2026 David F. Hendry: Economics and Finance Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Economics and Finance	98	119	107	11	10	549	46390

Research.com Recognitions

2026 - Research.com Economics and Finance in United Kingdom Leader Award
2024 - Research.com Economics and Finance in United Kingdom Leader Award
2023 - Research.com Economics and Finance in United Kingdom Leader Award

Overview

David F. Hendry is affiliated with the University of Oxford in the United Kingdom. Their research primarily focuses on the field of Economics, Econometrics and Finance, with a total of 30 publications. The scientist's work spans several subfields including General Economics, Econometrics and Finance, Economics and Econometrics, Management Science and Operations Research, Renewable Energy, Sustainability and the Environment, and Surgery.

The main themes explored in their research include monetary policy and economic impact, market dynamics and volatility, forecasting techniques and applications, global energy and sustainability research, financial risk and volatility modeling, economic, financial, and policy analysis, as well as energy load and power forecasting.

Recent papers authored or co-authored by David F. Hendry include:

Forecasting: theory and practice, 2022, Virtual Community of Pathological Anatomy (University of Castilla La Mancha)
Effect of Robot-Assisted Radical Cystectomy With Intracorporeal Urinary Diversion vs Open Radical Cystectomy on 90-Day Morbidity and Mortality Among Patients With Bladder Cancer, 2022, JAMA
Robust Discovery of Regression Models, 2021, Econometrics and Statistics
Forecasting: theory and practice, 2022, International Journal of Forecasting
Common volatility shocks driven by the global carbon transition, 2023, Journal of Econometrics

Frequent publication venues for Hendry's work include:

SSRN Electronic Journal
International Journal of Forecasting
National Institute Economic Review
Harvard Dataverse
Virtual Community of Pathological Anatomy (University of Castilla La Mancha)

Co-authorship collaborations are a notable part of Hendry's career, with repeated contributions alongside several researchers, including:

Jennifer L. Castle
Jurgen A. Doornik
Andrew B. Martinez
Felix Pretis
Ramesh Thurairaja

David F. Hendry has also contributed to book publications, including a work published by Now Publishers titled Climate Econometrics: An Overview, released in 2020.

Best Publications

Co-integration, Error Correction and the Econometric Analysis of Non-stationary Data

Anindya Banerjee;Juan José Dolado;John W. Galbraith;David F. Hendry

4362
Citations
Forecasting Economic Time Series

Michael P. Clements;David F. Hendry

2349
Citations
Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom

James E. H. Davidson;David F. Hendry;Frank Srba;Stephen Yeo

2336
Citations
Forecasting Non-Stationary Economic Time Series

Michael P. Clements;David F. Hendry

1600
Citations
Econometrics: Alchemy or Science?: Essays in Econometric Methodology

David Forbes Hendry

1521
Citations
Testing for a Unit Root

Anindya Banerjee;Juan J. Dolado;John W. Galbraith;David F. Hendry

1432
Citations
Exploring Equilibrium Relationships in Econometrics through Static Models: Some Monte-Carlo Evidence

Anindya Banerjee;Juan J. Dolado;David F. Hendry;Gregor W. Smith

1224
Citations
Statistical Foundations of Econometric Modelling

Aris Spanos;David Hendry

1150
Citations
Dynamic Econometrics

Unknown

1111
Citations
ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW

David F. Hendry

987
Citations
Forecasting Economic Time Series

Michael Clements;David Hendry

986
Citations
Econometrics-Alchemy or Science?

David F. Hendry

985
Citations
Explaining Cointegration Analysis: Part II

David F. Hendry;Katarina Juselius

983
Citations
Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England.

David F. Hendry;Grayham E. Mizon

835
Citations
Econometric Evaluation of Linear Macro-Economic Models

Yock Y. Chong;David F. Hendry

747
Citations
On the Formulation of Empirical-models in Dynamic Econometrics

David F Hendry;Jean-Francois Richard

723
Citations
Pooling of forecasts

David F. Hendry;Michael P. Clements

641
Citations
Identification and inference for econometric models : essays in honor of Thomas Rothenberg

Donald W. K. Andrews;James H. Stock

634
Citations
Predictive failure and econometric modelling in macroeconomics: the transactions demand for money

David F. Hendry

604
Citations
EVALUATING DYNAMIC ECONOMETRIC MODELS BY ENCOMPASSING THE VAR

David Hendry;Grayham Mizon

529
Citations
Modeling the demand for narrow money in the United Kingdom and the United States

David F. Hendry;David F. Hendry;Neil R. Ericsson

500
Citations
On the limitations of comparing mean square forecast errors

Michael P. Clements;David F. Hendry

485
Citations
Computer automation of general-to-specific model selection procedures

Hans-Martin Krolzig;David F. Hendry

473
Citations
Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

Anindya Banerjee;Juan Dolado;John Galbraith;David Hendry

464
Citations

Frequent Co-Authors

Michael P. Clements University of Reading

Grayham E. Mizon University of Southampton

Neil R. Ericsson George Washington University

Juan J. Dolado European University Institute

Søren Johansen University of Copenhagen

Neil Shephard Harvard University

Kenneth F. Wallis University of Warwick

Massimiliano Marcellino Bocconi University

M. Hashem Pesaran University of Cambridge

Peter C. B. Phillips Yale University

External Links

Wikipedia of David F. Hendry Personal website of David F. Hendry Google Scholar page

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