Aug 2017
Working Paper

How quickly can we adapt to change? An assessment of hurricane damage mitigation efforts using forecast uncertainty
Andrew Martinez

Jun 2017
Journal

The impact of near-integrated measurement errors on modelling long-run macroeconomic time series
in Econometric Reviews
James A. Duffy , David F. Hendry

Apr 2017

Macroeconomics and Consumption
John Muellbauer

Apr 2017

Data revisions and real-time probabilistic forecasting of macroeconomic variables
Michael Clements , A. B. Galvõa

Apr 2017
Journal

Are macroeconomic density forecasts informative?
in International Journal of Forecasting
Michael Clements

Apr 2017

Policy analysis, forediction, and forecast failure
David Hendry , Jennifer Castle , Andrew Martinez

Apr 2017
Journal

Bargaining and wage rigidity in a matching model for the US
Sophocles Mavroeidis , James Malcomson

Apr 2017
Journal

Learning can generate long memory
Guillaume Chevillon , Sophocles Mavroeidis

Apr 2017

John Denis Sargan at the London School of Economics
David Hendry

Apr 2017
Journal

Model and survey estimates of the term structure of US macroeconomic uncertainty
in International Journal of Forecasting
Michael Clements , Ana Galvão

Mar 2017
Journal

The sea isn't actually 'level': Why rising oceans will hit some cities more than others
Luke Jackson

Mar 2017
Book

Rational Expectations
David F. Hendry

Feb 2017
Paper

Clive W.J. Granger and Cointegration
David Hendry , Jennifer Castle

Feb 2017
Journal

Long memory and fractional differencing: Revisiting Clive W.J. Granger's contributions and further developments
in European Journal of Pure and Applied Mathematics
Ryoko Ito

Feb 2017
Journal

Granger Causality
in European Journal of Pure and Applied Mathematics
David Hendry

Feb 2017
Journal

Economic forecasting in theory and practice: An interview with David F. Hendry
in International Journal of Forecasting
David Hendry , Neil Ericsson

Feb 2017
Journal

Sir Clive W.J. Granger Model Selection
in European Journal of Pure and Applied Mathematics
Jennifer Castle

Feb 2017
Journal

Sir Clive W.J. Granger's contributions to forecasting
in European Journal of Pure and Applied Mathematics
Michael Clements

Feb 2017
Paper

Central Clearing and Risk Transformation
Rama Cont

Feb 2017
Video

Karen Florini: Climate change: what’s new, what’s next?
Karen Florini

Jan 2017
Book

Asymptotic analysis of Iterated 1-step Huber-skip M-estimators with varying cut-offs
Xiyu Jiao , Bent Nielsen

Jan 2017
INET Working Paper

No. 2017-02 - ‘Leapfrogging’: a Survey of the Nature and Economic Implications of Mobile Money
Janine Aron

Jan 2017
Journal

Uniform convergence rates over maximal domains in structural nonparametric cointegrating regression
in Econometric Theory
James A. Duffy

Jan 2017
Working Paper

Leapfrogging: A Survey of Nature and Economic Implications of Mobile Money
Janine Aron

Jan 2017
Journal

Evaluating multi-step system forecasts with relatively few forecast-error observations
in International Journal of Forecasting
David F. Hendry , Andrew B. Martinez

Jan 2017
Journal

Spatial heterogeneity of climate change as an experiential basis for skepticism
in PNAS
Robert K. Kaufmann , Michael L. Mann , Sucharita Gopal , Jackie A. Liederman , Peter D. Howe , Felix Pretis , Xiaojing Tang , Michelle Gilmore

Jan 2017
Paper

Predictive Analytics with Social Media Data
Niels Buus Lassen , Lisbeth La Cour , Ravi Vatrapu

Dec 2016
Paper

Forecasting Nike’s Sales using Facebook Data
Niels Buus Lassen

Dec 2016
Paper

apc: A package for age-period-cohort analysis (released 1 December 2016)
Bent Nielsen

Nov 2016
Paper

All change! The implications of non-stationarity for empirical modelling, forecasting and policy
David Hendry , Felix Pretis

Nov 2016
Journal

Coastal sea level rise with warming below 2°C
in Proceedings of the National Academy of Sciences
Svetlana Jevrejeva , Aslak Grinsted , Riccardo E. M. Riva , John C. Moore , Luke Jackson

Nov 2016
Journal

Coastal sea level rise with warming above 2 °C
in PNAS
Svetlana Jevrejeva , Riccardo E.M. Riva , Aslak Grinsted , John C. Moore , Luke Jackson

Publications