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Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Kenneth Frank Wallis · Study

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Kenneth Frank Wallis

46 works· latest 2014· 3 institutionscluster: provisional

h-index35

i1046

Citations4,682

Works here46

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Most cited in this library

Econometric Implications of the Rational Expectations Hypothesis1980 · 424 citations
A Simple Explanation of the Forecast Combination Puzzle*2009 · 336 citations
Seasonal Adjustment and Relations between Variables1974 · 327 citations
Density forecasting: a survey2000 · 318 citations
Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters2008 · 194 citations

Works

46 shown

Revisiting Francis Galton’s Forecasting Competition

Statistical Science·2014·1 author·Open access

46citations

The Measurement and Characteristics of Professional Forecasters' Uncertainty

Journal of Applied Econometrics·2014·3 authors·Open access

85citations

Combining forecasts – forty years later

Applied Financial Economics·2010·1 author

158citations

Scoring rules and survey density forecasts

International Journal of Forecasting·2010·3 authors

56citations

Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness

Journal of Applied Econometrics·2010·2 authors

146citations

A Simple Explanation of the Forecast Combination Puzzle*

Oxford Bulletin of Economics and Statistics·2009·2 authors

336citations

Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters

The Economic Journal·2008·3 authors·Open access

194citations

Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters

International Journal of Forecasting·2008·3 authors

48citations

Combining Density and Interval Forecasts: A Modest Proposal*

Oxford Bulletin of Economics and Statistics·2005·1 author

155citations

Comparing SVARs and SEMs: two models of the UK economy

Journal of Applied Econometrics·2005·2 authors

36citations

An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties

National Institute Economic Review·2004·1 author

79citations

Chi-squared tests of interval and density forecasts, and the Bank of England’s fan charts

International Journal of Forecasting·2002·1 author·Open access

157citations

Density Forecasting: A Survey

Journal of Forecasting·2000·2 authors

54citations

Density forecasting: a survey

Journal of Forecasting·2000·2 authors

318citations

Comparative Properties of Models of the UK Economy

National Institute Economic Review·2000·4 authors

47citations

Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters

·1999·3 authors·chapter

151citations

Asymmetric density forecasts of inflation and the Bank of England's fan chart

National Institute Economic Review·1999·1 author

126citations

Advances in Economics and Econometrics: Theory and Applications, Seventh World Congress

Journal of the American Statistical Association·1998·3 authors·other

63citations

Comparing global economic models

Economic Modelling·1998·4 authors

61citations

Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters

National Bureau of Economic Research·1997·3 authors·report·Open access

54citations

Comparative Properties of Models of the UK Economy

National Institute Economic Review·1997·4 authors

17citations

Long-Run Properties of Large-Scale Macroeconometric Models

Edward Elgar Publishing eBooks·1995·2 authors·chapter

28citations

ECONOMETRIC EVALUATION OF CONSUMERS' EXPENDITURE EQUATIONS

Oxford Review of Economic Policy·1994·3 authors

29citations

On Macroeconomic Policy and Macroeconometric Models*

Economic Record·1993·1 author

24citations

Comparing Macroeconometric Models: A Review Article

Economica·1993·1 author

22citations

Sources of error in forecasts and expectations: U.K. economic models, 1984–8

Journal of Forecasting·1991·2 authors

55citations

Econometric Evaluation of the Exchange Rate in Models of the UK Economy

The Economic Journal·1990·4 authors

85citations

The historical tracking performance of UK macroeconometric models 1978–1985

Economic Modelling·1990·2 authors

21citations

Differences in the properties of large‐scale macroeconometric models: The role of labour market specifications

Journal of Applied Econometrics·1989·2 authors

35citations

Comparative Properties of Models of the Uk Economy

National Institute Economic Review·1989·3 authors

84citations

Macroeconomic Forecasting: A Survey

The Economic Journal·1989·1 author

156citations

Models of the UK Economy: A Fourth Review by the ESRC Macroeconomic Modelling Bureau.

The Economic Journal·1988·6 authors·other

29citations

Comparative Properties of Models of the Uk Economy

National Institute Economic Review·1988·4 authors

16citations

Models of the UK Economy: A Third Review by the ESRC Macroeconomic Modelling Bureau.

The Economic Journal·1987·3 authors·other

31citations

Forecasting with an econometric model: The ‘ragged edge’ problem

Journal of Forecasting·1986·1 author

83citations

Models of the UK Economy and the Real Wage-Employment Debate

National Institute Economic Review·1985·5 authors

19citations

Unobserved-Components Models for Seasonal Adjustment Filters

Journal of Business and Economic Statistics·1984·2 authors·Open access

62citations

Unobserved-Components Models for Seasonal Adjustment Filters

Journal of Business and Economic Statistics·1984·2 authors

53citations

Econometric Implications of the Rational Expectations Hypothesis

Econometrica·1980·1 author

424citations

Modelling Macroeconomic Time Series

Journal of the Royal Statistical Society Series A (General)·1976·1 author

141citations

Seasonal Adjustment and Relations between Variables

Journal of the American Statistical Association·1974·1 author

327citations

Seasonal Adjustment and Relations Between Variables

Journal of the American Statistical Association·1974·1 author

169citations

Testing for Fourth Order Autocorrelation in Quarterly Regression Equations

Econometrica·1972·1 author

175citations

Wages, Prices and Incomes Policies: Some Comments

Economica·1971·1 author

50citations

Some Recent Developments in Applied Econometrics: Dynamic Models and Simultaneous Equation Systems

Journal of Economic Literature·1969·1 author

55citations

Lagged Dependent Variables and Serially Correlated Errors: A Reappraisal of Three-Pass Least Squares

The Review of Economics and Statistics·1967·1 author

122citations