Apr 2015
Video

Book launch - Inequality: What can be done?
Eric Beinhocker , Tony Atkinson , Wendy Carlin , Brian Nolan

Apr 2015
Journal

Detecting Location Shifts During Model Selection by Step-indicator Saturation
in Econometrics
David Hendry , Jennifer Castle , Jurgen A Doornik , Felix Pretis

Apr 2015
Journal

Testing competing models of the Temperature Hiatus: Assessing the effects of conditioning variables and temporal uncertainties through sample-wide break detection
in Climate Change
Felix Pretis , Michael L. Mann , Robert K. Kaufmann

Apr 2015
Journal

Estimating the common break date in large factor models
in Economics Letters
Liang Chen

Apr 2015
Journal

How good are US government forecasts of the federal debt?
in International Journal of Forecasting
Andrew B. Martinez

Mar 2015
Journal

Are professional macroeconomic forecasters able to do better than forecasting trends?
in Journal of Money, Credit and Banking
Michael P. Clements

Mar 2015
Journal

A Joint Chow Test for Structural Instability
in Econometrics
Bent Nielsen , Andrew Whitby

Feb 2015
Paper

Mining big data by statistical methods
David Hendry

Jan 2015
Paper

INET Oxford Highlights Report 2012-2014
Eric Beinhocker

Jan 2015
Journal

Real-Time factor model forecasting and the effects of instability
in Computational Statistics & Data Analysis
Michael P. Clements

Jan 2015
Working Paper

World CO2 Emission Intensity is Rising Faster than IPCC Scenarios Envisaged
Felix Pretis , Max Roser

Jan 2015
Journal

How likely is contagion in financial networks?
in Journal of Banking & Finance
Paul Glasserman , H. Peyton Young

Nov 2014
Paper

2014 Forecast Scenarios for UK Mortgage Arrears and Possessions
Janine Aron , John Muellbauer

Nov 2014
Journal

Identification issues in limited-information Bayesian analysis of structural macroeconomic models
Sophocles Mavroeidis , Frank Kleibergen

Nov 2014
Working Paper

Prediction Markets, Twitter and Bigotgate
James Reade , Vaughan Williams

Oct 2014
Working Paper

On Fixing International Cricket Matches
Sarah Jewell , James Reade

Oct 2014
Paper

Climate change: Lessons for our future from the distant past
David Hendry

Oct 2014
Journal

Outlier Detection Algorithms for Least Squares Time Series
in SSRN Electronic Journal
Soren Johansen , Bent Nielsen

Oct 2014
Paper

Forecasting with Vector Autoregressive Models of Data Vintages: US Output Growth and Inflation
Michael P. Clements , A. B. Galvao

Oct 2014
Working Paper

Assessing the Evidence of Macro-Forecaster Herding: Forecasts of Inflation and Output Growth
Michael P. Clements

Sept 2014
Journal

Jointly optimal regulation of bank capital and maturity structure
Ansgar Walther

Aug 2014
Paper

Anticipating early data revisions to US GDP and the effects of releases on equity markets
Michael P. Clements , A. B. Galvao

Jul 2014
Paper

Introduction to Special Section on Exchange Rate Pass-through in Developing and Emerging Markets
Janine Aron

Jul 2014
Book

Empirical Model Discovery and Theory Evaluation (2014 Book)
David Hendry , Jurgen A Doornik

Jun 2014
Paper

Semi-automatic Non-linear Model Selection
David Hendry , Jennifer Castle

Jun 2014
Paper

Why DSGEs crash during crises
David Hendry , Grayham E Mizon

Jun 2014
Video

David Hendry - Celebrating a career of impact
David Hendry

Jun 2014
Journal

Identification and Forecasting in Mortality Models
in The Scientific World Journal
Bent Nielsen , J. P. Nielsen

Jun 2014
Journal

Achieving pareto optimality through distributed learning
Peyton Young , Jason Marden , Lucy Pao

Jun 2014
Working Paper

Learning in a black box
M.N. Burton-Chellew , H.H. Nax , S.A. West , Peyton Young

May 2014
Paper

Forecast Uncertainty—Ex Ante and Ex Post: U.S. Inflation and Output Growth
Michael P. Clements

May 2014
Paper

Rapid Innovation Diffusion in Social Networks
H. Peyton Young , Gabriel E. Kreindler

Publications