Felix Pretis
Personal Details
First Name: | Felix |
Middle Name: | |
Last Name: | Pretis |
Suffix: | |
RePEc Short-ID: | ppr417 |
[This author has chosen not to make the email address public] | |
http://www.felixpretis.org | |
Affiliation
(90%) Department of Economics
University of Victoria
Victoria, Canadahttps://www.uvic.ca/socialsciences/economics/
(250) 721-8532
(250) 721-6214
P.O. Box 1700, STN CSC, Victoria, B.C., V8W 2Y2
RePEc:edi:devicca (more details at EDIRC)
(10%) Economics Group, Nuffield College
Department of Economics
Oxford University
Oxford, United Kingdomhttp://www.nuffield.ox.ac.uk/Research/Economics-Group/Pages/Economics.aspx
RePEc:edi:egpoxuk (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Rafaty, R. & Dolphin, G. & Pretis, F., 2020. "Carbon pricing and the elasticity of CO2 emissions," Cambridge Working Papers in Economics 20116, Faculty of Economics, University of Cambridge.
- David F. Hendry & Felix Pretis, 2020. "Analyzing Differences between Scenarios," Economics Papers 2020-W05, Economics Group, Nuffield College, University of Oxford.
- David Hendry & Lea Schneider & Jason E. Smerdon, 2016.
"Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation,"
Economics Series Working Papers
780, University of Oxford, Department of Economics.
- 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, vol. 30(3), pages 403-429, July.
- James Reade & Genaro Sucarrat, 2016. "General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets," Economics Series Working Papers 794, University of Oxford, Department of Economics.
- Max Roser, 2016.
"Carbon Dioxide Emission-Intensity in Climate Projections: Comparing the Observational Record to Socio-Economic Scenarios,"
Economics Series Working Papers
810, University of Oxford, Department of Economics.
- Pretis, Felix & Roser, Max, 2017. "Carbon dioxide emission-intensity in climate projections: Comparing the observational record to socio-economic scenarios," Energy, Elsevier, vol. 135(C), pages 718-725.
- Felix Pretis, 2015. "Econometric Models of Climate Systems: The Equivalence of Two-Component Energy Balance Models and Cointegrated VARs," Economics Series Working Papers 750, University of Oxford, Department of Economics.
- David Hendry & Jurgen A. Doornik & Felix Pretis, 2013. "Step-indicator Saturation," Economics Series Working Papers 658, University of Oxford, Department of Economics.
- David Hendry & Felix Pretis, 2013. "Some Fallacies in Econometric Modelling of Climate Change," Economics Series Working Papers 643, University of Oxford, Department of Economics.
- David Hendry & Felix Pretis, 2011.
"Anthropogenic Influences on Atmospheric CO2,"
Economics Series Working Papers
584, University of Oxford, Department of Economics.
- David F. Hendry & Felix Pretis, 2013. "Anthropogenic influences on atmospheric CO2," Chapters, in: Roger Fouquet (ed.), Handbook on Energy and Climate Change, chapter 12, pages 287-326, Edward Elgar Publishing.
Articles
- Pretis, Felix, 2020. "Econometric modelling of climate systems: The equivalence of energy balance models and cointegrated vector autoregressions," Journal of Econometrics, Elsevier, vol. 214(1), pages 256-273.
- Pretis, Felix & Roser, Max, 2017.
"Carbon dioxide emission-intensity in climate projections: Comparing the observational record to socio-economic scenarios,"
Energy, Elsevier, vol. 135(C), pages 718-725.
- Max Roser, 2016. "Carbon Dioxide Emission-Intensity in Climate Projections: Comparing the Observational Record to Socio-Economic Scenarios," Economics Series Working Papers 810, University of Oxford, Department of Economics.
- 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, vol. 30(3), pages 403-429, July.
- David Hendry & Lea Schneider & Jason E. Smerdon, 2016. "Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation," Economics Series Working Papers 780, University of Oxford, Department of Economics.
- Felix Pretis & Michael Mann & Robert Kaufmann, 2015. "Testing competing models of the temperature hiatus: assessing the effects of conditioning variables and temporal uncertainties through sample-wide break detection," Climatic Change, Springer, vol. 131(4), pages 705-718, August.
- Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Felix Pretis, 2015. "Detecting Location Shifts during Model Selection by Step-Indicator Saturation," Econometrics, MDPI, Open Access Journal, vol. 3(2), pages 1-25, April.
Chapters
- David F. Hendry & Felix Pretis, 2013.
"Anthropogenic influences on atmospheric CO2,"
Chapters, in: Roger Fouquet (ed.), Handbook on Energy and Climate Change, chapter 12, pages 287-326,
Edward Elgar Publishing.
- David Hendry & Felix Pretis, 2011. "Anthropogenic Influences on Atmospheric CO2," Economics Series Working Papers 584, University of Oxford, Department of Economics.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- David Hendry & Felix Pretis, 2013.
"Some Fallacies in Econometric Modelling of Climate Change,"
Economics Series Working Papers
643, University of Oxford, Department of Economics.
Mentioned in:
- Papers I've Been Reading
by Dave Giles in Econometrics Beat: Dave Giles' Blog on 2013-03-16 03:10:00
- Papers I've Been Reading
RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography of Economics:- Rafaty, R. & Dolphin, G. & Pretis, F., 2020.
"Carbon pricing and the elasticity of CO2 emissions,"
Cambridge Working Papers in Economics
20116, Faculty of Economics, University of Cambridge.
Mentioned in:
Working papers
- David Hendry & Lea Schneider & Jason E. Smerdon, 2016.
"Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation,"
Economics Series Working Papers
780, University of Oxford, Department of Economics.
- 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, vol. 30(3), pages 403-429, July.
Cited by:
- Neil R. Ericsson, 2017.
"How Biased Are U.S. Government Forecasts of the Federal Debt?,"
International Finance Discussion Papers
1189, Board of Governors of the Federal Reserve System (U.S.).
- Ericsson, Neil R., 2017. "How biased are U.S. government forecasts of the federal debt?," International Journal of Forecasting, Elsevier, vol. 33(2), pages 543-559.
- Neil R. Ericsson, 2017. "How Biased Are U.S. Government Forecasts of the Federal Debt?," Working Papers 2017-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Søren Johansen & Morten Ørregaard Nielsen, 2016.
"The cointegrated vector autoregressive model with general deterministic terms,"
Discussion Papers
16-07, University of Copenhagen. Department of Economics.
- Søren Johansen & Morten Ørregaard Nielsen, 2016. "The cointegrated vector autoregressive model with general deterministic terms," CREATES Research Papers 2016-22, Department of Economics and Business Economics, Aarhus University.
- Johansen, Søren & Nielsen, Morten Ørregaard, 2018. "The cointegrated vector autoregressive model with general deterministic terms," Journal of Econometrics, Elsevier, vol. 202(2), pages 214-229.
- Morten Ø. Nielsen & S Johansen, 2016. "The Cointegrated Vector Autoregressive Model With General Deterministic Terms," Working Paper 1363, Economics Department, Queen's University.
- 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), vol. 12(1), pages 3-23, September.
- Jennifer Castle & David Hendry & Michael P. Clements, 2016. "An Overview of Forecasting Facing Breaks," Economics Series Working Papers 779, University of Oxford, Department of Economics.
- Andrew B. Martinez, 2020.
"Forecast Accuracy Matters for Hurricane Damages,"
Working Papers
2020-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Andrew B. Martinez, 2020. "Forecast Accuracy Matters for Hurricane Damage," Econometrics, MDPI, Open Access Journal, vol. 8(2), pages 1-24, May.
- Ericsson, Neil R., 2017. "Interpreting estimates of forecast bias," International Journal of Forecasting, Elsevier, vol. 33(2), pages 563-568.
- Pretis, Felix, 2020. "Econometric modelling of climate systems: The equivalence of energy balance models and cointegrated vector autoregressions," Journal of Econometrics, Elsevier, vol. 214(1), pages 256-273.
- Neil R. Ericsson, 2016.
"Economic Forecasting in Theory and Practice : An Interview with David F. Hendry,"
International Finance Discussion Papers
1184, Board of Governors of the Federal Reserve System (U.S.).
- Neil R. Ericsson, 2016. "Economic Forecasting in Theory and Practice: An Interview with David F. Hendry," Working Papers 2016-012, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Ericsson, Neil R., 2017. "Economic forecasting in theory and practice: An interview with David F. Hendry," International Journal of Forecasting, Elsevier, vol. 33(2), pages 523-542.
- 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, vol. 43(2), pages 360-365, June.
- Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2020. "Robust Discovery of Regression Models," Economics Papers 2020-W04, Economics Group, Nuffield College, University of Oxford.
- James Reade & Genaro Sucarrat, 2016.
"General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets,"
Economics Series Working Papers
794, University of Oxford, Department of Economics.
Cited by:
- David Hendry & Lea Schneider & Jason E. Smerdon, 2016.
"Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation,"
Economics Series Working Papers
780, University of Oxford, Department of Economics.
- 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, vol. 30(3), pages 403-429, July.
- Leighton Vaughan Williams & J. James Reade, 2016. "Prediction Markets, Social Media and Information Efficiency," Kyklos, Wiley Blackwell, vol. 69(3), pages 518-556, August.
- Møller, Niels Framroze & Andersen, Laura Mørch & Hansen, Lars Gårn & Jensen, Carsten Lynge, 2019. "Can pecuniary and environmental incentives via SMS messaging make households adjust their electricity demand to a fluctuating production?," Energy Economics, Elsevier, vol. 80(C), pages 1050-1058.
- Jennifer L. Castle & David F. Hendry & Andrew B. Martinez, 2017. "Evaluating Forecasts, Narratives and Policy Using a Test of Invariance," Econometrics, MDPI, Open Access Journal, vol. 5(3), pages 1-27, September.
- Mukanjari, Samson & Sterner, Thomas, 2018. "Do Markets Trump Politics? Evidence from Fossil Market Reactions to the Paris Agreement and the U.S. Election," Working Papers in Economics 728, University of Gothenburg, Department of Economics.
- Niels Framroze Møller & Laura Mørch Andersen & Lars Gårn Hansen & Carsten Lynge Jensen, 2018. "Can pecuniary and environmental incentives via SMS messaging make households adjust their intra-day electricity demand to a fluctuating production?," IFRO Working Paper 2018/06, University of Copenhagen, Department of Food and Resource Economics.
- David Hendry & Lea Schneider & Jason E. Smerdon, 2016.
"Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation,"
Economics Series Working Papers
780, University of Oxford, Department of Economics.
- Max Roser, 2016.
"Carbon Dioxide Emission-Intensity in Climate Projections: Comparing the Observational Record to Socio-Economic Scenarios,"
Economics Series Working Papers
810, University of Oxford, Department of Economics.
- Pretis, Felix & Roser, Max, 2017. "Carbon dioxide emission-intensity in climate projections: Comparing the observational record to socio-economic scenarios," Energy, Elsevier, vol. 135(C), pages 718-725.
Cited by:
- David Hendry & Andrew B. Martinez, 2016.
"Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations,"
Economics Series Working Papers
784, University of Oxford, Department of Economics.
- Hendry, David F. & Martinez, Andrew B., 2017. "Evaluating multi-step system forecasts with relatively few forecast-error observations," International Journal of Forecasting, Elsevier, vol. 33(2), pages 359-372.
- Badrinarayanan, Rajagopalan & Tseng, King Jet & Soong, Boon Hee & Wei, Zhongbao, 2017. "Modelling and control of vanadium redox flow battery for profile based charging applications," Energy, Elsevier, vol. 141(C), pages 1479-1488.
- Cheng, Shulei & Wu, Yinyin & Chen, Hua & Chen, Jiandong & Song, Malin & Hou, Wenxuan, 2019. "Determinants of changes in electricity generation intensity among different power sectors," Energy Policy, Elsevier, vol. 130(C), pages 389-408.
- Jinkai Li & Jingjing Ma & Wei Wei, 2020. "Analysis and Evaluation of the Regional Characteristics of Carbon Emission Efficiency for China," Sustainability, MDPI, Open Access Journal, vol. 12(8), pages 1-22, April.
- Wang, Shaojian & Wang, Jieyu & Fang, Chuanglin & Feng, Kuishuang, 2019. "Inequalities in carbon intensity in China: A multi-scalar and multi-mechanism analysis," Applied Energy, Elsevier, vol. 254(C).
- Gui, Shusen & Wu, Chunyou & Qu, Ying & Guo, Lingling, 2017. "Path analysis of factors impacting China's CO2 emission intensity: Viewpoint on energy," Energy Policy, Elsevier, vol. 109(C), pages 650-658.
- Li-Ming Xue & Shuo Meng & Jia-Xing Wang & Lei Liu & Zhi-Xue Zheng, 2020. "Influential Factors Regarding Carbon Emission Intensity in China: A Spatial Econometric Analysis from a Provincial Perspective," Sustainability, MDPI, Open Access Journal, vol. 12(19), pages 1-26, October.
- David I. Stern, 2017.
"How accurate are energy intensity projections?,"
Climatic Change, Springer, vol. 143(3), pages 537-545, August.
- David I. Stern, 2017. "How Accurate are Energy Intensity Projections?," CCEP Working Papers 1706, Centre for Climate & Energy Policy, Crawford School of Public Policy, The Australian National University.
- Roberto Araya & Pedro Collanqui, 2021. "Are Cross-Border Classes Feasible for Students to Collaborate in the Analysis of Energy Efficiency Strategies for Socioeconomic Development While Keeping CO 2 Concentration Controlled?," Sustainability, MDPI, Open Access Journal, vol. 13(3), pages 1-20, February.
- Felix Pretis, 2015.
"Econometric Models of Climate Systems: The Equivalence of Two-Component Energy Balance Models and Cointegrated VARs,"
Economics Series Working Papers
750, University of Oxford, Department of Economics.
Cited by:
- David Hendry & Lea Schneider & Jason E. Smerdon, 2016.
"Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation,"
Economics Series Working Papers
780, University of Oxford, Department of Economics.
- 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, vol. 30(3), pages 403-429, July.
- J. Isaac Miller, 2017. "Local Climate Sensitivity: A Statistical Approach for a Spatially Heterogeneous Planet," Working Papers 1702, Department of Economics, University of Missouri.
- Søren Johansen & Morten Ørregaard Nielsen, 2016.
"The cointegrated vector autoregressive model with general deterministic terms,"
Discussion Papers
16-07, University of Copenhagen. Department of Economics.
- Søren Johansen & Morten Ørregaard Nielsen, 2016. "The cointegrated vector autoregressive model with general deterministic terms," CREATES Research Papers 2016-22, Department of Economics and Business Economics, Aarhus University.
- Johansen, Søren & Nielsen, Morten Ørregaard, 2018. "The cointegrated vector autoregressive model with general deterministic terms," Journal of Econometrics, Elsevier, vol. 202(2), pages 214-229.
- Morten Ø. Nielsen & S Johansen, 2016. "The Cointegrated Vector Autoregressive Model With General Deterministic Terms," Working Paper 1363, Economics Department, Queen's University.
- Stephan B. Bruns & Zsuzsanna Csereklyei & David I. Stern, 2018.
"A Multicointegration Model of Global Climate Change,"
CCEP Working Papers
1801, Centre for Climate & Energy Policy, Crawford School of Public Policy, The Australian National University.
- Bruns, Stephan B. & Csereklyei, Zsuzsanna & Stern, David I., 2020. "A multicointegration model of global climate change," Journal of Econometrics, Elsevier, vol. 214(1), pages 175-197.
- Bruns, Stephan B. & Csereklyei, Zsuzsanna & Stern, David I., 2018. "A multicointegration model of global climate change," Center for European, Governance and Economic Development Research Discussion Papers 336, University of Goettingen, Department of Economics.
- J. Isaac Miller & Kyungsik Nam, 2019. "Dating Hiatuses: A Statistical Model of the Recent Slowdown in Global Warming – and the Next One," Working Papers 1903, Department of Economics, University of Missouri.
- David Hendry & Lea Schneider & Jason E. Smerdon, 2016.
"Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation,"
Economics Series Working Papers
780, University of Oxford, Department of Economics.
- David Hendry & Jurgen A. Doornik & Felix Pretis, 2013.
"Step-indicator Saturation,"
Economics Series Working Papers
658, University of Oxford, Department of Economics.
Cited by:
- Haile, Fiseha, 2016. "Global shocks and their impact on the Tanzanian Economy," Economics Discussion Papers 2016-47, Kiel Institute for the World Economy (IfW).
- David Hendry & Lea Schneider & Jason E. Smerdon, 2016.
"Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation,"
Economics Series Working Papers
780, University of Oxford, Department of Economics.
- 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, vol. 30(3), pages 403-429, July.
- Josh R. Stillwagon, 2014.
"Non-Linear Exchange Rate Relationships: An Automated Model Selection Approach with Indicator Saturation,"
Working Papers
1405, Trinity College, Department of Economics.
- Stillwagon, Josh R., 2016. "Non-linear exchange rate relationships: An automated model selection approach with indicator saturation," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 84-109.
- Jennifer Castle & David Hendry & Michael P. Clements, 2014.
"Robust Approaches to Forecasting,"
Economics Series Working Papers
697, University of Oxford, Department of Economics.
- Castle, Jennifer L. & Clements, Michael P. & Hendry, David F., 2015. "Robust approaches to forecasting," International Journal of Forecasting, Elsevier, vol. 31(1), pages 99-112.
- Leighton Vaughan Williams & J. James Reade, 2016. "Prediction Markets, Social Media and Information Efficiency," Kyklos, Wiley Blackwell, vol. 69(3), pages 518-556, August.
- Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016.
"Big Data Analytics: A New Perspective,"
CESifo Working Paper Series
5824, CESifo.
- A. Chudik & G. Kapetanios & M. Hashem Pesaran, 2016. "Big Data Analytics: A New Perspective," Cambridge Working Papers in Economics 1611, Faculty of Economics, University of Cambridge.
- Alexander Chudik & George Kapetanios & M. Hashem Pesaran, 2016. "Big data analytics: a new perspective," Globalization Institute Working Papers 268, Federal Reserve Bank of Dallas.
- Jennifer Castle & David Hendry, 2016. "Policy Analysis, Forediction, and Forecast Failure," Economics Series Working Papers 809, University of Oxford, Department of Economics.
- Josh R. Stillwagon, 2015. "TIPS and the VIX: Non-linear Spillovers from Financial Panic to Breakeven Inflation," Working Papers 1502, Trinity College, Department of Economics.
- Haile, Fiseha, 2017. "Global shocks and their impact on the Tanzanian economy," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 11, pages 1-38.
- Marczak, Martyna & Proietti, Tommaso, 2015.
"Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach,"
VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy
113137, Verein für Socialpolitik / German Economic Association.
- Marczak, Martyna & Proietti, Tommaso, 2016. "Outlier detection in structural time series models: The indicator saturation approach," International Journal of Forecasting, Elsevier, vol. 32(1), pages 180-202.
- Martyna Marczak & Tommaso Proietti, 2014. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CREATES Research Papers 2014-20, Department of Economics and Business Economics, Aarhus University.
- Marczak, Martyna & Proietti, Tommaso, 2014. "Outlier detection in structural time series models: The indicator saturation approach," FZID Discussion Papers 90-2014, University of Hohenheim, Center for Research on Innovation and Services (FZID).
- Martyna Marczak & Tommaso Proietti, 2014. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CEIS Research Paper 325, Tor Vergata University, CEIS, revised 08 Aug 2014.
- Jennifer L. Castle & David F. Hendry & Andrew B. Martinez, 2017. "Evaluating Forecasts, Narratives and Policy Using a Test of Invariance," Econometrics, MDPI, Open Access Journal, vol. 5(3), pages 1-27, September.
- Ahumada, H. & Cornejo, M., 2016. "Forecasting food prices: The case of corn, soybeans and wheat," International Journal of Forecasting, Elsevier, vol. 32(3), pages 838-848.
- Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Felix Pretis, 2015. "Detecting Location Shifts during Model Selection by Step-Indicator Saturation," Econometrics, MDPI, Open Access Journal, vol. 3(2), pages 1-25, April.
- Carlomagno, Guillermo & Espasa, Antoni, 2015. "Forecasting a large set of disaggregates with common trends and outliers," DES - Working Papers. Statistics and Econometrics. WS ws1518, Universidad Carlos III de Madrid. Departamento de Estadística.
- Panday, Anjan, 2015. "Impact of monetary policy on exchange market pressure: The case of Nepal," Journal of Asian Economics, Elsevier, vol. 37(C), pages 59-71.
- David Hendry & Jurgen A. Doornik, 2014.
"Statistical Model Selection with 'Big Data',"
Economics Series Working Papers
735, University of Oxford, Department of Economics.
- Jurgen A. Doornik & David F. Hendry & Steve Cook, 2015. "Statistical model selection with “Big Data”," Cogent Economics & Finance, Taylor & Francis Journals, vol. 3(1), pages 1045216-104, December.
- Mukanjari, Samson & Sterner, Thomas, 2018. "Do Markets Trump Politics? Evidence from Fossil Market Reactions to the Paris Agreement and the U.S. Election," Working Papers in Economics 728, University of Gothenburg, Department of Economics.
- Castle, Jennifer L. & Hendry, David F., 2014.
"Model selection in under-specified equations facing breaks,"
Journal of Econometrics, Elsevier, vol. 178(P2), pages 286-293.
- David Hendry & Jennifer L. Castle, 2010. "Model Selection in Under-specified Equations Facing Breaks," Economics Series Working Papers 509, University of Oxford, Department of Economics.
- Łukasz Goczek & Dagmara Mycielska, 2019. "Actual monetary policy independence in a small open economy: the Polish perspective," Empirical Economics, Springer, vol. 56(2), pages 499-522, February.
- James Reade & Genaro Sucarrat, 2016. "General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets," Economics Series Working Papers 794, University of Oxford, Department of Economics.
- David Hendry & Felix Pretis, 2013.
"Some Fallacies in Econometric Modelling of Climate Change,"
Economics Series Working Papers
643, University of Oxford, Department of Economics.
Cited by:
- David Hendry & Lea Schneider & Jason E. Smerdon, 2016.
"Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation,"
Economics Series Working Papers
780, University of Oxford, Department of Economics.
- 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, vol. 30(3), pages 403-429, July.
- Gadea Rivas, María Dolores & Gonzalo, Jesús, 2017.
"Trends in distributional characteristics : Existence of global warming,"
UC3M Working papers. Economics
24121, Universidad Carlos III de Madrid. Departamento de Economía.
- Gadea Rivas, María Dolores & Gonzalo, Jesús, 2020. "Trends in distributional characteristics: Existence of global warming," Journal of Econometrics, Elsevier, vol. 214(1), pages 153-174.
- Chevillon, Guillaume, 2013.
"Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming,"
ESSEC Working Papers
WP1320, ESSEC Research Center, ESSEC Business School.
- Guillaume Chevillon, 2017. "Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming," Econometric Reviews, Taylor & Francis Journals, vol. 36(5), pages 514-545, May.
- Guillaume Chevillon, 2013. "Robust Cointegration Testing in the Presence of Weak Trends, with an Application to the Human Origin of Global Warming," Working Papers hal-00914830, HAL.
- Stephan B. Bruns & Zsuzsanna Csereklyei & David I. Stern, 2018.
"A Multicointegration Model of Global Climate Change,"
CCEP Working Papers
1801, Centre for Climate & Energy Policy, Crawford School of Public Policy, The Australian National University.
- Bruns, Stephan B. & Csereklyei, Zsuzsanna & Stern, David I., 2020. "A multicointegration model of global climate change," Journal of Econometrics, Elsevier, vol. 214(1), pages 175-197.
- Bruns, Stephan B. & Csereklyei, Zsuzsanna & Stern, David I., 2018. "A multicointegration model of global climate change," Center for European, Governance and Economic Development Research Discussion Papers 336, University of Goettingen, Department of Economics.
- David Hendry & Lea Schneider & Jason E. Smerdon, 2016.
"Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation,"
Economics Series Working Papers
780, University of Oxford, Department of Economics.
- David Hendry & Felix Pretis, 2011.
"Anthropogenic Influences on Atmospheric CO2,"
Economics Series Working Papers
584, University of Oxford, Department of Economics.
- David F. Hendry & Felix Pretis, 2013. "Anthropogenic influences on atmospheric CO2," Chapters, in: Roger Fouquet (ed.), Handbook on Energy and Climate Change, chapter 12, pages 287-326, Edward Elgar Publishing.
Cited by:
- David Hendry & Lea Schneider & Jason E. Smerdon, 2016.
"Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation,"
Economics Series Working Papers
780, University of Oxford, Department of Economics.
- 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, vol. 30(3), pages 403-429, July.
- Neil R. Ericsson, 2017.
"How Biased Are U.S. Government Forecasts of the Federal Debt?,"
International Finance Discussion Papers
1189, Board of Governors of the Federal Reserve System (U.S.).
- Ericsson, Neil R., 2017. "How biased are U.S. government forecasts of the federal debt?," International Journal of Forecasting, Elsevier, vol. 33(2), pages 543-559.
- Neil R. Ericsson, 2017. "How Biased Are U.S. Government Forecasts of the Federal Debt?," Working Papers 2017-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Neil R. Ericsson, 2015.
"Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis,"
International Finance Discussion Papers
1152, Board of Governors of the Federal Reserve System (U.S.).
- Neil R. Ericsson, 2015. "Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis," Working Papers 2015-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Ericsson, Neil R., 2016. "Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis," International Journal of Forecasting, Elsevier, vol. 32(2), pages 571-583.
- Pretis, Felix, 2020. "Econometric modelling of climate systems: The equivalence of energy balance models and cointegrated vector autoregressions," Journal of Econometrics, Elsevier, vol. 214(1), pages 256-273.
- Marczak, Martyna & Proietti, Tommaso, 2015.
"Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach,"
VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy
113137, Verein für Socialpolitik / German Economic Association.
- Marczak, Martyna & Proietti, Tommaso, 2016. "Outlier detection in structural time series models: The indicator saturation approach," International Journal of Forecasting, Elsevier, vol. 32(1), pages 180-202.
- Martyna Marczak & Tommaso Proietti, 2014. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CREATES Research Papers 2014-20, Department of Economics and Business Economics, Aarhus University.
- Marczak, Martyna & Proietti, Tommaso, 2014. "Outlier detection in structural time series models: The indicator saturation approach," FZID Discussion Papers 90-2014, University of Hohenheim, Center for Research on Innovation and Services (FZID).
- Martyna Marczak & Tommaso Proietti, 2014. "Outlier Detection in Structural Time Series Models: the Indicator Saturation Approach," CEIS Research Paper 325, Tor Vergata University, CEIS, revised 08 Aug 2014.
- Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Felix Pretis, 2015. "Detecting Location Shifts during Model Selection by Step-Indicator Saturation," Econometrics, MDPI, Open Access Journal, vol. 3(2), pages 1-25, April.
- Jennifer Castle & David Hendry & Oleg Kitov, 2013. "Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview," Economics Series Working Papers 674, University of Oxford, Department of Economics.
- Brown, Alasdair & Reade, J. James & Vaughan Williams, Leighton, 2019. "When are prediction market prices most informative?," International Journal of Forecasting, Elsevier, vol. 35(1), pages 420-428.
Articles
- Pretis, Felix, 2020.
"Econometric modelling of climate systems: The equivalence of energy balance models and cointegrated vector autoregressions,"
Journal of Econometrics, Elsevier, vol. 214(1), pages 256-273.
Cited by:
- Søren Johansen & Morten Ørregaard Nielsen, 2016.
"The cointegrated vector autoregressive model with general deterministic terms,"
Discussion Papers
16-07, University of Copenhagen. Department of Economics.
- Søren Johansen & Morten Ørregaard Nielsen, 2016. "The cointegrated vector autoregressive model with general deterministic terms," CREATES Research Papers 2016-22, Department of Economics and Business Economics, Aarhus University.
- Johansen, Søren & Nielsen, Morten Ørregaard, 2018. "The cointegrated vector autoregressive model with general deterministic terms," Journal of Econometrics, Elsevier, vol. 202(2), pages 214-229.
- Morten Ø. Nielsen & S Johansen, 2016. "The Cointegrated Vector Autoregressive Model With General Deterministic Terms," Working Paper 1363, Economics Department, Queen's University.
- Stephan B. Bruns & Zsuzsanna Csereklyei & David I. Stern, 2018.
"A Multicointegration Model of Global Climate Change,"
CCEP Working Papers
1801, Centre for Climate & Energy Policy, Crawford School of Public Policy, The Australian National University.
- Bruns, Stephan B. & Csereklyei, Zsuzsanna & Stern, David I., 2020. "A multicointegration model of global climate change," Journal of Econometrics, Elsevier, vol. 214(1), pages 175-197.
- Bruns, Stephan B. & Csereklyei, Zsuzsanna & Stern, David I., 2018. "A multicointegration model of global climate change," Center for European, Governance and Economic Development Research Discussion Papers 336, University of Goettingen, Department of Economics.
- Kyungsik Nam, 2021. "Nonlinear Cointegrating Regression of the Earth’s Surface Mean Temperature Anomalies on Total Radiative Forcing," Econometrics, MDPI, Open Access Journal, vol. 9(1), pages 1-25, February.
- Manveer Kaur Mangat & Erhard Reschenhofer, 2020. "Frequency-Domain Evidence for Climate Change," Econometrics, MDPI, Open Access Journal, vol. 8(3), pages 1-15, July.
- Giselle Montamat & James H. Stock, 2020. "Quasi-experimental estimates of the transient climate response using observational data," Climatic Change, Springer, vol. 160(3), pages 361-371, June.
- Søren Johansen & Morten Ørregaard Nielsen, 2016.
"The cointegrated vector autoregressive model with general deterministic terms,"
Discussion Papers
16-07, University of Copenhagen. Department of Economics.
- Pretis, Felix & Roser, Max, 2017.
"Carbon dioxide emission-intensity in climate projections: Comparing the observational record to socio-economic scenarios,"
Energy, Elsevier, vol. 135(C), pages 718-725.
See citations under working paper version above.
- Max Roser, 2016. "Carbon Dioxide Emission-Intensity in Climate Projections: Comparing the Observational Record to Socio-Economic Scenarios," Economics Series Working Papers 810, University of Oxford, Department of Economics.
- 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, vol. 30(3), pages 403-429, July.
See citations under working paper version above.
- David Hendry & Lea Schneider & Jason E. Smerdon, 2016. "Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation," Economics Series Working Papers 780, University of Oxford, Department of Economics.
- Felix Pretis & Michael Mann & Robert Kaufmann, 2015.
"Testing competing models of the temperature hiatus: assessing the effects of conditioning variables and temporal uncertainties through sample-wide break detection,"
Climatic Change, Springer, vol. 131(4), pages 705-718, August.
Cited by:
- David Hendry & Lea Schneider & Jason E. Smerdon, 2016.
"Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation,"
Economics Series Working Papers
780, University of Oxford, Department of Economics.
- 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, vol. 30(3), pages 403-429, July.
- Claudio Morana & Giacomo Sbrana, 2017.
"Temperature Anomalies, Radiative Forcing and ENSO,"
Working Papers
2017.09, Fondazione Eni Enrico Mattei.
- Morana, Claudio & Sbrana, Giacomo, 2017. "Temperature Anomalies, Radiative Forcing and ENSO," MITP: Mitigation, Innovation and Transformation Pathways 253732, Fondazione Eni Enrico Mattei (FEEM).
- Claudio Morana & Giacomo Sbrana, 2017. "Temperature anomalies, radiative forcing and ENSO," Working Paper series 17-06, Rimini Centre for Economic Analysis.
- Claudio, Morana & Giacomo, Sbrana, 2017. "Temperature anomalies, radiative forcing and ENSO," Working Papers 361, University of Milano-Bicocca, Department of Economics, revised 10 Feb 2017.
- Neil R. Ericsson, 2015.
"Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis,"
International Finance Discussion Papers
1152, Board of Governors of the Federal Reserve System (U.S.).
- Neil R. Ericsson, 2015. "Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis," Working Papers 2015-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Ericsson, Neil R., 2016. "Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis," International Journal of Forecasting, Elsevier, vol. 32(2), pages 571-583.
- Claudio Morana & Giacomo Sbrana, 2018.
"Some financial implications of global warming: An empirical assessment,"
Working Paper series
18-09, Rimini Centre for Economic Analysis.
- Morana, Claudio & Sbrana, Giacomo, 2018. "Some Financial Implications of Global Warming: an Empirical Assessment," CSI: Climate and Sustainable Innovation 268728, Fondazione Eni Enrico Mattei (FEEM).
- Claudio, Morana & Giacomo, Sbrana, 2017. "Some Financial Implications of Global Warming: An Empirical Assessment," Working Papers 377, University of Milano-Bicocca, Department of Economics, revised 25 Dec 2017.
- Claudio Morana & Giacomo Sbrana, 2018. "Some Financial Implications of Global Warming: an Empirical Assessment," Working Papers 2018.01, Fondazione Eni Enrico Mattei.
- Claudio Morana & Giacomo Sbrana, 2018. "“Some financial implications of global warming: An empirical assessment"," CeRP Working Papers 175, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Yoosoon Chang & Robert K. Kaufmann & Chang Sik Kim & J. Isaac Miller & Joon Y. Park & Sungkeun Park, 2016.
"Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate,"
Working Papers
1622, Department of Economics, University of Missouri, revised 17 Sep 2018.
- Chang, Yoosoon & Kaufmann, Robert K. & Kim, Chang Sik & Miller, J. Isaac & Park, Joon Y. & Park, Sungkeun, 2020. "Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate," Journal of Econometrics, Elsevier, vol. 214(1), pages 274-294.
- Stephan B. Bruns & Zsuzsanna Csereklyei & David I. Stern, 2018.
"A Multicointegration Model of Global Climate Change,"
CCEP Working Papers
1801, Centre for Climate & Energy Policy, Crawford School of Public Policy, The Australian National University.
- Bruns, Stephan B. & Csereklyei, Zsuzsanna & Stern, David I., 2020. "A multicointegration model of global climate change," Journal of Econometrics, Elsevier, vol. 214(1), pages 175-197.
- Bruns, Stephan B. & Csereklyei, Zsuzsanna & Stern, David I., 2018. "A multicointegration model of global climate change," Center for European, Governance and Economic Development Research Discussion Papers 336, University of Goettingen, Department of Economics.
- Dukpa Kim & Tatsushi Oka & Francisco Estrada & Pierre Perron, 2018.
"Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures,"
Papers
1805.09937, arXiv.org.
- Kim, Dukpa & Oka, Tatsushi & Estrada, Francisco & Perron, Pierre, 2020. "Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures," Journal of Econometrics, Elsevier, vol. 214(1), pages 130-152.
- Dukpa Kim & Tatsushi Oka & Francisco Estrada & Pierre Perron, 2017. "Inference Related to Common Breaks in a Multivariate System with Joined Segmented Trends with Applications to Global and Hemispheric Temperatures," Boston University - Department of Economics - Working Papers Series WP2018-015, Boston University - Department of Economics, revised Apr 2018.
- Burak Alparslan Eroglu & J. Isaac Miller & Taner Yigit, 2019. "Time-Varying Cointegration and the Kalman Filter," Working Papers 1905, Department of Economics, University of Missouri.
- James Reade & Genaro Sucarrat, 2016. "General-to-Specific (GETS) Modelling And Indicator Saturation With The R Package Gets," Economics Series Working Papers 794, University of Oxford, Department of Economics.
- J. Isaac Miller & Kyungsik Nam, 2019. "Dating Hiatuses: A Statistical Model of the Recent Slowdown in Global Warming – and the Next One," Working Papers 1903, Department of Economics, University of Missouri.
- 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, vol. 20(4), pages 377-398, September.
- David Hendry & Lea Schneider & Jason E. Smerdon, 2016.
"Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation,"
Economics Series Working Papers
780, University of Oxford, Department of Economics.
- Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry & Felix Pretis, 2015.
"Detecting Location Shifts during Model Selection by Step-Indicator Saturation,"
Econometrics, MDPI, Open Access Journal, vol. 3(2), pages 1-25, April.
Cited by:
- David Hendry & Lea Schneider & Jason E. Smerdon, 2016.
"Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation,"
Economics Series Working Papers
780, University of Oxford, Department of Economics.
- 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, vol. 30(3), pages 403-429, July.
- Josh R. Stillwagon, 2014.
"Non-Linear Exchange Rate Relationships: An Automated Model Selection Approach with Indicator Saturation,"
Working Papers
1405, Trinity College, Department of Economics.
- Stillwagon, Josh R., 2016. "Non-linear exchange rate relationships: An automated model selection approach with indicator saturation," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 84-109.
- Liqian Cai & Arnab Bhattacharjee & Roger Calantone & Taps Maiti, 2019. "Variable Selection with Spatially Autoregressive Errors: A Generalized Moments LASSO Estimator," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 81(1), pages 146-200, September.
- Jos Jansen & Jasper de Winter, 2016. "Improving model-based near-term GDP forecasts by subjective forecasts: A real-time exercise for the G7 countries," DNB Working Papers 507, Netherlands Central Bank, Research Department.
- Neil R. Ericsson, 2017.
"How Biased Are U.S. Government Forecasts of the Federal Debt?,"
International Finance Discussion Papers
1189, Board of Governors of the Federal Reserve System (U.S.).
- Ericsson, Neil R., 2017. "How biased are U.S. government forecasts of the federal debt?," International Journal of Forecasting, Elsevier, vol. 33(2), pages 543-559.
- Neil R. Ericsson, 2017. "How Biased Are U.S. Government Forecasts of the Federal Debt?," Working Papers 2017-001, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Jeyhun I. Mikayilov & Shahriyar Mukhtarov & Hasan Dinçer & Serhat Yüksel & Rıdvan Aydın, 2020. "Elasticity Analysis of Fossil Energy Sources for Sustainable Economies: A Case of Gasoline Consumption in Turkey," Energies, MDPI, Open Access Journal, vol. 13(3), pages 1-15, February.
- Neil R. Ericsson, 2015.
"Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis,"
International Finance Discussion Papers
1152, Board of Governors of the Federal Reserve System (U.S.).
- Neil R. Ericsson, 2015. "Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis," Working Papers 2015-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Ericsson, Neil R., 2016. "Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis," International Journal of Forecasting, Elsevier, vol. 32(2), pages 571-583.
- 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), vol. 12(1), pages 3-23, September.
- Jennifer Castle & David Hendry & Michael P. Clements, 2016. "An Overview of Forecasting Facing Breaks," Economics Series Working Papers 779, University of Oxford, Department of Economics.
- Andrew B. Martinez, 2020.
"Forecast Accuracy Matters for Hurricane Damages,"
Working Papers
2020-003, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Andrew B. Martinez, 2020. "Forecast Accuracy Matters for Hurricane Damage," Econometrics, MDPI, Open Access Journal, vol. 8(2), pages 1-24, May.
- Hendry, David F., 2018.
"Deciding between alternative approaches in macroeconomics,"
International Journal of Forecasting, Elsevier, vol. 34(1), pages 119-135.
- David Hendry, 2016. "Deciding Between Alternative Approaches In Macroeconomics," Economics Series Working Papers 778, University of Oxford, Department of Economics.
- Ericsson, Neil R., 2017. "Interpreting estimates of forecast bias," International Journal of Forecasting, Elsevier, vol. 33(2), pages 563-568.
- Chuffart, Thomas & Hooper, Emma, 2019.
"An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela,"
Energy Economics, Elsevier, vol. 80(C), pages 904-916.
- Thomas Chuffart & Emma Hooper, 2019. "An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela," Post-Print hal-02194152, HAL.
- Felix Pretis, 2015. "Econometric Models of Climate Systems: The Equivalence of Two-Component Energy Balance Models and Cointegrated VARs," Economics Series Working Papers 750, University of Oxford, Department of Economics.
- Leighton Vaughan Williams & J. James Reade, 2016. "Prediction Markets, Social Media and Information Efficiency," Kyklos, Wiley Blackwell, vol. 69(3), pages 518-556, August.
- Jennifer Castle & Takamitsu Kurita, 2019. "Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks," Economics Series Working Papers 866, University of Oxford, Department of Economics.
- John Muellbauer, 2016.
"Macroeconomics and Consumption,"
Economics Series Working Papers
Paper-811, University of Oxford, Department of Economics.
- Muellbauer, John, 2016. "Macroeconomics and Consumption," CEPR Discussion Papers 11588, C.E.P.R. Discussion Papers.
- Jennifer Castle & David Hendry, 2016. "Policy Analysis, Forediction, and Forecast Failure," Economics Series Working Papers 809, University of Oxford, Department of Economics.
- Møller, Niels Framroze & Andersen, Laura Mørch & Hansen, Lars Gårn & Jensen, Carsten Lynge, 2019. "Can pecuniary and environmental incentives via SMS messaging make households adjust their electricity demand to a fluctuating production?," Energy Economics, Elsevier, vol. 80(C), pages 1050-1058.
- Pretis, Felix, 2020. "Econometric modelling of climate systems: The equivalence of energy balance models and cointegrated vector autoregressions," Journal of Econometrics, Elsevier, vol. 214(1), pages 256-273.
- Shahriyar Mukhtarov & Jeyhun I. Mikayilov & Sugra Humbatova & Vugar Muradov, 2020. "Do High Oil Prices Obstruct the Transition to Renewable Energy Consumption?," Sustainability, MDPI, Open Access Journal, vol. 12(11), pages 1-16, June.
- David F. Hendry & Grayham E. Mizon, 2016.
"Improving the teaching of econometrics,"
Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1170096-117, December.
- David Hendry & Grayham E. Mizon, 2016. "Improving the Teaching of Econometrics," Economics Series Working Papers 785, University of Oxford, Department of Economics.
- Jennifer L. Castle & David F. Hendry & Andrew B. Martinez, 2017. "Evaluating Forecasts, Narratives and Policy Using a Test of Invariance," Econometrics, MDPI, Open Access Journal, vol. 5(3), pages 1-27, September.
- Ahumada, H. & Cornejo, M., 2016. "Forecasting food prices: The case of corn, soybeans and wheat," International Journal of Forecasting, Elsevier, vol. 32(3), pages 838-848.
- Felix Pretis & Michael Mann & Robert Kaufmann, 2015. "Testing competing models of the temperature hiatus: assessing the effects of conditioning variables and temporal uncertainties through sample-wide break detection," Climatic Change, Springer, vol. 131(4), pages 705-718, August.
- Neil R. Ericsson, 2016.
"Economic Forecasting in Theory and Practice : An Interview with David F. Hendry,"
International Finance Discussion Papers
1184, Board of Governors of the Federal Reserve System (U.S.).
- Neil R. Ericsson, 2016. "Economic Forecasting in Theory and Practice: An Interview with David F. Hendry," Working Papers 2016-012, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Ericsson, Neil R., 2017. "Economic forecasting in theory and practice: An interview with David F. Hendry," International Journal of Forecasting, Elsevier, vol. 33(2), pages 523-542.
- Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2021.
"Smooth Robust Multi-Horizon Forecasts,"
Economics Papers
2021-W01, Economics Group, Nuffield College, University of Oxford.
- Andrew B. Martinez & Jennifer L. Castle & David F. Hendry, 2020. "Smooth Robust Multi-Horizon Forecasts," Working Papers 2020-009, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- James Duffy & David Hendry, 2017.
"The Impact of Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series,"
Economics Series Working Papers
818, University of Oxford, Department of Economics.
- 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, vol. 36(6-9), pages 568-587, October.
- 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, vol. 43(2), pages 360-365, June.
- Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2020. "Robust Discovery of Regression Models," Economics Papers 2020-W04, Economics Group, Nuffield College, University of Oxford.
- Roman Frydman & Joshua R. Stillwagon, 2016. "Stock-Market Expectations: Econometric Evidence that both REH and Behavioral Insights Matter," Working Papers Series 44, Institute for New Economic Thinking.
- Sucarrat, Genaro, 2019. "User-Specified General-to-Specific and Indicator Saturation Methods," MPRA Paper 96148, University Library of Munich, Germany.
- Senra, Eva & Espasa, Antoni, 2017. "22 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis," DES - Working Papers. Statistics and Econometrics. WS 24678, Universidad Carlos III de Madrid. Departamento de Estadística.
- Jennifer L. Castle & Jurgen A. Doornik & David F. Hendry, 2020. "Short-term forecasting of the Coronavirus Pandemic - 2020-04-27," Economics Papers 2020-W06, Economics Group, Nuffield College, University of Oxford.
- David F. Hendry, 2020. "A Short History of Macro-econometric Modelling," Economics Papers 2020-W01, Economics Group, Nuffield College, University of Oxford.
- Mukanjari, Samson & Sterner, Thomas, 2018. "Do Markets Trump Politics? Evidence from Fossil Market Reactions to the Paris Agreement and the U.S. Election," Working Papers in Economics 728, University of Gothenburg, Department of Economics.
- Jennifer Castle & Jurgen Doornik & David Hendry, 2018. "Selecting a Model for Forecasting," Economics Series Working Papers 861, University of Oxford, Department of Economics.
- Niels Framroze Møller & Laura Mørch Andersen & Lars Gårn Hansen & Carsten Lynge Jensen, 2018. "Can pecuniary and environmental incentives via SMS messaging make households adjust their intra-day electricity demand to a fluctuating production?," IFRO Working Paper 2018/06, University of Copenhagen, Department of Food and Resource Economics.
- Antoni Espasa & Eva Senra, 2017. "Twenty-Two Years of Inflation Assessment and Forecasting Experience at the Bulletin of EU & US Inflation and Macroeconomic Analysis," Econometrics, MDPI, Open Access Journal, vol. 5(4), pages 1-28, October.
- Mikayilov, Jeyhun I. & Darandary, Abdulelah & Alyamani, Ryan & Hasanov, Fakhri J. & Alatawi, Hatem, 2020. "Regional heterogeneous drivers of electricity demand in Saudi Arabia: Modeling regional residential electricity demand," Energy Policy, Elsevier, vol. 146(C).
- Frydman, Roman & Stillwagon, Joshua R., 2018. "Fundamental factors and extrapolation in stock-market expectations: The central role of structural change," Journal of Economic Behavior & Organization, Elsevier, vol. 148(C), pages 189-198.
- Philippe Goulet Coulombe, 2020. "Time-Varying Parameters as Ridge Regressions," Papers 2009.00401, arXiv.org, revised Mar 2021.
- Ryan-Collins, Josh & Werner, Richard A. & Castle, Jennifer, 2016. "A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 158-176.
- 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, vol. 20(4), pages 377-398, September.
- Jennifer Castle & Jurgen Doornik & David Hendry, 2020. "Modelling Non-stationary 'Big Data'," Economics Series Working Papers 905, University of Oxford, Department of Economics.
- David Hendry & Lea Schneider & Jason E. Smerdon, 2016.
"Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation,"
Economics Series Working Papers
780, University of Oxford, Department of Economics.
Chapters
- David F. Hendry & Felix Pretis, 2013.
"Anthropogenic influences on atmospheric CO2,"
Chapters, in: Roger Fouquet (ed.), Handbook on Energy and Climate Change, chapter 12, pages 287-326,
Edward Elgar Publishing.
See citations under working paper version above.Sorry, no citations of chapters recorded.
- David Hendry & Felix Pretis, 2011. "Anthropogenic Influences on Atmospheric CO2," Economics Series Working Papers 584, University of Oxford, Department of Economics.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ENV: Environmental Economics (7) 2012-01-03 2013-03-09 2015-08-13 2016-04-16 2016-11-20 2020-04-27 2020-12-14. Author is listed
- NEP-ENE: Energy Economics (5) 2012-01-03 2013-03-09 2015-08-13 2016-11-20 2020-12-14. Author is listed
- NEP-ECM: Econometrics (4) 2013-07-28 2015-08-13 2016-04-16 2020-04-27
- NEP-AGR: Agricultural Economics (2) 2013-03-09 2020-04-27
- NEP-CMP: Computational Economics (1) 2013-07-28
- NEP-DEM: Demographic Economics (1) 2013-03-09
- NEP-ORE: Operations Research (1) 2016-04-16
- NEP-REG: Regulation (1) 2020-12-14
- NEP-RES: Resource Economics (1) 2013-03-09
- NEP-TRA: Transition Economics (1) 2016-11-20
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