Browsing Department of Economics (ECO) by Author "HENDRY, David F."

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Browsing Department of Economics (ECO) by Author "HENDRY, David F."

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    Title: Encompassing  Author(s): HENDRY, David F.; MARCELLINO, Massimiliano; MIZON, Grayham E. Date: 2008 Type of Publication: Book
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    Title: Encompassing  Author(s): HENDRY, David F.; MARCELLINO, Massimiliano; MIZON, Grayham E.; BONTEMPS, Christophe; FLORENS, Jean-Pierre; RICHARD, Jean-Francois; LU, Maozu; MIZON, Grayham E.; MONFARDINI, Chiara; ERMINI, Luigi; SPANOS, Aris; READE, J. James; COOK, Steve; MARCELLINO, Massimiliano; ROSSI, Barbara; ERICSSON, Neil R.; DOORNIK, Jurgen A.; HANSEN, Henrik Date: 2008 Type of Publication: Article
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    Title: Guest editors' introduction to special issue on encompassing  Author(s): HENDRY, David F.; MARCELLINO, Massimiliano; MIZON, Grayham E. Date: 2008 Type of Publication: Article
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    Title: Information in economics forecasting  Author(s): GRANGER, Olive W.J.; CLEMENTS, Michael P.; HENDRY, David F.; FAVERO, Carlo; MARCELLINO, Massimiliano; BANERJEE, Anindya; MASTEN, Igor; HARVEY, David I.; NEWBOLD, Paul; CASTLE, Jennifer L.; ALLEN, P. Geoffrey; FILDES, Robert; KORENOK, Oleg; SWANSON, Norman R.; ANDERSON, Heather M.; VAHID, Farshid; WALLIS, Kenneth F.; MITCHELL, James; HALL, Stephen G. Date: 2005 Type of Publication: Article
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    Title: Constructing Historical Euro-Zone Data  Author(s): BEYER, Andreas; DOORNIK, Jurgen A.; HENDRY, David F. Date: 2001 Type of Publication: Article Abstract: Existing methods of reconstructing historical Euro-zone data by aggregation of the individual countries' aggregate data raises numerous difficulties, especially due to past exchange rate changes. The approach proposed here ...
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    Title: Constructing Historical Euro-Zone Data  Author(s): BEYER, Andreas; DOORNIK, Jurgen A.; HENDRY, David F. Date: 2000 Type of Publication: Working Paper Series/Report no.: EUI ECO
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    Title: Reconstructing Aggregate Euro-Zone Data  Author(s): BEYER, Andreas; DOORNIK, Jurgen A.; HENDRY, David F. Date: 2000 Type of Publication: Article Abstract: Reconstructing historical euro-zone data by aggregation across individual countries is problematic because of past exchange rate changes. The approach here avoids such distortions, yet aggregates exactly when exchange rates ...
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    Title: Exogeneity, Cointegration, and Economic Policy Analysis  Author(s): ERICSSON, Neil R.; HENDRY, David F.; MIZON, Grayham E. Date: 1998 Type of Publication: Article Abstract: This overview examines conditions for reliable economic policy analysis based on econometric models, focusing on the econometric concepts of exogeneity, cointegration, causality, and invariance. Weak, strong, and super ...
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    Title: The Influence of A.W.H. Phillips on Econometrics  Author(s): HENDRY, David F.; MIZON, Grayham E. Date: 1996 Type of Publication: Working Paper Series/Report no.: EUI ECO
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    Title: The Econometric Analysis of Economic Policy  Author(s): BANERJEE, Anindya; HENDRY, David F.; MIZON, Grayham E. Date: 1996 Type of Publication: Working Paper Series/Report no.: EUI ECO
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    Title: The Econometric Analysis of Economic Policy  Author(s): BANERJEE, Anindya; HENDRY, David F.; MIZON, Grayham E. Date: 1996 Type of Publication: Article
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    Title: On the Interactions of Unit Roots and Exogeneity  Author(s): HENDRY, David F. Date: 1994 Type of Publication: Working Paper Series/Report no.: EUI ECO
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    Title: Encompassing in Stationary Linear Dynamic Models  Author(s): GOVAERTS, Bernadette; HENDRY, David F.; RICHARD, Jean-Francois Date: 1994 Type of Publication: Working Paper Series/Report no.: EUI ECO