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Kenneth F. Wallis

Personal Details

First Name:Kenneth
Middle Name:Frank
Last Name:Wallis
Suffix:
RePEc Short-ID:pwa27
http://www.warwick.ac.uk/go/kfwallis
Department of Economics University of Warwick Coventry CV4 7AL UK
Terminal Degree:1966 Graduate School of Business; Stanford University (from RePEc Genealogy)

Affiliation

(95%) Department of Economics
University of Warwick

Coventry, United Kingdom
http://www.warwick.ac.uk/fac/soc/Economics/
RePEc:edi:dewaruk (more details at EDIRC)

(5%) Centre for Applied Macroeconomic Analysis (CAMA)
Crawford School of Public Policy
Australian National University

Canberra, Australia
https://cama.crawford.anu.edu.au/
RePEc:edi:cmanuau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Wallis, Kenneth F., 2008. "Macroeconomic modelling in central banks in Latin America," Documentos de Proyectos 3627, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
  2. Jan P.A.M. Jacobs & Kenneth F. Wallis, 2007. "Cointegration, Long-Run Structural Modelling And Weak Exogeneity: Two Models Of The Uk Economy," CAMA Working Papers 2007-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  3. Wallis, Kenneth, 2006. "A note on the calculation of entropy from histograms," MPRA Paper 52856, University Library of Munich, Germany.
  4. Boero,Gianna & Smith,Jeremy & Wallis,Kenneth F, 2006. "Uncertainty and disagreement in economic prediction : the Bank of England Survey of External Forecasters," The Warwick Economics Research Paper Series (TWERPS) 811, University of Warwick, Department of Economics.
  5. Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F, 2004. "Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data," The Warwick Economics Research Paper Series (TWERPS) 694, University of Warwick, Department of Economics.
  6. Kenneth F. Wallis, 2004. "Comparing Empirical Models of the Euro Economy," Econometric Society 2004 Australasian Meetings 14, Econometric Society.
  7. Wallis, Kenneth F., 2002. "Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts," Royal Economic Society Annual Conference 2002 181, Royal Economic Society.
  8. Jacobs, Jan & Wallis, Kenneth F., 2002. "Comparing SVARs and SEMs: more shocking stories," Research Report 02C56, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  9. Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F, 2002. "The Properties Of Some Goodness-Of-Fit Tests," The Warwick Economics Research Paper Series (TWERPS) 653, University of Warwick, Department of Economics.
  10. Anthony Tay & Kenneth F. Wallis, 2000. "Density Forecasting: A Survey," Econometric Society World Congress 2000 Contributed Papers 0370, Econometric Society.
  11. Francis X. Diebold & Anthony S. Tay & Kenneth F. Wallis, 1997. "Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters," NBER Working Papers 6228, National Bureau of Economic Research, Inc.
  12. K.F. Wallis, 1992. "On Macroeconomic Policy and Macroeconomic Modeling," Economics Discussion / Working Papers 92-04, The University of Western Australia, Department of Economics.
  13. Wallis, K.F., 1992. "On Macroeconomic Policy and Macroeconometric Models," CEPR Discussion Papers 264, Centre for Economic Policy Research, Research School of Economics, Australian National University.
  14. Burridge, Peter & Wallis, Kenneth F, 1986. "Forecasting and Signals Extraction in Autoregressive-moving Average Models," The Warwick Economics Research Paper Series (TWERPS) 274, University of Warwick, Department of Economics.
  15. Burridge, Peter & Wallis, Kenneth F, 1984. "Calculating the Variance of Seasonally Adjusted Series," The Warwick Economics Research Paper Series (TWERPS) 251, University of Warwick, Department of Economics.
  16. Burridge, Peter & Wallis, Kenneth F, 1983. "Signal Extraction in Nonstationary Series," The Warwick Economics Research Paper Series (TWERPS) 234, University of Warwick, Department of Economics.
  17. Burridge, Peter & Wallis, Kenneth F, 1983. "Unobserved-Components Models for Seasonal Adjustment Filters," The Warwick Economics Research Paper Series (TWERPS) 244, University of Warwick, Department of Economics.
  18. Wallis, Kenneth F, 1981. "Dynamic Models and Expectations Hypotheses," The Warwick Economics Research Paper Series (TWERPS) 187, University of Warwick, Department of Economics.
  19. Wallis, Kenneth F, 1981. "Models for X-11 and 'X-11-Forecast' Procedures for Preliminary and Revised Seasonal Adjustments," The Warwick Economics Research Paper Series (TWERPS) 198, University of Warwick, Department of Economics.
  20. Salmon, Mark & Wallis, Kenneth F, 1980. "Model Validation and Forecast Comparisons : Theoretical and Practical Considerations," The Warwick Economics Research Paper Series (TWERPS) 184, University of Warwick, Department of Economics.
  21. Kenneth F. Wallis, 1966. "Some Econometric Problems in the Analysis of Inventory Cycles," Cowles Foundation Discussion Papers 209, Cowles Foundation for Research in Economics, Yale University.

Articles

  1. Gianna Boero & Jeremy Smith & Kenneth F. Wallis, 2015. "The Measurement and Characteristics of Professional Forecasters' Uncertainty," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(7), pages 1029-1046, November.
  2. James Mitchell & Kenneth F. Wallis, 2011. "Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(6), pages 1023-1040, September.
  3. Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F., 2011. "Scoring rules and survey density forecasts," International Journal of Forecasting, Elsevier, vol. 27(2), pages 379-393, April.
  4. Jacobs, Jan P.A.M. & Wallis, Kenneth F., 2010. "Cointegration, long-run structural modelling and weak exogeneity: Two models of the UK economy," Journal of Econometrics, Elsevier, vol. 158(1), pages 108-116, September.
  5. Jeremy Smith & Kenneth F. Wallis, 2009. "A Simple Explanation of the Forecast Combination Puzzle," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(3), pages 331-355, June.
  6. Gianna Boero & Jeremy Smith & KennethF. Wallis, 2008. "Uncertainty and Disagreement in Economic Prediction: The Bank of England Survey of External Forecasters," Economic Journal, Royal Economic Society, vol. 118(530), pages 1107-1127, July.
  7. Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F., 2008. "Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters," International Journal of Forecasting, Elsevier, vol. 24(3), pages 354-367.
  8. Gianna Boero & Jeremy Smith & Kenneth Wallis, 2005. "The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data," Econometric Reviews, Taylor & Francis Journals, vol. 23(4), pages 341-370.
  9. Kenneth F. Wallis & Jan P. A. M. Jacobs, 2005. "Comparing SVARs and SEMs: two models of the UK economy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 209-228.
  10. Kenneth F. Wallis, 2005. "Combining Density and Interval Forecasts: A Modest Proposal," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(s1), pages 983-994, December.
  11. Wallis K.F., 2004. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 172-175, April.
  12. Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F., 2004. "Decompositions of Pearson's chi-squared test," Journal of Econometrics, Elsevier, vol. 123(1), pages 189-193, November.
  13. Hughes Hallett, Andrew & Wallis, Kenneth F., 2004. "Empirical macro-models of the euro economy: an introduction," Economic Modelling, Elsevier, vol. 21(5), pages 719-722, September.
  14. Kenneth F. Wallis, 2004. "An Assessment of Bank of England and National Institute Inflation Forecast Uncertainties," National Institute Economic Review, National Institute of Economic and Social Research, vol. 189(1), pages 64-71, July.
  15. Wallis, Kenneth F., 2004. "Comparing empirical models of the euro economy," Economic Modelling, Elsevier, vol. 21(5), pages 735-758, September.
  16. Wallis, Kenneth F., 2003. "Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts," International Journal of Forecasting, Elsevier, vol. 19(2), pages 165-175.
  17. Keith B. Church & Joanne E. Sault & Silvia Sgherri & Kenneth F. Wallis, 2000. "Comparative Properties of Models of the UK Economy," National Institute Economic Review, National Institute of Economic and Social Research, vol. 171(1), pages 106-122, January.
  18. Mitchell, Peter R. & Sault, Joanne E. & Wallis, Kenneth F., 2000. "Fiscal policy rules in macroeconomic models: principles and practice," Economic Modelling, Elsevier, vol. 17(2), pages 171-193, April.
  19. Kenneth F. Wallis, 1999. "Asymmetric density forecasts of inflation and the Bank of England's fan chart," National Institute Economic Review, National Institute of Economic and Social Research, vol. 167(1), pages 106-112, January.
  20. Wallis, Kenneth F, 1998. "New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(2), pages 164-165, April.
  21. Keith B. Church & Peter R. Mitchell & Joanne E. Sault & Kenneth F. Wallis, 1998. "Technical Progress and the Natural Rate in Models of the UK Economy," National Institute Economic Review, National Institute of Economic and Social Research, vol. 164(1), pages 80-89, April.
  22. Mitchell, Peter R. & Sault, Joanne E. & Smith, Peter N. & Wallis, Kenneth F., 1998. "Comparing global economic models," Economic Modelling, Elsevier, vol. 15(1), pages 1-48, January.
  23. Wallis, Kenneth F, 1997. "Statistical Demand Functions for Food in the USA and the Netherlands: Comments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 637-640, Sept.-Oct.
  24. Wallis, Kenneth F, 1997. "A Comparative Study of Modelling the Demand for Food in the United States and the Netherlands: Comments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(5), pages 611-611, Sept.-Oct.
  25. Church, Keith B. & Mitchell, Peter R. & Smith, Peter N. & Wallis, Kenneth F., 1996. "Targeting inflation: Comparative control exercises on models of the UK economy," Economic Modelling, Elsevier, vol. 13(2), pages 169-184, April.
  26. Church, Keith B & Smith, Peter N & Wallis, Kenneth F, 1994. "Econometric Evaluation of Consumers' Expenditure Equations," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 10(2), pages 71-85, Summer.
  27. Wallis, Kenneth F & Whitley, John D, 1991. "Macro-models and Macro Policy in the 1980s," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 7(3), pages 118-127, Autumn.
  28. Fisher, Paul G. & Wallis, Kenneth F., 1990. "The historical tracking performance of UK macroeconometric models 1978-1985," Economic Modelling, Elsevier, vol. 7(2), pages 179-197, April.
  29. Wallis, Kenneth F, 1989. "Macroeconomic Forecasting: A Survey," Economic Journal, Royal Economic Society, vol. 99(394), pages 28-61, March.
  30. Turner, David S & Wallis, Kenneth F & Whitley, John D, 1989. "Differences in the Properties of Large-Scale Macroeconometric Models: The Role of Labour Market Specifications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 4(4), pages 317-344, Oct.-Dec..
  31. Wallis, Kenneth F, 1988. "Some Recent Developments in Macroeconometric Modelling in the United Kingdom," Australian Economic Papers, Wiley Blackwell, vol. 27(0), pages 7-25, Supplemen.
  32. Turner, David S & Wallis, Kenneth F & Whitley, John D, 1987. "Evaluating Special Employment Measures with Macroeconometric Models," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 3(3), pages 1-1, Autumn.
  33. Kenneth F. Wallis & John D. Whitley, 1987. "Long-Run Properties of Large-Scale Macroeconometric Models," Annals of Economics and Statistics, GENES, issue 6-7, pages 207-224.
  34. Kenneth F. Wallis, 1987. "Time Series Analysis Of Bounded Economic Variables," Journal of Time Series Analysis, Wiley Blackwell, vol. 8(1), pages 115-123, January.
  35. M.J. Andrews & D.N.F. Bell & P.G. Fisher & K.F. Wallis & J.D. Whitley, 1985. "Models of the UK Economy and the Real Wage-Employment Debate," National Institute Economic Review, National Institute of Economic and Social Research, vol. 112(1), pages 41-52, May.
  36. Wallis, Kenneth F, 1984. "Comparing Time-Series and Nonlinear Model-based Forecasts," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 46(4), pages 383-389, November.
  37. Burridge, Peter & Wallis, Kenneth F, 1984. "Unobserved-Components Models for Seasonal Adjustment Filters," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(4), pages 350-359, October.
  38. Wallis, Kenneth F., 1982. "'Time-series' versus 'econometric' forecasts : A non-linear regression counterexample," Economics Letters, Elsevier, vol. 10(3-4), pages 309-315.
  39. Wallis, Kenneth F, 1980. "Econometric Implications of the Rational Expectations Hypothesis," Econometrica, Econometric Society, vol. 48(1), pages 49-73, January.
  40. W.‐Y. T. Chan & Kenneth F. Wallis, 1978. "Multiple Time Series Modelling: Another Look at the Mink‐Muskrat Interaction," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 27(2), pages 168-175, June.
  41. Wallis, Kenneth F, 1977. "Multiple Time Series Analysis and the Final Form of Econometric Models," Econometrica, Econometric Society, vol. 45(6), pages 1481-1497, September.
  42. Wallis, Kenneth F, 1972. "Testing for Fourth Order Autocorrelation in Qtrly Regression Equations," Econometrica, Econometric Society, vol. 40(4), pages 617-636, July.
  43. Wallis, Kenneth F, 1972. "The Efficiency of the Two-Step Estimator," Econometrica, Econometric Society, vol. 40(4), pages 769-770, July.
  44. Wallis, Kenneth F, 1970. "Output Decisions of Firms Again," The Manchester School of Economic & Social Studies, University of Manchester, vol. 38(2), pages 163-166, June.
  45. Wallis, Kenneth F, 1969. "Some Recent Developments in Applied Econometrics: Dynamic Models and Simultaneous Equation Systems," Journal of Economic Literature, American Economic Association, vol. 7(3), pages 771-796, September.
    RePEc:taf:apfiec:v:21:y:2011:i:1-2:p:33-41 is not listed on IDEAS

Chapters

  1. Kenneth F. Wallis, 2008. "Forecast Uncertainty, Its Representation And Evaluation," World Scientific Book Chapters, in: Roberto S Mariano & Yiu-Kuen Tse (ed.), Econometric Forecasting And High-Frequency Data Analysis, chapter 1, pages 1-51, World Scientific Publishing Co. Pte. Ltd..
  2. John P. Burman & Dennis Farley & Stephen Zeller & Martin M. G. Fase & Agustin Maravall & Christopher A. Sims & Kenneth F. Wallis, 1978. "Contributed Comments to "Seasonal Analysis of Economic Time Series"," NBER Chapters, in: Seasonal Analysis of Economic Time Series, pages 461-479, National Bureau of Economic Research, Inc.
  3. Kenneth F. Wallis, 1978. "Seasonal Adjustment and Multiple Time Series Analysis," NBER Chapters, in: Seasonal Analysis of Economic Time Series, pages 347-364, National Bureau of Economic Research, Inc.

Books

  1. Kreps,David M. & Wallis,Kenneth F. (ed.), 1997. "Advances in Economics and Econometrics: Theory and Applications," Cambridge Books, Cambridge University Press, number 9780521589826, September.
  2. Kreps,David M. & Wallis,Kenneth F. (ed.), 1997. "Advances in Economics and Econometrics: Theory and Applications," Cambridge Books, Cambridge University Press, number 9780521589833, September.
  3. Kreps,David M. & Wallis,Kenneth F. (ed.), 1997. "Advances in Economics and Econometrics: Theory and Applications," Cambridge Books, Cambridge University Press, number 9780521589819, September.
  4. Kenneth F. Wallis, 1995. "Time Series Analysis And Macroeconometric Modelling," Books, Edward Elgar Publishing, number 463.
  5. Kenneth F. Wallis (ed.), 1994. "Macroeconometric Modelling," Books, Edward Elgar Publishing, volume 0, number 603.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages, Weighted by Simple Impact Factor
  22. Number of Journal Pages, Weighted by Recursive Impact Factor
  23. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  24. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  25. Euclidian citation score
  26. Breadth of citations across fields
  27. Wu-Index
  28. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-EEC: European Economics (2) 2001-12-14 2007-07-13
  2. NEP-ETS: Econometric Time Series (2) 2002-07-08 2007-07-13
  3. NEP-ECM: Econometrics (1) 2002-07-12

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