|
2012
|
Useful conclusions from surprising results
|
Journal of Econometrics
|
A
|
1
|
|
2011
|
The Evolution of the Phillips Curve: A Modern Time Series Viewpoint
|
Economica
|
C
|
2
|
|
2010
|
Some thoughts on the development of cointegration
|
Journal of Econometrics
|
A
|
1
|
|
2009
|
THE RESEARCH INTERESTS OF PAUL NEWBOLD
|
Econometric Theory
|
B
|
2
|
|
2009
|
Comments on "Forecasting economic and financial variables with global VARs"
|
International Journal of Forecasting
|
B
|
1
|
|
2007
|
Evaluation of global models
|
Economic Modeling
|
C
|
2
|
|
2007
|
Forecasting--looking back and forward: Paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam
|
Journal of Econometrics
|
A
|
1
|
|
2007
|
Long-term forecasting and evaluation
|
International Journal of Forecasting
|
B
|
2
|
|
2006
|
Introduction to m-m processes
|
Journal of Econometrics
|
A
|
2
|
|
2006
|
Common factors in conditional distributions for bivariate time series
|
Journal of Econometrics
|
A
|
3
|
|
2006
|
Opening comments: Predictive methodology and application in economics and finance.: Presentation for the San Diego Conference, January, 2004
|
Journal of Econometrics
|
A
|
1
|
|
2006
|
Structural attribution of observed volatility clustering
|
Journal of Econometrics
|
A
|
2
|
|
2005
|
Preface: Some Thoughts on the Future of Forecasting
|
Oxford Bulletin of Economics and Statistics
|
B
|
1
|
|
2005
|
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING
|
Econometric Theory
|
B
|
2
|
|
2005
|
The past and future of empirical finance: some personal comments
|
Journal of Econometrics
|
A
|
1
|
|
2005
|
Nonstationarities in Stock Returns
|
Review of Economics and Statistics
|
A
|
2
|
|
2004
|
Evaluating significance: comments on "size matters"
|
Journal of Behavioral and Experimental Economics
|
B
|
2
|
|
2004
|
Aggregation of space-time processes
|
Journal of Econometrics
|
A
|
2
|
|
2004
|
Time Series Analysis, Cointegration, and Applications
|
American Economic Review
|
S
|
1
|
|
2004
|
Thick modeling
|
Economic Modeling
|
C
|
2
|
|
2004
|
Efficient market hypothesis and forecasting
|
International Journal of Forecasting
|
B
|
2
|
|
2003
|
Time Series Concepts for Conditional Distributions*
|
Oxford Bulletin of Economics and Statistics
|
B
|
1
|
|
2003
|
Some aspects of causal relationships
|
Journal of Econometrics
|
A
|
1
|
|
2003
|
A time-distance criterion for evaluating forecasting models
|
International Journal of Forecasting
|
B
|
2
|
|
2003
|
Comparing forecasts of inflation using time distance
|
International Journal of Forecasting
|
B
|
2
|
|
2003
|
Corrigendum to "Comparing forecasts of inflation using time distance" [International Journal of Forecasting 19 (2003) 339-349]
|
International Journal of Forecasting
|
B
|
2
|
|
2002
|
Properties of nonlinear transformations of fractionally integrated processes
|
Journal of Econometrics
|
A
|
2
|
|
2001
|
Macroeconometrics - Past and future
|
Journal of Econometrics
|
A
|
1
|
|
2001
|
Comparing the methodologies used by statisticians and economists for research and modeling5
|
Journal of Behavioral and Experimental Economics
|
B
|
1
|
|
2001
|
Spurious regressions with stationary series
|
Applied Economics
|
C
|
3
|
|
2000
|
Model evaluation based on residual analysis of two similar models
|
Applied Economics
|
C
|
2
|
|
1999
|
A simple nonlinear time series model with misleading linear properties
|
Economics Letters
|
C
|
2
|
|
1997
|
Shorte-run forecasts of electricity loads and peaks
|
International Journal of Forecasting
|
B
|
5
|
|
1997
|
Separation in Cointegrated Systems and Persistent-Transitory Decompositions.
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
1997
|
An introduction to stochastic unit-root processes
|
Journal of Econometrics
|
A
|
2
|
|
1997
|
Nonlinear stochastic trends
|
Journal of Econometrics
|
A
|
3
|
|
1996
|
Future Developments in the Study of Cointegrated Variables.
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
1996
|
Modeling volatility persistence of speculative returns: A new approach
|
Journal of Econometrics
|
A
|
2
|
|
1996
|
Varieties of long memory models
|
Journal of Econometrics
|
A
|
2
|
|
1995
|
Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence
|
Journal of Econometrics
|
A
|
2
|
|
1995
|
Comments on testing economic theories and the use of model selection criteria
|
Journal of Econometrics
|
A
|
3
|
|
1994
|
The combination of forecasts using changing weights
|
International Journal of Forecasting
|
B
|
3
|
|
1993
|
The Japanese consumption function
|
Journal of Econometrics
|
A
|
4
|
|
1993
|
Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests
|
Journal of Econometrics
|
A
|
3
|
|
1993
|
Some generalizations on the algebra of I(1) processes
|
Journal of Econometrics
|
A
|
2
|
|
1992
|
A Cointegration Analysis of Treasury Bill Yields.
|
Review of Economics and Statistics
|
A
|
3
|
|
1992
|
Fellow's opinion: Evaluating economic theory
|
Journal of Econometrics
|
A
|
1
|
|
1992
|
Forecasting stock market prices: Lessons for forecasters
|
International Journal of Forecasting
|
B
|
1
|
|
1991
|
Long Memory Series with Attractors.
|
Oxford Bulletin of Economics and Statistics
|
B
|
2
|
|
1991
|
repec:bla:scandj:v:93:y:1991:i:2:p:263-76
|
Scandanavian Journal of Economics
|
B
|
1
|
|
1990
|
Seasonal integration and cointegration
|
Journal of Econometrics
|
A
|
4
|
|
1990
|
Reasonable extreme-bounds analysis
|
Journal of Econometrics
|
A
|
2
|
|
1989
|
Merging short-and long-run forecasts : An application of seasonal cointegration to monthly electricity sales forecasting
|
Journal of Econometrics
|
A
|
3
|
|
1989
|
Interval forecasting : An analysis based upon ARCH-quantile estimators
|
Journal of Econometrics
|
A
|
3
|
|
1988
|
Causality, cointegration, and control
|
Journal of Economic Dynamics and Control
|
B
|
1
|
|
1988
|
Some recent development in a concept of causality
|
Journal of Econometrics
|
A
|
1
|
|
1987
|
Predictive Consequences of Using Conditioning or Causal Variables
|
Econometric Theory
|
B
|
2
|
|
1987
|
Implications of Aggregation with Common Factors
|
Econometric Theory
|
B
|
1
|
|
1986
|
Developments in the Study of Cointegrated Economic Variables.
|
Oxford Bulletin of Economics and Statistics
|
B
|
1
|
|
1984
|
Combining competing forecasts of inflation using a bivariate arch model
|
Journal of Economic Dynamics and Control
|
B
|
3
|
|
1981
|
Some properties of time series data and their use in econometric model specification
|
Journal of Econometrics
|
A
|
1
|
|
1980
|
Testing for causality : A personal viewpoint
|
Journal of Economic Dynamics and Control
|
B
|
1
|
|
1980
|
Long memory relationships and the aggregation of dynamic models
|
Journal of Econometrics
|
A
|
1
|
|
1979
|
Residential load curves and time-of-day pricing : An econometric analysis
|
Journal of Econometrics
|
A
|
4
|
|
1979
|
Experience with using the Box-Cox transformation when forecasting economic time series
|
Journal of Econometrics
|
A
|
2
|
|
1976
|
The use of R2 to determine the appropriate transformation of regression variables
|
Journal of Econometrics
|
A
|
2
|
|
1975
|
Some Consequences of the Valuation Model when Expectations Are Taken to Be Optimum Forecasts.
|
Journal of Finance
|
A
|
1
|
|
1974
|
Spurious regressions in econometrics
|
Journal of Econometrics
|
A
|
2
|
|
1973
|
On the properties of forecasts used in optimal economic policy decisions
|
Journal of Public Economics
|
A
|
1
|
|
1972
|
The Gold Sovereign Market in Greece-An Unusual Speculative Market.
|
Journal of Finance
|
A
|
2
|
|
1968
|
Spectral Analysis of the Term Structure of Interest Rates
|
Review of Economic Studies
|
S
|
2
|