Kenneth F. Wallis

University of Warwick - Department of Economics

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS

142

SSRN CITATIONS
Rank 5,456

SSRN RANKINGS

Top 5,456

in Total Papers Citations

19

CROSSREF CITATIONS

165

Scholarly Papers (5)

1.

Chi-Squared Tests of Interval and Density Forecasts, and the Bank of England's Fan Charts

ECB Working Paper No. 83
Number of pages: 32 Posted: 27 Feb 2003
Kenneth F. Wallis
University of Warwick - Department of Economics
Downloads 79 (307,185)

Abstract:

Loading...

Forecast evaluation, interval forecasts, density forecasts, likelihood ratio tests, chi-squared tests, exact inference, Bank of England inflation forecasts

2.

Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters

NBER Working Paper No. w6228
Number of pages: 26 Posted: 26 Aug 2000 Last Revised: 07 Oct 2010
Francis X. Diebold, Anthony S. Tay and Kenneth F. Wallis
University of Pennsylvania - Department of Economics, Singapore Management University - School of Economics and University of Warwick - Department of Economics
Downloads 32 (457,770)
Citation 9

Abstract:

Loading...

3.

Combining Density and Interval Forecasts: A Modest Proposal

Oxford Bulletin of Economics & Statistics, Vol. 67, No. S1, pp. 983-994, December 2005
Number of pages: 12 Posted: 03 Feb 2006
Kenneth F. Wallis
University of Warwick - Department of Economics
Downloads 27 (482,345)
  • Add to Cart

Abstract:

Loading...

4.

A Simple Explanation of the Forecast Combination Puzzle

Oxford Bulletin of Economics and Statistics, Vol. 71, Issue 3, pp. 331-355, June 2009
Number of pages: 25 Posted: 27 Apr 2009
Jeremy Smith and Kenneth F. Wallis
University of Warwick - Department of Economics and University of Warwick - Department of Economics
Downloads 2 (639,563)
Citation 6
  • Add to Cart

Abstract:

Loading...

5.

Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters

The Economic Journal, Vol. 118, Issue 530, pp. 1107-1127, July 2008
Number of pages: 21 Posted: 18 Jun 2008
Gianna Boero, Jeremy Smith and Kenneth F. Wallis
University of Warwick - Department of Economics, University of Warwick - Department of Economics and University of Warwick - Department of Economics
Downloads 2 (639,563)
Citation 3
  • Add to Cart

Abstract:

Loading...