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David F. Hendry

Global rank #35716 59%

Institution: Rimini Centre for Economic Analysis (RCEA)

Primary Field: General (weighted toward more recent publications)

Homepage: https://www.nuffield.ox.ac.uk/people/profiles/david-hendry/

First Publication: Unknown

Most Recent: Unknown

RePEc ID: phe33 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.68 8.74 0.00 12.43
Last 10 Years 0.00 1.68 12.43 0.00 16.78
All Time 4.69 23.46 51.30 0.00 127.88

Publication Statistics

Raw Publications 92
Coauthorship-Adjusted Count 0.00

Publications (92)

Year Article Journal Tier Authors
2026 Looking Back to 1991 Economic Forecasting: Introducing Cointegration Oxford Bulletin of Economics and Statistics B 1
2026 Could the Bank of England have avoided mis-forecasting UK inflation during 2021–24? International Journal of Forecasting B 3
2024 Forecasting the UK top 1% income share in a shifting world Economica C 3
2024 What a Puzzle! Unravelling Why UK Phillips Curves were Unstable Oxford Bulletin of Economics and Statistics B 2
2024 Improving models and forecasts after equilibrium-mean shifts International Journal of Forecasting B 3
2024 A Brief History of General‐to‐specific Modelling Oxford Bulletin of Economics and Statistics B 1
2024 Common volatility shocks driven by the global carbon transition Journal of Econometrics A 2
2023 The historical role of energy in UK inflation and productivity with implications for price inflation Energy Economics A 3
2023 Analysing differences between scenarios International Journal of Forecasting B 2
2022 Short-term forecasting of the coronavirus pandemic International Journal of Forecasting B 3
2022 Forecasting: theory and practice International Journal of Forecasting B 80
2021 Modelling non-stationary ‘Big Data’ International Journal of Forecasting B 3
2020 Card forecasts for M4 International Journal of Forecasting B 3
2018 The future of macroeconomics: macro theory and models at the Bank of England Oxford Review of Economic Policy C 2
2018 Deciding between alternative approaches in macroeconomics International Journal of Forecasting B 1
2017 Evaluating multi-step system forecasts with relatively few forecast-error observations International Journal of Forecasting B 2
2016 DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION Journal of Economic Surveys C 6
2015 Robust approaches to forecasting International Journal of Forecasting B 3
2015 MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY Econometric Theory B 2
2014 Model selection in under-specified equations facing breaks Journal of Econometrics A 2
2014 Unpredictability in economic analysis, econometric modeling and forecasting Journal of Econometrics A 2
2013 Model Selection in Equations with Many ‘Small’ Effects Oxford Bulletin of Economics and Statistics B 3
2013 Forecasting by factors, by variables, by both or neither? Journal of Econometrics A 3
2012 Model selection when there are multiple breaks Journal of Econometrics A 3
2011 On adding over-identifying instrumental variables to simultaneous equations Economics Letters C 1
2011 Combining Disaggregate Forecasts or Combining Disaggregate Information to Forecast an Aggregate Journal of Business & Economic Statistics A 2
2010 Forecasting with equilibrium-correction models during structural breaks Journal of Econometrics A 3
2010 A low-dimension portmanteau test for non-linearity Journal of Econometrics A 2
2008 Foreword Oxford Bulletin of Economics and Statistics B 3
2008 Guest Editors’ Introduction to Special Issue on Encompassing Oxford Bulletin of Economics and Statistics B 3
2008 Linear vs. Log‐linear Unit‐Root Specification: An Application of Mis‐specification Encompassing* Oxford Bulletin of Economics and Statistics B 3
2008 Elusive return predictability: Discussion International Journal of Forecasting B 2
2008 Log Income vs. Linear Income: An Application of the Encompassing Principle* Oxford Bulletin of Economics and Statistics B 2
2006 Robustifying forecasts from equilibrium-correction systems Journal of Econometrics A 1
2006 A comment on "Specification searches in spatial econometrics: The relevance of Hendry's methodology" Regional Science and Urban Economics B 1
2005 Non-parametric direct multi-step estimation for forecasting economic processes International Journal of Forecasting B 2
2005 Guest Editors’ Introduction: Information in Economic Forecasting Oxford Bulletin of Economics and Statistics B 2
2005 Evaluating a Model by Forecast Performance* Oxford Bulletin of Economics and Statistics B 2
2005 A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING Econometric Theory B 2
2005 Regression Models with Data‐based Indicator Variables Oxford Bulletin of Economics and Statistics B 2
2004 We Ran One Regression Oxford Bulletin of Economics and Statistics B 2
2004 The Nobel Memorial Prize for Clive W. J. Granger Scandanavian Journal of Economics B 1
2003 Economic forecasting: some lessons from recent research Economic Modeling C 2
2003 Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics Oxford Bulletin of Economics and Statistics B 3
2003 Consistent Model Selection by an Automatic Gets Approach* Oxford Bulletin of Economics and Statistics B 3
2003 J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY Econometric Theory B 1
2002 Applied Econometrics without Sinning Journal of Economic Surveys C 1
2001 Explaining Cointegration Analysis: Part II The Energy Journal B 2
2001 Computer automation of general-to-specific model selection procedures Journal of Economic Dynamics and Control B 2
2001 Achievements and challenges in econometric methodology Journal of Econometrics A 1
2000 Explaining Cointegration Analysis: Part 1 The Energy Journal B 2
2000 Reformulating Empirical Macroeconomic Modelling. Oxford Review of Economic Policy C 2
1998 Forecasting economic processes International Journal of Forecasting B 2
1998 Inference in Cointegrating Models: UK M1 Revisited Journal of Economic Surveys C 3
1998 The Demand for Broad Money in the United Kingdom, 1878–1993 Scandanavian Journal of Economics B 3
1998 repec:bla:jecsur:v:12:y:1998:i:5:p:533-72 Journal of Economic Surveys C 1
1997 An empirical study of seasonal unit roots in forecasting International Journal of Forecasting B 2
1996 The Econometric Analysis of Economic Policy. Oxford Bulletin of Economics and Statistics B 3
1996 Multi-step Estimation for Forecasting. Oxford Bulletin of Economics and Statistics B 2
1996 Cointegration tests in the presence of structural breaks Journal of Econometrics A 3
1996 Encompassing and Specificity Econometric Theory B 3
1994 Encompassing in stationary linear dynamic models Journal of Econometrics A 3
1994 HUS Revisited. Oxford Review of Economic Policy C 1
1993 Testing superexogeneity and invariance in regression models Journal of Econometrics A 2
1992 The Demand for M1 in the U.S.A., 1960–1988 Review of Economic Studies S 3
1992 Testing Integration and Cointegration: An Overview. Oxford Bulletin of Economics and Statistics B 2
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 S 2
1991 Modeling the demand for narrow money in the United Kingdom and the United States European Economic Review B 2
1991 Using PC-NAIVE in Teaching Econometrics. Oxford Bulletin of Economics and Statistics B 1
1991 The response of consumption to income: A cross-country investigation : by John Y. Campbell and N. Gregory Mankiw European Economic Review B 1
1990 An analogue model of phase-averaging procedures Journal of Econometrics A 3
1989 A Re-analysis of Confluence Analysis. Oxford Economic Papers C 2
1988 Econometric analysis of small linear systems using PC-FIML Journal of Econometrics A 3
1988 The Encompassing Implications of Feedback versus Feedforward Mechanisms in Econometrics. Oxford Economic Papers C 1
1986 Using PC-GIVE in Econometrics Teaching. Oxford Bulletin of Economics and Statistics B 1
1986 Econometric Modelling with Cointegrated Variables: An Overview. Oxford Bulletin of Economics and Statistics B 1
1986 Econometric Evaluation of Linear Macro-Economic Models Review of Economic Studies S 2
1985 Monetary Economic Myth and Econometric Reality. Oxford Review of Economic Policy C 1
1984 An Econometric Model of United Kingdom Building Societies. Oxford Bulletin of Economics and Statistics B 2
1983 On High and Low R2 Contributions. Oxford Bulletin of Economics and Statistics B 2
1982 On the formulation of empirical models in dynamic econometrics Journal of Econometrics A 2
1982 A reply to Professors Maasoumi and Phillips Journal of Econometrics A 1
1981 Interpreting econometric evidence : The behaviour of consumers' expenditure in the UK European Economic Review B 2
1981 Model formulation to simplify selection when specification is uncertain Journal of Econometrics A 2
1980 An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification Review of Economic Studies S 2
1980 repec:bla:econom:v:47:y:1980:i:188:p:387-406 Economica C 1
1980 Autoreg: a computer program library for dynamic econometric models with autoregressive errors Journal of Econometrics A 2
1979 The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors Journal of Econometrics A 1
1976 The structure of simultaneous equations estimators Journal of Econometrics A 1
1974 Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares Journal of Econometrics A 2
1973 repec:bla:econom:v:40:y:1973:i:158:p:210-17 Economica C 1
1972 Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study Review of Economic Studies S 2