). 326 pp. $34.99 (paper), ISBN: 9781316632802," Risk Analysis, John Wiley & Sons, volume 38, issue 5, pages 1102-1103, May, DOI: 10.1111/risa.13008.

2017

  1. Natsuki Arai, 2017, "The Effects of Monetary Policy Accouncements at the Zero Lower Bound," International Journal of Central Banking, International Journal of Central Banking, volume 13, issue 2, pages 159-196, June.
  2. Bürgi, Constantin, 2017, "Bias, rationality and asymmetric loss functions," Economics Letters, Elsevier, volume 154, issue C, pages 113-116, DOI: 10.1016/j.econlet.2017.03.002.
  3. Constantin Bürgi & Tara M. Sinclair, 2017, "A nonparametric approach to identifying a subset of forecasters that outperforms the simple average," Empirical Economics, Springer, volume 53, issue 1, pages 101-115, August, DOI: 10.1007/s00181-016-1152-y.
  4. Dobrislav Dobrev & Ernst Schaumburg, 2017, "Comment on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 3, pages 388-409.
  5. Ericsson, Neil R., 2017, "Economic forecasting in theory and practice: An interview with David F. Hendry," International Journal of Forecasting, Elsevier, volume 33, issue 2, pages 523-542, DOI: 10.1016/j.ijforecast.2016.10.001.
  6. Ericsson, Neil R., 2017, "How biased are U.S. government forecasts of the federal debt?," International Journal of Forecasting, Elsevier, volume 33, issue 2, pages 543-559, DOI: 10.1016/j.ijforecast.2016.09.001.
  7. Ericsson, Neil R., 2017, "Interpreting estimates of forecast bias," International Journal of Forecasting, Elsevier, volume 33, issue 2, pages 563-568, DOI: 10.1016/j.ijforecast.2017.01.001.
  8. Neil R. Ericsson, 2017, "Predicting Fed Forecasts," Journal of Reviews on Global Economics, Lifescience Global, volume 6, pages 175-180.
  9. Ulrich Fritsche & Christian Pierdzioch, 2017, "Animal spirits, the stock market, and the unemployment rate: Some evidence for German data," Economics Bulletin, AccessEcon, volume 37, issue 1, pages 204-213.
  10. Döpke, Jörg & Fritsche, Ulrich & Pierdzioch, Christian, 2017, "Predicting recessions with boosted regression trees," International Journal of Forecasting, Elsevier, volume 33, issue 4, pages 745-759, DOI: 10.1016/j.ijforecast.2017.02.003.
  11. Georg Erber & Ulrich Fritsche & Patrick Christian Harms, 2017, "The Global Productivity Slowdown: Diagnosis, Causes and Remedies," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), volume 52, issue 1, pages 45-50, January, DOI: 10.1007/s10272-017-0642-2.
  12. Enzo Weber & Steffen Elstner & Christoph M. Schmidt & Ulrich Fritsche & Patrick Christian Harms & Marianne Saam & Jochen Hartwig & Hagen Krämer, 2017, "Schwaches Produktivitätswachstum — zyklisches oder strukturelles Phänomen?
    [Weak Productivity Growth — A Cyclical or Structural Phenomenon?]    ," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 97, issue 2, pages 83-102, February, DOI: 10.1007/s10273-017-2090-9.
  13. Jedwab, Remi & Christiaensen, Luc & Gindelsky, Marina, 2017, "Demography, urbanization and development: Rural push, urban pull and…urban push?," Journal of Urban Economics, Elsevier, volume 98, issue C, pages 6-16, DOI: 10.1016/j.jue.2015.09.002.
  14. Hasanov, Fakhri & Bulut, Cihan & Suleymanov, Elchin, 2017, "Review of energy-growth nexus: A panel analysis for ten Eurasian oil exporting countries," Renewable and Sustainable Energy Reviews, Elsevier, volume 73, issue C, pages 369-386, DOI: 10.1016/j.rser.2017.01.140.
  15. Jeyhun I. Mikayilov & Fakhri J. Hasanov & Carlo A. Bollino & Ceyhun Mahmudlu, 2017, "Modeling of Electricity Demand for Azerbaijan: Time-Varying Coefficient Cointegration Approach," Energies, MDPI, volume 10, issue 11, pages 1-12, November.
  16. Fakhri Hasanov & Jeyhun Mikayilov & Cihan Bulut & Elchin Suleymanov & Fuzuli Aliyev, 2017, "The Role of Oil Prices in Exchange Rate Movements: The CIS Oil Exporters," Economies, MDPI, volume 5, issue 2, pages 1-18, April.
  17. Hendry, David F. & Martinez, Andrew B., 2017, "Evaluating multi-step system forecasts with relatively few forecast-error observations," International Journal of Forecasting, Elsevier, volume 33, issue 2, pages 359-372, DOI: 10.1016/j.ijforecast.2016.08.007.
  18. Jennifer L. Castle & David F. Hendry & Andrew B. Martinez, 2017, "Evaluating Forecasts, Narratives and Policy Using a Test of Invariance," Econometrics, MDPI, volume 5, issue 3, pages 1-27, September.
  19. James A. Duffy & David F. Hendry, 2017, "The impact of integrated measurement errors on modeling long-run macroeconomic time series," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 6-9, pages 568-587, October, DOI: 10.1080/07474938.2017.1307177.
  20. William Larson & Weihua Zhao, 2017, "Telework: Urban Form, Energy Consumption, And Greenhouse Gas Implications," Economic Inquiry, Western Economic Association International, volume 55, issue 2, pages 714-735, April.
  21. Morley, James & Panovska, Irina B. & Sinclair, Tara M., 2017, "Testing Stationarity With Unobserved-Components Models," Macroeconomic Dynamics, Cambridge University Press, volume 21, issue 1, pages 160-182, January.

2016

  1. Natsuki Arai, 2016, "Evaluating the Efficiency of the FOMC's New Economic Projections," Journal of Money, Credit and Banking, Blackwell Publishing, volume 48, issue 5, pages 1019-1049, August, DOI: 10.1111/jmcb.12325.
  2. Ericsson Neil R., 2016, "Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 20, issue 4, pages 377-398, September, DOI: 10.1515/snde-2015-0104.
  3. Ericsson, Neil R., 2016, "Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis," International Journal of Forecasting, Elsevier, volume 32, issue 2, pages 571-583, DOI: 10.1016/j.ijforecast.2015.09.007.
  4. Barry R. Chiswick & Marina Gindelsky, 2016, "Determinants of bilingualism among children: an econometric analysis," Review of Economics of the Household, Springer, volume 14, issue 3, pages 489-506, September, DOI: 10.1007/s11150-015-9301-1.
  5. Elchin Suleymanov & Osman Nuri Aras & Fakhri Hasanov, 2016, "Economic and Strategic Expectations from Trans Anatolian Natural Gas Pipeline Project," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 2, issue 4, pages 23-37, December.
  6. Hasanov, Fakhri J. & Bulut, Cihan & Suleymanov, Elchin, 2016, "Do population age groups matter in the energy use of the oil-exporting countries?," Economic Modelling, Elsevier, volume 54, issue C, pages 82-99, DOI: 10.1016/j.econmod.2015.12.018.
  7. Fakhri J. Hasanov & Lester C. Hunt & Ceyhun I. Mikayilov, 2016, "Modeling and Forecasting Electricity Demand in Azerbaijan Using Cointegration Techniques," Energies, MDPI, volume 9, issue 12, pages 1-31, December.
  8. Brian Chi-ang Lin & Siqi Zheng & Felix Pretis & Lea Schneider & Jason E. Smerdon & David F. Hendry, 2016, "Detecting Volcanic Eruptions In Temperature Reconstructions By Designed Break-Indicator Saturation," Journal of Economic Surveys, Wiley Blackwell, volume 30, issue 3, pages 403-429, July, DOI: 10.1111/joes.12148.
  9. Jurgen A. Doornik & David F. Hendry, 2016, "Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, volume 43, issue 2, pages 360-365, June.
  10. Jennifer L. Castle & Michael P. Clements & David F. Hendry, 2016, "An Overview of Forecasting Facing Breaks," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 12, issue 1, pages 3-23, September, DOI: 10.1007/s41549-016-0005-2.
  11. Leighton Vaughan Williams & J. James Reade, 2016, "Prediction Markets, Social Media and Information Efficiency," Kyklos, Wiley Blackwell, volume 69, issue 3, pages 518-556, August.
  12. Leighton Vaughan Williams & J. James Reade, 2016, "Forecasting Elections," Journal of Forecasting, John Wiley & Sons, Ltd., volume 35, issue 4, pages 308-328, July.
  13. Edward N. Gamber & Jeffrey P. Liebner & Julie K. Smith, 2016, "Inflation persistence: revisited," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, volume 9, issue 1, pages 25-44.

2015

  1. Sinclair, Tara M. & Stekler, H.O. & Carnow, Warren, 2015, "Evaluating a vector of the Fed’s forecasts," International Journal of Forecasting, Elsevier, volume 31, issue 1, pages 157-164, DOI: 10.1016/j.ijforecast.2014.02.002.
  2. Fritsche, Ulrich & Pierdzioch, Christian & Rülke, Jan-Christoph & Stadtmann, Georg, 2015, "Forecasting the Brazilian real and the Mexican peso: Asymmetric loss, forecast rationality, and forecaster herding," International Journal of Forecasting, Elsevier, volume 31, issue 1, pages 130-139, DOI: 10.1016/j.ijforecast.2014.08.010.
  3. Dovern, Jonas & Fritsche, Ulrich & Loungani, Prakash & Tamirisa, Natalia, 2015, "Information rigidities: Comparing average and individual forecasts for a large international panel," International Journal of Forecasting, Elsevier, volume 31, issue 1, pages 144-154, DOI: 10.1016/j.ijforecast.2014.06.002.
  4. Ulrich Fritsche & Artur Tarassow, 2015, "Did the ECB Overstep Its Mandate?," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), volume 50, issue 3, pages 165-170, May, DOI: 10.1007/s10272-015-0538-y.
  5. Hendry, David F. & Johansen, Søren, 2015, "Model Discovery And Trygve Haavelmo’S Legacy," Econometric Theory, Cambridge University Press, volume 31, issue 1, pages 93-114, February.
  6. Castle, Jennifer L. & Clements, Michael P. & Hendry, David F., 2015, "Robust approaches to forecasting," International Journal of Forecasting, Elsevier, volume 31, issue 1, pages 99-112, DOI: 10.1016/j.ijforecast.2014.11.002.
  7. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Felix Pretis, 2015, "Detecting Location Shifts during Model Selection by Step-Indicator Saturation," Econometrics, MDPI, volume 3, issue 2, pages 1-25, April.
  8. Paul E. Carrillo & Eric R. Wit & William Larson, 2015, "Can Tightness in the Housing Market Help Predict Subsequent Home Price Appreciation? Evidence from the United States and the Netherlands," Real Estate Economics, American Real Estate and Urban Economics Association, volume 43, issue 3, pages 609-651, September.
  9. Larson, William & Yezer, Anthony, 2015, "The energy implications of city size and density," Journal of Urban Economics, Elsevier, volume 90, issue C, pages 35-49, DOI: 10.1016/j.jue.2015.08.001.
  10. Martinez, Andrew B., 2015, "How good are US government forecasts of the federal debt?," International Journal of Forecasting, Elsevier, volume 31, issue 2, pages 312-324, DOI: 10.1016/j.ijforecast.2014.08.014.
  11. Bradley, Michael D. & Jansen, Dennis W. & Sinclair, Tara M., 2015, "How Well Does “Core” Inflation Capture Permanent Price Changes?," Macroeconomic Dynamics, Cambridge University Press, volume 19, issue 4, pages 791-815, June.
  12. Messina, Jeffrey D. & Sinclair, Tara M. & Stekler, Herman, 2015, "What can we learn from revisions to the Greenbook forecasts?," Journal of Macroeconomics, Elsevier, volume 45, issue C, pages 54-62, DOI: 10.1016/j.jmacro.2015.04.002.
  13. Gamber, Edward N. & Smith, Julie K. & Eftimoiu, Raluca, 2015, "The dynamic relationship between core and headline inflation," Journal of Economics and Business, Elsevier, volume 81, issue C, pages 38-53, DOI: 10.1016/j.jeconbus.2015.05.002.
  14. Gamber, Edward N. & Liebner, Jeffrey P. & Smith, Julie K., 2015, "The distribution of inflation forecast errors," Journal of Policy Modeling, Elsevier, volume 37, issue 1, pages 47-64, DOI: 10.1016/j.jpolmod.2015.01.002.
  15. Cynthia Bansak & Julie K Smith, 2015, "The College Fed Challenge: An Innovation in Cooperative Learning," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 41, issue 4, pages 470-483, September.

2014

  1. Pavel A. Yakovlev & Antony Davies, 2014, "How does the estate tax affect the number of firms?," Journal of Entrepreneurship and Public Policy, Emerald Group Publishing Limited, volume 3, issue 1, pages 96-117, April, DOI: 10.1108/JEPP-09-2012-0045.
  2. Arai, Natsuki, 2014, "Using forecast evaluation to improve the accuracy of the Greenbook forecast," International Journal of Forecasting, Elsevier, volume 30, issue 1, pages 12-19, DOI: 10.1016/j.ijforecast.2013.02.002.
  3. Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst, 2014, "A Robust Neighborhood Truncation Approach To Estimation Of Integrated Quarticity," Econometric Theory, Cambridge University Press, volume 30, issue 1, pages 3-59, February.
  4. Lena Dr䧥r & Jan-Oliver Menz & Ulrich Fritsche, 2014, "Perceived inflation under loss aversion," Applied Economics, Taylor & Francis Journals, volume 46, issue 3, pages 282-293, January, DOI: 10.1080/00036846.2013.844328.
  5. Ulrich Fritsche & Christian Pierdzioch & Jan-Christoph R�lke & Georg Stadtmann, 2014, "A Note on Forecasting the Euro: Do Forecasters Have an Asymmetric Loss Function?," International Economic Journal, Taylor & Francis Journals, volume 28, issue 2, pages 333-343, June, DOI: 10.1080/10168737.2013.810661.
  6. Castle, Jennifer L. & Hendry, David F., 2014, "Model selection in under-specified equations facing breaks," Journal of Econometrics, Elsevier, volume 178, issue P2, pages 286-293, DOI: 10.1016/j.jeconom.2013.08.028.
  7. Hendry, David F. & Mizon, Grayham E., 2014, "Unpredictability in economic analysis, econometric modeling and forecasting," Journal of Econometrics, Elsevier, volume 182, issue 1, pages 186-195, DOI: 10.1016/j.jeconom.2014.04.017.
  8. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Ragnar Nymoen, 2014, "Misspecification Testing: Non-Invariance of Expectations Models of Inflation," Econometric Reviews, Taylor & Francis Journals, volume 33, issue 5-6, pages 553-574, August, DOI: 10.1080/07474938.2013.825137.
  9. James Reade, 2014, "Information And Predictability: Bookmakers, Prediction Markets And Tipsters As Forecasters," Journal of Prediction Markets, University of Buckingham Press, volume 8, issue 1, pages 43-76.
  10. Karen Croxson & J. James Reade, 2014, "Information and Efficiency: Goal Arrival in Soccer Betting," Economic Journal, Royal Economic Society, volume 124, issue 575, pages 62-91, March.
  11. Julia Bersch & Tara M. Sinclair, 2014, "Statistical versus economic output gap measures: evidence from Mongolia," Economics Bulletin, AccessEcon, volume 34, issue 3, pages 1864-1874.
  12. Daniel Culbertson & Tara Sinclair, 2014, "The Failure of Forecasts in the Great Recession," Challenge, Taylor & Francis Journals, volume 57, issue 6, pages 34-45, DOI: 10.2753/0577-5132570603.
  13. Averett, Susan L. & Smith, Julie K., 2014, "Financial hardship and obesity," Economics & Human Biology, Elsevier, volume 15, issue C, pages 201-212, DOI: 10.1016/j.ehb.2013.12.004.
  14. Gamber, Edward N. & Smith, Julie K. & McNamara, Dylan C., 2014, "Where is the Fed in the distribution of forecasters?," Journal of Policy Modeling, Elsevier, volume 36, issue 2, pages 296-312, DOI: 10.1016/j.jpolmod.2013.11.002.
  15. Liu, Dandan & Smith, Julie K., 2014, "Inflation forecasts and core inflation measures: Where is the information on future inflation?," The Quarterly Review of Economics and Finance, Elsevier, volume 54, issue 1, pages 133-137, DOI: 10.1016/j.qref.2013.07.006.

2013

  1. Ulrich Fritsche & Christian Pierdzioch & Jan-Christoph R�lke & Georg Stadtmann, 2013, "On the directional accuracy of survey forecasts: the case of gold and silver," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 12, pages 1127-1129, August, DOI: 10.1080/13504851.2013.791014.
  2. Hasanov, Fakhri & Huseynov, Fariz, 2013, "Bank credits and non-oil economic growth: Evidence from Azerbaijan," International Review of Economics & Finance, Elsevier, volume 27, issue C, pages 597-610, DOI: 10.1016/j.iref.2013.02.005.
  3. Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2013, "Model Selection in Equations with Many ‘Small’ Effects," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 1, pages 6-22, February, DOI: j.1468-0084.2012.00727.x.
  4. David F. Hendry, 2013, "Retrospective on ‘Econometric Modelling: The Consumption Function in Retrospect’, Scottish Journal of Political Economy, 30 (1983), 193–220'," Scottish Journal of Political Economy, Scottish Economic Society, volume 60, issue 5, pages 523-525, November.
  5. Castle, Jennifer L. & Clements, Michael P. & Hendry, David F., 2013, "Forecasting by factors, by variables, by both or neither?," Journal of Econometrics, Elsevier, volume 177, issue 2, pages 305-319, DOI: 10.1016/j.jeconom.2013.04.015.
  6. Johnson, Simon & Larson, William & Papageorgiou, Chris & Subramanian, Arvind, 2013, "Is newer better? Penn World Table Revisions and their impact on growth estimates," Journal of Monetary Economics, Elsevier, volume 60, issue 2, pages 255-274, DOI: 10.1016/j.jmoneco.2012.10.022.
  7. Edoardo Gallo & Thomas Grund & J. James Reade, 2013, "Punishing the Foreigner: Implicit Discrimination in the Premier League Based on Oppositional Identity," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 75, issue 1, pages 136-156, February, DOI: j.1468-0084.2012.00725.x.
  8. Sinclair, Tara M. & Stekler, H.O., 2013, "Examining the quality of early GDP component estimates," International Journal of Forecasting, Elsevier, volume 29, issue 4, pages 736-750, DOI: 10.1016/j.ijforecast.2012.02.007.

2012

  1. Tara M. Sinclair & H. O. Stekler & Warren Carnow, 2012, "A new approach for evaluating economic forecasts," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 2332-2342.
  2. Andersen, Torben G. & Dobrev, Dobrislav & Schaumburg, Ernst, 2012, "Jump-robust volatility estimation using nearest neighbor truncation," Journal of Econometrics, Elsevier, volume 169, issue 1, pages 75-93, DOI: 10.1016/j.jeconom.2012.01.011.
  3. Neil Ericsson & Erica Reisman, 2012, "Evaluating a Global Vector Autoregression for Forecasting," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 18, issue 3, pages 247-258, August, DOI: 10.1007/s11294-012-9357-0.
  4. Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2012, "Disagreement Among Forecasters in G7 Countries," The Review of Economics and Statistics, MIT Press, volume 94, issue 4, pages 1081-1096, November.
  5. Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2012, "Model selection when there are multiple breaks," Journal of Econometrics, Elsevier, volume 169, issue 2, pages 239-246, DOI: 10.1016/j.jeconom.2012.01.026.
  6. Larson, William & Liu, Feng & Yezer, Anthony, 2012, "Energy footprint of the city: Effects of urban land use and transportation policies," Journal of Urban Economics, Elsevier, volume 72, issue 2, pages 147-159, DOI: 10.1016/j.jue.2012.05.001.
  7. Mitra, Sinchan & Sinclair, Tara M., 2012, "Output Fluctuations In The G-7: An Unobserved Components Approach," Macroeconomic Dynamics, Cambridge University Press, volume 16, issue 3, pages 396-422, June.
  8. Sinclair, Tara M. & Gamber, Edward N. & Stekler, Herman & Reid, Elizabeth, 2012, "Jointly evaluating the Federal Reserve’s forecasts of GDP growth and inflation," International Journal of Forecasting, Elsevier, volume 28, issue 2, pages 309-314, DOI: 10.1016/j.ijforecast.2011.05.003.

2011

  1. Daniel Bachman, 2011, "New Orders of Durable Goods Don't Forecast Shipments," Business Economics, Palgrave Macmillan;National Association for Business Economics, volume 46, issue 2, pages 88-98, April.
  2. Ulrich Fritsche & Vladimir Kuzin, 2011, "Analysing convergence in Europe using the non-linear single factor model," Empirical Economics, Springer, volume 41, issue 2, pages 343-369, October, DOI: 10.1007/s00181-010-0385-4.
  3. Hendry, David F. & Hubrich, Kirstin, 2011, "Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 2, pages 216-227.
  4. Hendry David F & Mizon Grayham E, 2011, "Econometric Modelling of Time Series with Outlying Observations," Journal of Time Series Econometrics, De Gruyter, volume 3, issue 1, pages 1-26, February, DOI: 10.2202/1941-1928.1100.
  5. Castle Jennifer L. & Doornik Jurgen A & Hendry David F., 2011, "Evaluating Automatic Model Selection," Journal of Time Series Econometrics, De Gruyter, volume 3, issue 1, pages 1-33, February, DOI: 10.2202/1941-1928.1097.
  6. Hendry, David F., 2011, "On adding over-identifying instrumental variables to simultaneous equations," Economics Letters, Elsevier, volume 111, issue 1, pages 68-70, April.
  7. David F. Hendry, 2011, "Empirical Economic Model Discovery and Theory Evaluation," Rationality, Markets and Morals, Frankfurt School Verlag, Frankfurt School of Finance & Management, volume 2, issue 46, October.
  8. David Hendry, 2011, "Revisiting UK consumers' expenditure: cointegration, breaks and robust forecasts," Applied Financial Economics, Taylor & Francis Journals, volume 21, issue 1-2, pages 19-32, DOI: 10.1080/09603107.2011.523173.
  9. J. James Reade & Ulrich Volz, 2011, "From the General to the Specific—Modelling Inflation in China," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 57, issue 1, pages 27-44, DOI: 10.3790/aeq.57.1.27.
  10. Vasileios Manasis & Vassiliki Avgerinou & Ioannis Ntzoufras & J. James Reade, 2011, "Measurement of competitive balance in professional team sports using the Normalized Concentration Ratio," Economics Bulletin, AccessEcon, volume 31, issue 3, pages 2529-2540.
  11. Reade, J. James & Volz, Ulrich, 2011, "Leader of the pack? German monetary dominance in Europe prior to EMU," Economic Modelling, Elsevier, volume 28, issue 1-2, pages 239-250, January.
  12. Gamber, Edward N. & Smith, Julie K. & Weiss, Matthew A., 2011, "Forecast errors before and during the Great Moderation," Journal of Economics and Business, Elsevier, volume 63, issue 4, pages 278-289, July.

2010

  1. Jörg Döpke & Ulrich Fritsche & Boriss Siliverstovs, 2010, "Evaluating German business cycle forecasts under an asymmetric loss function," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2010, issue 1, pages 1-18, DOI: 10.1787/jbcma-2010-5kmlj35rx10s.
  2. Castle, Jennifer L. & Fawcett, Nicholas W.P. & Hendry, David F., 2010, "Forecasting with equilibrium-correction models during structural breaks," Journal of Econometrics, Elsevier, volume 158, issue 1, pages 25-36, September.
  3. Castle, Jennifer L. & Hendry, David F., 2010, "A low-dimension portmanteau test for non-linearity," Journal of Econometrics, Elsevier, volume 158, issue 2, pages 231-245, October.
  4. Jennifer L. Castle & David F. Hendry, 2010, "Nowcasting from disaggregates in the face of location shifts," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 200-214, DOI: 10.1002/for.1140.
  5. David F. Hendry, 2010, "Professor Sir Clive W.J. Granger and Cointegration," Journal of Financial Econometrics, Oxford University Press, volume 8, issue 2, pages 162-168, spring.
  6. Sinclair, Tara M. & Joutz, Fred & Stekler, H.O., 2010, "Can the Fed predict the state of the economy?," Economics Letters, Elsevier, volume 108, issue 1, pages 28-32, July.
  7. Tara Sinclair & H. O. Stekler & L. Kitzinger, 2010, "Directional forecasts of GDP and inflation: a joint evaluation with an application to Federal Reserve predictions," Applied Economics, Taylor & Francis Journals, volume 42, issue 18, pages 2289-2297, DOI: 10.1080/00036840701857978.

2009

  1. Davies, Antony, 2009, "Human development and the optimal size of government," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 38, issue 2, pages 326-330, March.
  2. de Rugy, Veronique & Davies, Antony, 2009, "Midnight regulations and the Cinderella effect," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 38, issue 6, pages 886-890, December.
  3. Georg Erber & Ulrich Fritsche, 2009, "Productivity Growth in Germany: No Sustainable Economic Recovery in Sight," Weekly Report, DIW Berlin, German Institute for Economic Research, volume 5, issue 3, pages 19-25.
  4. Sebastian Dullien & Ulrich Fritsche, 2009, "How bad is divergence in the euro zone? Lessons from the United States and Germany," Journal of Post Keynesian Economics, Taylor & Francis Journals, volume 31, issue 3, pages 431-457, April.
  5. Fritsche, Ulrich, 2009, "Divergierende Lohn- und Inflationsentwicklungen im Euroraum: Ursachen und Folgen," WSI-Mitteilungen, Nomos Verlagsgesellschaft mbH & Co. KG, volume 62, issue 9, pages 474-480, DOI: 10.5771/0342-300X-2009-9-474.
  6. Ulrich Fritsche, 2009, "Krise, Arbeitsmarkt, Erholung: Was kommt auf uns zu?," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 89, issue 12, pages 778-779, December, DOI: 10.1007/s10273-009-1004-x.
  7. Hendry David, 2009, "Comment on "Excessive Ambitions" (by Jon Elster)," Capitalism and Society, De Gruyter, volume 4, issue 2, pages 1-21, October, DOI: 10.2202/1932-0213.1056.
  8. Castle, Jennifer L. & Fawcett, Nicholas W.P. & Hendry, David F., 2009, "Nowcasting is not Just Contemporaneous Forecasting," National Institute Economic Review, National Institute of Economic and Social Research, volume 210, issue , pages 71-89, October.
  9. Castle, Jennifer L. & Hendry, David F., 2009, "The long-run determinants of UK wages, 1860-2004," Journal of Macroeconomics, Elsevier, volume 31, issue 1, pages 5-28, March.
  10. David F. Hendry & M. Hashem Pesaran, 2009, "In memory of Clive Granger: an advisory board member of the journal," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 6, pages 871-873, DOI: 10.1002/jae.1125.
  11. Mark Koyama & J. James Reade, 2009, "Playing Like the Home Team: An Economic Investigation into Home Advantage in Football," International Journal of Sport Finance, Fitness Information Technology, volume 4, issue 1, pages 16-41, February.
  12. Sinclair Tara M, 2009, "Asymmetry in the Business Cycle: Friedman's Plucking Model with Correlated Innovations," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 1, pages 1-31, December, DOI: 10.2202/1558-3708.1688.
  13. Sinclair, Tara M. & Stekler, H.O., 2009, "Forecast evaluation of AveAve forecasts in the global VAR context," International Journal of Forecasting, Elsevier, volume 25, issue 4, pages 693-696, October.
  14. Tara M. Sinclair, 2009, "The Relationships between Permanent and Transitory Movements in U.S. Output and the Unemployment Rate," Journal of Money, Credit and Banking, Blackwell Publishing, volume 41, issue 2-3, pages 529-542, March.
  15. Gamber, Edward N. & Smith, Julie K., 2009, "Are the Fed's inflation forecasts still superior to the private sector's?," Journal of Macroeconomics, Elsevier, volume 31, issue 2, pages 240-251, June.

2008

  1. Neil R. Ericsson, 2008, "The Fragility of Sensitivity Analysis: An Encompassing Perspective," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 70, issue s1, pages 895-914, December, DOI: 10.1111/j.1468-0084.2008.00535.x.
  2. Ericsson Neil R., 2008, "Comment on "Economic Forecasting in a Changing World" (by Michael Clements and David Hendry)," Capitalism and Society, De Gruyter, volume 3, issue 2, pages 1-18, October, DOI: 10.2202/1932-0213.1041.
  3. Doepke Joerg & Dovern Jonas & Fritsche Ulrich & Slacalek Jiri, 2008, "The Dynamics of European Inflation Expectations," The B.E. Journal of Macroeconomics, De Gruyter, volume 8, issue 1, pages 1-23, March, DOI: 10.2202/1935-1690.1540.
  4. Georg Erber & Ulrich Fritsche, 2008, "Produktivitätswachstum in Deutschland: kein nachhaltiger Aufschwung in Sicht," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 75, issue 36, pages 512-519.
  5. Sebastian Dullien & Ulrich Fritsche, 2008, "Does the dispersion of unit labor cost dynamics in the EMU imply long-run divergence?," International Economics and Economic Policy, Springer, volume 5, issue 3, pages 269-295, November, DOI: 10.1007/s10368-008-0114-z.
  6. J÷Rg D÷Pke & Jonas Dovern & Ulrich Fritsche & Jiri Slacalek, 2008, "Sticky Information Phillips Curves: European Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 7, pages 1513-1520, October.
  7. Erik Klär & Ulrich Fritsche, 2008, "Mehr Beschäftigung durch weitere Arbeitsmarktreformen?," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 88, issue 7, pages 451-460, July, DOI: 10.1007/s10273-008-0818-2.
  8. Jorg Dopke & Ulrich Fritsche, 2008, "Shocking! Do forecasters share a common belief?," Applied Economics Letters, Taylor & Francis Journals, volume 15, issue 5, pages 355-358, DOI: 10.1080/13504850600605978.
  9. David F. Hendry & Massimiliano Marcellino & Chiara Monfardini, 2008, "Foreword," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 70, issue s1, pages 711-714, December, DOI: 10.1111/j.1468-0084.2008.00526.x.
  10. David F. Hendry & Massimiliano Marcellino & Grayham E. Mizon, 2008, "Guest Editors’ Introduction to Special Issue on Encompassing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 70, issue s1, pages 715-719, December, DOI: 10.1111/j.1468-0084.2008.00527.x.
  11. Luigi Ermini & David F. Hendry, 2008, "Log Income vs. Linear Income: An Application of the Encompassing Principle," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 70, issue s1, pages 807-827, December, DOI: 10.1111/j.1468-0084.2008.00531.x.
  12. Aris Spanos & David F. Hendry & J. James Reade, 2008, "Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 70, issue s1, pages 829-847, December, DOI: 10.1111/j.1468-0084.2008.00532.x.
  13. Clements Michael P. & Hendry David F., 2008, "Economic Forecasting in a Changing World," Capitalism and Society, De Gruyter, volume 3, issue 2, pages 1-20, October, DOI: 10.2202/1932-0213.1039.
  14. Hendry, David F. & Reade, J. James, 2008, "Elusive return predictability: Discussion," International Journal of Forecasting, Elsevier, volume 24, issue 1, pages 22-28.
  15. Carlos Santos & David Hendry & Soren Johansen, 2008, "Automatic selection of indicators in a fully saturated regression," Computational Statistics, Springer, volume 23, issue 2, pages 317-335, April, DOI: 10.1007/s00180-007-0054-z.
  16. Takashi Senda & Julie K Smith, 2008, "Inflation History And The Sacrifice Ratio: Episode‐Specific Evidence," Contemporary Economic Policy, Western Economic Association International, volume 26, issue 3, pages 409-419, July, DOI: 10.1111/j.1465-7287.2007.00087.x.

2007

  1. Andersen, Torben G. & Bollerslev, Tim & Dobrev, Dobrislav, 2007, "No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: Theory and testable distributional implications," Journal of Econometrics, Elsevier, volume 138, issue 1, pages 125-180, May.
  2. Sebastian Dullien & Ulrich Fritsche, 2007, "Anhaltende Divergenz bei Inflations- und Lohnentwicklung in der Eurozone: Gefahr für die Währungsunion?," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 76, issue 4, pages 56-76, DOI: 10.3790/vjh.76.4.56.
  3. Sebastian Dullien & Ulrich Fritsche, 2007, "Anhaltende Divergenz der Lohnstückkostenentwicklung im Euroraum problematisch," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 74, issue 22, pages 349-357.
  4. Hendry, David F. & Massmann, Michael, 2007, "Co-Breaking: Recent Advances and a Synopsis of the Literature," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 33-51, January.
  5. Bent Nielsen & J. James Reade, 2007, "Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression," Econometric Reviews, Taylor & Francis Journals, volume 26, issue 5, pages 487-501, DOI: 10.1080/07474930701512055.

2006

  1. Davies, Antony, 2006, "A framework for decomposing shocks and measuring volatilities derived from multi-dimensional panel data of survey forecasts," International Journal of Forecasting, Elsevier, volume 22, issue 2, pages 373-393.
  2. Davies, Antony & Quinlivan, Gary, 2006, "A panel data analysis of the impact of trade on human development," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 35, issue 5, pages 868-876, October.
  3. Ulrich Fritsche & Jörg Döpke, 2006, "Treffgenauigkeit, Rationalität und Streuung von Konjunkturprognosen für Deutschland," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 75, issue 2, pages 34-53, DOI: 10.3790/vjh.75.2.34.
  4. Dopke, Jorg & Fritsche, Ulrich, 2006, "When do forecasters disagree? An assessment of German growth and inflation forecast dispersion," International Journal of Forecasting, Elsevier, volume 22, issue 1, pages 125-135.
  5. Jörg Döpke & Ulrich Fritsche, 2006, "Growth and inflation forecasts for Germany a panel-based assessment of accuracy and efficiency," Empirical Economics, Springer, volume 31, issue 3, pages 777-798, September, DOI: 10.1007/s00181-005-0050-5.
  6. Hendry, David F., 2006, "Robustifying forecasts from equilibrium-correction systems," Journal of Econometrics, Elsevier, volume 135, issue 1-2, pages 399-426.
  7. Hendry, David F., 2006, "A comment on "Specification searches in spatial econometrics: The relevance of Hendry's methodology"," Regional Science and Urban Economics, Elsevier, volume 36, issue 2, pages 309-312, March.
  8. Carlos Santos & David Hendry, 2006, "Saturation in Autoregressive Models," Notas Económicas, Faculty of Economics, University of Coimbra, issue 24, pages 8-19, December.
  9. Friedberg Leora & Owyang Michael T & Sinclair Tara M, 2006, "Searching For Better Prospects: Endogenizing Falling Job Tenure and Private Pension Coverage," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 6, issue 1, pages 1-42, August, DOI: 10.2202/1538-0653.1500.

2005

  1. Davies, Antony & Cline, Thomas W., 2005, "A consumer behavior approach to modeling monopolistic competition," Journal of Economic Psychology, Elsevier, volume 26, issue 6, pages 797-826, December.
  2. Ulrich Fritsche, 2005, "Warum Konjunkturprognosen?," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 72, issue 22, pages 361-369.
  3. Georg Erber & Ulrich Fritsche, 2005, "Produktivitätswachstum in den USA und Deutschland: fällt Deutschland weiter zurück?," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 72, issue 30, pages 455-461.
  4. Georg Erber & Ulrich Fritsche, 2005, "Productivity Growth in the United States and Germany: Is Germany Falling Further behind?," Weekly Report, DIW Berlin, German Institute for Economic Research, volume 1, issue 24, pages 281-287.
  5. Fritsche Ulrich & Kuzin Vladimir, 2005, "Prediction of Business Cycle Turning Points in Germany / Prognose konjunktureller Wendepunkte in Deutschland," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 225, issue 1, pages 22-43, February, DOI: 10.1515/jbnst-2005-0103.
  6. Ulrich Fritsche & Vladimir Kuzin, 2005, "Declining output volatility in Germany: impulses, propagation, and the role of monetary policy," Applied Economics, Taylor & Francis Journals, volume 37, issue 21, pages 2445-2457, DOI: 10.1080/00036840500359317.
  7. David F. Hendry & Carlos Santos, 2005, "Regression Models with Data‐based Indicator Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue 5, pages 571-595, October, DOI: 10.1111/j.1468-0084.2005.00132.x.
  8. Michael P. Clements & David F. Hendry, 2005, "Guest Editors’ Introduction: Information in Economic Forecasting," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue s1, pages 713-753, December, DOI: 10.1111/j.1468-0084.2005.00139.x.
  9. Michael P. Clements & David F. Hendry, 2005, "Evaluating a Model by Forecast Performance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue s1, pages 931-956, December, DOI: 10.1111/j.1468-0084.2005.00146.x.
  10. Granger, Clive W.J. & Hendry, David F., 2005, "A Dialogue Concerning A New Instrument For Econometric Modeling," Econometric Theory, Cambridge University Press, volume 21, issue 1, pages 278-297, February.
  11. David F. Hendry & Hans-Martin Krolzig, 2005, "The Properties of Automatic "GETS" Modelling," Economic Journal, Royal Economic Society, volume 115, issue 502, pages 32-61, March.
  12. Chevillon, Guillaume & Hendry, David F., 2005, "Non-parametric direct multi-step estimation for forecasting economic processes," International Journal of Forecasting, Elsevier, volume 21, issue 2, pages 201-218.
  13. Julie Smith, 2005, "Inflation targeting and core inflation," Canadian Journal of Economics, Canadian Economics Association, volume 38, issue 3, pages 1018-1036, August, DOI: 10.1111/j.0008-4085.2005.00314.x.

2004

  1. Antony Davies, 2004, "Computational intermediation and the evolution of computation as a commodity," Applied Economics, Taylor & Francis Journals, volume 36, issue 11, pages 1131-1142, DOI: 10.1080/0003684042000247334.
  2. Ericsson, Neil R., 2004, "THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson," Econometric Theory, Cambridge University Press, volume 20, issue 4, pages 743-804, August.
  3. Ulrich Fritsche, 2004, "Zur Zukunft des Stabilitäts- und Wachstumspaktes," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 73, issue 3, pages 343-344, DOI: 10.3790/vjh.73.3.343.
  4. Ulrich Fritsche, 2004, "USA: Geschichte einer ungewöhnlichen Rezession," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 71, issue 15, pages 177-183.
  5. David F. Hendry & Hans‐Martin Krolzig, 2004, "We Ran One Regression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 66, issue 5, pages 799-810, December, DOI: 10.1111/j.1468-0084.2004.102_1.x.
  6. David F. Hendry, 2004, "The Nobel Memorial Prize for Clive W. J. Granger," Scandinavian Journal of Economics, Wiley Blackwell, volume 106, issue 2, pages 187-213, June, DOI: 10.1111/j.0347-0520.2004.00361.x.
  7. David F. Hendry & Michael P. Clements, 2004, "Pooling of forecasts," Econometrics Journal, Royal Economic Society, volume 7, issue 1, pages 1-31, June.
  8. Smith, Julie K, 2004, "Weighted Median Inflation: Is This Core Inflation?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 36, issue 2, pages 253-263, April.

2003

  1. Kamin, Steven B. & Ericsson, Neil R., 2003, "Dollarization in post-hyperinflationary Argentina," Journal of International Money and Finance, Elsevier, volume 22, issue 2, pages 185-211, April.
  2. Niels Haldrup & David F. Hendry & Herman K. van Dijk, 2003, "Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue s1, pages 681-688, December, DOI: 10.1046/j.0305-9049.2003.00090.x.
  3. Julia Campos & David F. Hendry & Hans‐Martin Krolzig, 2003, "Consistent Model Selection by an Automatic Gets Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue s1, pages 803-819, December, DOI: 10.1046/j.0305-9049.2003.00092.x.
  4. Hendry, David F., 2003, "J. Denis Sargan And The Origins Of Lse Econometric Methodology," Econometric Theory, Cambridge University Press, volume 19, issue 3, pages 457-480, June.
  5. Hendry, David F. & Clements, Michael P., 2003, "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, volume 20, issue 2, pages 301-329, March.
  6. Barnett, William A. & Choi, Ki-Hong & Sinclair, Tara M., 2003, "The Differential Approach to Superlative Index Number Theory," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, volume 35, issue Supplemen, pages 1-6, DOI: 10.22004/ag.econ.43279.

2002

  1. Neil R. Ericsson & James G. MacKinnon, 2002, "Distributions of error correction tests for cointegration," Econometrics Journal, Royal Economic Society, volume 5, issue 2, pages 285-318, June.
  2. Michael Pflüger & Ulrich Fritsche, 2002, "Stabilisierungspolitik in Euroland," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 71, issue 3, pages 293-295, DOI: 10.3790/vjh.71.3.293.
  3. Gustav A. Horn & Ulrich Fritsche, 2002, "Argentinien in der Krise," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 69, issue 12, pages 197-204.
  4. Fritsche Ulrich & Stephan Sabine, 2002, "Leading Indicators of German Business Cycles. An Assessment of Properties / Frühindikatoren der deutschen Konjunktur. Eine Beurteilung ihrer Eigenschaften," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 222, issue 3, pages 289-315, June, DOI: 10.1515/jbnst-2002-0302.
  5. David F. Hendry, 2002, "Forecast Failure, Expectations Formation and the Lucas Critique," Annals of Economics and Statistics, GENES, issue 67-68, pages 21-40.
  6. David F. Hendry, 2002, "Applied Econometrics without Sinning," Journal of Economic Surveys, Wiley Blackwell, volume 16, issue 4, pages 591-604, September, DOI: 10.1111/1467-6419.00180.
  7. Michael P. Clements & David F. Hendry, 2002, "Modelling methodology and forecast failure," Econometrics Journal, Royal Economic Society, volume 5, issue 2, pages 319-344, June.

2001

  1. Neil R. Ericsson & John S. Irons & Ralph W. Tryon, 2001, "Output and inflation in the long run," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 16, issue 3, pages 241-253.
  2. Ulrich Fritsche, 2001, "Business Cycle Research in the European Economic and Monetary Union: An Introduction," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 70, issue 3, pages 309-309, DOI: 10.3790/vjh.70.3.309.
  3. Ulrich Fritsche, 2001, "US-Wirtschaft im Abschwung - Wirtschaftspolitik steuert massiv gegen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 68, issue 23, pages 347-354.
  4. Clements, Michael P. & Hendry, David F., 2001, "An Historical Perspective on Forecast Errors," National Institute Economic Review, National Institute of Economic and Social Research, volume 177, issue , pages 100-112, July.
  5. Beyer, Andreas & Doornik, Jurgen A & Hendry, David F, 2001, "Constructing Historical Euro-Zone Data," Economic Journal, Royal Economic Society, volume 111, issue 469, pages 102-121, February.
  6. Michael P. Clements & David F.Hendry, 2001, "Forecasting with difference-stationary and trend-stationary models," Econometrics Journal, Royal Economic Society, volume 4, issue 1, pages 1-19.
  7. Krolzig, Hans-Martin & Hendry, David F., 2001, "Computer automation of general-to-specific model selection procedures," Journal of Economic Dynamics and Control, Elsevier, volume 25, issue 6-7, pages 831-866, June.
  8. Hendry, David F., 2001, "Achievements and challenges in econometric methodology," Journal of Econometrics, Elsevier, volume 100, issue 1, pages 7-10, January.
  9. David F. Hendry & M. Hashem Pesaran, 2001, "A special issue in memory of John Denis Sargan: studies in empirical macroeconometrics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 16, issue 3, pages 197-202.
  10. David F. Hendry, 2001, "Modelling UK inflation, 1875-1991," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 16, issue 3, pages 255-275.

2000

  1. Gustav A. Horn & Ulrich Fritsche & Wolfgang Scheremet, 2000, "Die doppelte Währungsunion: Deutschland und Europa im wirtschaftlichen Integrationsprozess ; ein Rückblick und ein Vergleich," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 69, issue 2, pages 163-177, DOI: 10.3790/vjh.69.2.163.
  2. Ulrich Fritsche, 2000, "Ausrüstungs- und Bauinvestitionen in der Europäischen Währungsunion deutlich ausgeweitet," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 67, issue 13, pages 180-184.
  3. Ulrich Fritsche & Gustav-Adolf Horn & Wolfgang Scheremet, 2000, "Zinserhöhung der EZB: ein vergeblicher Schritt zur Stabilisierung des Euro," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 67, issue 20, pages 299-305.
  4. David F. Hendry & Ross Williams, 2000, "Distinguished Fellow of the Economic Society of Australia, 1999: Adrian R. Pagan," The Economic Record, The Economic Society of Australia, volume 76, issue 233, pages 113-115, June, DOI: 10.1111/j.1475-4932.2000.tb00010.x.
  5. Andreas Beyer & Jurgen A. Doornik & David F. Hendry, 2000, "Reconstructing Aggregate Euro‐zone Data," Journal of Common Market Studies, Wiley Blackwell, volume 38, issue 4, pages 613-624, November, DOI: 10.1111/1468-5965.00256.
  6. Hendry, David F., 2000, "On detectable and non-detectable structural change," Structural Change and Economic Dynamics, Elsevier, volume 11, issue 1-2, pages 45-65, July.
  7. Hendry, David F & Mizon, Grayham E, 2000, "Reformulating Empirical Macroeconomic Modelling," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 16, issue 4, pages 138-159, Winter.
  8. David F. Hendry & Katarina Juselius, 2000, "Explaining Cointegration Analysis: Part 1," The Energy Journal, , volume 21, issue 1, pages 1-42, January, DOI: 10.5547/ISSN0195-6574-EJ-Vol21-No1-.

1999

  1. Julia Campos & Neil R. Ericsson, 1999, "Contructive data mining: modeling consumers' expenditure in Venezuela," Econometrics Journal, Royal Economic Society, volume 2, issue 2, pages 226-240.
  2. David F. Hendry & Neil R. Ericsson, 1999, "Encompassing and rational expectations: How sequential corroboration can imply refutation," Empirical Economics, Springer, volume 24, issue 1, pages 1-21.
  3. Ulrich Fritsche, 1999, "Konzeptionelle Schwächen von IWF-Stabilisierungsprogrammen im Kontext der Asienkrise," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 68, issue 1, pages 110-117.
  4. David F. Hendry & Hans-Martin Krolzig, 1999, "Improving on 'Data mining reconsidered' by K.D. Hoover and S.J. Perez," Econometrics Journal, Royal Economic Society, volume 2, issue 2, pages 202-219.
  5. Michael P. Clements & David F. Hendry, 1999, "On winning forecasting competitions in economics," Spanish Economic Review, Springer;Spanish Economic Association, volume 1, issue 2, pages 123-160.

1998

  1. Ericsson, Neil R & Hendry, David F & Mizon, Grayham E, 1998, "Exogeneity, Cointegration, and Economic Policy Analysis," Journal of Business & Economic Statistics, American Statistical Association, volume 16, issue 4, pages 370-387, October.
  2. de Brouwer, Gordon & Ericsson, Neil R, 1998, "Modeling Inflation in Australia," Journal of Business & Economic Statistics, American Statistical Association, volume 16, issue 4, pages 433-449, October.
  3. Neil R. Ericsson & David F. Hendry & Kevin M. Prestwich, 1998, "The Demand for Broad Money in the United Kingdom, 1878–1993," Scandinavian Journal of Economics, Wiley Blackwell, volume 100, issue 1, pages 289-324, March, DOI: 10.1111/1467-9442.00103.
  4. Neil R. Ericsson & Jaime Marquez, 1998, "A framework for economic forecasting," Econometrics Journal, Royal Economic Society, volume 1, issue Conferenc, pages 228-266.
  5. Neil R. Ericsson, 1998, "Empirical modeling of money demand," Empirical Economics, Springer, volume 23, issue 3, pages 295-315.
  6. David F. Hendry & Kevin M. Prestwich & Neil R. Ericsson, 1998, "Friedman and Schwartz (1982) revisited: Assessing annual and phase-average models of money demand in the United Kingdom," Empirical Economics, Springer, volume 23, issue 3, pages 401-415.
  7. Sunil Sharma & Neil R. Ericsson, 1998, "Broad money demand and financial liberalization in Greece," Empirical Economics, Springer, volume 23, issue 3, pages 417-436.
  8. Jurgen A. Doornik & David F. Hendry & Bent Nielsen, 1998, "Inference in Cointegrating Models: UK M1 Revisited," Journal of Economic Surveys, Wiley Blackwell, volume 12, issue 5, pages 533-572, December, DOI: 10.1111/1467-6419.00067.
  9. David F. Hendry & Neil Shephard, 1998, "Foreword by the Editors," Econometrics Journal, Royal Economic Society, volume 1, issue RegularPa, pages 1-1.
  10. Clements, Michael P. & Hendry, David F., 1998, "Forecasting economic processes," International Journal of Forecasting, Elsevier, volume 14, issue 1, pages 111-131, March.
  11. Grayham E. Mizon & David F. Hendry, 1998, "Exogeneity, causality, and co-breaking in economic policy analysis of a small econometric model of money in the UK," Empirical Economics, Springer, volume 23, issue 3, pages 267-294.

1997

  1. David F. Hendry & Jurgen A. Doornik, 1997, "The Implications for Econometric Modelling of Forecast Failure," Scottish Journal of Political Economy, Scottish Economic Society, volume 44, issue 4, pages 437-461, September, DOI: 10.1111/1467-9485.t01-1-00065.
  2. Desai, Meghnad J & Hendry, David F & Mizon, Grayham E, 1997, "John Denis Sargan," Economic Journal, Royal Economic Society, volume 107, issue 443, pages 1121-1125, July.
  3. Hendry, David F, 1997, "The Econometrics of Macroeconomic Forecasting," Economic Journal, Royal Economic Society, volume 107, issue 444, pages 1330-1357, September.
  4. Hendry, David F., 1997, "On congruent econometric relations : A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, volume 47, issue 1, pages 163-190, December.
  5. Clements, Michael P. & Hendry, David F., 1997, "An empirical study of seasonal unit roots in forecasting," International Journal of Forecasting, Elsevier, volume 13, issue 3, pages 341-355, September.

1996

  1. Bachman, Daniel & Choi, Jongmoo Jay & Jeon, Bang Nan & Kopecky, Kenneth J., 1996, "Common factors in international stock prices: Evidence from a cointegration study," International Review of Financial Analysis, Elsevier, volume 5, issue 1, pages 39-53.
  2. Eika, Kari H & Ericsson, Neil R & Nymoen, Ragnar, 1996, "Hazards in Implementing a Monetary Conditions Index," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 58, issue 4, pages 765-790, November.
  3. Campos, Julia & Ericsson, Neil R. & Hendry, David F., 1996, "Cointegration tests in the presence of structural breaks," Journal of Econometrics, Elsevier, volume 70, issue 1, pages 187-220, January.
  4. David F. Hendry & Mary S. Morgan, 1996, "Obituary: Jan Tinbergen, 1903–94," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 159, issue 3, pages 614-616, May, DOI: 10.1111/j.1467-985X.1996.tb00776.x.
  5. Banerjee, Anindya & Hendry, David F & Mizon, Grayham E, 1996, "The Econometric Analysis of Economic Policy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 58, issue 4, pages 573-600, November.
  6. Clements, Michael P & Hendry, David F, 1996, "Multi-step Estimation for Forecasting," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 58, issue 4, pages 657-684, November.
  7. Florens, Jean-Pierre & Hendry, David F. & Richard, Jean-François, 1996, "Encompassing and Specificity," Econometric Theory, Cambridge University Press, volume 12, issue 4, pages 620-656, October.
  8. Clements, Michael P & Hendry, David F, 1996, "Intercept Corrections and Structural Change," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 11, issue 5, pages 475-494, Sept.-Oct.

1995

  1. Davies, Anthony & Lahiri, Kajal, 1995, "A new framework for analyzing survey forecasts using three-dimensional panel data," Journal of Econometrics, Elsevier, volume 68, issue 1, pages 205-227, July.
  2. Ericsson, Neil R., 1995, "Conditional and structural error correction models," Journal of Econometrics, Elsevier, volume 69, issue 1, pages 159-171, September.
  3. Clements, Michael P & Hendry, David F, 1995, "Macro-economic Forecasting and Modelling," Economic Journal, Royal Economic Society, volume 105, issue 431, pages 1001-1013, July.
  4. Hendry, David F, 1995, "Econometrics and Business Cycle Empirics," Economic Journal, Royal Economic Society, volume 105, issue 433, pages 1622-1636, November.
  5. Clements, Michael P & Hendry, David F, 1995, "Forecasting in Cointegration Systems," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 10, issue 2, pages 127-146, April-Jun.

1994

  1. Hendry, David F & Doornik, Jurgen A, 1994, "Modelling Linear Dynamic Econometric Systems," Scottish Journal of Political Economy, Scottish Economic Society, volume 41, issue 1, pages 1-33, February.
  2. Govaerts, Bernadette & Hendry, David F. & Richard, Jean-Francois, 1994, "Encompassing in stationary linear dynamic models," Journal of Econometrics, Elsevier, volume 63, issue 1, pages 245-270, July.
  3. Hendry, David F, 1994, "HUS Revisited," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 10, issue 2, pages 86-106, Summer.
  4. David F. Hendry & Michael P. Clements, 1994, "Can Econometrics Improve Economic Forecasting?," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 130, issue 3, pages 267-298, September.

1993

  1. Ericsson, Neil R, 1993, "Testing for Common Features: Comment," Journal of Business & Economic Statistics, American Statistical Association, volume 11, issue 4, pages 380-383, October.
  2. Ericsson, Neil R & Marquez, Jaime, 1993, "Encompassing the Forecasts of U.S. Trade Balance Models," The Review of Economics and Statistics, MIT Press, volume 75, issue 1, pages 19-31, February.
  3. Hendry, David F & Starr, Ross M, 1993, "The Demand for M1 in the USA: A Reply," Economic Journal, Royal Economic Society, volume 103, issue 420, pages 1158-1169, September.
  4. Engle, Robert F. & Hendry, David F., 1993, "Testing superexogeneity and invariance in regression models," Journal of Econometrics, Elsevier, volume 56, issue 1-2, pages 119-139, March.

1992

  1. Bachman, Daniel, 1992, "The effect of political risk on the forward exchange bias: the case of elections," Journal of International Money and Finance, Elsevier, volume 11, issue 2, pages 208-219, April.
  2. Kremers, Jeroen J M & Ericsson, Neil R & Dolado, Juan J, 1992, "The Power of Cointegration Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 54, issue 3, pages 325-348, August.
  3. Ericsson, Neil R., 1992, "Cointegration, exogeneity, and policy analysis: An overview," Journal of Policy Modeling, Elsevier, volume 14, issue 3, pages 251-280, June.
  4. Ericsson, Neil R., 1992, "Cointegration, exogeneity, and policy analysis: A synopsis," Journal of Policy Modeling, Elsevier, volume 14, issue 4, pages 395-400, August.
  5. Ericsson, Neil R., 1992, "Parameter constancy, mean square forecast errors, and measuring forecast performance: An exposition, extensions, and illustration," Journal of Policy Modeling, Elsevier, volume 14, issue 4, pages 465-495, August.
  6. Banerjee, Anindya & Hendry, David F, 1992, "Testing Integration and Cointegration: An Overview," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 54, issue 3, pages 225-255, August.
  7. Hendry, David F., 1992, "An econometric analysis of TV advertising expenditure in the United Kingdom," Journal of Policy Modeling, Elsevier, volume 14, issue 3, pages 281-311, June.
  8. Yoshihisa Baba & David F. Hendry & Ross M. Starr, 1992, "The Demand for M1 in the U.S.A., 1960–1988," The Review of Economic Studies, Review of Economic Studies Ltd, volume 59, issue 1, pages 25-61.

1991

  1. Hendry, David F & Ericsson, Neil R, 1991, "An Econometric Analysis of U.K. Money Demand in 'Monetary Trends in the United States and the United Kingdom' by Milton Friedman and Anna Schwartz," American Economic Review, American Economic Association, volume 81, issue 1, pages 8-38, March.
  2. Ericsson, Neil R, 1991, "Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-nested Hypotheses," Econometrica, Econometric Society, volume 59, issue 5, pages 1249-1277, September.
  3. Hendry, David F. & Ericsson, Neil R., 1991, "Modeling the demand for narrow money in the United Kingdom and the United States," European Economic Review, Elsevier, volume 35, issue 4, pages 833-881, May.
  4. Hendry, David F, 1991, "Using PC-NAIVE in Teaching Econometrics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 53, issue 2, pages 199-223, May.
  5. Hendry, David F., 1991, "The response of consumption to income: A cross-country investigation : by John Y. Campbell and N. Gregory Mankiw," European Economic Review, Elsevier, volume 35, issue 4, pages 764-767, May.

1990

  1. Campos, Julia & Ericsson, Neil R. & Hendry, David F., 1990, "An analogue model of phase-averaging procedures," Journal of Econometrics, Elsevier, volume 43, issue 3, pages 275-292, March.
  2. Ericsson, Neil R. & Campos, Julia & Tran, Hong-Anh, 1990, "Pc-Give and David Hendry'S Econometric Methodology," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 10, issue 1, April.

1989

  1. Hendry, David F & Morgan, Mary S, 1989, "A Re-analysis of Confluence Analysis," Oxford Economic Papers, Oxford University Press, volume 41, issue 1, pages 35-52, January.

1988

  1. Hendry, David F., 1988, "Encompassing," National Institute Economic Review, National Institute of Economic and Social Research, volume 125, issue , pages 88-103, August.
  2. Hendry, David F & Neale, Adrian J, 1988, "Interpreting Long-run Equilibrium Solutions in Conventional Macro Models: A Comment," Economic Journal, Royal Economic Society, volume 98, issue 392, pages 808-817, September.
  3. Hendry, David F. & Neale, Adrian J. & Srba, Frank, 1988, "Econometric analysis of small linear systems using PC-FIML," Journal of Econometrics, Elsevier, volume 38, issue 1-2, pages 203-226.
  4. Hendry, David F, 1988, "The Encompassing Implications of Feedback versus Feedforward Mechanisms in Econometrics," Oxford Economic Papers, Oxford University Press, volume 40, issue 1, pages 132-149, March.

1986

  1. Neil R. Ericsson, 1986, "Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics," The Review of Economic Studies, Review of Economic Studies Ltd, volume 53, issue 4, pages 691-707.
  2. Hendry, David F, 1986, "Using PC-GIVE in Econometrics Teaching," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 48, issue 1, pages 87-98, February.
  3. Hendry, David F, 1986, "Econometric Modelling with Cointegrated Variables: An Overview," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 48, issue 3, pages 201-212, August.
  4. Yock Y. Chong & David F. Hendry, 1986, "Econometric Evaluation of Linear Macro-Economic Models," The Review of Economic Studies, Review of Economic Studies Ltd, volume 53, issue 4, pages 671-690.

1985

  1. Robert F. Engle & David F. Hendry & David Trumble, 1985, "Small-Sample Properties of ARCH Estimators and Tests," Canadian Journal of Economics, Canadian Economics Association, volume 18, issue 1, pages 66-93, February.
  2. Hendry, David F, 1985, "Monetary Economic Myth and Econometric Reality," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 1, issue 1, pages 72-84, Spring.

1984

  1. Anderson, Gordon J & Hendry, David F, 1984, "An Econometric Model of United Kingdom Building Societies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 46, issue 3, pages 185-210, August.

1983

  1. Neil R. Ericsson, 1983, "Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses," The Review of Economic Studies, Review of Economic Studies Ltd, volume 50, issue 2, pages 287-304.
  2. Hendry, David F & Marshall, Robert C, 1983, "On High and Low R2 Contributions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 45, issue 3, pages 313-316, August.
  3. Hendry, David F, 1983, "Econometric Modelling: The "Consumption Function" in Retrospect," Scottish Journal of Political Economy, Scottish Economic Society, volume 30, issue 3, pages 193-220, November.
  4. Engle, Robert F & Hendry, David F & Richard, Jean-Francois, 1983, "Exogeneity," Econometrica, Econometric Society, volume 51, issue 2, pages 277-304, March.
  5. Hendry, David F, 1983, "On Keynesian Model Building and the Rational Expectations Critique: A Question of Methodology," Cambridge Journal of Economics, Cambridge Political Economy Society, volume 7, issue 1, pages 69-75, March.

1982

  1. Neil R. Ericsson, 1982, "Testing Linear versus Logarithmic Regression Models: A Comment," The Review of Economic Studies, Review of Economic Studies Ltd, volume 49, issue 3, pages 477-481.
  2. Hendry, David F., 1982, "A reply to Professors Maasoumi and Phillips," Journal of Econometrics, Elsevier, volume 19, issue 2-3, pages 203-213, August.
  3. Hendry, David F. & Richard, Jean-Francois, 1982, "On the formulation of empirical models in dynamic econometrics," Journal of Econometrics, Elsevier, volume 20, issue 1, pages 3-33, October.

1981

  1. Hendry, David F. & Richard, Jean-Francois, 1981, "Model formulation to simplify selection when specification is uncertain," Journal of Econometrics, Elsevier, volume 16, issue 1, pages 159-159, May.
  2. Davidson, James E. H. & Hendry, David F., 1981, "Interpreting econometric evidence : The behaviour of consumers' expenditure in the UK," European Economic Review, Elsevier, volume 16, issue 1, pages 177-192.

1980

  1. Hendry, David F. & Srba, Frank, 1980, "Autoreg: a computer program library for dynamic econometric models with autoregressive errors," Journal of Econometrics, Elsevier, volume 12, issue 1, pages 85-102, January.
  2. Grayham E. Mizon & David F. Hendry, 1980, "An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification," The Review of Economic Studies, Review of Economic Studies Ltd, volume 47, issue 1, pages 21-45.

1979

  1. Hendry, David F., 1979, "The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors," Journal of Econometrics, Elsevier, volume 9, issue 3, pages 295-314, February.

1978

  1. Neil R. Ericsson & Peter Morgan, 1978, "The Economic Feasibility of Shale Oil: An Activity Analysis," Bell Journal of Economics, The RAND Corporation, volume 9, issue 2, pages 457-487, Autumn.
  2. Hendry, David F & Mizon, Grayham E, 1978, "Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England," Economic Journal, Royal Economic Society, volume 88, issue 351, pages 549-563, September.
  3. Davidson, James E H, et al, 1978, "Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom," Economic Journal, Royal Economic Society, volume 88, issue 352, pages 661-692, December.

1977

  1. Hendry, David F & Srba, Frank, 1977, "The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems," Econometrica, Econometric Society, volume 45, issue 4, pages 969-990, May.

1976

  1. Hendry, David F., 1976, "The structure of simultaneous equations estimators," Journal of Econometrics, Elsevier, volume 4, issue 1, pages 51-88, February.
  2. Hendry, David F & Tremayne, Andrew R, 1976, "Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 17, issue 2, pages 463-471, June.

1974

  1. Hendry, David F, 1974, "Stochastic Specification in an Aggregate Demand Model of the United Kingdom," Econometrica, Econometric Society, volume 42, issue 3, pages 559-578, May.
  2. Hendry, David F. & Harrison, Robin W., 1974, "Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares," Journal of Econometrics, Elsevier, volume 2, issue 2, pages 151-174, July.

1972

  1. D. F. Hendry & P. K. Trivedi, 1972, "Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study," The Review of Economic Studies, Review of Economic Studies Ltd, volume 39, issue 2, pages 117-145.

1971

  1. Hendry, D F, 1971, "Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 12, issue 2, pages 257-272, June.

1966

  1. David F. Hendry, 1966, "Survey Of Student Income And Expenditure At Aberdeen University 1963-64 And 1964-65," Scottish Journal of Political Economy, Scottish Economic Society, volume 13, issue 3, pages 363-376, November, DOI: j.1467-9485.1966.tb00402.x.

Books

2011

  1. Clements, Michael P. & Hendry, David F. (ed.), 2011, "The Oxford Handbook of Economic Forecasting," OUP Catalogue, Oxford University Press, number 9780195398649, ISBN: ARRAY(0x813d1ed8).

2006

  1. Barnett,William A. & Hendry,David F. & Hylleberg,Svend & Teräsvirta,Timo & Tjøstheim,Dag & Würtz, (ed.), 2006, "Nonlinear Econometric Modeling in Time Series," Cambridge Books, Cambridge University Press, number 9780521028684.

2005

  1. Julia Campos & Neil R. Ericsson (ed.), 2005, "General-to-Specific Modelling," Books, Edward Elgar Publishing, number 2417, ISBN: ARRAY(0x948cbf20).
  2. Ulrich Fritsche & Camille Logeay & Kirsten Lommatzsch & Katja Rietzler & Sabine Stephan & Rudolf Zwiener unter Mitarb. von Cansel Kiziltepe & Christian Proano-Acosta, 2005, "Auswirkungen von länderspezifischen Differenzen in der Lohn-, Preisniveau- und Produktivitätsentwicklung auf Wachstum und Beschäftigung in den Ländern des Euroraums: Endbericht ; Forschungsprojekt im Auftrag des Bundesministers für Wirtschaft und Arb," DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research, number pbk8, ISBN: ARRAY(0x8b594148).

2003

  1. David F. Hendry & Neil R. Ericsson (ed.), 2003, "Understanding Economic Forecasts," MIT Press Books, The MIT Press, number 0262582422, edition 1, ISBN: ARRAY(0x83915548), December.

2001

  1. Michael P. Clements & David F. Hendry, 2001, "Forecasting Non-Stationary Economic Time Series," MIT Press Books, The MIT Press, number 0262531895, edition 1, ISBN: ARRAY(0x8300ae58), December.

2000

  1. Hendry, David F., 2000, "Econometrics: Alchemy or Science?: Essays in Econometric Methodology," OUP Catalogue, Oxford University Press, number 9780198293545, ISBN: ARRAY(0x82c0ab38).
  2. Barnett,William A. & Hendry,David F. & Hylleberg,Svend & Teräsvirta,Timo & Tjøstheim,Dag & Würtz, (ed.), 2000, "Nonlinear Econometric Modeling in Time Series," Cambridge Books, Cambridge University Press, number 9780521594240.

1998

  1. Clements,Michael & Hendry,David, 1998, "Forecasting Economic Time Series," Cambridge Books, Cambridge University Press, number 9780521632423.

1995

  1. Ericsson, Neil R. & Irons, John S. (ed.), 1995, "Testing Exogeneity," OUP Catalogue, Oxford University Press, number 9780198774044, ISBN: ARRAY(0x80e14ee8).
  2. Hendry,David F. & Morgan,Mary S., 1995, "The Foundations of Econometric Analysis," Cambridge Books, Cambridge University Press, number 9780521380430.
  3. Hendry, David F., 1995, "Dynamic Econometrics," OUP Catalogue, Oxford University Press, number 9780198283164, ISBN: ARRAY(0x8149e3d8).

1993

  1. Banerjee, Anindya & Dolado, Juan J. & Galbraith, John W. & Hendry, David, 1993, "Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data," OUP Catalogue, Oxford University Press, number 9780198288107, ISBN: ARRAY(0x816ccf88).

Chapters

2026

  1. Daniel Broxterman & William Larson & Anthony Yezer, 2026, "Characteristics of a Sufficient Statistic to Measure City Housing Prices," NBER Chapters, National Bureau of Economic Research, Inc, "Measurement of Housing and the Housing Sector".

2024

  1. Jennifer L. Castle & David F. Hendry & J. Isaac Miller, 2024, "Econometric forecasting of climate change," Chapters, Edward Elgar Publishing, chapter 14, in: Michael P. Clements & Ana Beatriz Galvão, "Handbook of Research Methods and Applications in Macroeconomic Forecasting".
  2. Andrew B. Martinez & Andrew J. Wilson, 2024, "Forecasting the macroeconomic effects of physical climate risk," Chapters, Edward Elgar Publishing, chapter 15, in: Michael P. Clements & Ana Beatriz Galvão, "Handbook of Research Methods and Applications in Macroeconomic Forecasting".

2022

  1. Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2022, "Smooth Robust Multi-Horizon Forecasts," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling", DOI: 10.1108/S0731-90532021000043A008.
  2. Tae-Hwy Lee & Shahnaz Parsaeian & Aman Ullah, 2022, "Efficient Combined Estimation under Structural Breaks," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling", DOI: 10.1108/S0731-90532021000043A007.

2021

  1. David F. Hendry & Bent Nielsen, 2021, "Oxford’s Contributions to Econometrics," Springer Books, Springer, chapter 1, in: Robert A. Cord, "The Palgrave Companion to Oxford Economics", DOI: 10.1007/978-3-030-58471-9_1.
  2. J. James Reade, 2021, "Football attendance over the centuries," Chapters, Edward Elgar Publishing, chapter 3, in: Ruud H. Koning & Stefan Kesenne, "A Modern Guide to Sports Economics".

2020

  1. Marina Gindelsky & Jeremy G. Moulton & Scott A. Wentland, 2020, "Valuing Housing Services in the Era of Big Data: A User Cost Approach Leveraging Zillow Microdata," NBER Chapters, National Bureau of Economic Research, Inc, "Big Data for Twenty-First-Century Economic Statistics".
  2. Dennis Fixler & Marina Gindelsky & David S. Johnson, 2020, "Distributing Personal Income: Trends over Time," NBER Chapters, National Bureau of Economic Research, Inc, "Measuring Distribution and Mobility of Income and Wealth".

2019

  1. David F. Hendry & Peter C. B. Phillips, 2019, "John Denis Sargan (1924–1996)," Palgrave Macmillan Books, Palgrave Macmillan, chapter 0, in: Robert A. Cord, "The Palgrave Companion to LSE Economics", DOI: 10.1057/978-1-137-58274-4_27.

2014

  1. James Reade, 2014, "Detecting corruption in football," Chapters, Edward Elgar Publishing, chapter 25, in: John Goddard & Peter Sloane, "Handbook on the Economics of Professional Football".

2013

  1. David F. Hendry & Felix Pretis, 2013, "Anthropogenic influences on atmospheric CO2," Chapters, Edward Elgar Publishing, chapter 12, in: Roger Fouquet, "Handbook on Energy and Climate Change".

2011

  1. J. James Reade & Ulrich Volz, 2011, "When You Got Nothing, You Got Nothing to Lose – Regional Monetary Integration and Policy Independence," Chapters, Edward Elgar Publishing, chapter 12, in: Ulrich Volz, "Regional Integration, Economic Development and Global Governance".

2009

  1. David F. Hendry, 2009, "The Methodology of Empirical Econometric Modeling: Applied Econometrics Through the Looking-Glass," Palgrave Macmillan Books, Palgrave Macmillan, chapter 1, in: Terence C. Mills & Kerry Patterson, "Palgrave Handbook of Econometrics", DOI: 10.1057/9780230244405_1.

2008

  1. Michael P. Clements & David F. Hendry, 2008, "Chapter 1 Forecasting Annual UK Inflation Using an Econometric Model over 1875–1991," Frontiers of Economics and Globalization, Emerald Group Publishing Limited, "Forecasting in the Presence of Structural Breaks and Model Uncertainty", DOI: 10.1016/S1574-8715(07)00201-1.
  2. Jennifer L. Castle & David F. Hendry, 2008, "Chapter 2 Forecasting UK Inflation: The Roles of Structural Breaks and Time Disaggregation," Frontiers of Economics and Globalization, Emerald Group Publishing Limited, "Forecasting in the Presence of Structural Breaks and Model Uncertainty", DOI: 10.1016/S1574-8715(07)00202-3.

2007

  1. David F. Hendry & Bent Nielsen, 2007, "The Bernoulli model, from Econometric Modeling: A Likelihood Approach," Introductory Chapters, Princeton University Press, "Econometric Modeling: A Likelihood Approach".
  2. David F. Hendry & Bent Nielsen, 2007, "Preface to Econometric Modeling: A Likelihood Approach," Introductory Chapters, Princeton University Press, "Econometric Modeling: A Likelihood Approach".

2006

  1. Clements, Michael P. & Hendry, David F., 2006, "Forecasting with Breaks," Handbook of Economic Forecasting, Elsevier, chapter 12, in: G. Elliott & C. Granger & A. Timmermann, "Handbook of Economic Forecasting".

2005

  1. David F. Hendry, 2005, "Bridging the Gap: Linking Economics and Econometrics," Springer Books, Springer, in: Claude Diebolt & Catherine Kyrtsou, "New Trends in Macroeconomics", DOI: 10.1007/3-540-28556-3_4.

2004

  1. David F. Hendry, 2004, "Causality and Exogeneity in Non-stationary Economic Time Series," Contributions to Economic Analysis, Emerald Group Publishing Limited, "New Directions in Macromodelling", DOI: 10.1016/S0573-8555(04)69002-X.

1985

  1. Neil R. Ericsson & D. F. Hendry, 1985, "Conditional Econometric Modeling: An Application to New House Prices in the United Kingdom," Springer Books, Springer, chapter 0, in: Anthony C. Atkinson & Stephen E. Fienberg, "A Celebration of Statistics", DOI: 10.1007/978-1-4613-8560-8_11.

1984

  1. Hendry, David F., 1984, "Monte carlo experimentation in econometrics," Handbook of Econometrics, Elsevier, chapter 16, in: Z. Griliches† & M. D. Intriligator, "Handbook of Econometrics".
  2. Hendry, David F. & Pagan, Adrian R. & Sargan, J.Denis, 1984, "Dynamic specification," Handbook of Econometrics, Elsevier, chapter 18, in: Z. Griliches† & M. D. Intriligator, "Handbook of Econometrics".

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.