Items by programme: Economic Modelling

Title Date
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
All Change! The Implications of Non-stationarity for Empirical Modelling, Forecasting and Policy
Relative sea-level data from southwest Scotland constrain meltwater-driven sea-level jumps prior to 8.2 kyr BP event
A probabilistic approach to 21st century regional sea-level projections using RCP and Upper-limit scenarios
Tightness of M-estimators for multiple linear regression in time series
Heteroskedasticity/Autocorrelation Consistent Standard Errors and Reliability of Inference
apc: A Package for Age-Period-Cohort Analysis (released 21 March 2016)
Book Review of Bernt P. Stigum: Econometrics in a formal science of economics: theory and the measurement of economic relations
A simple benchmark for mesothelioma projection for Great Britain
Forecasting Elections
Prediction Markets, Social Media and Information Efficiency
Top incomes in East Africa before and after independence
The distribution of top incomes in former British West Africa
Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK
An Overview of Forecasting Facing Breaks
Long-run restrictions and survey forecasts of output, consumption and investment
gets: General-to-Specific (GETS) Modelling and Indicator Saturation Methods
How Mortgage Finance Reform Could Affect Housing
When is a Housing Market Overheated Enough to Threaten Stability?
Assessing macro uncertainty in real-time when data are subject to revision
A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate
Using social media to identify market inefficiencies: Evidence from Twitter and Betfair
Quantifying the Uncertainty around Break Dates in Models using Indicator Saturation
Spline-DCS for forecasting trade volume in high-frequency financial data
Asymptotic theory for Beta-t-GARCH
Out-of-Sample Paleo-Climate Simulations: Testing Hypothesis About the Mid-Brunhes Event, the Stage 11 Paradox, and Orbital Variations
Testing for time-varying predictive accuracy using bias-corrected indicator saturation
Stochastic Learning Dynamics and Speed of Convergence in Population Games
Detecting Volcanic Eruptions in Temperature Reconstructions by Designed Break-Indicator Saturation
Improving the teaching of econometrics
General-to-Specific (GETS) Modelling and Indicator Saturation with the R Package gets (version 0.7)
The challenge of measuring UK wealth inequality in the 2000s