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Overview (2006)OverviewMonetary Policy Rules with Model and Data Uncertainty (2002)Monetary Policy Rules with Mo…The Econometrics of Macroeconomic Forecasting (1997)The Econometrics of Macroecon…Forecasting in cointegrated systems (1995)Forecasting in cointegrated s…Data Revision, Reconstruction, and Prediction: An Application to Inventory Investment (1984)Data Revision, Reconstruction…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…The federal funds rate and the channels of monetary transmission (1989)Discretion versus policy rules in practice (1993)The Role of Monetary Policy (1995)Let's get “real” about using economic data (2002)Econometric Policy Evaluation and Inverse Control (2006)On the Informational Role of Term Structure in the U.S. Monetary Policy Rule (2009)Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)ARCH modeling in finance (1992)The Implications for Econometric Modelling of Forecast Failure (1997)Parameter estimation for a computable general equilibrium model: a maximum entropy approach (2002)Solving the Problem of Inadequate Scoring Rules for Assessing Probabilistic Football Forecast Models (2012)Manufacturers' Inventories, Sales Expectations, and the Acceleration Principle (1961)Introduction to Stochastic Control Theory (1970)Retail Inventory Behavior and Business Fluctuations (1981)Ain't Behavin': Forecast Errors and Measurement Errors in Early GNP Estimates (1987)Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model (2005)VAR Estimation and Forecasting When Data Are Subject to Revision (2010)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models (1997)Macroeconomic variables and the Malaysian equity market (2003)Oil price shocks and agricultural commodity prices (2014)
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References

  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1995Forecasting in cointegrated systems279 cited
  • 1997The Econometrics of Macroeconomic Forecasting116 cited
  • 1984Data Revision, Reconstruction, and Prediction: An Application to Inventory Investment87 cited
  • 2002Monetary Policy Rules with Model and Data Uncertainty54 cited

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