Martin R. Weale

National Institute of Economic and Social Research (NIESR)

2 Dean Trench Street

Smith Square

London SW1P 3HE

United Kingdom

http://www.niesr.ac.uk/

SCHOLARLY PAPERS

20

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CITATIONS
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86

Scholarly Papers (20)

1.

Survey Expectations

IEPR Working Paper No. 05.30, CESifo Working Paper Series No. 1599
Number of pages: 78 Posted: 07 Sep 2005
M. Hashem Pesaran and Martin R. Weale
USC Dornsife Institute for New Economic Thinking and National Institute of Economic and Social Research (NIESR)
Downloads 356 (58,838)
Citation 34

Abstract:

Models of Expectations Formation, Survey Data, Heterogeneity, Tests of Rational Expectations

An Automatic Leading Indicator, Variable Reduction and Variable Selection Methods Using Small and Large Datasets: Forecasting the Industrial Production Growth for Euro Area Economies

quantf research Working Paper Series: WP09/2014
Number of pages: 23 Posted: 02 Jun 2014
European Central Bank (ECB), University of London - Queen Mary College - Department of Economics, quantf research and National Institute of Economic and Social Research (NIESR)
Downloads 40 (349,292)

Abstract:

Bayesian Shrinkage Regression, Dynamic Factor Model, Euro Area, Forecasting, Kalman Filter, Partial Least Squares

An Automatic Leading Indicator, Variable Reduction and Variable Selection Methods Using Small and Large Datasets: Forecasting the Industrial Production Growth for Euro Area Economies

ECB Working Paper No. 1773
Number of pages: 33 Posted: 02 Apr 2015
European Central Bank (ECB), University of London - Queen Mary College - Department of Economics, quantf research and National Institute of Economic and Social Research (NIESR)
Downloads 31 (383,627)

Abstract:

Bayesian shrinkage regression, dynamic factor model, euro area, forecasting, Kalman filter, partial least squares

3.

Annuities and Aggregate Mortality Uncertainty

WEF Working Paper No. 0027
Number of pages: 22 Posted: 01 Nov 2007
Justin van de Ven and Martin R. Weale
National Institute of Economic and Social Research (NIESR) and National Institute of Economic and Social Research (NIESR)
Downloads 63 (277,350)

Abstract:

What are the Macroeconomic Effects of Asset Purchases?

Number of pages: 60 Posted: 15 Nov 2015
Martin R. Weale and Tomasz Wieladek
National Institute of Economic and Social Research (NIESR) and Bank of England
Downloads 49 (320,548)

Abstract:

Unconventional monetary policy, Bayesian VAR, Hierarchical prior, Litterman prior.

What are the Macroeconomic Effects of Asset Purchases?

CEPR Discussion Paper No. DP10495
Number of pages: 61 Posted: 16 Mar 2015
Martin R. Weale and Tomasz Wieladek
National Institute of Economic and Social Research (NIESR) and Bank of England
Downloads 1 (549,486)

Abstract:

Bayesian VAR, unconventional monetary policy

5.

Monthly GDP Estimates for Inter-War Britian

CESifo Working Paper Series No. 3602
Number of pages: 31 Posted: 06 Oct 2011
James Mitchell, Solomos Solomou and Martin R. Weale
National Institute of Economic and Social Research (NIESR), University of Cambridge, Faculty of Economics and National Institute of Economic and Social Research (NIESR)
Downloads 39 (323,984)

Abstract:

economic history, national accounts, monthly GDP data, Great Depression

6.

Pension Arrangements and Retirement Choices in Europe: A Comparison of the British, Danish and German Systems

ENEPRI Research Paper No. 5
Number of pages: 52 Posted: 16 Feb 2012
James Sefton, Justin van de Ven and Martin R. Weale
affiliation not provided to SSRN, National Institute of Economic and Social Research (NIESR) and National Institute of Economic and Social Research (NIESR)
Downloads 38 (342,466)

Abstract:

pension, retirement, Europe, UK, Denmark, Germany, labor force, health, aging

7.

Simulating the Transmission of Wealth Inequity Via Bequests

NBER Working Paper No. w7183
Number of pages: 57 Posted: 09 Aug 1999
Cato Institute, Boston University - Department of Economics, Imperial College London and National Institute of Economic and Social Research (NIESR)
Downloads 32 (370,477)
Citation 24

Abstract:

8.

Forecasting Manufacturing Output Growth Using Firm-Level Survey Data

Manchester School, Vol. 73, No. 4, pp. 479-499, July 2005
Number of pages: 21 Posted: 13 Jul 2005
James Mitchell, Richard J. Smith and Martin R. Weale
National Institute of Economic and Social Research (NIESR), University of Warwick - Department of Economics and National Institute of Economic and Social Research (NIESR)
Downloads 22 (415,174)
Citation 1

Abstract:

9.

Healthy Life Expectancy in the EU Member States

ENEPRI Research Report No. 33
Number of pages: 141 Posted: 22 Mar 2012
Ehsan Khoman and Martin R. Weale
affiliation not provided to SSRN and National Institute of Economic and Social Research (NIESR)
Downloads 20 (425,367)
Citation 1

Abstract:

healthy life, life expectancy, EU, member states, health expectancy, health care

10.

An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth

Economic Journal, Vol. 115, No. 501, pp. F108-F129, February 2005
Number of pages: 22 Posted: 27 Jan 2005
National Institute of Economic and Social Research (NIESR), University of Warwick - Department of Economics, National Institute of Economic and Social Research (NIESR), Birkbeck College, University of London and National Institute of Economic and Social Research (NIESR)
Downloads 18 (435,544)
Citation 9

Abstract:

11.

Quantification of Qualitative Firm-Level Survey Data

Economic Journal, Vol. 112, pp. C117-C135, 2002
Number of pages: 19 Posted: 06 May 2003
James Mitchell, Richard J. Smith and Martin R. Weale
National Institute of Economic and Social Research (NIESR), University of Warwick - Department of Economics and National Institute of Economic and Social Research (NIESR)
Downloads 15 (450,728)
Citation 5

Abstract:

12.

Welfare Effects of Taxation of Income from Capital

Tax Policy Conference, p. 391, 2003
Number of pages: 22 Posted: 03 Jun 2012
Jayasri Dutta, James A. Sefton and Martin R. Weale
University of Birmingham - Department of Economics, Imperial College London and National Institute of Economic and Social Research (NIESR)
Downloads 12 (435,544)

Abstract:

13.

Means Testing Retirement Benefits: Fostering Equity or Discouraging Savings?

The Economic Journal, Vol. 118, Issue 528, pp. 556-590, April 2008
Number of pages: 35 Posted: 27 Mar 2008
James Sefton, Justin van de Ven and Martin R. Weale
affiliation not provided to SSRN, National Institute of Economic and Social Research (NIESR) and National Institute of Economic and Social Research (NIESR)
Downloads 12 (466,024)
Citation 10

Abstract:

14.

Development of Scenarios for Health and Long-Term Care Expenditure in the European Union Member States

ENEPRI Research Report No. 42
Number of pages: 121 Posted: 26 Mar 2012 Last Revised: 13 Oct 2013
Ehsan Khoman and Martin R. Weale
affiliation not provided to SSRN and National Institute of Economic and Social Research (NIESR)
Downloads 3 (504,258)

Abstract:

European Union, health expenditure, health, ageing, health care system, longevity

15.

The Rationality and Reliability of Expectations Reported by British Households: Micro Evidence from the British Household Panel Survey

Bundesbank Series 1 Discussion Paper No. 2007,19
Number of pages: 48 Posted: 08 Jun 2016
James Mitchell and Martin R. Weale
National Institute of Economic and Social Research (NIESR) and National Institute of Economic and Social Research (NIESR)
Downloads 0 (508,645)
Citation 1

Abstract:

household behaviour, expectation formation

16.

Monetary Policy and the Current Account: Theory and Evidence

CEPR Discussion Paper No. DP11204
Number of pages: 72 Posted: 18 Apr 2016
Ida Hjortsoe, Martin R. Weale and Tomasz Wieladek
Bank of England, National Institute of Economic and Social Research (NIESR) and Bank of England
Downloads 0 (532,107)

Abstract:

Balance of Payments; Current Account; Bayesian Panel VAR; Economic Liberalisation; Monetary Policy. JEL classification: F32, E52

17.

Estimation of Short Dynamic Panels in The Presence of Cross-Sectional Dependence and Dynamic Heterogeneity

Bank of England Working Paper No. 38
Number of pages: 38 Posted: 14 Nov 2015
Robert Gilhooly, Martin R. Weale and Tomasz Wieladek
Bank of England, National Institute of Economic and Social Research (NIESR) and Bank of England
Downloads 0 (430,543)

Abstract:

Bayesian dynamic panel estimator, dynamic heterogeneity, cross-sectional dependence, labour

18.

Fiscal Policy, Fairness between Generations, and National Saving

Oxford Review of Economic Policy, Vol. 26, Issue 1, pp. 87-116, 2010
Posted: 04 Jun 2010
Ray Barrell and Martin R. Weale
National Institute of Economic and Social Research (NIESR) and National Institute of Economic and Social Research (NIESR)

Abstract:

fiscal policy, national saving, generational equality, overlapping generations analysis, E21, E61, E62, H62, H63

19.

An Automatic Leading Indicator of Economic Activity: Forecasting GDP Growth for European Countries

Econometrics Journal, Vol. 4, pp. S56-S90, 2001
Posted: 27 Sep 2001
European Central Bank (ECB), University of London - Queen Mary College - Department of Economics, University of Warwick - Department of Economics and National Institute of Economic and Social Research (NIESR)

Abstract:

Dynamic factor model, Forecasting, Kalman filter, AR, VAR and BVAR models

20.

Simulating The Transmission Of Wealth Inequality Via Bequests

Journal of Public Economics, Vol. 79, No. 1, January 1, 2001
Posted: 23 Sep 2001
Cato Institute, Boston University - Department of Economics, Imperial College London and National Institute of Economic and Social Research (NIESR)

Abstract: