|
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
|