A time series forecasting system for the UK money supply

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Time Series Analysis Forecasting and Control.

1971 • 6,159 citations

On a measure of lack of fit in time series models

1978 • 5,638 citations

The Combination of Forecasts

1969 • 2,340 citations

Intervention Analysis with Applications to Economic and Environmental Problems

1975 • 2,217 citations

Applied Economic Forecasting

1967 • 1,293 citations

Improved methods of combining forecasts

1984 • 1,119 citations

Experience with Forecasting Univariate Time Series and the Combination of Forecasts

1974 • 832 citations

Time series analysis and simultaneous equation econometric models

1974 • 660 citations

Modeling Multiple Time Series with Applications

1981 • 638 citations

The Econometric Analysis of Time Series.

1981 • 586 citations

Intervention Analysis with Applications to Economic and Environmental Problems

1975 • 471 citations

The Combination of Forecasts

1983 • 369 citations

Modeling Multiple Times Series with Applications

1981 • 256 citations

Applied Economic Forecasting

1967 • 249 citations

Issues Involved With the Seasonal Adjustment of Economic Time Series

2002 • 249 citations

The Money Supply Announcements Puzzle: Review and Interpretation

1983 • 219 citations

Multiple Time Series Analysis and the Final Form of Econometric Models

1977 • 189 citations

Why interest rates react to money announcements

1984 • 180 citations

Statistical Analysis of Econometric Models

1979 • 176 citations

Market Response to the Weekly Money Supply Announcements in the 1970s

1981 • 166 citations

Identification of multiple-input transfer function models

1982 • 153 citations

SOME ASPECTS OF MODELLING AND FORECASTING MULTIVARIATE TIME SERIES

1981 • 148 citations

Dynamic Specification

2000 • 137 citations

The "Rationality" of Money Supply Expectations and the Short-Run Response of Interest Rates to Monetary Surprises

1981 • 132 citations

Monetary Theory and Practice. The UK Experience.

1984 • 126 citations

Linear transformations of vector ARMA processes

1984 • 112 citations

Forecasting Contemporaneously Aggregated Vector ARMA Processes

1984 • 110 citations

The Effects of Inflation and Money Supply Announcements on Interest Rates

1984 • 96 citations

Issues Involved with the Seasonal Adjustment of Economic Time Series

1984 • 89 citations

Predicting the money multiplier

1979 • 81 citations

Statistical Analysis of Econometric Models

1979 • 74 citations

Monitoring and adjusting forecasts in the presence of additive outliers

1984 • 59 citations

Market Response to the Weekly Money Supply Announcements in the 1970s

1981 • 57 citations

Monetary control in the United Kingdom

1981 • 56 citations

The Interpretation ofR²in Autoregressive-Moving Average Time Series Models

1976 • 43 citations

Theory and practice of multivariate arma forecasting

1984 • 41 citations

Forecasting Contemporaneously Aggregated Vector ARMA Processes

1984 • 40 citations

Forecast evaluation and improvement using theil's decomposition

1984 • 38 citations

Identification of the multi‐input box‐Jenkins transfer function model

1984 • 32 citations

The Effects of Inflation and Money Supply Announcements on Interest Rates

1984 • 28 citations

The Interpretation of R 2 in Autoregressive-Moving Average Time Series Models

1976 • 25 citations

The role of time series analysis in the evaluation of econometric models

1985 • 22 citations

Forecasting contemporaneous aggregates and the combination of forecasts: The case of the U.K. monetary aggregates

1985 • 21 citations

THE RELATIONSHIP BETWEEN EXCHANGE RATE MOVEMENTS AND MONETARY SURPRISES: RESULTS FOR THE UNITED KINGDOM AND THE UNITED STATES COMPARED AND CONTRASTED

1985 • 14 citations

On the Identification of Transfer Function Noise Models with Several Correlated Inputs

1982 • 12 citations

THE RELATIONSHIP BETWEEN EXCHANGE RATE MOVEMENTS AND MONETARY SURPRISES: RESULTS FOR THE UNITED KINGDOM AND THE UNITED STATES COMPARED AND CONTRASTED*

1985 • 12 citations

A Guide to UK Monetary Policy

1986 • 6 citations

A guide to UK monetary policy

1988 • 6 citations

A new look at the relationship between time-series and structural econometric models

1983 • 6 citations

The information loss through aggregation of the UK monetary components

1983 • 3 citations

THE INFORMATION CONTENT OF THE UK MONETARY COMPONENTS AND AGGREGATES*

1983 • 3 citations