Items by programme: Economic Modelling

Title Date
Deciding between alternative approaches in macroeconomics
Predicting Early Data Revisions to US GDP and the Effects of Releases on Equity Markets
Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions
Deciding between alternative approaches in macroeconomics
Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets
Model and Survey Estimates of the Term Structure of US Macroeconomic Uncertainty
Uniform convergence rates over maximal domains in structural nonparametric cointegrating regression
The Impact of Near-Integrated Measurement Errors on Modelling Long-run Macroeconomic Time Series
Forget about Rational Expectations
John Denis Sargan at the London School of Economics
Learning can generate long memory
Bargaining and wage rigidity in a matching model for the US
Policy analysis, forediction, and forecast failure
Are Macroeconomic Density Forecasts Informative?
Forecasting and Forecast Narratives: The Bank of England Inflation Reports
Data revisions and real-time probabilistic forecasting of macroeconomic variables
Macroeconomics and Consumption
The impact of integrated measurement errors on modeling long-run macroeconomic time series
The sea isn't actually 'level': Why rising oceans will hit some cities more than others
Sir Clive W.J. Granger: Contributions to Forecasting
Clive W.J. Granger and Cointegration
Sir Clive W.J. Granger: Model Selection
Economic forecasting in theory and practice: An interview with David F. Hendry
Granger Causality
Evaluating Multi-Step System Forecasts with Relatively Few Forecast-error Observations
Sir Clive W.J. Granger: Contributions to Nonlinear Time Series and Econometrics
'Climate change: what’s new, what’s next?' with Karen Florini
Asymptotic Analysis of Iterated 1-step Huber-skip M-estimators with Varying Cut-offs
No. 2017-02 - ‘Leapfrogging’: a Survey of the Nature and Economic Implications of Mobile Money
Coastal sea level rise with warming above 2?C
Leapfrogging: A Survey of Nature and Economic Implications of Mobile Money
Evaluating multi-step system forecasts with relatively few forecast-error observations
Spatial heterogeneity of climate change as an experiential basis for skepticism
Predictive Analytics with Social Media Data
Forecasting Nike’s Sales using Facebook Data