Kenneth F. Wallis

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Contact

Affiliations

• University of Warwick / Department of Economics (weight: 95%)
  • EDIRC entry
  • location:
• Australian National University / Crawford School of Public Policy / Centre for Applied Macroeconomic Analysis (CAMA) (weight: 5%)
  • EDIRC entry
  • location:

Research profile

author of:

• Long-Run Properties of Large-Scale Macroeconometric Models (repec:adr:anecst:y:1987:i:6-7:p:207-224)
  by Kenneth F. Wallis & John D. Whitley
• Some Recent Developments in Applied Econometrics: Dynamic Models and Simultaneous Equation Systems (repec:aea:jeclit:v:7:y:1969:i:3:p:771-96)
  by Wallis, Kenneth F
• Model Validation And Forecast Comparisons: Theoretical And Practical Considerations (repec:ags:uwarer:269136)
  by Salmon, Mark & Wallis, Kenneth F.
• Dynamic Models And Expectations Hypothesis (repec:ags:uwarer:269139)
  by Wallis, Kenneth F.
• Models For X-11 And 'X-11-Forecast' Procedures For Preliminary And Revised Seasonal Adjustments (repec:ags:uwarer:269150)
  by Wallis, Kenneth F.
• Signal Extraction In Nonstationary Series (repec:ags:uwarer:269177)
  by Burridge, Peter & Wallis, Kenneth F.
• Unobserved-Components Models For Seasonal Adjustment Filters (repec:ags:uwarer:269187)
  by Burridge, Peter & Wallis, Kenneth F.
• Calculating The Variance Of Seasonally Adjusted Series (repec:ags:uwarer:269194)
  by Burridge, Peter & Wallis, Kenneth F.
• Forecasting And Signal Extraction In Autoregressive-Moving Average Models (repec:ags:uwarer:269240)
  by Burridge, Peter & Wallis, Kenneth F.
• The Properties of Some Goodness-of-Fit Tests (repec:ags:uwarer:269466)
  by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F.
• Sensitivity of the chi-squared goodness-of-fit test to the partitioning of data (repec:ags:uwarer:269588)
  by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F.
• Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters (repec:ags:uwarer:269751)
  by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F.
• On Macroeconomic Policy and Macroeconometric Models (repec:auu:dpaper:264)
  by Wallis, K.F.
• New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment (repec:bes:jnlbes:v:16:y:1998:i:2:p:164-65)
  by Wallis, Kenneth F
• Unobserved-Components Models for Seasonal Adjustment Filters (repec:bes:jnlbes:v:2:y:1984:i:4:p:350-59)
  by Burridge, Peter & Wallis, Kenneth F
• Comment (repec:bes:jnlbes:v:22:y:2004:p:172-175)
  by Wallis K.F.
• Some Recent Developments in Macroeconometric Modelling in the United Kingdom (repec:bla:ausecp:v:27:y:1988:i:0:p:7-25)
  by Wallis, Kenneth F
• On Macroeconomic Policy and Macroeconometric Models (repec:bla:ecorec:v:69:y:1993:i:2:p:113-130)
  by Kenneth F. Wallis
• Multiple Time Series Modelling: Another Look at the Mink‐Muskrat Interaction (repec:bla:jorssc:v:27:y:1978:i:2:p:168-175)
  by W.‐Y. T. Chan & Kenneth F. Wallis
• Time Series Analysis Of Bounded Economic Variables (repec:bla:jtsera:v:8:y:1987:i:1:p:115-123)
  by Kenneth F. Wallis
• Output Decisions of Firms Again (repec:bla:manch2:v:38:y:1970:i:2:p:163-66)
  by Wallis, Kenneth F
• Comparing Time-Series and Nonlinear Model-based Forecasts (repec:bla:obuest:v:46:y:1984:i:4:p:383-89)
  by Wallis, Kenneth F
• Combining Density and Interval Forecasts: A Modest Proposal (repec:bla:obuest:v:67:y:2005:i:s1:p:983-994)
  by Kenneth F. Wallis
• A Simple Explanation of the Forecast Combination Puzzle (repec:bla:obuest:v:71:y:2009:i:3:p:331-355)
  by Jeremy Smith & Kenneth F. Wallis
• The properties of some goodness-of-fit tests (repec:cns:cnscwp:200209)
  by G. Boero & J. Smith & KF. Wallis
• Advances in Economics and Econometrics: Theory and Applications (repec:cup:cbooks:9780521589819)
  by Kreps,David M. & Wallis,Kenneth F. (ed.)
• Advances in Economics and Econometrics: Theory and Applications (repec:cup:cbooks:9780521589826)
  by Kreps,David M. & Wallis,Kenneth F. (ed.)
• Advances in Economics and Econometrics: Theory and Applications (repec:cup:cbooks:9780521589833)
  by Kreps,David M. & Wallis,Kenneth F. (ed.)
• Models of the UK Economy and the Real Wage-Employment Debate (repec:cup:nierev:v:112:y:1985:i::p:41-52_6)
  by Andrews, M.J. & Bell, D.N.F. & Fisher, P.G. & Wallis, K.F. & Whitley, J.D.
• Comparative Properties of Models of the Uk Economy (repec:cup:nierev:v:125:y:1988:i::p:69-87_7)
  by Fisher, P.G. & Tanna, S.K. & Turner, D.S. & Wallis, K.F. & Whitley, J.D.
• Comparative Properties of Models of the Uk Economy (repec:cup:nierev:v:129:y:1989:i::p:69-87_9)
  by Fisher, P.G. & Tanna, S.K. & Turner, D.S. & Wallis, K.F. & Whitley, J.D.
• Comparative Properties of Models of the UK Economy (repec:cup:nierev:v:133:y:1990:i::p:91-115_7)
  by Fisher, P.G. & Turner, D.S. & Wallis, K.F. & Whitley, J.D.
• Comparative Properties of Models of the Uk Economy∗ (repec:cup:nierev:v:137:y:1991:i::p:59-74_6)
  by Church, K.B. & Mitchell, P.R. & Turner, D.S. & Wallis, K.F. & Whitley, J.D.
• Comparative Properties of Models of the UK Economy (repec:cup:nierev:v:145:y:1993:i::p:87-107_8)
  by Church, K.B. & Mitchell, P.R. & Smith, P.N. & Wallis, K.F.
• Comparative Properties of Models of the UK Economy (repec:cup:nierev:v:153:y:1995:i::p:59-72_5)
  by Church, K.B. & Mitchell, P.R. & Smith, P.N. & Wallis, K.F.
• Comparative Properties of Models of the UK Economy (repec:cup:nierev:v:161:y:1997:i::p:91-110_7)
  by Church, Keith B. & Mitchell, Peter R. & Sault, Joanne E. & Wallis, Kenneth F.
• Technical Progress and the Natural Rate in Models of the UK Economy (repec:cup:nierev:v:164:y:1998:i::p:80-89_11)
  by Church, Keith B. & Mitchell, Peter R. & Sault, Joanne E. & Wallis, Kenneth F.
• Asymmetric density forecasts of inflation and the Bank of England's fan chart (repec:cup:nierev:v:167:y:1999:i::p:106-112_11)
  by Wallis, Kenneth F.
• Comparative Properties of Models of the UK Economy (repec:cup:nierev:v:171:y:2000:i::p:106-122_9)
  by Church, Keith B. & Sault, Joanne E. & Sgherri, Silvia & Wallis, Kenneth F.
• An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties (repec:cup:nierev:v:189:y:2004:i::p:64-71_7)
  by Wallis, Kenneth F.
• Here is the news: forecast revisions in the Bank of England survey of external forecasters (repec:cup:nierev:v:203:y:2008:i::p:68-77_9)
  by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F.
• Some Econometric Problems in the Analysis of Inventory Cycles (repec:cwl:cwldpp:209)
  by Kenneth F. Wallis
• Chi-squared tests of interval and density forecasts and the Bank of England's fan charts (repec:ecb:ecbwps:200183)
  by Wallis, Kenneth F.
• Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts (repec:ecj:ac2002:181)
  by Wallis, Kenneth F.
• Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters (repec:ecj:econjl:v:118:y:2008:i:530:p:1107-1127)
  by Gianna Boero & Jeremy Smith & KennethF. Wallis
• Macroeconomic Forecasting: A Survey (repec:ecj:econjl:v:99:y:1989:i:394:p:28-61)
  by Wallis, Kenneth F
• Comparing Empirical Models of the Euro Economy (repec:ecm:ausm04:14)
  by Kenneth F. Wallis
• Testing for Fourth Order Autocorrelation in Qtrly Regression Equations (repec:ecm:emetrp:v:40:y:1972:i:4:p:617-36)
  by Wallis, Kenneth F
• The Efficiency of the Two-Step Estimator (repec:ecm:emetrp:v:40:y:1972:i:4:p:769-70)
  by Wallis, Kenneth F
• Multiple Time Series Analysis and the Final Form of Econometric Models (repec:ecm:emetrp:v:45:y:1977:i:6:p:1481-97)
  by Wallis, Kenneth F
• Econometric Implications of the Rational Expectations Hypothesis (repec:ecm:emetrp:v:48:y:1980:i:1:p:49-73)
  by Wallis, Kenneth F
• Density Forecasting: A Survey (repec:ecm:wc2000:0370)
  by Anthony Tay & Kenneth F. Wallis
• Macroeconomic modelling in central banks in Latin America (repec:ecr:col022:3627)
  by Wallis, Kenneth F.
• Targeting inflation: Comparative control exercises on models of the UK economy (repec:eee:ecmode:v:13:y:1996:i:2:p:169-184)
  by Church, Keith B. & Mitchell, Peter R. & Smith, Peter N. & Wallis, Kenneth F.
• Comparing global economic models (repec:eee:ecmode:v:15:y:1998:i:1:p:1-48)
  by Mitchell, Peter R. & Sault, Joanne E. & Smith, Peter N. & Wallis, Kenneth F.
• Fiscal policy rules in macroeconomic models: principles and practice (repec:eee:ecmode:v:17:y:2000:i:2:p:171-193)
  by Mitchell, Peter R. & Sault, Joanne E. & Wallis, Kenneth F.
• Empirical macro-models of the euro economy: an introduction (repec:eee:ecmode:v:21:y:2004:i:5:p:719-722)
  by Hughes Hallett, Andrew & Wallis, Kenneth F.
• Comparing empirical models of the euro economy (repec:eee:ecmode:v:21:y:2004:i:5:p:735-758)
  by Wallis, Kenneth F.
• The historical tracking performance of UK macroeconometric models 1978-1985 (repec:eee:ecmode:v:7:y:1990:i:2:p:179-197)
  by Fisher, Paul G. & Wallis, Kenneth F.
• 'Time-series' versus 'econometric' forecasts : A non-linear regression counterexample (repec:eee:ecolet:v:10:y:1982:i:3-4:p:309-315)
  by Wallis, Kenneth F.
• Decompositions of Pearson's chi-squared test (repec:eee:econom:v:123:y:2004:i:1:p:189-193)
  by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F.
• Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy (repec:eee:econom:v:158:y:2010:i:1:p:108-116)
  by Jacobs, Jan P.A.M. & Wallis, Kenneth F.
• Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts (repec:eee:intfor:v:19:y:2003:i:2:p:165-175)
  by Wallis, Kenneth F.
• Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters (repec:eee:intfor:v:24:y:2008:i:3:p:354-367)
  by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F.
• Scoring rules and survey density forecasts (repec:eee:intfor:v:27:y::i:2:p:379-393)
  by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F.
• Scoring rules and survey density forecasts (repec:eee:intfor:v:27:y:2011:i:2:p:379-393)
  by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F.
• Cointegration, Long-Run Structural Modelling And Weak Exogeneity: Two Models Of The Uk Economy (repec:een:camaaa:2007-12)
  by Jan P.A.M. Jacobs & Kenneth F. Wallis
• Time Series Analysis And Macroeconometric Modelling (repec:elg:eebook:463)
  by Kenneth F. Wallis
• Macroeconometric Modelling (repec:elg:eebook:603)
  by Kenneth F. Wallis (ed.)
• Comparing SVARs and SEMs: more shocking stories (repec:gro:rugsom:02c56)
  by Jacobs, Jan & Wallis, Kenneth F.
• A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments (repec:jae:japmet:v:12:y:1997:i:5:p:611)
  by Wallis, Kenneth F
• Statistical Demand Functions for Food in the USA and the Netherlands: Comments (repec:jae:japmet:v:12:y:1997:i:5:p:637-40)
  by Wallis, Kenneth F
• Comparing SVARs and SEMs: two models of the UK economy (repec:jae:japmet:v:20:y:2005:i:2:p:209-228)
  by Kenneth F. Wallis & Jan P. A. M. Jacobs
• Differences in the Properties of Large-Scale Macroeconometric Models: The Role of Labour Market Specifications (repec:jae:japmet:v:4:y:1989:i:4:p:317-44)
  by Turner, David S & Wallis, Kenneth F & Whitley, John D
• Seasonal Adjustment and Multiple Time Series Analysis (repec:nbr:nberch:4330)
  by Kenneth F. Wallis
• Contributed Comments to "Seasonal Analysis of Economic Time Series" (repec:nbr:nberch:4335)
  by John P. Burman & Dennis Farley & Stephen Zeller & Martin M. G. Fase & Agustin Maravall & Christopher A. Sims & Kenneth F. Wallis
• Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters (repec:nbr:nberwo:6228)
  by Francis X. Diebold & Anthony S. Tay & Kenneth F. Wallis
• Econometric Evaluation of Consumers' Expenditure Equations (repec:oup:oxford:v:10:y:1994:i:2:p:71-85)
  by Church, Keith B & Smith, Peter N & Wallis, Kenneth F
• Evaluating Special Employment Measures with Macroeconometric Models (repec:oup:oxford:v:3:y:1987:i:3:p:xxv-xxxvi)
  by Turner, David S & Wallis, Kenneth F & Whitley, John D
• Macro-models and Macro Policy in the 1980s (repec:oup:oxford:v:7:y:1991:i:3:p:118-27)
  by Wallis, Kenneth F & Whitley, John D
• Short-run Rigidities and Long-run Equilibrium in Large-scale Macroeconometric Models (repec:pal:palchp:978-1-349-26732-3_9)
  by Keith B. Church & Peter R. Mitchell & Kenneth F. Wallis
• A note on the calculation of entropy from histograms (repec:pra:mprapa:52856)
  by Wallis, Kenneth
• Models of the UK Economy and the Real Wage-Employment Debate (repec:sae:niesru:v:112:y:1985:i:1:p:41-52)
  by M.J. Andrews & D.N.F. Bell & P.G. Fisher & K.F. Wallis & J.D. Whitley
• Comparative Properties of Models of the Uk Economy (repec:sae:niesru:v:125:y:1988:i:1:p:69-87)
  by P.G. Fisher & S.K. Tanna & D.S. Turner & K.F. Wallis & J.D. Whitley
• Comparative Properties of Models of the Uk Economy (repec:sae:niesru:v:129:y:1989:i:1:p:69-87)
  by P.G. Fisher & S.K. Tanna & D.S. Turner & K.F. Wallis & J.D. Whitley
• Comparative Properties of Models of the Uk Economy (repec:sae:niesru:v:133:y:1990:i:1:p:91-115)
  by P.G. Fisher & D.S. Turner & K.F. Wallis & J.D. Whitley
• Comparative Properties of Models of the Uk Economy (repec:sae:niesru:v:137:y:1991:i:1:p:59-74)
  by K.B. Church & P.R. Mitchell & D.S. Turner & K.F. Wallis & J.D. Whitley
• Comparative Properties of Models of the UK Economy (repec:sae:niesru:v:145:y:1993:i:1:p:87-107)
  by K.B. Church & P.R. Mitchell & P.N. Smith & K.F. Wallis
• Comparative Properties of Models of the UK Economy (repec:sae:niesru:v:153:y:1995:i:1:p:59-72)
  by K.B. Church & P.R. Mitchell & P.N. Smith & K.F. Wallis
• Comparative Properties of Models of the UK Economy (repec:sae:niesru:v:161:y:1997:i:1:p:91-110)
  by Keith B. Church & Peter R. Mitchell & Joanne E. Sault & Kenneth F. Wallis
• Technical Progress and the Natural Rate in Models of the UK Economy (repec:sae:niesru:v:164:y:1998:i:1:p:80-89)
  by Keith B. Church & Peter R. Mitchell & Joanne E. Sault & Kenneth F. Wallis
• Asymmetric density forecasts of inflation and the Bank of England's fan chart (repec:sae:niesru:v:167:y:1999:i:1:p:106-112)
  by Kenneth F. Wallis
• Comparative Properties of Models of the UK Economy (repec:sae:niesru:v:171:y:2000:i:1:p:106-122)
  by Keith B. Church & Joanne E. Sault & Silvia Sgherri & Kenneth F. Wallis
• An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties (repec:sae:niesru:v:189:y:2004:i:1:p:64-71)
  by Kenneth F. Wallis
• Here is the news: forecast revisions in the Bank of England survey of external forecasters (repec:sae:niesru:v:203:y:2008:i:1:p:68-77)
  by Gianna Boero & Jeremy Smith & Kenneth F. Wallis
• Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters (repec:ste:nystbu:98-15)
  by Francis X. Diebold & Anthony S. Tay & Kenneth F. Wallis
• Combining forecasts - forty years later (repec:taf:apfiec:v:21:y:2011:i:1-2:p:33-41)
  by Kenneth Wallis
• The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data (repec:taf:emetrv:v:23:y:2005:i:4:p:341-370)
  by Gianna Boero & Jeremy Smith & Kenneth Wallis
• On Macroeconomic Policy and Macroeconomic Modeling (repec:uwa:wpaper:92-04)
  by K.F. Wallis
• Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters (repec:wly:econjl:v:118:y:2008:i:530:p:1107-1127)
  by Gianna Boero & Jeremy Smith & Kenneth F. Wallis
• Comparing SVARs and SEMs: two models of the UK economy (repec:wly:japmet:v:20:y:2005:i:2:p:209-228)
  by Jan P. A. M. Jacobs & Kenneth F. Wallis
• Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness (repec:wly:japmet:v:26:y:2011:i:6:p:1023-1040)
  by James Mitchell & Kenneth F. Wallis
• The Measurement and Characteristics of Professional Forecasters' Uncertainty (repec:wly:japmet:v:30:y:2015:i:7:p:1029-1046)
  by Gianna Boero & Jeremy Smith & Kenneth F. Wallis
• Model Validation and Forecast Comparisons : Theoretical and Practical Considerations (repec:wrk:warwec:184)
  by Salmon, Mark & Wallis, Kenneth F
• Dynamic Models and Expectations Hypotheses (repec:wrk:warwec:187)
  by Wallis, Kenneth F
• Models for X-11 and 'X-11-Forecast' Procedures for Preliminary and Revised Seasonal Adjustments (repec:wrk:warwec:198)
  by Wallis, Kenneth F
• Signal Extraction in Nonstationary Series (repec:wrk:warwec:234)
  by Burridge, Peter & Wallis, Kenneth F
• Unobserved-Components Models for Seasonal Adjustment Filters (repec:wrk:warwec:244)
  by Burridge, Peter & Wallis, Kenneth F
• Calculating the Variance of Seasonally Adjusted Series (repec:wrk:warwec:251)
  by Burridge, Peter & Wallis, Kenneth F
• Forecasting and Signals Extraction in Autoregressive-moving Average Models (repec:wrk:warwec:274)
  by Burridge, Peter & Wallis, Kenneth F
• The Properties Of Some Goodness-Of-Fit Tests (repec:wrk:warwec:653)
  by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F
• Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data (repec:wrk:warwec:694)
  by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F
• Uncertainty and disagreement in economic prediction : the Bank of England Survey of External Forecasters (repec:wrk:warwec:811)
  by Boero,Gianna & Smith,Jeremy & Wallis,Kenneth F
• Forecast Uncertainty, Its Representation And Evaluation (repec:wsi:wschap:9789812778963_0001)
  by Kenneth F. Wallis