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Number of items: 18.
Journal Article
Boero, Gianna , Smith, Jeremy and Wallis, Kenneth Frank (2015) The measurement and characteristics of professional forecasters' uncertainty. Journal of Applied Econometrics, 30 (7). pp. 1029-1046. doi:10.1002/jae.2400 ISSN 0883-7252.
Wallis, Kenneth Frank (2014) Revisiting Francis Galtonβs forecasting competition. Statistical Science, Volume 29 (Number 3). pp. 420-424. doi:10.1214/14-STS468 ISSN 0883-4237.
Boero, Gianna, Smith, Jeremy and Wallis, Kenneth Frank (2011) Scoring rules and survey density forecasts. International Journal of Forecasting, Volume 27 (Number 2). pp. 379-393. doi:10.1016/j.ijforecast.2010.04.003 ISSN 0169-2070.
Wallis, Kenneth Frank (2011) Combining forecasts : forty years later. Applied Financial Economics, Vol.21 (No.1-2). pp. 33-41. doi:10.1080/09603107.2011.523179 ISSN 0960-3107.
Jacobs, Jan and Wallis, Kenneth Frank (2010) Cointegration, long-run structural modelling and weak exogeneity : two models of the UK economy. Journal of Econometrics, Vol.158 (No.1). pp. 108-116. doi:10.1016/j.jeconom.2010.03.017 ISSN 0304-4076.
Mitchell, James and Wallis, Kenneth Frank (2010) Evaluating density forecasts : forecast combinations, model mixtures, calibration and sharpness. Journal of Applied Econometrics, Vol.26 (No.6). pp. 1023-1040. doi:10.1002/jae.1192 ISSN 0883-7252.
Smith, Jeremy and Wallis, Kenneth Frank (2009) A simple explanation of the forecast combination puzzle. Oxford Bulletin of Economics and Statistics, Vol.71 (No.3). pp. 331-355. doi:10.1111/j.1468-0084.2008.00541.x ISSN 0305-9049.
Boero, Gianna , Smith, Jeremy and Wallis, Kenneth Frank (2008) Uncertainty and disagreement in economic prediction : The Bank of England Survey of External Forecasters. Economic Journal, Volume 118 (Number 530). pp. 1107-1127. doi:10.1111/j.1468-0297.2008.02162.x ISSN 0013-0133.
Boero, Gianna , Smith, Jeremy and Wallis, Kenneth Frank (2008) Evaluating a three-dimensional panel of point forecasts : the Bank of England survey of external forecasters. International Journal of Forecasting, Vol.24 (No.3). pp. 354-367. doi:10.1016/j.ijforecast.2008.04.003 ISSN 0169-2070.
Boero, Gianna, Smith, Jeremy and Wallis, Kenneth Frank (2008) Here is the news : forecast revisions in the Bank of England survey of external forecasters. National Institute Economic Review, Vol.203 (No.1). pp. 68-77. doi:10.1177/0027950108089679 ISSN 0027-9501.
Boero, Gianna, Smith, Jeremy and Wallis, Kenneth Frank (2005) The sensitivity of Chi-Squared Goodness-of-Fit Tests to the partitioning of data. Econometric Reviews, Volume 3 (Number 4). pp. 341-370. doi:10.1081/ETC-200040782 ISSN 0747-4938.
Boero, Gianna, Smith, Jeremy and Wallis, Kenneth Frank (2004) Decompositions of Pearson's chi-squared test. Journal of Econometrics, Volume 123 (Number 1). pp. 189-193. doi:10.1016/j.jeconom.2003.10.032 ISSN 0304-4076.
Book Item
Boero, Gianna, Smith, Jeremy and Wallis, Kenneth Frank (2010) Modeling UK inflation uncertainty, 1958-2006. In: Bollerslev, Tim and Russell, Jeffrey and Watson, M. B. (Mark Brownlee), (eds.) Volatility and time series econometrics : essays in honor of Robert Engle. Advanced Texts in Econometrics . Oxford: Oxford University Press, pp. 62-78. ISBN 9780199549498
Boero, Gianna, Smith, Jeremy and Wallis, Kenneth Frank (2010) Modelling UK inflation uncertainty, 1958-2006. In: Bollerslev, Tim and Russell, Jeffrey and Watson, Mark, (eds.) Volatility and time series econometrics : essays in honor of Robert Engle. Advanced Texts in Econometrics . Oxford: Oxford University Press, pp. 62-78. ISBN 9780199549498
Conference Item
Boero, Gianna, Smith, Jeremy and Wallis, Kenneth Frank (2012) The measurement and characteristics of professional forecasters' uncertainty. In: 7th ECB Workshop on Forecasting Techniques - New directions for forecasting, Frankfurt, Germany, 4-5 May 2012 (Unpublished)
Working or Discussion Paper
Wallis, Kenneth Frank (2008) Macroeconomic modelling in central banks in Latin America. Working Paper. Santiago, Chile: CEPAL. CEPAL Project Documents (No.196). (Unpublished)
Boero, Gianna , Smith, Jeremy and Wallis, Kenneth Frank (2006) Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.811).
Boero, Gianna , Smith, Jeremy and Wallis, Kenneth Frank (2002) The properties of some goodness-of-fit tests. Working Paper. Coventry: University of Warwick, Department of Economics. Warwick economic research papers (No.653).
This list was generated on Thu Mar 28 21:03:59 2024 GMT.