Time series analysis: forecasting and seasonal adjustment; analysis of forecast surveys and forecast uncertainty; density forecast evaluation. Macroeconometric modelling: comparative studies and policy analysis in national-economy and multicountry models.
Some Activities and Links
- Lectures (fragments of a course) at ANU, 1976 (The ANU Tapes)
- Royal Statistical Society, Member of Council, 1972-76.
- Econometric Society, Elected Fellow, 1975; Co-Editor, Econometrica, 1977-83; Programme Co-Chair, 7th World Congress, Tokyo, 1995; Member of Council, 1995-1997.
- ESRC Macroeconomic Modelling Bureau (1983-99), Director.
- Royal Economic Society, Member of Council, 1989-94; Founder Committee Member, Conference of Heads of University Departments of Economics (CHUDE), 1988.
- National Institute of Economic and Social Research, Governor; Member, Council of Management, 1997-2003.
- British Academy, Elected Fellow, 1994; Chairman, Section S2 (Economics and Economic History), 1998-2002; Member, Grants Committee, 2001-06 (Chairman, 2002-06); Member of Council, 2002-05; Chairman, Social Sciences Group, 2003-06; Member, Final Award Committee, Newton International Fellowships, 2008-11. BA Fellow's profile page.
- National Statistics Methodology Advisory Committee, Member, 2001-11.
- International Institute of Forecasters, Elected Fellow, 2002.
- Winner, Guardian Prize Crossword, 2 June 2007 (Araucaria), 2 July 2011 (Enigmatist).
- University of Warwick Chorus. Spring Term 2022, preparing Anton Bruckner's Mass in F Minor.
- ... and for a break, Burnbrae in the Scottish Borders.