List of publications

Published in refereed journals or books:

1. Young, P.C. and Pedregal, D.J. (1996), Recursive Fixed Interval Smoothing and the Evaluation of LIDAR Measurements: A Comment on the Paper by Holst, Hössjer, Björklund, Ragnarsson and Edner, Environmetrics, 7, 417-427.
2. Pedregal, D.J. (1996), Forecasting with STAMP, O.R. Insight, Vol. 9, No. 3, 29-32.
3. Pedregal, D.J. (1996), SOFTWARE review: Bayesian analysis of time series (BATS), International Journal of Forecasting, 12, 429-432.
4. Young, P.C. and Pedregal, D.J., Data-Based Mechanistic Modelling. In press: C. Heij et al., eds., System Dynamics in Economic and Financial models, J. Wiley: Chichester, 1997, 169-213.
5. Young, P.C. and Pedregal, D.J. (1997), Comments on "Multivariate Structural Time Series Models" by A. Harvey and S. J. Koopman. In press: C. Heij et al., eds., System Dynamics in Economic and Financial models, J. Wiley: Chichester, 1997.
6. Young, P.C. and Pedregal, D.J. (1997), COMMENTS ON THE PAPER "An analysis of the international tourism demand in Spain", International Journal of Forecasting, 13, 551-556.
7. Young P.C. and Pedregal, D.J. (1999), Recursive and En-Block Approaches to Signal Extraction, Journal of Applied Statistics, 26, 103-128. Centre for Research on Environmental Systems and Statistics (1996), Lancaster University, Report No. TR/154.
8. Young P.C. and Pedregal, D.J., Macro-Economic Relativity: Government Spending, Private Investment and Unemployment in the USA, Journal of Structural Change and Economic Dynamics, (in press).
9. Young P.C., Pedregal, D.J., and Tych, W., Dynamic Harmonic Regression, Centre for Research on Environmental Systems and Statistics, Lancaster University, Report No. TR/96. Journal of Forecasting, (in press).

Submited for publication:

1. Young, P. C. and Pedregal, D. J., A comment on "Effects of the Hodrick-Prescott filter on trend and difference stationary time series. Implications for business cycle research" by Cogley and Nason, submitted to the Journal of Economic Dynamics and Control.

Conference, working papers and invited lectures:

1. Pedregal, D.J. (1994), MATLAB for Windows. A comparison with GAUSS, Universidad Autónoma de Madrid, Madrid, 7 April 1994.
2. Pedregal, D.J. (1994), Programming with GAUSS, Universidad Autónoma de Madrid, Madrid, 2-5 May 1994.
3. Pedregal, D.J. (1995), Adaptive Forecasting of Electricity Load Demand, Proceedings of the Centre for Research on Environmental Systems and Statistics (CRES) Workshop, December 1995.
4. Young, P.C. (and Pedregal, D.J., 1995), Adaptive Unobserved Components Models and Electricity Demand Forecasting, Colloquium on Electricity Demand Forecasting, London Business School, London, May 1995.
5. Pedregal, D.J. (and Young, P.C., 1996), Adaptive Forecasting of Electricity Load Demand in the United Kingdom, Sixteenth International Symposium on Financial Markets and Forecasting, Istanbul, June 1996.
6. Pedregal, D.J. and Young, P.C. (1996), Modulated cycles, a new approach to modelling seasonal/cyclical behaviour in unobserved component models, Centre for Research on Environmental Systems and Statistics (CRES), Report No. TR/145.
7. Pedregal, D. J. (1996), Forecasting Energy Demand Using Unobserved Components Models. Invited lecture at the Universidad Autónoma, Madrid, February.
8. Young P.C. (and Pedregal, D.J., 1997), Recent Advances in Unobserved Components Modelling, Seventeenth International Symposium on Forecasting Barbados, June 1997.
9. Pedregal, D.J. (and Young, P.C., 1997), Dynamic Harmonic Regression: An Unobserved Components Model for Signal Extraction and Forecasting of Nonstationary Time Series. Invited lecture at the Econometric Forecasting Theory Workshop, Oxford Univ. (UK), June.
10. Young, P.C., (and Pedregal, D.J., 1997), Macroeconomic Relativity: Government Spending, Private Investment and Unemployment in the USA, Econometric Forecasting Practice Workshop, Oxford University (UK), June.
11. Pedregal, D. J., Young, P. C. and Infield, D. (1997), ‘A new adaptive approach to electricity demand forecasting’, Centre for Research on Environmental Systems and Statistics, Lancaster University, Report No. 150.
12. Pedregal, D. J. and Young, P. C. (1998), ‘Extensions of Trend Models in Unobserved Component Models’, Centre for Research on Environmental Systems and Statistics, Lancaster University, Report No. 155.
13. Pedregal, D. J. and Young, P.C. (1998), ‘A new adaptive approach to forecasting electricity demand’, Centre for Research on Environmental Systems and Statistics, Lancaster University, Report No. 156.
14. Tych, W., (Young, P.C. and Pedregal, D.J., 1998), A Software Package for Multi-Rate Unobserved Componnet Forecasting of Telephone Call Demand, Eighteenth International Symposium on Forecasting, Edinburgh, June.
15. Young, P.C. (and Pedregal, D.J., 1998), Adaptive Electricity Demand Forecasting Using a Novel Non-Linear, Unobserved Components Model Estimated in the Frequency Domain, Colloquium on Electricity Demand Forecasting, London Business School, London, July 6th 1998.

Much more coming soon ...

Written by DJP (last update April 1999). 
All pages copyright University of Lancaster 1996. ALL RIGHTS RESERVED.