Martin R Weale
Biographic Data
| ID | 5735979 |
|---|---|
| NAME | Martin R Weale |
| GIVEN NAMES | Martin R |
| FAMILY NAME | Weale |
| SIGNATURE | WEALE M R |
| AFFILIATIONS | NIESR and Statistics Commission |
| VERIFIED | No |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 10 |
| AUTHOR COUNT | 3 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2002 |
| LATEST PUBLICATION YEAR | 2005 |
| H-INDEX | 2 |
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth
A range of monthly series are currently available giving indications of short-term movements in output in the UK. The main aim of this paper is to suggest a formal and coherent procedure for grossing these monthly data up to represent the whole of GDP. Although the resultant estimates of GDP would be worse than those obtained by direct measurement, they should be more satisfactory than simply making an informal inference from whatever monthly dat…
Tests of Rank in Reduced Rank Regression Models
There has recently been renewed research interest in the development of tests of the rank of a matrix. This article evaluates the performance of some asymptotic tests of rank determination in reduced rank regression models together with bootstrapped versions through simulation experiments. The bootstrapped procedures significantly improve on the performance of the corresponding asymptotic tests. The article also presents a Monte Carlo exercise co…
Quantification of Qualitative Firm‐Level Survey Data
Survey data are widely used to provide indicators of economic activity ahead of the publication of official data. This paper proposes an indicator based on a theoretically consistent procedure for quantifying firm-level survey responses that are ordered and categorical. Firms ’ survey responses are assumed to be triggered by a latent continuous random variable as it crosses thresholds. Breaking tradition these thresholds are not assumed time inva…
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth
A range of monthly series are currently available giving indications of short-term movements in output in the UK. The main aim of this paper is to suggest a formal and coherent procedure for grossing these monthly data up to represent the whole of GDP. Although the resultant estimates of GDP would be worse than those obtained by direct measurement, they should be more satisfactory than simply making an informal inference from whatever monthly dat…
Quantification of Qualitative Firm‐Level Survey Data
Survey data are widely used to provide indicators of economic activity ahead of the publication of official data. This paper proposes an indicator based on a theoretically consistent procedure for quantifying firm-level survey responses that are ordered and categorical. Firms ’ survey responses are assumed to be triggered by a latent continuous random variable as it crosses thresholds. Breaking tradition these thresholds are not assumed time inva…
Quantification of Qualitative Firm‐Level Survey Data
Survey data are widely used to provide indicators of economic activity ahead of the publication of official data. This paper proposes an indicator based on a theoretically consistent procedure for quantifying firm-level survey responses that are ordered and categorical. Firms ’ survey responses are assumed to be triggered by a latent continuous random variable as it crosses thresholds. Breaking tradition these thresholds are not assumed time inva…
Tests of Rank in Reduced Rank Regression Models
There has recently been renewed research interest in the development of tests of the rank of a matrix. This article evaluates the performance of some asymptotic tests of rank determination in reduced rank regression models together with bootstrapped versions through simulation experiments. The bootstrapped procedures significantly improve on the performance of the corresponding asymptotic tests. The article also presents a Monte Carlo exercise co…
An Indicator of Monthly GDP and an Early Estimate of Quarterly GDP Growth
A range of monthly series are currently available giving indications of short-term movements in output in the UK. The main aim of this paper is to suggest a formal and coherent procedure for grossing these monthly data up to represent the whole of GDP. Although the resultant estimates of GDP would be worse than those obtained by direct measurement, they should be more satisfactory than simply making an informal inference from whatever monthly dat…
Econometrics (3 works) · Monetary Policy and Economic Impact (3 works) · Computer Science (2 works) · Economic Growth and Productivity (2 works) · Economic, financial, and policy analysis (2 works) · Economics (2 works) · Mathematics (2 works) · Statistics (2 works) · Advanced Statistical Methods and Models (1 works) · Autoregressive model (1 works)