Kenneth F. Wallis

University of Warwick - Department of Economics

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

157

SSRN CITATIONS
Rank 8,492

SSRN RANKINGS

Top 8,492

in Total Papers Citations

24

CROSSREF CITATIONS

127

Scholarly Papers (4)

1.

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

Number of pages: 32 Posted: 27 Feb 2003
Kenneth F. Wallis
University of Warwick - Department of Economics
Downloads 83 (412,647)
Citation 1

Abstract:

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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: 10 Jul 2022
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 43 (565,910)
Citation 1

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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 29 (646,528)
Citation 3

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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 (896,535)
Citation 19

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