|
2025
|
Shrinkage estimators for periodic autoregressions
|
Journal of Econometrics
|
A
|
2
|
|
2025
|
Forecasting house price growth rates with factor models and spatio-temporal clustering
|
International Journal of Forecasting
|
B
|
2
|
|
2025
|
Adstock revisited
|
Applied Economics
|
C
|
1
|
|
2023
|
Are African business cycles synchronized? Evidence from spatio-temporal modeling
|
Economic Modeling
|
C
|
2
|
|
2022
|
Forecasting: theory and practice
|
International Journal of Forecasting
|
B
|
80
|
|
2022
|
Interpolation and correlation
|
Applied Economics
|
C
|
1
|
|
2017
|
Do charities get more when they ask more often? Evidence from a unique field experiment
|
Journal of Behavioral and Experimental Economics
|
B
|
3
|
|
2017
|
Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve?
|
International Journal of Forecasting
|
B
|
3
|
|
2017
|
Estimating loss functions of experts
|
Applied Economics
|
C
|
3
|
|
2016
|
A note on the Mean Absolute Scaled Error
|
International Journal of Forecasting
|
B
|
1
|
|
2015
|
Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes
|
Journal of Banking & Finance
|
B
|
3
|
|
2015
|
Emigration, wage differentials and brain drain: the case of Suriname
|
Applied Economics
|
C
|
2
|
|
2014
|
EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS
|
Journal of Economic Surveys
|
C
|
3
|
|
2014
|
Are individuals in China prone to money illusion?
|
Journal of Behavioral and Experimental Economics
|
B
|
2
|
|
2013
|
Analyzing fixed-event forecast revisions
|
International Journal of Forecasting
|
B
|
4
|
|
2013
|
Data revisions and periodic properties of macroeconomic data
|
Economics Letters
|
C
|
1
|
|
2013
|
Do statistical forecasting models for SKU-level data benefit from including past expert knowledge?
|
International Journal of Forecasting
|
B
|
2
|
|
2013
|
Approximating the DGP of China's quarterly GDP
|
Applied Economics
|
C
|
2
|
|
2013
|
Do commercial real estate prices have predictive content for GDP?
|
Applied Economics
|
C
|
2
|
|
2012
|
Inequality amongst the wealthiest and its link with economic growth
|
Applied Economics
|
C
|
2
|
|
2011
|
How accurate are government forecasts of economic fundamentals? The case of Taiwan
|
International Journal of Forecasting
|
B
|
3
|
|
2011
|
Testing for Seasonal Unit Roots in Monthly Panels of Time Series
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2011
|
One model and various experts: Evaluating Dutch macroeconomic forecasts
|
International Journal of Forecasting
|
B
|
3
|
|
2011
|
One model and various experts: Evaluating Dutch macroeconomic forecasts
|
International Journal of Forecasting
|
B
|
3
|
|
2011
|
Model selection for forecast combination
|
Applied Economics
|
C
|
1
|
|
2011
|
Modelling regional house prices
|
Applied Economics
|
C
|
4
|
|
2010
|
Cointegration in a historical perspective
|
Journal of Econometrics
|
A
|
3
|
|
2010
|
Twenty years of cointegration
|
Journal of Econometrics
|
A
|
3
|
|
2010
|
A UNIFYING VIEW ON MULTI‐STEP FORECASTING USING AN AUTOREGRESSION
|
Journal of Economic Surveys
|
C
|
2
|
|
2009
|
Properties of expert adjustments on model-based SKU-level forecasts
|
International Journal of Forecasting
|
B
|
2
|
|
2008
|
Error-correction modelling in discrete and continuous time
|
Economics Letters
|
C
|
2
|
|
2008
|
Merging models and experts
|
International Journal of Forecasting
|
B
|
1
|
|
2007
|
Seasonality and non-linear price effects in scanner-data-based market-response models
|
Journal of Econometrics
|
A
|
3
|
|
2007
|
Modeling the diffusion of scientific publications
|
Journal of Econometrics
|
A
|
2
|
|
2007
|
Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe?
|
Economic Modeling
|
C
|
2
|
|
2007
|
On the econometrics of the geometric lag model
|
Economics Letters
|
C
|
2
|
|
2007
|
Progress and challenges in econometrics
|
Journal of Econometrics
|
A
|
2
|
|
2007
|
An empirical analysis of euro cash payments
|
European Economic Review
|
B
|
2
|
|
2007
|
Estimating the stock of postwar Dutch postal stamps
|
Applied Economics
|
C
|
1
|
|
2006
|
Robust Inference on Average Economic Growth*
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2006
|
Deriving target selection rules from endogenously selected samples
|
Journal of Applied Econometrics
|
B
|
4
|
|
2005
|
Forecasting aggregates using panels of nonlinear time series
|
International Journal of Forecasting
|
B
|
3
|
|
2005
|
Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method
|
Journal of Development Economics
|
A
|
3
|
|
2005
|
Testing for common deterministic trend slopes
|
Journal of Econometrics
|
A
|
2
|
|
2005
|
Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice
|
International Journal of Forecasting
|
B
|
6
|
|
2005
|
The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production
|
International Journal of Forecasting
|
B
|
2
|
|
2005
|
The M3 competition: Statistical tests of the results
|
International Journal of Forecasting
|
B
|
4
|
|
2005
|
On the dynamics of business cycle analysis: editors' introduction
|
Journal of Applied Econometrics
|
B
|
3
|
|
2004
|
Forecasting economic and financial time-series with non-linear models
|
International Journal of Forecasting
|
B
|
3
|
|
2004
|
Forecasting unemployment using an autoregression with censored latent effects parameters
|
International Journal of Forecasting
|
B
|
3
|
|
2003
|
Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy*
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2002
|
Inflation, forecast intervals and long memory regression models
|
International Journal of Forecasting
|
B
|
3
|
|
2002
|
Constructing Seasonally Adjusted Data with Time‐varying Confidence Intervals
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
2002
|
A nonlinear long memory model, with an application to US unemployment
|
Journal of Econometrics
|
A
|
3
|
|
2001
|
Forecasting market shares from models for sales
|
International Journal of Forecasting
|
B
|
2
|
|
2001
|
On forecasting cointegrated seasonal time series
|
International Journal of Forecasting
|
B
|
2
|
|
2001
|
How to deal with intercept and trend in practical cointegration analysis?
|
Applied Economics
|
C
|
1
|
|
2000
|
Forecasting the levels of vector autoregressive log-transformed time series
|
International Journal of Forecasting
|
B
|
2
|
|
2000
|
The Econometric Modelling of Financial Time Series: Second Edition, Terence C. Mills, (Cambridge: Cambridge University Press, 1999) 380 pages, Paperback; ISBN 0521-62492-4 ($27.95). Hardback: ISBN 0521-62413-4 ($80.00)
|
International Journal of Forecasting
|
B
|
1
|
|
2000
|
SETS, arbitrage activity, and stock price dynamics
|
Journal of Banking & Finance
|
B
|
4
|
|
1999
|
On the Role of Seasonal Intercepts in Seasonal Cointegration
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
1999
|
Additive outliers, GARCH and forecasting volatility
|
International Journal of Forecasting
|
B
|
2
|
|
1999
|
Forecasting long memory left-right political orientations
|
International Journal of Forecasting
|
B
|
3
|
|
1998
|
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS
|
Econometric Theory
|
B
|
2
|
|
1998
|
Cointegration Analysis of Seasonal Time Series
|
Journal of Economic Surveys
|
C
|
2
|
|
1998
|
On the sensitivity of unit root inference to nonlinear data transformations
|
Economics Letters
|
C
|
2
|
|
1998
|
Outlier robust analysis of long-run marketing effects for weekly scanning data
|
Journal of Econometrics
|
A
|
3
|
|
1998
|
A model selection strategy for time series with increasing seasonal variation
|
International Journal of Forecasting
|
B
|
2
|
|
1998
|
On Seasonal Cycles, Unit Roots, And Mean Shifts
|
Review of Economics and Statistics
|
A
|
2
|
|
1997
|
Multiple unit roots in periodic autoregression
|
Journal of Econometrics
|
A
|
3
|
|
1997
|
Impulse response functions for periodic integration
|
Economics Letters
|
C
|
2
|
|
1997
|
Bayesian analysis of seasonal unit roots and seasonal mean shifts
|
Journal of Econometrics
|
A
|
3
|
|
1997
|
Recognizing changing seasonal patterns using artificial neural networks
|
Journal of Econometrics
|
A
|
2
|
|
1997
|
A periodic long-memory model for quarterly UK inflation
|
International Journal of Forecasting
|
B
|
2
|
|
1997
|
Forecasting and seasonality
|
International Journal of Forecasting
|
B
|
2
|
|
1997
|
Mean shifts, unit roots and forecasting seasonal time series
|
International Journal of Forecasting
|
B
|
3
|
|
1996
|
Recent Advances in Modelling Seasonality.
|
Journal of Economic Surveys
|
C
|
1
|
|
1996
|
Unit roots in the Nelson-Plosser data: Do they matter for forecasting?
|
International Journal of Forecasting
|
B
|
2
|
|
1995
|
Periodic Cointegration: Representation and Inference.
|
Review of Economics and Statistics
|
A
|
2
|
|
1995
|
Testing for periodic integration
|
Economics Letters
|
C
|
2
|
|
1995
|
Spurious deterministic seasonality
|
Economics Letters
|
C
|
3
|
|
1994
|
Model Selection in Periodic Autoregressions.
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
1994
|
MODEL SELECTION IN PERIODIC AUTOREGRESSIONS
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
1994
|
A multivariate approach to modeling univariate seasonal time series
|
Journal of Econometrics
|
A
|
1
|
|
1993
|
A method to select between periodic cointegration and seasonal cointegration
|
Economics Letters
|
C
|
1
|
|
1993
|
Periodic integration in quarterly UK macroeconomic variables
|
International Journal of Forecasting
|
B
|
2
|
|
1992
|
Dynamic Specification and Cointegration.
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
1992
|
The Norwegian Consumption Function: A Comment.
|
Oxford Bulletin of Economics and Statistics
|
B
|
1
|
|
1992
|
Model adequacy and influential observations
|
Economics Letters
|
C
|
2
|
|
1992
|
Testing for seasonality
|
Economics Letters
|
C
|
1
|
|
1991
|
Moving average filters and unit roots
|
Economics Letters
|
C
|
1
|
|
1991
|
Seasonality, non-stationarity and the forecasting of monthly time series
|
International Journal of Forecasting
|
B
|
1
|