Jan 2020
Journal

The paradox of stagnant real wages yet rising ‘living standards’ in the UK
in Vox EU
Jennifer L. Castle , David F. Hendry , Andrew B. Martinez

Jan 2020
Journal

A Short History of Macro-econometric Modelling
in Journal of Banking, Finance and Sustainable Development
David F. Hendry , David Hendry

Sept 2019
Book

Modelling our Changing World
Jennifer Castle , David Hendry

May 2019
Book

Forecasting: An essential introduction
David Hendry , Jennifer Castle , Michael P Clements

Dec 2018
Blog

First-in, first-out: Driving the UK's per capita carbon dioxide emissions below 1860 levels
David Hendry , David F. Hendry

Nov 2018
Journal

Selecting a Model for Forecasting
in Econometrics
David Hendry , Jennifer Castle , Jurgen Doornik

Jun 2018
Journal

The future of macroeconomics: Macro theory and models at the Bank of England
in Oxford Review of Economic Policy
David F. Hendry , John Muellbauer

Apr 2018
Video

Prof Sir David Hendry: Climate change: past, present and future
David Hendry

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

Imperfect Knowledge, Unpredictability and the Failures of Modern Macroeconomics
David Hendry

Dec 2017

A Nowcast Error Taxonomy
David Hendry , Jennifer Castle

Sept 2017
Paper

Evaluating Forecasts, Narratives and Policy Using a Test of Invariance
David Hendry , Andrew B. Martinez , Jennifer L. Castle

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

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

Apr 2017

John Denis Sargan at the London School of Economics
David Hendry

Mar 2017
Book

Rational Expectations
David F. Hendry

Feb 2017
Paper

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

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

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

Nov 2016
Paper

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

Aug 2016
Journal

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

Apr 2016

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

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

Mar 2016
Journal

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

Mar 2016
Book

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

Dec 2015
Paper

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

Dec 2015
Paper

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

Sept 2015
Video

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

Aug 2015
Presentation

Introductory macro-econometrics: A new approach.
David Hendry

Jun 2015

Robust approaches to forecasting
David Hendry , Jennifer Castle , Michael P. Clements

Publications