D-Index & Metrics Best Publications

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 38 Citations 6,587 104 World Ranking 1528 National Ranking 173

Research.com Recognitions

Awards & Achievements

1975 - Fellows of the Econometric Society

Overview

What is he best known for?

The fields of study he is best known for:

  • Statistics
  • Econometrics
  • Normal distribution

His primary scientific interests are in Econometrics, Statistics, Inflation, Survey of Professional Forecasters and Statistic. The various areas that Kenneth F. Wallis examines in his Econometrics study include Probability distribution, Forecast skill and Empirical research. His research in Statistics intersects with topics in Seasonal adjustment and Linear approximation, Nonlinear system.

His study on Inflation targeting is often connected to Discount points as part of broader study in Inflation. His Survey of Professional Forecasters research is multidisciplinary, incorporating perspectives in Fan chart and Contingency table. Kenneth F. Wallis has researched Statistic in several fields, including Regression analysis, Linear regression, Variables and Autocorrelation.

His most cited work include:

  • ECONOMETRIC IMPLICATIONS OF THE RATIONAL EXPECTATIONS HYPOTHESIS (327 citations)
  • Seasonal Adjustment and Relations Between Variables (288 citations)
  • Density Forecasting: A Survey (285 citations)

What are the main themes of his work throughout his whole career to date?

His primary scientific interests are in Econometrics, Statistics, Inflation, Economy and Macroeconomic modelling. His biological study spans a wide range of topics, including Survey of Professional Forecasters, Probability distribution and Seasonal adjustment. His work on Goodness of fit, Monte Carlo method, Variables and Regression analysis as part of general Statistics study is frequently linked to Variance, bridging the gap between disciplines.

His work on Inflation targeting and Fan chart as part of general Inflation research is frequently linked to Discount points, bridging the gap between disciplines. His Economy study integrates concerns from other disciplines, such as Treasury and Macroeconomics. He interconnects Policy analysis and Impulse response in the investigation of issues within Macroeconomic modelling.

He most often published in these fields:

  • Econometrics (54.81%)
  • Statistics (19.26%)
  • Inflation (14.81%)

What were the highlights of his more recent work (between 2005-2017)?

  • Econometrics (54.81%)
  • Inflation (14.81%)
  • Consensus forecast (7.41%)

In recent papers he was focusing on the following fields of study:

His primary areas of study are Econometrics, Inflation, Consensus forecast, Discount points and Context. Kenneth F. Wallis merges Econometrics with Scale in his research. His Inflation research integrates issues from Heteroscedasticity and Autoregressive model.

Within one scientific family, Kenneth F. Wallis focuses on topics pertaining to Economy under Macroeconomic modelling, and may sometimes address concerns connected to Error correction model, Cointegration, Impulse response and Endogeneity. In his study, Survey of Professional Forecasters is inextricably linked to Bivariate analysis, which falls within the broad field of Actuarial science. The study incorporates disciplines such as Skewness and Kurtosis in addition to Probability distribution.

Between 2005 and 2017, his most popular works were:

  • A Simple Explanation of the Forecast Combination Puzzle (177 citations)
  • Uncertainty and disagreement in economic prediction: the Bank of England Survey of External Forecasters (106 citations)
  • Evaluating density forecasts: forecast combinations, model mixtures, calibration and sharpness (106 citations)

In his most recent research, the most cited papers focused on:

  • Statistics
  • Normal distribution
  • Econometrics

His main research concerns Econometrics, Inflation, Discount points, Consensus forecast and Forecast verification. His study in the field of Forecast error is also linked to topics like Stock. His studies deal with areas such as Optimism, Bivariate analysis, Pessimism and Actuarial science as well as Inflation.

His Consensus forecast research is multidisciplinary, relying on both Field and Point forecast. His Forecast verification study combines topics from a wide range of disciplines, such as Calibration and Time series. His Forecast skill research includes themes of Technology forecasting and Missing data.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

ECONOMETRIC IMPLICATIONS OF THE RATIONAL EXPECTATIONS HYPOTHESIS

Kenneth F. Wallis.
Econometrica (1980)

502 Citations

ECONOMETRIC IMPLICATIONS OF THE RATIONAL EXPECTATIONS HYPOTHESIS

Kenneth F. Wallis.
Econometrica (1980)

502 Citations

Density Forecasting: A Survey

Anthony S Tay;Kenneth Wallis.
Research Papers in Economics (2000)

472 Citations

Density Forecasting: A Survey

Anthony S Tay;Kenneth Wallis.
Research Papers in Economics (2000)

472 Citations

Seasonal Adjustment and Relations Between Variables

Kenneth F. Wallis.
Journal of the American Statistical Association (1974)

444 Citations

Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters

Francis X. Diebold;Anthony S. Tay;Kenneth F. Wallis.
Research Papers in Economics (1998)

349 Citations

Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters

Francis X. Diebold;Anthony S. Tay;Kenneth F. Wallis.
Research Papers in Economics (1998)

349 Citations

A Simple Explanation of the Forecast Combination Puzzle

Jeremy Smith;Kenneth Frank Wallis.
Oxford Bulletin of Economics and Statistics (2009)

326 Citations

A Simple Explanation of the Forecast Combination Puzzle

Jeremy Smith;Kenneth Frank Wallis.
Oxford Bulletin of Economics and Statistics (2009)

326 Citations

Statistical Methods of Econometrics.

Kenneth F. Wallis;E. Malinvaud;A. Silvey.
Journal of the Royal Statistical Society. Series A (General) (1967)

303 Citations

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