**Research**

**
Publications and Working Papers**

- 'Sir Clive W.J. Granger Memorial Special Issue on Econometrics: An Introduction, (with David F. Hendry), 2017,
European Journal of Pure and Applied Mathematics, forthcoming.- 'Clive W.J. Granger and Cointegration', (with David F. Hendry), 2017,
European Journal of Pure and Applied Mathematics, forthcoming.- 'Sir Clive W.J. Granger Memorial Special Issue on Econometrics: Model Selection', 2017,
European Journal of Pure and Applied Mathematics, forthcoming.- 'A Half-century Diversion of Monetary Policy? An Empirical Horserace to Identify the UK Variable most likely to deliver the Desired Nominal GDP Growth Rate', (with Josh Ryan-Collins and Richard A Werner), 2016,
Journal of International Financial Markets, Institutions & Money,43, pp. 158-176.- 'An Overview of Forecasting Facing Breaks', (with Michael P. Clements and David F. Hendry), 2016,
Journal of Business Cycle Research,12(1), pp. 3-23.- 'Detecting Location Shifts during Model Selection by Step-Indicator Saturation', (with Jurgen A. Doornik, David F. Hendry and Felix Pretis), 2015,
Econometrics,3, pp. 240-264.- 'Forecasting and Nowcasting Macroeconomic Variables: A Methodological Overview, (with David F. Hendry and Oleg Kitov), 2015,
Handbook on Rapid Estimates, Eurostat.- 'Robust Approaches to Forecasting' (with Michael P. Clements and David F. Hendry), 2014,
International Journal of Forecasting,31(1), 99-112.- 'Model Selection in Under-specified Equations Facing Breaks', (with David F. Hendry), 2014,
Journal of Econometrics,178(2), pp. 286-293.- 'Mis-specification Testing: Non-Invariance of Expectations Models of Inflation'. (with Jurgen A. Doornik, David F. Hendry and Ragnar Nymoen), 2014,
Econometric Reviews,33(5-6), pp. 553-574.- 'Forecasting by Factors, by Variables, by Both, or Neither?' (with Michael P. Clements and David F. Hendry),
Journal of Econometrics, 2013,177(2), pp. 305-319.- 'Semi-automatic Non-linear Model Selection', (with David F. Hendry), 2013, Chapter 7, in N. Haldrup, M. Meitz and P. Saikkonen (eds.),
Essays in Nonlinear Time Series Econometrics, Festschrift in Honour of Timo Teräsvirta,Oxford University Press.- 'Using Model Selection Algorithms to Obtain Reliable Coefficient Estimates', (with Xiaochuan Qin and W. Robert Reed).
Journal of Economic Surveys, 2013,27(2), pp. 269-296.- 'Model Selection in Equations with Many "Small" Effects', (with Jurgen A. Doornik and David F. Hendry)
Oxford Bulletin of Economics and Statistics, 2013,75(1), pp. 6-22.- 'Model Selection when there are Multiple Breaks', (with Jurgen A. Doornik and David F. Hendry),
Journal of Econometrics, 2012,169(2), pp. 239-246.- 'A Tale of 3 Cities: Model Selection in Over-, Exact, and Underspecified Equations', (with David F. Hendry), in Kaldor, M. and Vizard, P. (eds),
Arguing About the World, The Work and Legacy of Maghnad Desai, Bloomsbury Academic Press, 2011. Chapter 3, pp. 31-55.- 'On Not Evaluating Economic Models by Forecast Outcomes', (with David F. Hendry),
Istanbul University Journal of the School of Business Administration,40(1), 2011, pp. 1-14.- 'Evaluating Automatic Model Selection', (with Jurgen A. Doornik and David F. Hendry),
Journal of Time Series Econometrics,3(1), 2011, Article 8.- 'Automatic Selection for Non-linear Models', (with David F. Hendry) in Wang, L., Garnier, H. and Jackman, T. (eds.),
System Identification, Environmental Modelling and Control, Springer, 2012. Chapter 12, pp. 229-250.- 'Forecasting Breaks and During Breaks', (with Nicholas Fawcett and David F. Hendry) in Clements, M.P. and Hendry, D.F. (eds.),
Oxford Handbook of Economic Forecasting, Oxford University Press, Chapter 11, pp. 315-354.- 'Forecasting with Equilibrium-correction Models during Structural Breaks', (with Nicholas Fawcett and David F. Hendry),
Journal of Econometrics,158(1), 2010, pp. 25-36.- 'A Low-Dimension Portmanteau Test for Non-linearity', (with David F. Hendry),
Journal of Econometrics,158(2), 2010, pp. 231-245.- 'Nowcasting from Disaggregates in the Face of Location Shifts', (with David F. Hendry),
Journal of Forecasting,29, 2010, pp. 200-214.- 'Nowcasting is not just Contemporaneous Forecasting', (with Nicholas Fawcett and David F. Hendry),
National Institute Economic Review,210(1), 2009, pp. 71-89.- 'The Long-Run Determinants of UK Wages, 1860-2004', (with David F. Hendry).
Journal of Macroeconomics,31(1), 2009, pp. 5-28.- 'Forecasting UK Inflation: the Roles of Structural /lieaks and Time Disaggregation', 2008, (with David F. Hendry). In Rapach and Wohar (eds.),
Forecasting in the Presence of Structural Breaks and Model Uncertainty, Frontiers of Economics and Globalization Series, Emerald, Chapter 2, pp. 41--92.- 'Evaluating PcGets and RETINA as Automatic Model Selection Algorithms',
Oxford Bulletin of Economics and Statistics,67, 2005, pp. 837-880.- 'Checking the Robustness and Validity of Model Selection: An Application to UK Wages', Working paper, Economics Department, University of Oxford, 2008. [PDF]
- 'Building a Real-time Database for GDP(E)' (with Colin Ellis),
Bank of England Quarterly Bulletin, pring 2002, pp. 42-49.

**Books**

- Edited Volume:
The Methodology and Practice of Econometrics, 2009, (with Neil Shephard), Oxford: Oxford University Press.Econometric Model Selection: Nonlinear Techniques and Forecasting, 2008, Saarbrücken: VDM Verlag. ISBN: 978-3-639-00458-8.

**Short articles and Blogs**

- Book Review: Bernt P. Stigum, 'Econometrics in a Formal Science of Economics', 2016,
Journal of Economics,117(1), pp 89-91.- ''Data mining' with more variables than observations' (with David F. Hendry), VoxEU column posted August 13, 2014. Column.
- 'The Real Wage-Productivity Nexus' (with David F. Hendry), VoxEU column posted January 13, 2014. Column.
- 'Nowcasting holds Policy Promise', Oxford Analytica, 9/9/2010.
- 'Modelling a century and a half of UK macroeconomic data using general to specific methodology',
Oxonomics,2, 2007, pp. 21-26. [PDF]- 'Automatic Econometric Model Selection using PcGets',
Aenorm,52, 2006, pp. 43-46. [PDF]- 'Time Variation in Asset Return Correlations',
Aenorm,53, 2006, pp. 35-38. [PDF]- 'Automatic Econometric Model Selection using PcGets',
Medium Econometrische Toepassingen (MET),14, 2006, pp. 16-19. [PDF]

**Doctoral thesis**

Empirical Modelling and Model Selection for Forecasting Inflation in a Non-stationary World. [PDF]

Supervisor: David F. Hendry (Examiners: Bent Nielsen and Hans-Martin Krolzig)

**M.Phil thesis**

Measuring Excess Demand and its Impact on Inflation. [PDF]

Supervisor: David F. Hendry