Modelling UK inflation, 1875–1991

David F. Hendry

Journal of Applied Econometrics, 2001. DOI 10.1002/jae.615

Has this study been replicated?

The atlas records 1 reproduction of this study. Recorded outcomes: 1 mixed.

Model simplification and variable selection: A replication of the UK inflation model by Hendry (2001), Błażejowski et al. (2020). Journal of Applied Econometrics. Outcome recorded: computationally reproducible, robust. Computational: According to the results in Table 1, we found minor differences in the coefficient estimates for four variables— urn:x-wiley:jae:media:jae2760:jae2760-math-0016, Δmt−1, ΔRs,t−1, and Δpt−1—and two differences in standard errors for St−1 and Δpt−1. The remaining coefficients and the model statistics were identical. Outcome read from the full text. View paper

Hendry, D. F. (2001). Modelling UK inflation, 1875–1991. Journal of Applied Econometrics, 16(3), 255–275. Portico. https://doi.org/10.1002/jae.615