Oct 2024
Video

David Hendry: Forecasting UK Inflation during 2021-24
David Hendry , Jennifer Castle , Jurgen Doornik

Jun 2020
Journal

Decarbonising the future UK economy
in Vox EU
David Hendry , Jennifer Castle

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

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

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

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

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

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
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

Jun 2015
Presentation

Economic possibilities for the new government: Some longer-run proposals
David Hendry

Jun 2015
Video

Professor Paul Krugman: Trying to make sense of the British economy
David Hendry

May 2015
Journal

Statistical model selection with "Big Data"
in Cogent Economics & Finance
David Hendry , Jurgen A Doornik

Apr 2015
Journal

Detecting Location Shifts During Model Selection by Step-indicator Saturation
in Econometrics
David Hendry , Jennifer Castle , Jurgen A Doornik , Felix Pretis

Mar 2015
Paper

The Fed Needs Humans
Eric Beinhocker , David Hendry

Publications