Forecasting Economic Time Series, Cambridge: Cambridge University Press. (1998). With David F. Hendry.
Forecasting Non-Stationary Economic Time Series, MIT. (1999). With David F. Hendry.
A Companion to Economic Forecasting, Blackwell Companions to Contemporary Economics. Blackwell Publishers Ltd., Massachusetts USA. (ed.) (2002). With David F. Hendry.
Evaluating Econometric Forecasts of Economic and Financial Variables. Palgrave-Macmillan. 2005.
The Oxford Handbook of Economic Forecasting. Oxford University Press. (ed.) (2011) With David F. Hendry.
Forecasting US Output Growth with Non-linear Models in the Presence of Data Uncertainty. (2012). Studies in Nonlinear Dynamics & Econometrics. 16, 1. 1-25.
Do Professional Forecasters Pay Attention to Data Releases? (2012). International Journal of Forecasting. 28, 297 - 308.
Improving real-time estimates of output and inflation gaps with multiple-vintage models. (2012) Journal of Business and Economic Statistics. 30, 4. 554--562. DOI: 10.1080/07350015.2012/707588. With Ana B. Galvão.
Forecasting with Vector Autoregressive Models of Data Vintages: US output growth and inflation. International Journal of Forecasting. With Ana B. Galvão. Forthcoming.
Real-time Forecasting of Inflation and Output Growth with Autoregressive Models in the Presence of Data Revisions. Journal of Applied Econometrics. Forthcoming. With Ana B. Galvão.
Forecasting by factors, by variables, by both or neither? Journal of Econometrics. Forthcoming. With Jennifer L. Castle and David F. Hendry.