Kenneth F. Wallis
Names
first:  Kenneth 
middle:  Frank 
last:  Wallis 
Contact
email:  
homepage:  http://www.warwick.ac.uk/go/kfwallis 
postal address:  Department of Economics University of Warwick Coventry CV4 7AL UK 
Affiliations

University of Warwick
→ Department of Economics (weight: 95%)
 website
 location: Coventry, United Kingdom

Australian National University
→ Crawford School of Public Policy
→ Centre for Applied Macroeconomic Analysis (CAMA) (weight: 5%)
 website
 location: Canberra, Australia
Research profile
author of:

Some Econometric Problems in the Analysis of Inventory Cycles
by Kenneth F. Wallis 
Chisquared tests of interval and density forecasts, and the Bank of England's fan charts
by Wallis, Kenneth F. 
Density Forecasting: A Survey
by Anthony Tay & Kenneth F. Wallis 
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters
by Francis X. Diebold & Anthony S. Tay & Kenneth F. Wallis 
Some Recent Developments in Applied Econometrics: Dynamic Models and Simultaneous Equation Systems.
by Wallis, Kenneth F. 
New Capabilities and Methods of the X12ARIMA SeasonalAdjustment Program: Comment.
by Wallis, Kenneth F. 
UnobservedComponents Models for Seasonal Adjustment Filters.
by Burridge, Peter & Wallis, Kenneth F. 
Some Recent Developments in Macroeconometric Modelling in the United Kingdom.
by Wallis, Kenneth F. 
On Macroeconomic Policy and Macroeconometric Models.
by Wallis, Kenneth F. 
Output Decisions of Firms Again.
by Wallis, Kenneth F. 
Comparing TimeSeries and Nonlinear Modelbased Forecasts.
by Wallis, Kenneth F. 
Macroeconomic Forecasting: A Survey.
by Wallis, Kenneth F. 
Testing for Fourth Order Autocorrelation in Qtrly Regression Equations.
by Wallis, Kenneth F. 
The Efficiency of the TwoStep Estimator.
by Wallis, Kenneth F. 
Multiple Time Series Analysis and the Final Form of Econometric Models.
by Wallis, Kenneth F. 
Econometric Implications of the Rational Expectations Hypothesis.
by Wallis, Kenneth F. 
A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments.
by Wallis, Kenneth F. 
Statistical Demand Functions for Food in the USA and the Netherlands: Comments.
by Wallis, Kenneth F. 
Differences in the Properties of LargeScale Macroeconometric Models: The Role of Labour Market Specifications.
by Turner, David S. & Wallis, Kenneth F. & Whitley, John D. 
Econometric Evaluation of Consumers' Expenditure Equations.
by Church, Keith B. & Smith, Peter N. & Wallis, Kenneth F. 
Evaluating Special Employment Measures with Macroeconometric Models.
by Turner, David S. & Wallis, Kenneth F. & Whitley, John D. 
Macromodels and Macro Policy in the 1980s.
by Wallis, Kenneth F. & Whitley, John D. 
Fiscal policy rules in macroeconomic models: principles and practice
by Mitchell, Peter R. & Sault, Joanne E. & Wallis, Kenneth F. 
Comparing Empirical Models of the Euro Economy
by Kenneth F. Wallis 
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters
by Francis X. Diebold & Anthony S. Tay & Kenneth F. Wallis 
The historical tracking performance of UK macroeconometric models 19781985
by Fisher, Paul G. & Wallis, Kenneth F. 
Targeting inflation: Comparative control exercises on models of the UK economy
by Church, Keith B. & Mitchell, Peter R. & Smith, Peter N. & Wallis, Kenneth F. 
Comparing empirical models of the euro economy
by Wallis, Kenneth F. 
Chisquared tests of interval and density forecasts, and the Bank of England's fan charts
by Wallis, Kenneth F. 
Empirical macromodels of the euro economy: an introduction
by Hughes Hallett, Andrew & Wallis, Kenneth F. 
Comparing global economic models
by Mitchell, Peter R. & Sault, Joanne E. & Smith, Peter N. & Wallis, Kenneth F. 
Comparing SVARs and SEMs: two models of the UK economy
by Kenneth F. Wallis & Jan P. A. M. Jacobs 
Decompositions of Pearson's chisquared test
by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F. 
Combining Density and Interval Forecasts: A Modest Proposal*
by Kenneth F. Wallis 
On Macroeconomic Policy and Macroeconometric Models.
by Wallis, K. F. 
Sensitivity of the ChiSquared GoodnessofFit Test to the Partitioning of Data
by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F. 
THE PROPERTIES OF SOME GOODNESSOFFIT TESTS
by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F. 
'Timeseries' versus 'econometric' forecasts : A nonlinear regression counterexample
by Wallis, Kenneth F. 
Comment
by Wallis K. F. 
Forecasting and Signals Extraction in Autoregressivemoving Average Models
by Burridge, Peter & Wallis, Kenneth F. 
Model Validation and Forecast Comparisons : Theoretical and Practical Considerations
by Salmon, Mark & Wallis, Kenneth F. 
Dynamic Models and Expectations Hypotheses
by Wallis, Kenneth F. 
Signal Extraction in Nonstationary Series
by Burridge, Peter & Wallis, Kenneth F. 
UnobservedComponents Models for Seasonal Adjustment Filters.
by Burridge, Peter & Wallis, Kenneth F. 
Models for X11 and 'X11Forecast' Procedures for Preliminary and Revised Seasonal Adjustments
by Wallis, Kenneth F. 
Calculating the Variance of Seasonally Adjusted Series
by Burridge, Peter & Wallis, Kenneth F. 
Uncertainty and disagreement in economic prediction : the Bank of England Survey of External Forecasters
by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F. 
Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters
by Gianna Boero & Jeremy Smith & KennethF. Wallis 
Evaluating a threedimensional panel of point forecasts: The Bank of England Survey of External Forecasters
by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F. 
Seasonal Adjustment and Multiple Time Series Analysis
by Kenneth F. Wallis
edited by 
Seasonal Adjustment and Multiple Time Series Analysis
by Kenneth F. Wallis
edited by 
Contributed Comments to "Seasonal Analysis of Economic Time Series"
by John P. Burman & Dennis Farley & Stephen Zeller & Martin M. G. Fase & Agustin Maravall & Christopher A. Sims & Kenneth F. Wallis
edited by 
A Simple Explanation of the Forecast Combination Puzzle*
by Jeremy Smith & Kenneth F. Wallis 
Scoring rules and survey density forecasts
by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F. 
Cointegration, longrun structural modelling and weak exogeneity: Two models of the UK economy
by Jacobs, Jan P. A. M. & Wallis, Kenneth F. 
The Sensitivity of ChiSquared GoodnessofFit Tests to the Partitioning of Data
by Gianna Boero & Jeremy Smith & Kenneth Wallis 
Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness
by James Mitchell & Kenneth F. Wallis 
Scoring rules and survey density forecasts
by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F. 
COINTEGRATION, LONGRUN STRUCTURAL MODELLING AND WEAK EXOGENEITY: TWO MODELS OF THE UK ECONOMY
by Jan P. A. M. Jacobs & Kenneth F. Wallis 
An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties
by Kenneth F. Wallis 
Comparative Properties of Models of the UK Economy
by Keith B. Church & Joanne E. Sault & Silvia Sgherri & Kenneth F. Wallis 
A note on the calculation of entropy from histograms
by Wallis, Kenneth 
Technical Progress and the Natural Rate in Models of the UK Economy
by Keith B. Church & Peter R. Mitchell & Joanne E. Sault & Kenneth F. Wallis 
Models of the UK Economy and the Real WageEmployment Debate
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*
by Keith B. Church & Peter R. Mitchell & Joanne E. Sault & Kenneth F. Wallis 
Comparative Properties of Models of the UK Economy
by K. B. Church & P. R. Mitchell & P. N. Smith & K. F. Wallis 
Comparative Properties of Models of the Uk Economy
by K. B. Church & P. R. Mitchell & D. S. Turner & K. F. Wallis & J. D. Whitley 
Comparative Properties of Models of the Uk Economy
by P. G. Fisher & D. S. Turner & K. F. Wallis & J. D. Whitley 
Comparative Properties of Models of the Uk Economy
by P. G. Fisher & S. K. Tanna & D. S. Turner & K. F. Wallis & J. D. Whitley 
Asymmetric density forecasts of inflation and the Bank of England's fan chart
by Kenneth F. Wallis 
Comparative Properties of Models of the UK Economy
by K. B. Church & P. R. Mitchell & P. N. Smith & K. F. Wallis 
Comparative Properties of Models of the Uk Economy
by P. G. Fisher & S. K. Tanna & D. S. Turner & K. F. Wallis & J. D. Whitley 
On Macroeconomic Policy and Macroeconomic Modeling
by K. F. Wallis 
Comparing SVARs and SEMs: more shocking stories
by Jacobs, Jan & Wallis, Kenneth F. 
TIME SERIES ANALYSIS AND MACROECONOMETRIC MODELLING
by Kenneth F. Wallis 
Macroeconomic modelling in central banks in Latin America
by Wallis, Kenneth F. 
LongRun Properties of LargeScale Macroeconometric Models
by Kenneth F. Wallis & John D. Whitley 
The Measurement and Characteristics of Professional Forecasters' Uncertainty
by Gianna Boero & Jeremy Smith & Kenneth F. Wallis 
FORECAST UNCERTAINTY, ITS REPRESENTATION AND EVALUATION
by Kenneth F. Wallis
edited by 
The Properties of Some GoodnessofFit Tests
by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F. 
SIGNAL EXTRACTION IN NONSTATIONARY SERIES
by Burridge, Peter & Wallis, Kenneth F. 
CALCULATING THE VARIANCE OF SEASONALLY ADJUSTED SERIES
by Burridge, Peter & Wallis, Kenneth F. 
MODELS FOR X11 AND 'X11FORECAST' PROCEDURES FOR PRELIMINARY AND REVISED SEASONAL ADJUSTMENTS
by Wallis, Kenneth F. 
DYNAMIC MODELS AND EXPECTATIONS HYPOTHESIS
by Wallis, Kenneth F. 
MODEL VALIDATION AND FORECAST COMPARISONS: THEORETICAL AND PRACTICAL CONSIDERATIONS
by Salmon, Mark & Wallis, Kenneth F. 
UNOBSERVEDCOMPONENTS MODELS FOR SEASONAL ADJUSTMENT FILTERS
by Burridge, Peter & Wallis, Kenneth F. 
FORECASTING AND SIGNAL EXTRACTION IN AUTOREGRESSIVEMOVING AVERAGE MODELS
by Burridge, Peter & Wallis, Kenneth F. 
Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters
by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F. 
Sensitivity of the chisquared goodnessoffit test to the partitioning of data
by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F. 
TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES
by Kenneth F. Wallis 
Combining forecasts  forty years later
by Kenneth Wallis 
Multiple Time Series Modelling: Another Look at the Mink‐Muskrat Interaction
by W. ‐Y. T. Chan & Kenneth F. Wallis 
The properties of some goodnessoffit tests
by G. Boero & J. Smith & KF. Wallis 
Chisquared tests of interval and density forecasts and the Bank of England's fan charts
by Wallis, Kenneth F.
editor of:

MACROECONOMETRIC MODELLING
edited by Kenneth F. Wallis 
Advances in Economics and Econometrics: Theory and Applications
edited by Kreps, David M. & Wallis, Kenneth F. 
Advances in Economics and Econometrics: Theory and Applications
edited by Kreps, David M. & Wallis, Kenneth F. 
Advances in Economics and Econometrics: Theory and Applications
edited by Kreps, David M. & Wallis, Kenneth F. 
Advances in Economics and Econometrics: Theory and Applications
edited by Kreps, David M. & Wallis, Kenneth F. 
Advances in Economics and Econometrics: Theory and Applications 3 Volume Paperback Set
edited by Kreps, David M. & Wallis, Kenneth F.