Apr 2016
Journal

A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate
in Journal of International Financial Markets, Institutions and Money
Josh Ryan-Collins , Richard A. Werner , Jennifer L. Castle

Apr 2016
Working Paper

Using social media to identify market inefficiencies: Evidence from Twitter and Betfair
Alasdair Brown , Dooruj Rambaccussing , James J. Reade , Giambattista Rossi

Apr 2016

Quantifying the Uncertainty around Break Dates in Models using Indicator Saturation
David Hendry , Felix Pretis

Apr 2016
Working Paper

Spline-DCS for forecasting trade volume in high-frequency financial data
Ryoko Ito

Apr 2016
Working Paper

Asymptotic theory for Beta-t-GARCH
Ryoko Ito

Apr 2016

Out-of-Sample Paleo-Climate Simulations: Testing Hypothesis About the Mid-Brunhes Event, the Stage 11 Paradox, and Orbital Variations
Felix Pretis , Robert Kaufmann

Apr 2016

Testing for time-varying predictive accuracy using bias-corrected indicator saturation
Felix Pretis

Apr 2016
Journal

Assessing macro uncertainty in real-time when data are subject to revision
in Journal of Business & Economic Statistics
Michael Clements

Apr 2016
Paper

Stochastic Learning Dynamics and Speed of Convergence in Population Games
Peyton Young , Itai Arieli

Apr 2016
Journal

Detecting volcanic eruptions in temperature reconstructions by designed break-indicator saturation
in Journal of Economic Surveys
David Hendry , Felix Pretis , Lea Schneider , Jason Smerdon

Apr 2016
Working Paper

General-to-Specific (GETS) Modelling and Indicator Saturation with the R Package gets (version 0.7)
Felix Pretis , James Reade , Genaro Sucarrat

Apr 2016
Paper

Resilience to contagion in financial networks
Rama Cont , Hamed Amini , Andreea Minca

Mar 2016
Journal

The challenge of measuring UK wealth inequality in the 2000s
in Fiscal Studies
Tony Atkinson , Facundo Alvaredo , Salvatore Morelli

Mar 2016
Paper

apc: A package for age-period-cohort analysis (released 21 March 2016)
Bent Nielsen

Mar 2016
Journal

Improving the teaching of econometrics
in Cogent Economics & Finance
David F. Hendry , Grayham Mizon

Mar 2016
Journal

Analysis of the forward search using some new results for martingales and empirical processes
in Bernoulli
Soren Johansen , Bent Nielsen

Mar 2016
Book

Milton Friedman as an empirical modeler
David Hendry , Neil Ericsson , Stedman B. Hood

Jan 2016
Journal

A uniform law for the convergence to local times of linear fractional stable motions
in The Annals of Applied Probability
James Duffy

Jan 2016
Paper

How to spread the wealth: Practical policies for reducing inequality
Tony Atkinson

Dec 2015
Paper

Forecasting and nowcasting macroeconomic variables: A methodological overview
David Hendry , Jennifer Castle , Oleg Kitov

Dec 2015

World CO2 Emission-Intensity in Climate Projections: Comparing the Observational Record to Socio-Economic Scenarios
Felix Pretis , Max Roser

Dec 2015
Paper

The Long-Run History of Income Inequality in Denmark
Tony Atkinson , Jakob Egholt Søgaard

Dec 2015
INET Oxford Working Paper

No. 2015-06 - The Challenge of Measuring UK Wealth Inequality in the 2000s
Tony Atkinson , Facundo Alvaredo , Salvatore Morelli

Dec 2015
Journal

apc: A package for age-period-cohort analysis
in R Journal
Bent Nielsen

Dec 2015
Paper

An example of instability: Discussion of the paper by Søren Johansen and Bent Nielsen
Jurgen Doornik

Dec 2015
Paper

Outliers and model selection: Discussion of the paper by Søren Johansen and Bent Nielsen'
David Hendry , Jurgen Doornik

Nov 2015
Working Paper

Forecasters' disagreement about how the economy operates, and the role of long-run relationships
Michael Clements

Nov 2015
Working Paper

Credit Conditions and Consumption, House Prices and Debt: What Makes Canada Different?
John Muellbauer , Pierre St-Amant , David Williams

Oct 2015
Video

Professor Sir David Hendry: Economics and Big Data [Part 2]

Sept 2015
Working Paper

Uniform inference in nonparametric predictive regression, and a unified limit theory for spatial density estimation
James Duffy

Sept 2015
Video

Professor Sir David Hendry: Economics and Big Data [Part 1]
David Hendry

Sept 2015
Journal

Estimation of heterogeneous autoregressive parameters with short panel data
in Journal of Econometrics
Sophocles Mavroeidis , Yuya Sasaki , Ivo Welch

Publications