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
Paper

Clive W.J. Granger and Cointegration
David Hendry , 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

Nov 2016
Journal

Relative sea-level data from southwest Scotland constrain meltwater-driven sea-level jumps prior to the 8.2 kyr BP event
in Quaternary Science Reviews
Thomas Lawrence , Antony J. Long , W. Roland Gehrels , David E. Smith , Luke Jackson

Oct 2016
Working Paper

Heteroskedasticity/Autocorrelation Consistent Standard Errors and Reliability of Inference
James Reade , Aris Spanos

Oct 2016
Working Paper

Tightness of M-estimators for multiple linear regression in time series
Bent Nielsen , Soren Johansen

Oct 2016
Journal

A probabilistic approach to 21st century regional sea-level projections using RCP and High-end scenarios
in Gobal and Planetary Change
Svetlana Jevreieva , Luke Jackson

Oct 2016
Working Paper

The distribution of top incomes in former British West Africa
Tony Atkinson

Oct 2016
Working Paper

Top incomes in East Africa before and after independence
Tony Atkinson

Oct 2016
Journal

Prediction Markets, Social Media and Information Efficiency
James Reade , Leighton V Williams

Oct 2016
Paper

Book Review of Bernt P. Stigum: Econometrics in a formal science of economics: theory and the measurement of economic relations
Jennifer Castle

Oct 2016
Journal

Forecasting Elections
in Journal of Forecasting
James Reade , Leighton V Williams

Oct 2016
Journal

A simple benchmark for mesothelioma projection for Great Britain
in Occupational and Environmental Medicine
Maria D. Martinez-Miranda , Bent Nielsen , Jens P. Nielsen

Sept 2016
Paper

Fire Sales Forensics: Measuring Endogenous Risk
Rama Cont , Lakshithe Wagalath

Aug 2016
Blog

Modelling and forecasting mortgage delinquency and foreclosure in the UK
John Muellbauer , Janine Aron

Aug 2016
Paper

Modelling and Forecasting Mortgage Delinquency and Foreclosure in the UK
Janine Aron , John Muellbauer

Aug 2016
Journal

An Overview of Forecasting Facing Breaks
in Journal of Business Cycle Research
David Hendry , Jennifer Castle , Michael Clements

Publications