Items by programme: Economic Modelling

Title Date
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
apc: A Package for Age-Period Cohort Analysis (released 1 Dec 2016)
Improving the teaching of econometrics
Milton Friedman as an Empirical Modeler
Analysis of the Forward Search using some new results for martingales and empirical processes
How to spread the wealth: Practical policies for reducing inequality
A uniform law for the convergence to local times of linear fractional stable motions
Forecasting and nowcasting macroeconomic variables: A methodological overview
World CO2 Emission-Intensity in Climate Projections: Comparing the Observational Record to Socio-Economic Scenarios
No. 2015-06 - The Challenge of Measuring UK Wealth Inequality in the 2000s
The Long-Run History of Income Inequality in Denmark
An example of instability: Discussion of the paper by Søren Johansen and Bent Nielsen
Outliers and model selection: Discussion of the paper by Søren Johansen and Bent Nielsen'
Forecasters' disagreement about how the economy operates, and the role of long-run relationships
Credit Conditions and Consumption, House Prices and Debt: What Makes Canada Different?
Professor Sir David Hendry: Economics and Big Data [Part 2]
Asymptotic theory of outlier detection algorithms for linear time series regression models
Uniform inference in nonparametric predictive regression, and a unified limit theory for spatial density estimation
Professor Sir David Hendry: Economics and Big Data [Part 1]
Estimation of Heterogeneous Autoregressive Parameters with Short Panel Data
Do US Macroeconomic Forecasters Exaggerate their Differences?
Introductory macro-econometrics: A new approach.
Inflation forecasting models for Uganda: is mobile money relevant?
The ins and outs of top income mobility
Income poverty, affluence and polarisation viewed from the median
The Geometric Chain-Ladder
Introduction: Income Distribution Today