Publications

Filtered Results: 359 found

Jun 2018
Journal
Accelerated estimation of switching algorithms: The cointegrated VAR Model and other applications
in Scandinavian Journal of Statistics
Jurgen Doornik
May 2018
Journal
Perpetual learning and apparent long memory
in Journal of Economic Dynamics and Control
Guillaume Chevillon, Sophocles Mavroeidis
Apr 2018
Video
Prof Sir David Hendry: Climate change: past, present and future
David Hendry
Apr 2018
Journal
Uncertain impacts on economic growth when stabilizing global temperatures at 1.5°C or 2°C warming
in Philosophical Transactions of the Royal Society A
Felix Pretis, Kevin Tang, Moritz Schwarz, Karsten Haustein, Myles R. Allen
Apr 2018
Journal
Do macroforecasters herd?
in Journal of Money, Credit and Banking
Michael Clements
Mar 2018
Paper
Independent directors, information cost and foreign ownership in Chinese companies
Michael P. Clements, Yijun Meng, Carol Padgett
Jan 2018
Journal
21st century sea-level rise in line with the Paris Accord
in Earth's Future
Aslak Grinsted, Svetlana Jevrejeva, Luke Jackson
Jan 2018
Paper
Explaining nowcast errors
David Hendry, Jennifer Castle, Henriette Druba
Jan 2018
Journal
Deciding between alternative approaches in macroeconomics
in International Journal of Forecasting
David F. Hendry
Dec 2017
Paper
Marked and Weighted Empirical Processes of Residuals with the Applications to Robust Regressions
Vanessa Berenguer-Rico, Bent Nielsen
Dec 2017
What Drives House Price Cycles? International Experience and Policy Issues
John Muellbauer
Dec 2017
Imperfect Knowledge, Unpredictability and the Failures of Modern Macroeconomics
David Hendry
Dec 2017
Consumption, household portfolios and the housing market in France
John Muellbauer
Dec 2017
Sifting through the ASHE: job polarization and earnings inequality in the UK, 1975-2015
John Muellbauer, Andrea Geraci
Dec 2017
A Nowcast Error Taxonomy
David Hendry, Jennifer Castle
Nov 2017
Working Paper
Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter
Andrew Martinez