Kenneth F Wallis

Biographic Data

ID5729396
NAMEKenneth F Wallis
GIVEN NAMESKenneth F
FAMILY NAMEWallis
SIGNATUREWALLIS K F
AFFILIATIONSUniversity of Warwick
VERIFIEDNo
TOTAL WORKS18
TOTAL CITATIONS19
AUTHOR COUNT18
EDITOR COUNT0
FIRST PUBLICATION YEAR1967
LATEST PUBLICATION YEAR2008
H-INDEX2

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

    Open AccessGianna Boero, Jeremy Smith et al.ARTICLEThe Economic Journal2008References: 18

    This article introduces a new source of survey data, namely the Bank of England Survey of External Forecasters. The survey collects point and density forecasts of inflation and GDP growth and, hence, offers the opportunity of constructing direct measures of uncertainty. We present a simple statistical framework in which to define and interrelate measures of uncertainty and disagreement. The resulting measures are compared with other direct measur…

  • [New Capabilities and Methods of the X-12-Arima Seasonal-Adjustment Program]: Comment

    Kenneth F WallisARTICLEJournal of Business and Economic…1998

  • Comparing Macroeconometric Models: A Review Article

    Kenneth F WallisARTICLEEconomica1993

    no effective methods for deciding which conclusion is correct. In consequence, contradictory hypotheses continue to coexist sometimes for decades or more.' This is not a good reason for abandoning applied economics altogether, however, for then there would be 'almost no way of selecting from among a plethora of possible explanations the one that best explains economic events'. For Blaug, the only hope is to improve both theoretical and applied ec…

  • Econometric Evaluation of the Exchange Rate in Models of the UK Economy

    P G Fisher, Paul Fisher et al.ARTICLEThe Economic Journal1990Cited by: 1References: 1

    Journal Article Econometric Evaluation of the Exchange Rate in Models of the UK Economy Get access P. G. Fisher, P. G. Fisher University of Warwick Search for other works by this author on: Oxford Academic Google Scholar S. K. Tanna, S. K. Tanna University of Warwick Search for other works by this author on: Oxford Academic Google Scholar D. S. Turner, D. S. Turner University of Warwick Search for other works by this author on: Oxford Academic Go…

  • Macroeconomic Forecasting: A Survey

    Kenneth F WallisARTICLEThe Economic Journal1989Cited by: 3References: 10

    Journal Article Macroeconomic Forecasting: A Survey Get access Kenneth F. Wallis Kenneth F. Wallis University of Warwick Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 99, Issue 394, 1 March 1989, Pages 28–61, https://doi.org/10.2307/2234203 Published: 01 March 1989

  • Models of the UK Economy: A Review, a Second Review, and a Third Review by the ESRC Macroeconomic Modelling Bureau

    Andrew Britton, Kenneth F Wallis et al.ARTICLEEconomica1988

  • Econometrics and Quantitative Economics

    Michael Wickens, David F Hendry et al.ARTICLEThe Economic Journal1985Cited by: 15

    Journal Article Econometrics and Quantitative Economics Get access Econometrics and Quantitative Economics. Edited by DAVID F. HENDRY and KENNETH F. WALLIS. (Oxford: Basil Blackwell, 1984. Pp. 342. £22.50 hardback.) Michael Wickens Michael Wickens University of Southampton Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 95, Issue 379, 1 September 1985, Pages 791–794, https://doi.org/10.2307/22…

  • Unobserved-Components Models for Seasonal Adjustment Filters

    Peter Burridge, Kenneth F WallisARTICLEJournal of Business and Economic…1984

    Time series models are presented, for which the seasonal-component estimates delivered by linear least squares signal extraction closely approximate those of the standard option of the widely-used Census X-11 program. Earlier work is extended by consideration of a broader class of models and by examination of asymmetric filters, in addition to the symmetric filter implicit in the adjustment of historical data. Various criteria that guide the spec…

  • A Model of Macroeconomic Activity. Volume I: The Theoretical Model

    Kenneth F Wallis, Ray C FairARTICLEThe Economic Journal1976

    Journal Article Model of Macroeconomic Activity Get access Model of Macroeconomic Activity. Volume 1: the theoretical model. By R. C. Fair. (Cambridge, Mass.: Ballinger, 1974. Pp. xiv + 226. £7.00.) K. F. Wallis K. F. Wallis London School of Economics Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 86, Issue 341, 1 March 1976, Pages 126–128, https://doi.org/10.2307/2230964 Published: 01 March …

  • Topics in Applied Econometrics

    W J Corlett, Kenneth F WallisARTICLEEconomica1975

  • Introductory Econometrics

    John D Hey, Kenneth F WallisARTICLEEconomica1973

  • Applied Econometrics

    Kenneth F Wallis, J L BridgeARTICLEEconomica1972

  • Wages, Prices and Incomes Policies: Some Comments

    Kenneth F WallisARTICLEEconomica1971

    where p, w, m, n and q are proportionate rates of change of retail prices, wage rates, import prices lagged one quarter, percentage of labour force unionized and output per head, respectively, and U is unemployment rate. The equations are estimated by ordinary least squares for whole sample period 1948(3)-1967(2), and for separate and policy-off periods [these being, policy-on: 1948(3)-1950(3), 1956(1)-1956(4), 1961(3)-1967(2); and policy-off: 19…

  • Econometrics

    Kenneth F Wallis, Ronald J Wonnacott et al.ARTICLEEconomica1971

  • The Brookings Model: Some Further Results

    Kenneth F Wallis, James S DuesenberryARTICLEEconomica1970

  • Forecasting and Recognizing Business Cycle Turning Points

    Kenneth F Wallis, Rendigs Fels et al.ARTICLEEconomica1969

  • Lagged Dependent Variables and Serially Correlated Errors: A Reappraisal of Three-Pass Least Squares

    Kenneth F WallisARTICLEThe Review of Economics and…1967

    Kenneth F. Wallis, Lagged Dependent Variables and Serially Correlated Errors: A Reappraisal of Three-Pass Least Squares, The Review of Economics and Statistics, Vol. 49, No. 4 (Nov., 1967), pp. 555-567

  • Stochastically Dependent Equations

    Kenneth F Wallis, P R FiskARTICLEEconomica1967