Grayham E. Mizon

University of Southampton - Division of Economics

Professor

Southampton, SO17 1BJ

United Kingdom

  • University of Southampton - Division of Economics

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SCHOLARLY PAPERS

7

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SSRN CITATIONS
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6

CROSSREF CITATIONS

56

Scholarly Papers (7)

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1.

Exogeneity, Cointegration, and Economic Policy Analysis

Number of pages: 40 Posted: 14 Aug 1998
Neil R. Ericsson, David F. Hendry and Grayham E. Mizon
Board of Governors of the Federal Reserve System, University of Oxford - Department of Economics and University of Southampton - Division of Economics
Downloads 591 (57,873)
Citation 9

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2.

A Markov-Switching Vector Equilibrium Correction Model of the UK Labour Market

IGIER Working Paper No. 185
Number of pages: 20 Posted: 06 Apr 2001
Hans-Martin Krolzig, Massimiliano Giuseppe Marcellino and Grayham E. Mizon
Humboldt University of Berlin - Institute for Statistics and Econometrics, Bocconi University - Department of Economics and University of Southampton - Division of Economics
Downloads 214 (179,000)
Citation 1

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business cycles, employment, Impulse-Response Analysis, cointegration, regime shifts, Markov switching

3.

Modelling Shifts in the Wage-Price and Unemployment-Inflation Relationships in Italy, Poland, and the UK

Bocconi University, IGIER Working Paper No. 145
Number of pages: 27 Posted: 13 Mar 1999
Massimiliano Giuseppe Marcellino and Grayham E. Mizon
Bocconi University - Department of Economics and University of Southampton - Division of Economics
Downloads 189 (200,589)
Citation 1

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4.

A Retrospective on J. Denis Sargan and His Contributions to Econometrics

Number of pages: 27 Posted: 11 Apr 2001
Neil R. Ericsson, Esfandiar Maasoumi and Grayham E. Mizon
Board of Governors of the Federal Reserve System, Southern Methodist University (SMU) - Department of Economics and University of Southampton - Division of Economics
Downloads 152 (241,638)
Citation 1

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Dynamic Specification, Econometrics, Error Correction Model, Finite Sample Distributions, Identification, Instrumental Variables, Model Building, Numerical Computation, Prices, Production Function, Specification Searches, Wages

5.

Encompassing: Concepts and Implementation

Oxford Bulletin of Economics and Statistics, Vol. 70, Issue s1, pp. 721-750, December 2008
Number of pages: 30 Posted: 02 Dec 2008
Christophe Bontemps and Grayham E. Mizon
ESR-INRA and University of Southampton - Division of Economics
Downloads 1 (792,075)
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6.

Simulation Encompassing: Testing Non-Nested Hypotheses

Oxford Bulletin of Economics and Statistics, Vol. 70, Issue s1, pp. 781-806, December 2008
Number of pages: 26 Posted: 02 Dec 2008
Maozu Lu, Grayham E. Mizon and Chiara Monfardini
University of Southampton - Faculty of Law, Arts and Social Sciences, University of Southampton - Division of Economics and University of Bologna - Department of Economics
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7.

Exogeneity, Causality, and Co-Breaking in Economic Policy Analysis of a Small Econometric Model of Money in the U.K.

Posted: 08 Sep 1998
David F. Hendry and Grayham E. Mizon
University of Oxford - Department of Economics and University of Southampton - Division of Economics

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